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Generalised Additive Models for Location Scale and Shape

Mikis Stasinopoulos, Robert A. Rigby

Last update: 4 October 2023

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

Software version identifier: 5.4-12, 4.1-8, 4.2-0, 4.2-4, 4.2-5, 4.2-6, 4.2-7, 4.2-8, 4.3-0, 4.3-1, 4.3-4, 4.3-5, 4.3-6, 4.3-7, 4.3-8, 4.4-0, 5.0-0, 5.0-1, 5.0-2, 5.0-4, 5.0-5, 5.0-6, 5.0-8, 5.1-0, 5.1-2, 5.1-3, 5.1-4, 5.1-5, 5.1-6, 5.1-7, 5.2-0, 5.3-1, 5.3-2, 5.3-4, 5.4-1, 5.4-3, 5.4-10, 5.4-18, 5.4-20

Description

Functions for fitting the Generalized Additive Models for Location Scale and Shape introduced by Rigby and Stasinopoulos (2005), <doi:10.1111/j.1467-9876.2005.00510.x>. The models use a distributional regression approach where all the parameters of the conditional distribution of the response variable are modelled using explanatory variables.

Cites work

Generalized Additive Models for Location, Scale and Shape

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