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GCE

GCEstim: Generalized Cross Entropy linear models in R.

Recent/release notes

Features

  • Estimates linear regression coefficients using Generalized Cross Entropy.

Installation

  • Development version from Github:
devtools::install_github("jorgevazcabral/GCEstim",
                         build_vignettes = TRUE,
                         build_manual = TRUE,
                         dependencies=TRUE)

Citation

In case you want / have to cite this package, please use citation('GCEstim') for citation information.

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Version

Install

install.packages('GCEstim')

Monthly Downloads

192

Version

0.1.0

License

GPL-3

Issues

0

Pull Requests

0

Stars

0

Forks

0

Maintainer

Cabral Jorge

Last Published

July 16th, 2025

Functions in GCEstim (0.1.0)

coefficients.tsbootgce

Extract tsbootgce Model Coefficients
lmgce

Generalized Cross entropy estimation
fngendata

Data generating function
formula.lmgce

Extract Model Formula from lmgce object
dataGCE.test

Simulated data set generated with fngendata
dataincRidGME

Simulated data set generated with fngendata
fitted.values.lmgce

Calculate lmgce Fitted Values
fitted.lmgce

Calculate lmgce Fitted Values
neagging

Normalized Entropy Aggregation for Inhomogeneous Large-Scale Data - Neagging
plot.tsbootgce

Plot Diagnostics for a tsbootgce object
moz_ts

Worldbank time series data for Mozambique
df.residual.lmgce

Residual Degrees-of-Freedom
model.matrix.lmgce

Extract design matrix from lmgce object
lmgceAddin

An add-in to easily generate the code for a lmgce analysis
plot.ridgetrace

Plot Diagnostics for a ridgetrace Object
dataincRidGME.test

Simulated data set generated with fngendata
plot.lmgce

Plot Diagnostics for a lmgce Object
plot.neagging

Plot Diagnostics for a neagging Object
print.ridgetrace

Print a ridgetrace object
print.lmgce

Print a lmgce object
print.tsbootgce

Print tsbootgce object
print.summary.lmgce

Print Summary of lmgce Model Fits
nobs.lmgce

Extract the Number of Observations from a lmgce model fit
predict.lmgce

Predict method for lmgce Linear Model Fits
lmgceAPP

lmgce Shiny application
print.cv.lmgce

Print cv.lmgce object
plot.cv.lmgce

Plot Diagnostics for a cv.lmgce Object
residuals.lmgce

Extract lmgce Model Residuals
ridgetrace

Function to obtain the ridge trace and choose the support limits given a formula
res_gce_package

Example `lmgce` object
vcov.lmgce

Extract lmgce Model's Variance-Covariance Matrix
variable.names.lmgce

Variable Names of lmgce Fitted Models
tsbootgce

Time series bootstrap Cross entropy estimation
scalebackcoef

Scale coefficients back
summary.lmgce

Summarise a linear regression model via generalized cross entropy fit
resid.lmgce

Extract lmgce Model Residuals
coef.neagging

Extract neagging Coefficients
ER.test

Entropy Ratio test
accmeasure

Accuracy measures
coef.lmgce

Extract lmgce Model Coefficients
changestep

Change the step from lmgce object
coef.cv.lmgce

Extract cv.lmgce Coefficients
NormEnt

Normalized Entropy
changesupport

Change the support from lmgce object
coef.ridgetrace

Extract ridgetrace Model Coefficients
case.names.lmgce

Case Names of lmgce Fitted Models
dataGCE

Simulated data set generated with fngendata
coefficients.neagging

Extract neagging Coefficients
cv.lmgce

Cross-validation for lmgce
coefficients.lmgce

Extract lmgce Model Coefficients
confint.tsbootgce

Confidence Intervals for tsbootgce Model Parameters and Normalized Entropy
confint.lmgce

Confidence Intervals for lmgce Model Parameters and Normalized Entropy
coefficients.ridgetrace

Extract ridgetrace Model Coefficients
coef.tsbootgce

Extract tsbootgce Model Coefficients
coefficients.cv.lmgce

Extract cv.lmgce Coefficients