bamlss

swMATH24276CRANbamlssMaRDI QIDQ36034FDOQ36034

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

Nadja Klein, Thorsten Simon, Achim Zeileis, Nikolaus Umlauf

Last update: 29 October 2023

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

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

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

Cited In (7)

• MJMbamlss
• distreg.vis
• A primer on Bayesian distributional regression
• Lasso-type penalization in the framework of generalized additive models for location, scale and shape
• Modular regression -- a Lego system for building structured additive distributional regression models with tensor product interactions
• BAMLSS: Bayesian Additive Models for Location, Scale, and Shape (and Beyond)
• Bayesian structured additive distributional regression with an application to regional income inequality in Germany

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