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bamlss (version 1.2-1)

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

1,195

Version

1.2-1

License

GPL-2 | GPL-3

Maintainer

Nikolaus Umlauf

Last Published

July 4th, 2023

Functions in bamlss (1.2-1)

bamlss-package

Bayesian Additive Models for Location Scale and Shape (and Beyond)
bamlss.engine.helpers

BAMLSS Engine Helper Functions
sam_JAGS

Markov Chain Monte Carlo for BAMLSS using JAGS
sam_MVNORM

Create Samples for BAMLSS by Multivariate Normal Approximation
LondonFire

London Fire Data
WAIC

Watanabe-Akaike Information Criterion (WAIC)
Volcano

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

BAMLSS Engine Setup Function
bamlss

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

Create a Survival Object for Joint Models
opt_bbfit

Batchwise Backfitting
bboost

Bootstrap Boosting
opt_boost

Boosting BAMLSS
opt_bfit

Fit BAMLSS with Backfitting
colorlegend

Plot a Color Legend
continue

Continue Sampling
bamlss.formula

Formulae for BAMLSS
bamlss.frame

Create a Model Frame for BAMLSS
c95

Compute 95% Credible Interval and Mean
coef.bamlss

Extract BAMLSS Coefficients
sam_Cox

Cox Model Markov Chain Monte Carlo
engines

Show Available Engines for a Family Object
gamlss_distributions

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

BAMLSS Fitted Values
gF

Get a BAMLSS Family
smooth.construct.kr.smooth.spec

Kriging Smooth Constructor
fatalities

Weekly Number of Fatalities in Austria
jm_bamlss

Fit Flexible Additive Joint Models
opt_Cox

Cox Model Posterior Mode Estimation
n

Neural Networks for BAMLSS
family.bamlss

Distribution Families in bamlss
model.frame.bamlss

BAMLSS Model Frame
la

Lasso Smooth Constructor
plotmap

Plot Maps
lin

Linear Effects for BAMLSS
neighbormatrix

Compute a Neighborhood Matrix from Spatial Polygons
predict.bamlss

BAMLSS Prediction
cox_predict

Cox Model Prediction
simSurv

Simulate Survival Times
samplestats

Sampling Statistics
plot.bamlss

Plotting BAMLSS
scale2

Scaling Vectors and Matrices
plot2d

Plot 2D Effects
sliceplot

Plot Slices of Bivariate Functions
pathplot

Plot Coefficients Paths
parameters

Extract or Initialize Parameters for BAMLSS
model.matrix.bamlss.frame

Construct/Extract BAMLSS Design Matrices
dl.bamlss

Deep Learning BAMLSS
randomize

Transform Smooth Constructs to Random Effects
rb

Random Bits for BAMLSS
residuals.bamlss

Compute BAMLSS Residuals
s2

Special Smooths in BAMLSS Formulae
homstart_data

HOMSTART Precipitation Data
smooth_check

MCMC Based Simple Significance Check for Smooth Terms
smooth.construct.sr.smooth.spec

Random Effects P-Spline
results.bamlss.default

Compute BAMLSS Results for Plotting and Summaries
samples

Extract Samples
opt_isgd

Implicit Stochastic Gradient Descent Optimizer
plot3d

Plot 3D Effects
surv_transform

Survival Model Transformer Function
rmf

Remove Special Characters
terms.bamlss

BAMLSS Model Terms
plotblock

Factor Variable and Random Effects Plots
response_name

Extract the reponse name of a bamlss.frame object.
smooth.construct

Constructor Functions for Smooth Terms in BAMLSS
boost2

Some Shortcuts
stabsel

Stability selection.
simJM

Simulate longitudinal and survival data for joint models
summary.bamlss

Summary for BAMLSS
smooth.construct.ms.smooth.spec

Smooth constructor for monotonic P-splines
BAMLSS

Create distributions3 Object
Austria

Austria States and Topography
GAMart

GAM Artificial Data Set
sam_GMCMC

General Markov Chain Monte Carlo for BAMLSS
Golf

Prices of Used Cars Data
Crazy

Crazy simulated data
sam_BayesX

Markov Chain Monte Carlo for BAMLSS using BayesX
CRPS

Continuous Rank Probability Score
GEFCom2014

GEFCom2014 Electricity Load Data
DIC

Deviance Information Criterion
trans_AR1

AR1 Transformer Function