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sglg (version 0.2.3)

Fitting Semi-Parametric Generalized log-Gamma Regression Models

Description

Set of tools to fit a linear multiple or semi-parametric regression models with the possibility of non-informative random right or left censoring. Under this setup, the localization parameter of the response variable distribution is modeled by using linear multiple regression or semi-parametric functions, whose non-parametric components may be approximated by natural cubic spline or P-splines. The supported distribution for the model error is a generalized log-gamma distribution which includes the generalized extreme value and standard normal distributions as important special cases. Inference is based on likelihood, penalized likelihood and bootstrap methods. Lastly, some numerical and graphical devices for diagnostic of the fitted models are offered.

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Version

Install

install.packages('sglg')

Monthly Downloads

269

Version

0.2.3

License

GPL-3

Maintainer

Carlos Cardozo Delgado

Last Published

November 27th, 2025

Functions in sglg (0.2.3)

sglg

Fitting semi-parametric generalized log-gamma regression models
rglg

Random number generation for a generalized log-gamma distribution
mrl_gg

Mean Residual Lifetime Function for a Generalized Gamma Distribution
order_glg

Random Sampling of K-th Order Statistics from a Generalized Log-gamma Distribution
claims

Personal Injury Insurance Claims
logLik.sglg

Extract Log-Likehood
pglg

Cumulative distribution function for a generalized log-gamma variable
t_lambda

###################### # # # Extreme value case # # # ######################
quantile_sglg

Quantile Residuals for a Generalized Log-gamma Regression Model
qglg

Quantile function for a generalized log-gamma distribution
glg

Fitting multiple linear Generalized Log-gamma Regression Models
plotsurv.sglg

Plot simultaneously the Kaplan-Meier and parametric estimators of the survival function.
plotnpc

Plotting a natural cubic splines or P-splines.
shape

shape
pk_order_glg

Cumulative Probability Distribution of a K-th Order Statistic from a Generalized Log-gamma Distribution
smoothp

smoothp
survival_gg

Survival, Hazard, and Cumulative Hazard functions for a Generalized Gamma Distribution
survglg

Fitting linear generalized log-gamma regression models under the presence of right censored data.
response_scheme

response scheme
summary.sglg

summary.sglg
ssurvglg

Fitting semi-parametric generalized log-gamma regression models under the presence of right censored data.
cweight_scheme

case-weight scheme
deBoor2

Build the basis matrix and the penalty matrix of cubic B-spline basis.
dk_order_glg

Density Probability Distribution of a K-th Order Statistic from a Generalized Log-gamma Distribution
entropy

Tool to calculate the entropy for a generalized log-gamma distribution.
bootglg

Bootstrap inference for a generalized log-gamma regression
gnfit

gnfit
ballbearing

Ball-bearing times
Gu

Tool to build the basis matrix and the penalty matrix of natural cubic splines.
residuals.sglg

Extract Model Residuals
dglg

Density distribution function for a generalized log-gamma variable
deviance_residuals

Deviance Residuals for a Generalized Log-gamma Regression Model
envelope.sglg

envelope.sglg
lss

Measures of location, scale and shape measures for a generalized log-gamma distribution
moors_lss

Measures of location, scale, and shape based on quantile measures for a generalized log-gamma distribution