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bamlss (version 1.1-5)

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

1.1-5

License

GPL-2 | GPL-3

Maintainer

Nikolaus Umlauf

Last Published

September 21st, 2021

Functions in bamlss (1.1-5)

engines

Show Available Engines for a Family Object
model.frame.bamlss

BAMLSS Model Frame
colorlegend

Plot a Color Legend
sam_GMCMC

General Markov Chain Monte Carlo for BAMLSS
continue

Continue Sampling
Golf

Prices of Used Cars Data
rb

Random Bits for BAMLSS
family.bamlss

Distribution Families in bamlss
randomize

Transform Smooth Constructs to Random Effects
model.matrix.bamlss.frame

Construct/Extract BAMLSS Design Matrices
Austria

Austria States and Topography
GEFCom2014

GEFCom2014 Electricity Load Data
GAMart

GAM Artificial Data Set
s2

Special Smooths in BAMLSS Formulae
trans_AR1

AR1 Transformer Function
sam_MVNORM

Create Samples for BAMLSS by Multivariate Normal Approximation
samples

Extract Samples
gamlss_distributions

Extract Distribution families of the gamlss.dist Package
surv_transform

Survival Model Transformer Function
Surv2

Create a Survival Object for Joint Models
gF

Get a BAMLSS Family
DIC

Deviance Information Criterion
Crazy

Crazy simulated data
terms.bamlss

BAMLSS Model Terms
sam_JAGS

Markov Chain Monte Carlo for BAMLSS using JAGS
opt_bfit

Fit BAMLSS with Backfitting
la

Lasso Smooth Constructor
LondonFire

London Fire Data
lin

Linear Effects for BAMLSS
plot3d

Plot 3D Effects
opt_boost

Boosting BAMLSS
plotblock

Factor Variable and Random Effects Plots
samplestats

Sampling Statistics
homstart_data

HOMSTART Precipitation Data
fatalities

Weekly Number of Fatalities in Austria
fitted.bamlss

BAMLSS Fitted Values
boost2

Some Shortcuts
plot.bamlss

Plotting BAMLSS
plot2d

Plot 2D Effects
opt_isgd

Implicit Stochastic Gradient Descent Optimizer
WAIC

Watanabe-Akaike Information Criterion (WAIC)
sam_BayesX

Markov Chain Monte Carlo for BAMLSS using BayesX
bamlss.formula

Formulae for BAMLSS
Volcano

Artificial Data Set based on Auckland's Maunga Whau Volcano
scale2

Scaling Vectors and Matrices
bamlss.frame

Create a Model Frame for BAMLSS
sliceplot

Plot Slices of Bivariate Functions
bamlss.engine.helpers

BAMLSS Engine Helper Functions
bamlss.engine.setup

BAMLSS Engine Setup Function
CRPS

Continuous Rank Probability Score
simSurv

Simulate Survival Times
c95

Compute 95% Credible Interval and Mean
coef.bamlss

Extract BAMLSS Coefficients
simJM

Simulate longitudinal and survival data for joint models
bamlss-package

Bayesian Additive Models for Location Scale and Shape (and Beyond)
smooth.construct.sr.smooth.spec

Random Effects P-Spline
smooth_check

MCMC Based Simple Significance Check for Smooth Terms
cox_predict

Cox Model Prediction
sam_Cox

Cox Model Markov Chain Monte Carlo
n

Neural Networks for BAMLSS
opt_Cox

Cox Model Posterior Mode Estimation
plotmap

Plot Maps
neighbormatrix

Compute a Neighborhood Matrix from Spatial Polygons
dl.bamlss

Deep Learning BAMLSS
bamlss

Fit Bayesian Additive Models for Location Scale and Shape (and Beyond)
smooth.construct.ms.smooth.spec

Smooth constructor for monotonic P-splines
smooth.construct

Constructor Functions for Smooth Terms in BAMLSS
predict.bamlss

BAMLSS Prediction
residuals.bamlss

Compute BAMLSS Residuals
response_name

bboost

Bootstrap Boosting
opt_bbfit

Batchwise Backfitting
results.bamlss.default

Compute BAMLSS Results for Plotting and Summaries
rmf

Remove Special Characters
parameters

Extract or Initialize Parameters for BAMLSS
stabsel

Stability selection.
jm_bamlss

Fit Flexible Additive Joint Models
smooth.construct.kr.smooth.spec

Kriging Smooth Constructor
pathplot

Plot Coefficients Paths
summary.bamlss

Summary for BAMLSS