Showing 3 of total 3 results (show query)
runehaubo
ordinal:Regression Models for Ordinal Data
Implementation of cumulative link (mixed) models also known as ordered regression models, proportional odds models, proportional hazards models for grouped survival times and ordered logit/probit/... models. Estimation is via maximum likelihood and mixed models are fitted with the Laplace approximation and adaptive Gauss-Hermite quadrature. Multiple random effect terms are allowed and they may be nested, crossed or partially nested/crossed. Restrictions of symmetry and equidistance can be imposed on the thresholds (cut-points/intercepts). Standard model methods are available (summary, anova, drop-methods, step, confint, predict etc.) in addition to profile methods and slice methods for visualizing the likelihood function and checking convergence.
Maintained by Rune Haubo Bojesen Christensen. Last updated 4 months ago.
38 stars 13.72 score 1.3k scripts 178 dependents
config-i1
complex:Time Series Analysis and Forecasting Using Complex Variables
Set of function implementing the instruments for complex-valued modelling, including time series analysis and forecasting. This is based on the monograph by Svetunkov Sergey and Svetunkov Ivan "Complex-valued Econometrics with Examples in R" which is in press by Springer (expected to be published in 2024).
Maintained by Ivan Svetunkov. Last updated 6 months ago.
1 stars 3.40 score
cran
DCL:Claims Reserving under the Double Chain Ladder Model
Statistical modelling and forecasting in claims reserving in non-life insurance under the Double Chain Ladder framework by Martinez-Miranda, Nielsen and Verrall (2012).
Maintained by Maria Dolores Martinez-Miranda. Last updated 3 years ago.
1 stars 1.00 score