Scale-Dependent Hyperpriors in Structured Additive Distributional Regression

Utility functions for scale-dependent and alternative hyperpriors. 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. Hyperpriors for all effects can be elicitated within the package. Including complex tensor product interaction terms and variable selection priors. The basic model is explained in in Klein and Kneib (2016) .


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install.packages("sdPrior")

1.0-0 by Nadja Klein, 6 months ago


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


Authors: Nadja Klein [aut, cre]


Documentation:   PDF Manual  


GPL-2 license


Imports splines, GB2, MASS, stats, pscl, mvtnorm, mgcv, graphics, doParallel, parallel


Suggested by bamlss.


See at CRAN