rmutil - Utilities for Nonlinear Regression and Repeated Measurements Models

A toolkit of functions for nonlinear regression and repeated measurements not to be used by itself but called by other Lindsey packages such as 'gnlm', 'stable', 'growth', 'repeated', and 'event' (available at <https://www.commanster.eu/rcode.html>).

Last updated 2 years ago

fortran

8.08 score 1 stars 72 dependents 358 scripts 7.7k downloads

stable - Probability Functions and Generalized Regression Models for Stable Distributions

Density, distribution, quantile and hazard functions of a stable variate; generalized regression models for the parameters of a stable distribution. See the README for how to make equivalent calls to those of 'stabledist' (i.e., Nolan's 0-parameterization and 1-parameterization as detailed in Nolan (2020)). See github for Lambert and Lindsey 1999 JRSS-C journal article, which details the parameterization of the Buck (1995) stable. See the Details section of the `?dstable` help file for context and references.

Last updated 3 years ago

6.97 score 5 stars 49 dependents 30 scripts 8.4k downloads

event - Event History Procedures and Models

Functions for setting up and analyzing event history data.

Last updated 8 years ago

fortran

4.74 score 1 stars 554 scripts 175 downloads

repeated - Non-Normal Repeated Measurements Models

Various functions to fit models for non-normal repeated measurements, such as Binary Random Effects Models with Two Levels of Nesting, Bivariate Beta-binomial Regression Models, Marginal Bivariate Binomial Regression Models, Cormack capture-recapture models, Continuous-time Hidden Markov Chain Models, Discrete-time Hidden Markov Chain Models, Changepoint Location Models using a Continuous-time Two-state Hidden Markov Chain, generalized nonlinear autoregression models, multivariate Gaussian copula models, generalized non-linear mixed models with one random effect, generalized non-linear mixed models using h-likelihood for one random effect, Repeated Measurements Models for Counts with Frailty or Serial Dependence, Repeated Measurements Models for Continuous Variables with Frailty or Serial Dependence, Ordinal Random Effects Models with Dropouts, marginal homogeneity models for square contingency tables, correlated negative binomial models with Kalman update. References include Lindsey's text books, JK Lindsey (2001) <isbn:10-0198508123> and JK Lindsey (1999) <isbn:10-0198505590>.

Last updated 4 months ago

fortran

3.97 score 31 scripts 411 downloads

gnlm - Generalized Nonlinear Regression Models

A variety of functions to fit linear and nonlinear regression with a large selection of distributions.

Last updated 6 years ago

3.32 score 1 stars 14 scripts 197 downloads

libstable4u - Stable Distribution Functions...For You

Tools for fast and accurate evaluation of skew stable distributions (CDF, PDF and quantile functions), random number generation, and parameter estimation. This is 'libstableR' as per Royuela del Val, Simmross-Wattenberg, and Alberola López (2017) <doi:10.18637/jss.v078.i01> under a new maintainer.

Last updated 7 months ago

gslcpp

3.18 score 1 dependents 1 scripts 830 downloads

bridgedist - An Implementation of the Bridge Distribution with Logit-Link as in Wang and Louis (2003)

An implementation of the bridge distribution with logit-link in R. In Wang and Louis (2003) <DOI:10.1093/biomet/90.4.765>, such a univariate bridge distribution was derived as the distribution of the random intercept that 'bridged' a marginal logistic regression and a conditional logistic regression. The conditional and marginal regression coefficients are a scalar multiple of each other. Such is not the case if the random intercept distribution was Gaussian.

Last updated 3 months ago

3.00 score 1 stars 7 scripts 322 downloads

mvgb - Multivariate Probabilities of Scale Mixtures of Multivariate Normal Distributions via the Genz and Bretz (2002) QRSVN Method

Generates multivariate subgaussian stable probabilities using the QRSVN algorithm as detailed in Genz and Bretz (2002) <DOI:10.1198/106186002394> but by sampling positive stable variates not chi/sqrt(nu).

Last updated 4 months ago

fortran

3.00 score 6 scripts 374 downloads

growth - Multivariate Normal and Elliptically-Contoured Repeated Measurements Models

Functions for fitting various normal theory (growth curve) and elliptically-contoured repeated measurements models with ARMA and random effects dependence.

Last updated 6 years ago

fortran

3.00 score 6 scripts 151 downloads

mvpd - Multivariate Product Distributions for Elliptically Contoured Distributions

Estimates multivariate subgaussian stable densities and probabilities as well as generates random variates using product distribution theory. A function for estimating the parameters from data to fit a distribution to data is also provided, using the method from Nolan (2013) <doi:10.1007/s00180-013-0396-7>.

Last updated 1 years ago

2.70 score 8 scripts 208 downloads