Statistics, Department of

 

The R Journal

Date of this Version

8-2016

Document Type

Article

Citation

The R Journal (August 2016) 8(1); Editor: Michael Lawrence

Comments

Copyright 2016, The R Foundation. Open access material. License: CC BY 3.0 Unported

Abstract

The crch package provides functions for maximum likelihood estimation of censored or truncated regression models with conditional heteroscedasticity along with suitable standard methods to summarize the fitted models and compute predictions, residuals, etc. The supported distributions include left- or right-censored or truncated Gaussian, logistic, or student-t distributions with potentially different sets of regressors for modeling the conditional location and scale. The models and their R implementation are introduced and illustrated by numerical weather prediction tasks using precipitation data for Innsbruck (Austria).

Share

COinS