Bayesian Additive Models for Location, Scale, and Shape (and Beyond)

Infrastructure for estimating probabilistic distributional regression models in a Bayesian framework. The distribution parameters may capture location, scale, shape, etc. and every parameter may depend on complex additive terms (fixed, random, smooth, spatial, etc.) similar to a generalized additive model. The conceptual and computational framework is introduced in Umlauf, Klein, Zeileis (2019) and the R package in Umlauf, Klein, Simon, Zeileis (2021) .


Reference manual

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install.packages("bamlss")

1.2-5 by Nikolaus Umlauf, 2 years ago


http://www.bamlss.org/


Browse source code at https://github.com/cran/bamlss


Authors: Nikolaus Umlauf [aut, cre] , Nadja Klein [aut] , Achim Zeileis [aut] , Meike Koehler [ctb] , Thorsten Simon [aut] , Stanislaus Stadlmann [ctb] , Alexander Volkmann [ctb]


Documentation:   PDF Manual  


GPL-2 | GPL-3 license


Imports Formula, MBA, mvtnorm, sp, Matrix, survival, methods, parallel

Depends on coda, colorspace, distributions3, mgcv

Suggests bit, ff, fields, gamlss, gamlss.dist, interp, rjags, BayesX, mapdata, maps, sf, nnet, spatstat, spdep, zoo, keras, splines2, sdPrior, statmod, glogis, glmnet, scoringRules, knitr, rmarkdown, MASS, tensorflow


Imported by mevr.

Depended on by MJMbamlss, gmfamm.

Suggested by betareg.


See at CRAN