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.
- Version1.2-1
- R versionunknown
- LicenseGPL-2
- LicenseGPL-3
- Needs compilation?Yes
- crch citation info
- Last release09/16/2024
Documentation
Team
Achim Zeileis
MaintainerShow author detailsIoannis Kosmidis
Show author detailsRolesContributorReto Stauffer
Jakob W. Messner
Georg J. Mayr
Insights
Last 30 days
This package has been downloaded 3,788 times in the last 30 days. That's enough downloads to impress a room full of undergrads. A commendable achievement indeed. The following heatmap shows the distribution of downloads per day. Yesterday, it was downloaded 39 times.
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Last 365 days
This package has been downloaded 33,912 times in the last 365 days. That's enough downloads to make it mildly famous in niche technical communities. A badge of honor! The day with the most downloads was Jul 21, 2024 with 319 downloads.
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Dependencies
- Imports4 packages
- Suggests6 packages
- Reverse Imports2 packages
- Reverse Suggests3 packages
- Reverse Enhances1 package