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bamlss (version 1.1-4)

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) .

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Version

Install

install.packages('bamlss')

Monthly Downloads

1,143

Version

1.1-4

License

GPL-2 | GPL-3

Maintainer

Nikolaus Umlauf

Last Published

May 15th, 2021

Functions in bamlss (1.1-4)

DIC

Deviance Information Criterion
Golf

Prices of Used Cars Data
Austria

Austria States and Topography
GAMart

GAM Artificial Data Set
GEFCom2014

GEFCom2014 Electricity Load Data
sam_GMCMC

General Markov Chain Monte Carlo for BAMLSS
Crazy

Crazy simulated data
sam_BayesX

Markov Chain Monte Carlo for BAMLSS using BayesX
trans_AR1

AR1 Transformer Function
CRPS

Continuous Rank Probability Score
sam_MVNORM

Create Samples for BAMLSS by Multivariate Normal Approximation
bamlss-package

Bayesian Additive Models for Location Scale and Shape (and Beyond)
WAIC

Watanabe-Akaike Information Criterion (WAIC)
Volcano

Artificial Data Set based on Auckland's Maunga Whau Volcano
sam_JAGS

Markov Chain Monte Carlo for BAMLSS using JAGS
LondonFire

London Fire Data
colorlegend

Plot a Color Legend
continue

Continue Sampling
bamlss

Fit Bayesian Additive Models for Location Scale and Shape (and Beyond)
fatalities

Weekly Number of Fatalities in Austria
c95

Compute 95% Credible Interval and Mean
bamlss.formula

Formulae for BAMLSS
opt_boost

Boosting BAMLSS
Surv2

Create a Survival Object for Joint Models
coef.bamlss

Extract BAMLSS Coefficients
gF

Get a BAMLSS Family
opt_bfit

Fit BAMLSS with Backfitting
engines

Show Available Engines for a Family Object
bamlss.frame

Create a Model Frame for BAMLSS
smooth.construct.kr.smooth.spec

Kriging Smooth Constructor
bamlss.engine.helpers

BAMLSS Engine Helper Functions
bamlss.engine.setup

BAMLSS Engine Setup Function
cox_predict

Cox Model Prediction
n

Neural Networks for BAMLSS
gamlss_distributions

Extract Distribution families of the gamlss.dist Package
plot.bamlss

Plotting BAMLSS
jm_bamlss

Fit Flexible Additive Joint Models
fitted.bamlss

BAMLSS Fitted Values
plot2d

Plot 2D Effects
family.bamlss

Distribution Families in bamlss
model.frame.bamlss

BAMLSS Model Frame
homstart_data

HOMSTART Precipitation Data
la

Lasso Smooth Constructor
dl.bamlss

Deep Learning BAMLSS
plotblock

Factor Variable and Random Effects Plots
rmf

Remove Special Characters
lin

Linear Effects for BAMLSS
results.bamlss.default

Compute BAMLSS Results for Plotting and Summaries
plot3d

Plot 3D Effects
opt_isgd

Implicit Stochastic Gradient Descent Optimizer
smooth_check

MCMC Based Simple Significance Check for Smooth Terms
neighbormatrix

Compute a Neighborhood Matrix from Spatial Polygons
pathplot

Plot Coefficients Paths
parameters

Extract or Initialize Parameters for BAMLSS
bboost

Bootstrap Boosting
samplestats

Sampling Statistics
opt_bbfit

Batchwise Backfitting
sam_Cox

Cox Model Markov Chain Monte Carlo
scale2

Scaling Vectors and Matrices
residuals.bamlss

Compute BAMLSS Residuals
model.matrix.bamlss.frame

Construct/Extract BAMLSS Design Matrices
opt_Cox

Cox Model Posterior Mode Estimation
response_name

plotmap

Plot Maps
predict.bamlss

BAMLSS Prediction
rb

Random Bits for BAMLSS
stabsel

Stability selection.
s2

Special Smooths in BAMLSS Formulae
samples

Extract Samples
simSurv

Simulate Survival Times
summary.bamlss

Summary for BAMLSS
sliceplot

Plot Slices of Bivariate Functions
smooth.construct

Constructor Functions for Smooth Terms in BAMLSS
smooth.construct.ms.smooth.spec

Smooth constructor for monotonic P-splines
randomize

Transform Smooth Constructs to Random Effects
smooth.construct.sr.smooth.spec

Random Effects P-Spline
boost2

Some Shortcuts
terms.bamlss

BAMLSS Model Terms
surv_transform

Survival Model Transformer Function
simJM

Simulate longitudinal and survival data for joint models