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bamlss (version 1.1-9)

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

1,143

Version

1.1-9

License

GPL-2 | GPL-3

Maintainer

Nikolaus Umlauf

Last Published

November 9th, 2022

Functions in bamlss (1.1-9)

Crazy

Crazy simulated data
trans_AR1

AR1 Transformer Function
GAMart

GAM Artificial Data Set
Austria

Austria States and Topography
GEFCom2014

GEFCom2014 Electricity Load Data
sam_GMCMC

General Markov Chain Monte Carlo for BAMLSS
Golf

Prices of Used Cars Data
DIC

Deviance Information Criterion
sam_BayesX

Markov Chain Monte Carlo for BAMLSS using BayesX
sam_MVNORM

Create Samples for BAMLSS by Multivariate Normal Approximation
Surv2

Create a Survival Object for Joint Models
bamlss.engine.helpers

BAMLSS Engine Helper Functions
CRPS

Continuous Rank Probability Score
bamlss.engine.setup

BAMLSS Engine Setup Function
sam_JAGS

Markov Chain Monte Carlo for BAMLSS using JAGS
LondonFire

London Fire Data
WAIC

Watanabe-Akaike Information Criterion (WAIC)
Volcano

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

Fit Bayesian Additive Models for Location Scale and Shape (and Beyond)
bamlss-package

Bayesian Additive Models for Location Scale and Shape (and Beyond)
c95

Compute 95% Credible Interval and Mean
opt_bbfit

Batchwise Backfitting
opt_bfit

Fit BAMLSS with Backfitting
continue

Continue Sampling
colorlegend

Plot a Color Legend
bboost

Bootstrap Boosting
cox_predict

Cox Model Prediction
gF

Get a BAMLSS Family
dl.bamlss

Deep Learning BAMLSS
gamlss_distributions

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

Extract BAMLSS Coefficients
opt_boost

Boosting BAMLSS
fatalities

Weekly Number of Fatalities in Austria
fitted.bamlss

BAMLSS Fitted Values
bamlss.formula

Formulae for BAMLSS
family.bamlss

Distribution Families in bamlss
engines

Show Available Engines for a Family Object
sam_Cox

Cox Model Markov Chain Monte Carlo
bamlss.frame

Create a Model Frame for BAMLSS
homstart_data

HOMSTART Precipitation Data
opt_isgd

Implicit Stochastic Gradient Descent Optimizer
jm_bamlss

Fit Flexible Additive Joint Models
la

Lasso Smooth Constructor
n

Neural Networks for BAMLSS
neighbormatrix

Compute a Neighborhood Matrix from Spatial Polygons
opt_Cox

Cox Model Posterior Mode Estimation
lin

Linear Effects for BAMLSS
smooth.construct.kr.smooth.spec

Kriging Smooth Constructor
model.matrix.bamlss.frame

Construct/Extract BAMLSS Design Matrices
model.frame.bamlss

BAMLSS Model Frame
plot3d

Plot 3D Effects
plotblock

Factor Variable and Random Effects Plots
rb

Random Bits for BAMLSS
parameters

Extract or Initialize Parameters for BAMLSS
randomize

Transform Smooth Constructs to Random Effects
pathplot

Plot Coefficients Paths
samplestats

Sampling Statistics
scale2

Scaling Vectors and Matrices
residuals.bamlss

Compute BAMLSS Residuals
boost2

Some Shortcuts
simJM

Simulate longitudinal and survival data for joint models
stabsel

Stability selection.
smooth_check

MCMC Based Simple Significance Check for Smooth Terms
response_name

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

Survival Model Transformer Function
plot.bamlss

Plotting BAMLSS
smooth.construct.sr.smooth.spec

Random Effects P-Spline
terms.bamlss

BAMLSS Model Terms
smooth.construct

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

Smooth constructor for monotonic P-splines
plot2d

Plot 2D Effects
summary.bamlss

Summary for BAMLSS
plotmap

Plot Maps
s2

Special Smooths in BAMLSS Formulae
predict.bamlss

BAMLSS Prediction
samples

Extract Samples
results.bamlss.default

Compute BAMLSS Results for Plotting and Summaries
rmf

Remove Special Characters
simSurv

Simulate Survival Times
sliceplot

Plot Slices of Bivariate Functions