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sglg (version 0.2.6)

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

548

Version

0.2.6

License

GPL-3

Maintainer

Carlos Cardozo Delgado

Last Published

January 14th, 2026

Functions in sglg (0.2.6)

Plotting a natural cubic splines or P-splines.

Extract Model Residuals

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

Fitting semi-parametric generalized log-gamma regression models

Fitting multiple linear Generalized Log-gamma Regression Models

Random number generation for a generalized log-gamma distribution

Quantile Residuals for a Generalized Log-gamma Regression Model

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

Quantile function for a generalized log-gamma distribution

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

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

Cumulative distribution function for a generalized log-gamma variable

response_scheme

response scheme

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

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

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

case-weight scheme

deviance_residuals

Deviance Residuals for a Generalized Log-gamma Regression Model

Ball-bearing times

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

Bootstrap inference for a generalized log-gamma regression

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

Density distribution function for a generalized log-gamma variable

Personal Injury Insurance Claims

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

Extract Log-Likehood

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

Mean Residual Lifetime Function for a Generalized Gamma Distribution

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

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

Extract Fitted Values