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bamlss (version 1.1-2)
Bayesian Additive Models for Location, Scale, and Shape (and
Beyond)
Description
Infrastructure for estimating probabilistic distributional regression models in a Bayesian framework.
The distribution parameters may capture location, scale, shape, etc. and every parameter may depend
on complex additive terms (fixed, random, smooth, spatial, etc.) similar to a generalized additive model.
The conceptual and computational framework is introduced in Umlauf, Klein, Zeileis (2019)
and the R package in Umlauf, Klein, Simon, Zeileis (2019)
.