DALSM

Nonparametric Double Additive Location-Scale Model (DALSM)

Last update: 2 October 2023

Copyright license: GNU General Public License, version 3.0

Software version identifier: 0.9.1

Description

Fit of a double additive location-scale model with a nonparametric error distribution from possibly right- or interval censored data. The additive terms in the location and dispersion submodels, as well as the unknown error distribution in the location-scale model, are estimated using Laplace P-splines. For more details, see Lambert (2021) <doi:10.1016/j.csda.2021.107250>.

Cites work

Fast Bayesian inference using Laplace approximations in nonparametric double additive location-scale models with right- and interval-censored data

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