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GJRM (version 0.2)

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

1,351

Version

0.2

License

GPL (>= 2)

Maintainer

Giampiero Marra

Last Published

March 7th, 2019

Functions in GJRM (0.2)

SemiParTRIV

Internal fitting function
S.m

Internal Function
bprobgHsContUniv

Internal Function
bprobgHsContSS

Internal Function
copulaSampleSel

Internal fitting function
OR

Causal odds ratio of a binary/continuous/discrete endogenous variable
cv.inform

Cross validation for informative censoring univariate survival models
VuongClarke

Vuong and Clarke tests
adjCov

Adjustment for the covariance matrix from a fitted gjrm model
imputeSS

Missing values' imputation
TRIapprox

Internal Function
bprobgHsDiscr1SS

Internal Function
SemiParBIV

Internal fitting function
g.tri

Internal Function
gamlss

Generalised Additive Models for Location, Scale and Shape
hiv

HIV Zambian data
adjCovSD

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

Internal Function
BCDF

Internal Function
SemiParBIV.fit.post

Internal Function
jc.probs

Joint or conditional probabilities from a fitted joint model
bprobgHsPO

Internal Function
bcont

Internal Function
bprobgHs

Internal Function
bdiscrcont

Internal Function
gamlssObject

Fitted gamlssObject object
ggmtrust

ggmtrust for penalised network
bprobgHsSS

Internal Function
bdiscrdiscr

Internal Function
conv.check

Some convergence diagnostics
copgHs

Internal Function
polys.setup

Set up geographic polygons
bprobgHsCont

Internal Function
imputeCounter

Imputation of Counterfactual
pred.mvt

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

Internal Function
eta.tr

Internal Function
llpsi

Internal Function
predict.SemiParBIV

Prediction function
print.OR

Print an OR object
print.PE

Print an PE object
gt.bpm

Gradient test
gjrm

Generalised Joint Regression Models with Binary/Continuous/Discrete/Survival Margins
regH

Internal Function
gjrmObject

Fitted gjrm object
polys.map

Geographic map with regions defined as polygons
plot.SemiParBIV

Plotting function
hazsurv.plot

Hazard and survival plots
logLik.SemiParBIV

Extract the log likelihood for a fitted copula model
resp.check

Plots for response variable
numgh

Internal Function
pen

Internal Function
working.comp

Internal Function
print.RR

Print an RR object
print.SemiParBIV

Print a SemiParBIV object
mb

Nonparametric (worst-case and IV) Manski's bounds
meps

MEPS data
post.check

Diagnostic plots for discrete/continuous response margin
prev

Estimated overall prevalence from sample selection model
print.gamlss

Print a gamlss object
print.SemiParTRIV

Print a SemiParTRIV object
rob.const

Bootstrap procedure to help select the robust constant in a GAMLSS
print.copulaSampleSel

Print a copulaSampleSel object
print.AT

Print an AT object
summary.SemiParBIV

SemiParBIV summary
probm

Internal Function
print.gjrm

Print a gjrm object
rob.int

Tool for tuning bounds of integral in robust models
rMVN

Multivariate Normal Variates
summary.gjrm

gjrm summary
vis.gjrm

Visualization function
summary.SemiParTRIV

SemiParTRIV summary
war

Civil war data
print.prev

Print an prev object
print.mb

Print an mb object
summary.copulaSampleSel

copulaSampleSel summary
triprobgHs

Internal Function
summary.gamlss

gamlss summary
CopulaCLM

Internal fitting function
Dpens

Differentiable penalties
AT

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

Causal risk ratio of a binary/continuous/discrete endogenous variable
GJRM-package

Generalised Joint Regression Modelling
LM.bpm

Lagrange Multiplier Test (Score Test)
bprobgHsDiscr1

Internal Function
PE

Partial effect from a binary bivariate model
H.tri

Internal Function