bamlss

swMATH24276CRANbamlssMaRDI QIDQ36034

Bayesian Additive Models for Location, Scale, and Shape (and Beyond)

Achim Zeileis, Nikolaus Umlauf, Nadja Klein, Thorsten Simon

Last update: 29 October 2023

Software version identifier: 1.1-9, 0.1-1, 0.1-2, 1.0-0, 1.0-1, 1.0-2, 1.1-0, 1.1-1, 1.1-2, 1.1-3, 1.1-4, 1.1-5, 1.1-6, 1.1-7, 1.1-8, 1.2-0, 1.2-1, 1.2-2

Source code repository: https://github.com/cran/bamlss

Copyright license: GNU General Public License, version 3.0, GNU General Public License, version 2.0

Description

Infrastructure for estimating probabilistic distributional regression models in a Bayesian framework. The distribution parameters may capture location, scale, shape, etc. and every parameter may depend on complex additive terms (fixed, random, smooth, spatial, etc.) similar to a generalized additive model. The conceptual and computational framework is introduced in Umlauf, Klein, Zeileis (2019) <doi:10.1080/10618600.2017.1407325> and the R package in Umlauf, Klein, Simon, Zeileis (2021) <doi:10.18637/jss.v100.i04>.

Cites work

• BAMLSS: Bayesian Additive Models for Location, Scale, and Shape (and Beyond)
• bamlss: A Lego Toolbox for Flexible Bayesian Regression (and Beyond)

Described by source

• Flexible Bayesian additive joint models with an application to type 1 diabetes research