Specification of conditional transformation models
ctm(response, interacting = NULL, shifting = NULL, data = NULL,
todistr = c("Normal", "Logistic", "MinExtrVal", "MaxExtrVal"),
sumconstr = inherits(interacting, c("formula", "formula_basis")), ...)
a basis function, ie, an object of class basis
a basis function, ie, an object of class basis
a basis function, ie, an object of class basis
either a data.frame
containing the model variables
or a formal description of these variables in an object of class vars
a character vector describing the distribution to be transformed
a logical indicating if sum constraints shall be applied
arguments to as.basis
when shifting
is a formula
An object of class ctm
.
This function only specifies the model which can then be fitted using
mlt
. The shift term is positive by default.
Possible choices of the distributions the model transforms to (the inverse
link functions) include the
standard normal ("Normal"
), the standard logistic
("Logistic"
), the standard minimum extreme value
("MinExtrVal"
, also known as Gompertz distribution), and the
standard maximum extreme value ("MaxExtrVal"
, also known as Gumbel
distribution) distributions.
Torsten Hothorn, Lisa Moest, Peter Buehlmann (2018), Most Likely Transformations, Scandinavian Journal of Statistics, 45(1), 110--134, 10.1111/sjos.12291.