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bamlss (version 1.1-8)

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 (2021) .

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Version

Install

install.packages('bamlss')

Monthly Downloads

2,627

Version

1.1-8

License

GPL-2 | GPL-3

Maintainer

Nikolaus Umlauf

Last Published

June 10th, 2022

Functions in bamlss (1.1-8)

GAMart

GAM Artificial Data Set
Crazy

Crazy simulated data
DIC

Deviance Information Criterion
GEFCom2014

GEFCom2014 Electricity Load Data
sam_GMCMC

General Markov Chain Monte Carlo for BAMLSS
Austria

Austria States and Topography
CRPS

Continuous Rank Probability Score
trans_AR1

AR1 Transformer Function
Golf

Prices of Used Cars Data
sam_JAGS

Markov Chain Monte Carlo for BAMLSS using JAGS
bamlss.engine.helpers

BAMLSS Engine Helper Functions
sam_BayesX

Markov Chain Monte Carlo for BAMLSS using BayesX
bamlss-package

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

London Fire Data
bamlss

Fit Bayesian Additive Models for Location Scale and Shape (and Beyond)
Surv2

Create a Survival Object for Joint Models
sam_MVNORM

Create Samples for BAMLSS by Multivariate Normal Approximation
Volcano

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

Watanabe-Akaike Information Criterion (WAIC)
bamlss.engine.setup

BAMLSS Engine Setup Function
c95

Compute 95% Credible Interval and Mean
continue

Continue Sampling
bamlss.formula

Formulae for BAMLSS
opt_bbfit

Batchwise Backfitting
opt_bfit

Fit BAMLSS with Backfitting
colorlegend

Plot a Color Legend
opt_boost

Boosting BAMLSS
coef.bamlss

Extract BAMLSS Coefficients
bamlss.frame

Create a Model Frame for BAMLSS
bboost

Bootstrap Boosting
cox_predict

Cox Model Prediction
gamlss_distributions

Extract Distribution families of the gamlss.dist Package
gF

Get a BAMLSS Family
fatalities

Weekly Number of Fatalities in Austria
sam_Cox

Cox Model Markov Chain Monte Carlo
fitted.bamlss

BAMLSS Fitted Values
dl.bamlss

Deep Learning BAMLSS
family.bamlss

Distribution Families in bamlss
engines

Show Available Engines for a Family Object
opt_Cox

Cox Model Posterior Mode Estimation
jm_bamlss

Fit Flexible Additive Joint Models
la

Lasso Smooth Constructor
opt_isgd

Implicit Stochastic Gradient Descent Optimizer
n

Neural Networks for BAMLSS
homstart_data

HOMSTART Precipitation Data
model.matrix.bamlss.frame

Construct/Extract BAMLSS Design Matrices
lin

Linear Effects for BAMLSS
model.frame.bamlss

BAMLSS Model Frame
neighbormatrix

Compute a Neighborhood Matrix from Spatial Polygons
smooth.construct.kr.smooth.spec

Kriging Smooth Constructor
plot.bamlss

Plotting BAMLSS
plotblock

Factor Variable and Random Effects Plots
pathplot

Plot Coefficients Paths
parameters

Extract or Initialize Parameters for BAMLSS
plot3d

Plot 3D Effects
randomize

Transform Smooth Constructs to Random Effects
plotmap

Plot Maps
boost2

Some Shortcuts
rb

Random Bits for BAMLSS
predict.bamlss

BAMLSS Prediction
results.bamlss.default

Compute BAMLSS Results for Plotting and Summaries
residuals.bamlss

Compute BAMLSS Residuals
rmf

Remove Special Characters
samplestats

Sampling Statistics
s2

Special Smooths in BAMLSS Formulae
response_name

Extract the reponse name of a bamlss.frame object.
stabsel

Stability selection.
summary.bamlss

Summary for BAMLSS
samples

Extract Samples
smooth.construct

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

Smooth constructor for monotonic P-splines
simJM

Simulate longitudinal and survival data for joint models
smooth_check

MCMC Based Simple Significance Check for Smooth Terms
sliceplot

Plot Slices of Bivariate Functions
scale2

Scaling Vectors and Matrices
simSurv

Simulate Survival Times
smooth.construct.sr.smooth.spec

Random Effects P-Spline
plot2d

Plot 2D Effects
terms.bamlss

BAMLSS Model Terms
surv_transform

Survival Model Transformer Function