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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.
| Version: |
1.2-1 |
| Depends: |
R (≥ 3.6.0) |
| Imports: |
stats, Formula, ordinal, sandwich, scoringRules |
| Suggests: |
distributions3 (≥ 0.2.1), glmx, knitr, lmtest, memisc, quarto |
| Published: |
2024-09-16 |
| DOI: |
10.32614/CRAN.package.crch |
| Author: |
Achim Zeileis 
[aut, cre],
Jakob W. Messner
[aut],
Reto Stauffer
[aut],
Ioannis Kosmidis
[ctb],
Georg J. Mayr
[ctb] |
| Maintainer: |
Achim Zeileis <Achim.Zeileis at R-project.org> |
| BugReports: |
https://topmodels.R-Forge.R-project.org/crch/contact.html |
| License: |
GPL-2 | GPL-3 |
| URL: |
https://topmodels.R-Forge.R-project.org/crch/ |
| NeedsCompilation: |
yes |
| Citation: |
crch citation info |
| Materials: |
README NEWS |
| In views: |
Distributions, Econometrics |
| CRAN checks: |
crch results |
Documentation:
Downloads:
Reverse dependencies:
Linking:
Please use the canonical form
https://CRAN.R-project.org/package=crch
to link to this page.
These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
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