crch v1.0-4

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Censored Regression with Conditional Heteroscedasticity

Different approaches to censored or truncated regression with conditional heteroscedasticity are provided. First, continuous distributions can be used for the (right and/or left censored or truncated) response with separate linear predictors for the mean and variance. Second, cumulative link models for ordinal data (obtained by interval-censoring continuous data) can be employed for heteroscedastic extended logistic regression (HXLR). In the latter type of models, the intercepts depend on the thresholds that define the intervals.

Functions in crch

Name Description
crch.stabsel Auxiliary functions to perform stability selection using boosting.
hxlr.control Auxiliary Function for Controlling HXLR Fitting
predict.hxlr Predict/Fitted Values for HXLR Fits
tlogis The Truncated Logistic Distribution
crch.boost Auxiliary functions to fit crch models via boosting.
tnorm The Truncated Normal Distribution
tt The Truncated Student-t Distribution
coef.hxlr Methods for HXLR Objects
plot.crch.boost Plot coefficient paths of boosted CRCH objects.
ct The Censored Student-t Distribution
clogis The Censored Logistic Distribution
hxlr Heteroscedastic Extended Logistic Regression
predict.crch Predicted/Fitted Values for CRCH Fits
predict.crch.boost Predicted/Fitted Values for boosted CRCH Fits
RainIbk Precipitation Observations and Forecasts for Innsbruck
crch.control Auxiliary Function for Controlling crch Fitting
coef.crch Methods for CRCH Objects
cnorm The Censored Normal Distribution
crch Censored Regression with Conditional Heteroscedasticy
coef.crch.boost Methods for boosted CRCH Objects
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Vignettes of crch

Name
crch.Rnw
crch.Rout.save
crch.bib
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Details

Date 2019-08-19
License GPL-2 | GPL-3
NeedsCompilation yes
Packaged 2019-09-02 18:22:47 UTC; jakob
Repository CRAN
Date/Publication 2019-09-03 04:50:02 UTC

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