Conditional Density Estimation Network Construction and Evaluation

Parameters of a user-specified probability distribution are modelled by a multi-layer perceptron artificial neural network. This framework can be used to implement probabilistic nonlinear models including mixture density networks, heteroscedastic regression models, zero-inflated models, etc. following Cannon (2012) .


Reference manual

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1.2.5 by Alex J. Cannon, 4 years ago

Browse source code at

Authors: Alex J. Cannon

Documentation:   PDF Manual  

Task views: Probability Distributions

GPL-2 license

Depends on pso

Suggests boot

See at CRAN