doi:10.1111/j.1467-9868.2010.00765.x> and Nesterov (2009) <doi:10.1007/s10107-007-0149-x>), a parametric bootstrap algorithm, and diagnostic plots for the model class.">

lmls: Gaussian Location-Scale Regression (original) (raw)

The Gaussian location-scale regression model is a multi-predictor model with explanatory variables for the mean (= location) and the standard deviation (= scale) of a response variable. This package implements maximum likelihood and Markov chain Monte Carlo (MCMC) inference (using algorithms from Girolami and Calderhead (2011) <doi:10.1111/j.1467-9868.2010.00765.x> and Nesterov (2009) <doi:10.1007/s10107-007-0149-x>), a parametric bootstrap algorithm, and diagnostic plots for the model class.

Version: 0.1.0
Depends: R (≥ 3.5.0)
Imports: generics (≥ 0.1.0)
Suggests: bookdown, coda, covr, ggplot2, knitr, mgcv, mvtnorm, numDeriv, patchwork, rmarkdown, testthat (≥ 3.0.0)
Published: 2022-01-18
DOI: 10.32614/CRAN.package.lmls
Author: Hannes Riebl [aut, cre]
Maintainer: Hannes Riebl
License: MIT + file
URL: https://hriebl.github.io/lmls/
NeedsCompilation: no
Materials: README NEWS
CRAN checks: lmls results

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