itpM

<b>itpM</b> runs the M-step of the iterative process to fit models whose error distribution can be obtained as a scale mixtures of normal distributions.

This package allows to fit a regression model suitable for data analysis in which the conditional distribution of the response is symmetric continuous and where its location and dispersion parameters are explicitly modelled through semi-parametric functions, whose non-parametric components are approximated by natural cubic splines or P-splines.  Supported distributions for the model error include normal, Student-t, power exponential, symmetric hyperbolic, contaminated normal, slash, sinh-normal and sinh-t distributions.

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itpM: itpM

Description

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