vasicekreg

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Vasicekreg




Description

Provides density, cumulative distribution, quantile, and random generation functions for Vasicek-type distributions with standard normal, standard logistic, and standard hyperbolic-secant kernels. The normal-kernel distribution is parameterized by either its mean or a fixed quantile, whereas the logistic- and hyperbolic-secant-kernel distributions use fixed-quantile parameterizations. Zero-augmented, one-augmented, and zero-and-one-augmented extensions of the normal-kernel mean parameterization are also provided for responses that include boundary values. The corresponding 'NVASIM', 'NVASIQ', 'LVASIQ', 'HVASIQ', 'ZANVASIM', 'OANVASIM', and 'ZOANVASIM' families are available for fitting Generalized Additive Models for Location, Scale and Shape (GAMLSS), as introduced by Rigby and Stasinopoulos (2005, <doi:10.1111/j.1467-9876.2005.00510.x>). Two-part random-intercept regression models for zero-augmented longitudinal responses are included with either a beta or a normal-kernel Vasicek positive component, extending the framework of Chen and Li (2016, <doi:10.1093/bioinformatics/btw308>). Some functions are written in 'C++' using 'Rcpp', developed by Eddelbuettel and Francois (2011, <doi:10.18637/jss.v040.i08>).






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