Extended techniques for generalized linear models (GLMs), especially for binary responses, including parametric links and heteroscedastic latent variables.
The R package glmx provides:
Estimation of generalized linear models with extra parameters via glmx,
e.g., parametric links, or families with additional parameters
(such as negative binomial).
Estimation of heteroscedastic binary response models
via hetglm using maximum likelihood.
Density dpregibon, distribution function ppregibon, quantile
function qpregibon, and random generation rpregibon for the Pregibon
distribution.
Various symmetric and asymmetric parametric links for use as
link function for binomial generalized linear models, including
gosset, pregibon, loglog, nblogit, angular, among others.
The stable version of glmx is available on
CRAN:
install.packages("glmx")
The latest development version can be installed from R-universe:
install.packages("glmx", repos = "https://zeileis.R-universe.dev")
The package is available under the General Public License version 3 or version 2