itpM2

<b>itpM2</b> runs the M-step of the iterative process to fit models whose error distribution can be obtained as a shape mixture of Birnbaum-Saunders distribution.

This package allows to to fit a semi-parametric regression model suitable for analysis of data sets in which the response variable is continuous, strictly	positive, and asymmetric. In this setup, both median and skewness of the response variable distribution are explicitly modeled through semi-parametric functions, whose nonparametric components may be approximated by natural cubic splines or P-splines. Supported distributions for the model error include log-normal, log-Student-t, log-power-exponential, log-hyperbolic, log-contaminated-normal, log-slash, Birnbaum-Saunders and Birnbaum-Saunders-t distributions.

itpM2: itpM2

Description

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