Learn R Programming

sglg (version 0.2.5)

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.

Copy Link

Version

Install

install.packages('sglg')

Monthly Downloads

269

Version

0.2.5

License

GPL-3

Maintainer

Carlos Cardozo Delgado

Last Published

December 19th, 2025

Functions in sglg (0.2.5)

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

Plotting a natural cubic splines or P-splines.

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

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

Mean Residual Lifetime Function for a Generalized Gamma Distribution

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

Cumulative distribution function for a generalized log-gamma variable

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

Fitting semi-parametric generalized log-gamma regression models

Random number generation for a generalized log-gamma distribution

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

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

Quantile function for a generalized log-gamma distribution

Quantile Residuals for a Generalized Log-gamma Regression Model

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

Extract Model Residuals

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

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

response_scheme

response scheme

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

Density distribution function for a generalized log-gamma variable

Ball-bearing times

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

case-weight scheme

Bootstrap inference for a generalized log-gamma regression

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

deviance_residuals

Deviance Residuals for a Generalized Log-gamma Regression Model

Personal Injury Insurance Claims

Extract Fitted Values

Extract Log-Likehood

Fitting multiple linear Generalized Log-gamma Regression Models