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GJRM (version 0.2-6.4)

Generalised Joint Regression Modelling

Description

Routines for fitting various joint (and univariate) regression models, with several types of covariate effects, in the presence of equations' errors association, endogeneity, non-random sample selection or partial observability.

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Version

Install

install.packages('GJRM')

Monthly Downloads

1,222

Version

0.2-6.4

License

GPL (>= 2)

Maintainer

Giampiero Marra

Last Published

June 21st, 2023

Functions in GJRM (0.2-6.4)

LM.bpm

Lagrange Multiplier Test (Score Test)
Dpens

Differentiable penalties
BCDF

Internal Function
H.tri

Internal Function
adjCov

Adjustment for the covariance matrix from a fitted gjrm model
SemiParTRIV

Internal fitting function
SemiParROY

Internal fitting function
VuongClarke

Vuong and Clarke tests
TRIapprox

Internal Function
bprobgHsPO

Internal Function
bcont

Internal Function
bdiscrdiscr

Internal Function
S.m

Internal Function
bprobgHsDiscr1SS

Internal Function
SemiParBIV

Internal fitting function
bdiscrcont

Internal Function
bprobgHsCont

Internal Function
GJRM-package

Generalised Joint Regression Modelling
SemiParBIV.fit

Internal Function
adjCovSD

Adjustment for the covariance matrix from a gjrm model fitted to complex survey data.
RR

Causal risk ratio of a binary/continuous/discrete endogenous variable
bprobgHs

Internal Function
OR

Causal odds ratio of a binary/continuous/discrete endogenous variable
gamlss

Generalised Additive Models for Location, Scale and Shape
g.tri

Internal Function
eta.tr

Internal Function
cv.inform

Cross validation for informative censoring univariate survival models
distrHs

Internal Function
gamlssObject

Fitted gamlssObject object
bprobgHsContSS

Internal Function
copgHs

Internal Function
copulaSampleSel

Internal fitting function
bprobgHsContUniv

Internal Function
SemiParBIV.fit.post

Internal Function
gjrmObject

Fitted gjrm object
imputeCounter

Imputation of Counterfactual
hiv

HIV Zambian data
gt.bpm

Gradient test
bprobgHsSS

Internal Function
bprobgHsDiscr1

Internal Function
hazsurv.plot

Hazard and survival plots
imputeSS

Missing values' imputation
ggmtrust

ggmtrust for penalised network
conv.check

Some convergence diagnostics
llpsi

Internal Function
gjrm

Generalised Joint Regression Models with Binary/Continuous/Discrete/Survival Margins
polys.setup

Set up geographic polygons
jc.probs

Joint or conditional probabilities from a fitted joint model
logLik.SemiParBIV

Extract the log likelihood for a fitted copula model
lmc

Linear Model Fitting with Constraints
plot.SemiParBIV

Plotting function
polys.map

Geographic map with regions defined as polygons
predict.SemiParBIV

Prediction function
predict.CopulaCLM

Prediction function
numgh

Internal Function
print.PE

Print an PE object
print.mb

Print an mb object
print.OR

Print an OR object
print.AT

Print an AT object
print.gjrm

Print a gjrm object
pen

Internal Function
meps

MEPS data
mb

Nonparametric (worst-case and IV) Manski's bounds
print.prev

Print an prev object
print.RR

Print an RR object
print.SemiParROY

Print a SemiParROY object
print.SemiParBIV

Print a SemiParBIV object
post.check

Diagnostic plots for discrete/continuous response margin
prev

Estimated overall prevalence from sample selection model
pred.mvt

Function to predict mean and variance of marginal distributions, as well as Kendall's tau
rob.int

Tool for tuning bounds of integral in robust models
print.gamlss

Print a gamlss object
pred.gp

Function to predict quantiles from GP and DGP distributions
print.copulaSampleSel

Print a copulaSampleSel object
rMVN

Multivariate Normal Variates
regH

Internal Function
resp.check

Plots for response variable
print.SemiParTRIV

Print a SemiParTRIV object
summary.gjrm

gjrm summary
summary.SemiParBIV

SemiParBIV summary
triprobgHs

Internal Function
rob.const

Bootstrap procedure to help select the robust constant in a GAMLSS
summary.SemiParROY

SemiParROY summary
working.comp

Internal Function
probm

Internal Function
war

Civil war data
summary.copulaSampleSel

copulaSampleSel summary
vis.gjrm

Visualization function
summary.SemiParTRIV

SemiParTRIV summary
summary.gamlss

gamlss summary
CopulaCLM

Internal fitting function
PE

Partial effect from a binary bivariate model
AT

Average treatment effect of a binary/continuous/discrete endogenous variable