lmls

MaRDI QIDQ116220CRANFDO

Authors Hannes Riebl

Last update 20 November 2024

Copyright license MIT license, File License

Software version identifier 0.1.0, PACKAGES.rds, 0.1.1

Description

The Gaussian location-scale regression model is a multi-predictor model with explanatory variables for the mean (= location) and the standard deviation (= scale) of a response variable. This package implements maximum likelihood and Markov chain Monte Carlo (MCMC) inference (using algorithms from Girolami and Calderhead (2011) <doi:10.1111/j.1467-9868.2010.00765.x> and Nesterov (2009) <doi:10.1007/s10107-007-0149-x>), a parametric bootstrap algorithm, and diagnostic plots for the model class.

Cites work

• Primal-dual subgradient methods for convex problems
• Riemann Manifold Langevin and Hamiltonian Monte Carlo Methods

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