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GJRM (version 0.2-6.8)

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.

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Version

Install

install.packages('GJRM')

Monthly Downloads

1,351

Version

0.2-6.8

License

GPL (>= 2)

Maintainer

Giampiero Marra

Last Published

June 23rd, 2025

Functions in GJRM (0.2-6.8)

adjCov

Adjustment for the covariance matrix from a fitted gjrm model
SemiParBIV.fit.post

Internal Function
S.m

Internal Function
SATE

Survival Average Treatment Effects of a binary treatment variable
bdiscrdiscr

Internal Function
adjCovSD

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

Internal Function
copula.prob

Copula probabilities (joint and conditional) from a fitted simultaneous model
bprobgHs

Internal Function
copulaSampleSel

Internal fitting function
distrHs

Internal Function
eta.tr

Internal Function
bprobgHsCont

Internal Function
bprobgHsContSS

Internal Function
bdiscrcont

Internal Function
bprobgHsContUniv

Internal Function
bcont

Internal Function
SemiParROY

Internal fitting function
cv.inform

Cross validation for informative censoring univariate survival models
bprobgHsSS

Internal Function
bprobgHsDiscr1

Internal Function
bprobgHsDiscr1SS

Internal Function
bprobgHsPO

Internal Function
gt.bpm

Gradient test
clarke.test

Clarke test
cond.mv

Conditional Mean/Variance from a Copula Model
g.tri

Internal Function
conv.check

Some convergence diagnostics
k.tau

Kendall's tau a fitted joint model
llpsi

Internal Function
gamlssObject

Fitted gamlssObject object
ggmtrust

ggmtrust for penalised network
numgh

Internal Function
pen

Internal Function
gamlss

Generalised Additive Models for Location, Scale and Shape and Beyond
marg.mv

Marginal Mean/Variance
mb

Nonparametric (worst-case and IV) Manski's bounds
polys.map

Geographic map with regions defined as polygons
predict.SemiParBIV

Prediction function
predict.CopulaCLM

Prediction function
gjrmObject

Fitted gjrm object
plot.SemiParBIV

Plotting function
lmc

Linear Model Fitting with Constraints
logLik.SemiParBIV

Extract the log likelihood for a fitted copula model
print.SATE

Print an SATE object
print.RR

Print an RR object
gjrm

Generalised Joint Regression Models with Binary/Continuous/Discrete/Survival Margins
print.mb

Print an mb object
print.OR

Print an OR object
print.gamlss

Print a gamlss object
print.PE

Print an PE object
print.copulaSampleSel

Print a copulaSampleSel object
print.prev

Print an prev object
regH

Internal Function
prev

Estimated overall prevalence from a sample selection model
rob.int

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

Print an ATE object
res.check

Diagnostic plots for discrete/continuous response margins
vuong.test

Vuong test
probm

Internal Function
summary.SemiParBIV

SemiParBIV summary
print.SemiParBIV

Print a SemiParBIV object
print.SemiParROY

Print a SemiParROY object
print.marg.mv

Print a marg.mv object
print.gjrm

Print a gjrm object
summary.gamlss

gamlss summary
summary.SemiParROY

SemiParROY summary
triprobgHs

Internal Function
rMVN

Multivariate Normal Variates
summary.gjrm

gjrm summary
summary.SemiParTRIV

SemiParTRIV summary
summary.copulaSampleSel

copulaSampleSel summary
polys.setup

Set up geographic polygons
pred.gp

Function to predict quantiles from GP and DGP distributions
resp.check

Diagnostic plot for a variable
print.SemiParTRIV

Print a SemiParTRIV object
haz.surv

Post-estimation calculation of hazard, cumulative hazard and survival functions
print.cond.mv

Print a cond.mv object
working.comp

Internal Function
rob.const

Bootstrap procedure to help select the robust constant in a GAMLSS
H.tri

Internal Function
CopulaCLM

Internal fitting function
BCDF

Internal Function
LM.bpm

Lagrange Multiplier Test (Score Test)
Dpens

Differentiable penalties
PE

Partial effect from a binary bivariate model
SemiParTRIV

Internal fitting function
GJRM-package

Generalised Joint Regression Modelling
OR

Causal odds ratio of a binary/continuous treatment variable
ATE

Average Treatment Effect of a binary or continuous treatment variable
RR

Causal risk ratio of a binary/continuous treatment variable
SemiParBIV

Internal fitting function
TRIapprox

Internal Function
SemiParBIV.fit

Internal Function