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Smooth Generalized Normal Distribution

To begin, load the package.

library(smoothic)

Boston Housing Data

Perform automatic variable selection using a smooth information criterion.

fit <- smoothic(
  formula = lcmedv ~ .,
  data = bostonhouseprice2,
  family = "sgnd", # Smooth Generalized Normal Distribution
  model = "mpr" # model location and scale
)

Display the estimates and standard errors.

summary(fit)
#> Call:
#> smoothic(formula = lcmedv ~ ., data = bostonhouseprice2, family = "sgnd", 
#>     model = "mpr")
#> Family:
#> [1] "sgnd"
#> Model:
#> [1] "mpr"
#> 
#> Coefficients:
#> 
#> Location:
#>                     Estimate          SE       Z    Pvalue    
#> intercept_0_beta  3.61269683  0.10734941 33.6536 < 2.2e-16 ***
#> crim_1_beta      -0.02001519  0.00500194 -4.0015 8.911e-05 ***
#> zn_2_beta                  0           0       0         0    
#> indus_3_beta               0           0       0         0    
#> rm_4_beta         0.23433426  0.02030057 11.5432 < 2.2e-16 ***
#> age_5_beta       -0.00107256  0.00038688 -2.7723 0.0037557 ** 
#> rad_6_beta        0.00883288  0.00238284  3.7069 0.0002317 ***
#> ptratio_7_beta   -0.02577409  0.00335341 -7.6859 3.410e-11 ***
#> lnox_8_beta      -0.27725435  0.08430632 -3.2887 0.0008454 ***
#> ldis_9_beta      -0.15856448  0.02356331 -6.7293 2.509e-09 ***
#> ltax_10_beta     -0.18512811  0.04501722 -4.1124 6.153e-05 ***
#> llstat_11_beta   -0.17099144  0.03137785 -5.4494 4.834e-07 ***
#> chast_12_beta     0.05156191  0.01969471  2.6181 0.0057144 ** 
#> 
#> Scale:
#>                    Estimate        SE       Z    Pvalue    
#> intercept_0_alpha -9.650427  2.217661 -4.3516 2.716e-05 ***
#> crim_1_alpha       0.019240  0.016085  1.1961 0.1530811    
#> zn_2_alpha                0         0       0         0    
#> indus_3_alpha     -0.034932  0.022723 -1.5373 0.0771660 .  
#> rm_4_alpha        -0.172226  0.103520 -1.6637 0.0587434 .  
#> age_5_alpha               0         0       0         0    
#> rad_6_alpha        0.032035  0.018054  1.7744 0.0460376 *  
#> ptratio_7_alpha           0         0       0         0    
#> lnox_8_alpha              0         0       0         0    
#> ldis_9_alpha      -0.983160  0.228602 -4.3008 3.237e-05 ***
#> ltax_10_alpha      1.381717  0.391905  3.5256 0.0004097 ***
#> llstat_11_alpha           0         0       0         0    
#> chast_12_alpha            0         0       0         0    
#> 
#> Shape:
#>                   Estimate      SE      Z   Pvalue   
#> intercept_0_nu     0.29238 0.10770 2.7148 0.004393 **
#> 
#> ---
#> Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
#> 
#> Kappa Estimate:
#> [1] 1.539618
#> Penalized Likelihood:
#> [1] 223.6308
#> IC Value:
#> [1] -447.2617

fit$kappa # shape estimate
#> [1] 1.539618

Plot the standardized coefficient values with respect to the epsilon-telescope.

plot_paths(fit)

Plot the model-based conditional density curves.

plot_effects(fit,
             what = c("ltax", "rm", "ldis"), # or "all" for all selected variables
             density_range = c(2.25, 3.75))

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.
Health stats visible at Monitor.