crch (1.0-1)

Censored Regression with Conditional Heteroscedasticity.

http://cran.r-project.org/web/packages/crch

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.

Maintainer: Jakob Messner
Author(s): Jakob Messner [aut, cre] (0000-0002-1027-3673), Achim Zeileis [aut] (0000-0003-0918-3766), Reto Stauffer [aut] (0000-0002-3798-5507)

License: GPL-2 | GPL-3

Uses: Formula, ordinal, sandwich, scoringRules, lmtest, memisc, glmx
Reverse suggests: ensemblepp, insight, NetSimR, scoringRules
Reverse enhances: prediction

Released almost 2 years ago.