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r-forge
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.
Maintained by Achim Zeileis. Last updated 4 days ago.
8.21 score 93 scripts 2 dependents
robinhankin
cmvnorm:The Complex Multivariate Gaussian Distribution
Various utilities for the complex multivariate Gaussian distribution and complex Gaussian processes.
Maintained by Robin K. S. Hankin. Last updated 4 months ago.
2 stars 4.60 score 7 scripts
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