Package: crch 1.2-1

Achim Zeileis

crch: Censored Regression with Conditional Heteroscedasticity

Different approaches to censored or truncated regression with conditional heteroscedasticity are provided. First, continuous distributions can be used for the (right and/or left censored or truncated) response with separate linear predictors for the mean and variance. Second, cumulative link models for ordinal data (obtained by interval-censoring continuous data) can be employed for heteroscedastic extended logistic regression (HXLR). In the latter type of models, the intercepts depend on the thresholds that define the intervals. Infrastructure for working with censored or truncated normal, logistic, and Student-t distributions, i.e., d/p/q/r functions and distributions3 objects.

Authors:Achim Zeileis [aut, cre], Jakob W. Messner [aut], Reto Stauffer [aut], Ioannis Kosmidis [ctb], Georg J. Mayr [ctb]

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crch.pdf |crch.html
crch/json (API)
NEWS

# Install 'crch' in R:
install.packages('crch', repos = c('https://r-forge.r-universe.dev', 'https://cloud.r-project.org'))

Peer review:

Bug tracker:https://r-forge.r-project.org/projects/topmodels

Datasets:
  • RainIbk - Precipitation Observations and Forecasts for Innsbruck

On CRAN:

8.14 score 2 packages 89 scripts 2.8k downloads 1 mentions 40 exports 18 dependencies

Last updated 15 days agofrom:81645b17c5. Checks:OK: 9. Indexed: yes.

TargetResultDate
Doc / VignettesOKOct 21 2024
R-4.5-win-x86_64OKOct 21 2024
R-4.5-linux-x86_64OKOct 21 2024
R-4.4-win-x86_64OKOct 21 2024
R-4.4-mac-x86_64OKOct 21 2024
R-4.4-mac-aarch64OKOct 21 2024
R-4.3-win-x86_64OKOct 21 2024
R-4.3-mac-x86_64OKOct 21 2024
R-4.3-mac-aarch64OKOct 21 2024

Exports:CensoredLogisticCensoredNormalCensoredStudentsTcrchcrch.boostcrch.boost.fitcrch.controlcrch.fitcrch.stabseldclogisdcnormdctdtlogisdtnormdttgetSummary.crchhxlrhxlr.controlpclogispcnormpctptlogisptnormpttqclogisqcnormqctqtlogisqtnormqttrclogisrcnormrctrtlogisrtnormrtttrchTruncatedLogisticTruncatedNormalTruncatedStudentsT

Dependencies:evaluateFormulahighrknitrlatticeMASSMatrixnlmenumDerivordinalRcppRcppArmadillosandwichscoringRulesucminfxfunyamlzoo

Heteroscedastic Censored and Truncated Regression with crch

Rendered fromcrch.qmdusingquarto::htmlon Oct 21 2024.

Last update: 2024-08-01
Started: 2024-08-01

Readme and manuals

Help Manual

Help pageTopics
Create a Censored Logistic Distributioncdf.CensoredLogistic CensoredLogistic crps.CensoredLogistic is_continuous.CensoredLogistic is_discrete.CensoredLogistic kurtosis.CensoredLogistic log_pdf.CensoredLogistic mean.CensoredLogistic pdf.CensoredLogistic quantile.CensoredLogistic random.CensoredLogistic skewness.CensoredLogistic support.CensoredLogistic variance.CensoredLogistic
Create a Censored Normal Distributioncdf.CensoredNormal CensoredNormal crps.CensoredNormal is_continuous.CensoredNormal is_discrete.CensoredNormal kurtosis.CensoredNormal log_pdf.CensoredNormal mean.CensoredNormal pdf.CensoredNormal quantile.CensoredNormal random.CensoredNormal skewness.CensoredNormal support.CensoredNormal variance.CensoredNormal
Create a Censored Student's T Distributioncdf.CensoredStudentsT CensoredStudentsT crps.CensoredStudentsT is_continuous.CensoredStudentsT is_discrete.CensoredStudentsT kurtosis.CensoredStudentsT log_pdf.CensoredStudentsT mean.CensoredStudentsT pdf.CensoredStudentsT quantile.CensoredStudentsT random.CensoredStudentsT skewness.CensoredStudentsT support.CensoredStudentsT variance.CensoredStudentsT
The Censored Logistic Distributiondclogis pclogis qclogis rclogis
The Censored Normal Distributiondcnorm pcnorm qcnorm rcnorm
Methods for Fitted crch Modelscoef.crch crps.crch estfun.crch fitted.crch getSummary.crch logLik.crch model.frame.crch model.matrix.crch print.crch print.summary.crch residuals.crch summary.crch terms.crch vcov.crch
Methods for Boosted crch Modelscoef.crch.boost logLik.crch.boost print.crch.boost print.summary.crch.boost summary.crch.boost
Methods for Fitted hxlr Modelscoef.hxlr logLik.hxlr print.hxlr print.summary.hxlr summary.hxlr terms.hxlr vcov.hxlr
Censored and Truncated Regression with Conditional Heteroscedasticycrch crch.fit trch
Auxiliary Functions for Boosting crch Modelscrch.boost crch.boost.fit
Control Options for crch Modelscrch.control
Auxiliary Functions for Stability Selection Using Boostingcrch.stabsel
The Censored Student-t Distributiondct pct qct rct
Heteroscedastic Extended Logistic Regressionhxlr
Control Options for hxlr Modelshxlr.control
Visualizing Coefficient Paths for Boosted crch Modelsplot.crch.boost
Predictions for Fitted crch Modelspredict.crch prodist.crch
Predictions for Boosted crch Modelspredict.crch.boost
Predictions for Fitted hxlr Modelsfitted.hxlr predict.hxlr
Precipitation Observations and Forecasts for InnsbruckRainIbk
The Truncated Logistic Distributiondtlogis ptlogis qtlogis rtlogis
The Truncated Normal Distributiondtnorm ptnorm qtnorm rtnorm
Create a Truncated Logistic Distributioncdf.TruncatedLogistic crps.TruncatedLogistic is_continuous.TruncatedLogistic is_discrete.TruncatedLogistic kurtosis.TruncatedLogistic log_pdf.TruncatedLogistic mean.TruncatedLogistic pdf.TruncatedLogistic quantile.TruncatedLogistic random.TruncatedLogistic skewness.TruncatedLogistic support.TruncatedLogistic TruncatedLogistic variance.TruncatedLogistic
Create a Truncated Normal Distributioncdf.TruncatedNormal crps.TruncatedNormal is_continuous.TruncatedNormal is_discrete.TruncatedNormal kurtosis.TruncatedNormal log_pdf.TruncatedNormal mean.TruncatedNormal pdf.TruncatedNormal quantile.TruncatedNormal random.TruncatedNormal skewness.TruncatedNormal support.TruncatedNormal TruncatedNormal variance.TruncatedNormal
Create a Truncated Student's T Distributioncdf.TruncatedStudentsT crps.TruncatedStudentsT is_continuous.TruncatedStudentsT is_discrete.TruncatedStudentsT kurtosis.TruncatedStudentsT log_pdf.TruncatedStudentsT mean.TruncatedStudentsT pdf.TruncatedStudentsT quantile.TruncatedStudentsT random.TruncatedStudentsT skewness.TruncatedStudentsT support.TruncatedStudentsT TruncatedStudentsT variance.TruncatedStudentsT
The Truncated Student-t Distributiondtt ptt qtt rtt