itpM3

<b>itpM3</b> calls the iterative process to fit models whose error distribution cannot be obtained as a scale mixtures of normal or sinh-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.

itpM3: itpM3

Description

Arguments