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
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).
Included in
Numerical Analysis and Scientific Computing Commons, Programming Languages and Compilers Commons
Comments
Copyright 2016, The R Foundation. Open access material. License: CC BY 3.0 Unported