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sglg (version 0.2.4)

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

0.2.4

License

GPL-3

Maintainer

Carlos Cardozo Delgado

Last Published

December 9th, 2025

Functions in sglg (0.2.4)

shape

shape
ssurvglg

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

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

Plotting a natural cubic splines or P-splines.
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.
quantile_sglg

Quantile Residuals for a Generalized Log-gamma Regression Model
qglg

Quantile function for a generalized log-gamma distribution
Gu

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

response scheme
pk_order_glg

Cumulative Probability Distribution of a K-th Order Statistic from a Generalized Log-gamma Distribution
residuals.sglg

Extract Model Residuals
ballbearing

Ball-bearing times
summary.sglg

summary.sglg
t_lambda

###################### # # # Extreme value case # # # ######################
entropy

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

case-weight scheme
deBoor2

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

Deviance Residuals for a Generalized Log-gamma Regression Model
dglg

Density distribution function for a generalized log-gamma variable
bootglg

Bootstrap inference for a generalized log-gamma regression
dk_order_glg

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

Personal Injury Insurance Claims
gnfit

gnfit
logLik.sglg

Extract Log-Likehood
pglg

Cumulative distribution function for a generalized log-gamma variable
glg

Fitting multiple linear Generalized Log-gamma Regression Models
moors_lss

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

envelope.sglg
order_glg

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

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

Mean Residual Lifetime Function for a Generalized Gamma Distribution
rglg

Random number generation for a generalized log-gamma distribution
sglg

Fitting semi-parametric generalized log-gamma regression models