R: Generalised Additive Models for Location Scale and Shape

gamlss-package {gamlss} | R Documentation

## Generalised Additive Models for Location Scale and Shape

### Description

Functions for fitting the Generalized Additive Models for Location Scale and Shape introduced by Rigby and Stasinopoulos (2005), <doi:10.1111/j.1467-9876.2005.00510.x>. The models use a distributional regression approach where all the parameters of the conditional distribution of the response variable are modelled using explanatory variables.

### Details

The DESCRIPTION file:

Package: | gamlss
Description: | Functions for fitting the Generalized Additive Models for Location Scale and Shape introduced by Rigby and Stasinopoulos (2005), <doi:10.1111/j.1467-9876.2005.00510.x>. The models use a distributional regression approach where all the parameters of the conditional distribution of the response variable are modelled using explanatory variables.
Version: | 5.3-2
Date: | 2021-03-15
Authors@R: | c(person("Mikis", "Stasinopoulos", role = c("aut", "cre", "cph"), email = "d.stasinopoulos@londonmet.ac.uk"), person("Bob", "Rigby", role = c("aut")), person("Vlasios", "Voudouris", role = "ctb", email= "vlasios.voudouris@abm-analytics.com"), person("Calliope", "Akantziliotou", role = "ctb"), person("Marco", "Enea", role = "ctb"), person("Daniil", "Kiose", role = "ctb") )
Title: | Generalised Additive Models for Location Scale and Shape
Maintainer: | Mikis Stasinopoulos <d.stasinopoulos@londonmet.ac.uk>
Depends: | R (>= 3.3.0), graphics, stats, splines, utils, grDevices, gamlss.data (>= 5.0-0), gamlss.dist (>= 4.3.1), nlme, parallel
LazyLoad: | yes
Imports: | MASS, survival, methods
License: | GPL-2 | GPL-3
URL: | https://www.gamlss.com/
NeedsCompilation: | yes
Packaged: | 2020-09-10 11:45:48 UTC; dimitriosstasinopoulos
Author: | Mikis Stasinopoulos [aut, cre, cph], Bob Rigby [aut], Vlasios Voudouris [ctb], Calliope Akantziliotou [ctb], Marco Enea [ctb], Daniil Kiose [ctb]
Repository: | CRAN
Date/Publication: | 2020-09-12 06:40:02 UTC

Index of help topics:

    IC                      Gives the GAIC for a GAMLSS Object
    LR.test                 Likelihood Ratio test for nested GAMLSS models
    Q.stats                 A function to calculate the Q-statistics
    Rsq                     Generalised (Pseudo) R-squared for GAMLSS
                            models
    VC.test                 Vuong and Clarke tests
    acfResid                ACF plot of the residuals
    additive.fit            Implementing Backfitting in GAMLSS
    bfp                     Functions to fit fractional polynomials in
                            GAMLSS
    calibration             Calibrating centile curves
    centiles                Plots the centile curves for a GAMLSS object
    centiles.com            Comparing centiles from different GAMLSS models
    centiles.pred           Creating predictive centiles values
    centiles.split          Plots centile curves split by x for a GAMLSS
                            object
    coef.gamlss             Extract Model Coefficients in a GAMLSS fitted
                            model
    cs                      Specify a Smoothing Cubic Spline Fit in a
                            GAMLSS Formula
    deviance.gamlss         Global Deviance of a GAMLSS model
    devianceIncr            The global deviance increment
    dtop                    Detrended transformed Owen's plot
    edf                     Effective degrees of freedom from gamlss model
    find.hyper              A function to select values of hyper-parameters
                            in a GAMLSS model
    fitDist                 Fitting Different Parametric 'gamlss.family'
                            Distributions.
    fitted.gamlss           Extract Fitted Values For A GAMLSS Model
    fittedPlot              Plots The Fitted Values of a GAMLSS Model
    formula.gamlss          Extract the Model Formula in a GAMLSS fitted
                            model
    gamlss                  Generalized Additive Models for Location Scale
                            and Shape
    gamlss-package          Generalised Additive Models for Location Scale
                            and Shape
    gamlss.control          Auxiliary for Controlling GAMLSS Fitting
    gamlss.cs               Support for Function cs() and scs()
    gamlss.fp               Support for Function fp()
    gamlss.lo               Support for Function lo()
    gamlss.ps               Support for Functions for smoothers
    gamlss.random           Support for Functions random() and re()
    gamlss.scope            Generate a Scope Argument for Stepwise GAMLSS
    gamlssML                Maximum Likelihood estimation of a simple
                            GAMLSS model
    gamlssVGD               A Set of Functions for selecting Models using
                            Validation or Test Data Sets and Cross
                            Validation
    gen.likelihood          A function to generate the likelihood function
                            from a GAMLSS object
    getPEF                  Getting the partial effect function from a
                            continuous term in a GAMLSS model
    getQuantile             Getting the partial quantile function for a
                            term
    getSmo                  Extracting Smoother information from a GAMLSS
                            fitted object
    glim.control            Auxiliary for Controlling the inner algorithm
                            in a GAMLSS Fitting
    histDist                This function plots the histogram and a fitted
                            (GAMLSS family) distribution to a variable
    histSmo                 Density estimation using the Poisson trick
    lms                     A function to fit LMS curves for centile
                            estimation
    lo                      Specify a loess fit in a GAMLSS formula
    loglogSurv              Survival function plots for checking the tail
                            behaviour of the data
    lpred                   Extract Linear Predictor Values and Standard
                            Errors For A GAMLSS Model
    model.frame.gamlss      Extract a model.frame, a model matrix or terms
                            from a GAMLSS object for a given distributional
                            parameter
    numeric.deriv           An internal GAMLSS function for numerical
                            derivatives
    par.plot                A function to plot parallel plot for repeated
                            measurement data
    pcat                    Reduction for the Levels of a Factor.
    pdf.plot                Plots Probability Distribution Functions for
                            GAMLSS Family
    plot.gamlss             Plot Residual Diagnostics for an GAMLSS Object
    plot.histSmo            A Plotting Function for density estimator
                            object histSmo
    plot2way                Function to plot two interaction in a GAMLSS
                            model
    polyS                   Auxiliary support for the GAMLSS
    predict.gamlss          Extract Predictor Values and Standard Errors
                            For New Data In a GAMLSS Model
    print.gamlss            Prints a GAMLSS fitted model
    prof.dev                Plotting the Profile Deviance for one of the
                            Parameters in a GAMLSS model
    prof.term               Plotting the Profile: deviance or information
                            criterion for one of the terms (or
                            hyper-parameters) in a GAMLSS model
    ps                      P-Splines Fits in a GAMLSS Formula
    quantSheets             Quantile Sheets
    random                  Specify a random intercept model in a GAMLSS
                            formula
    refit                   Refit a GAMLSS model
    residuals.gamlss        Extract Residuals from GAMLSS model
    ri                      Specify ridge or lasso Regression within a
                            GAMLSS Formula
    rqres.plot              Creating and Plotting Randomized Quantile
                            Residuals
    rvcov                   Robust Variance-Covariance matrix of the
                            parameters from a fitted GAMLSS model
    stepGAIC                Choose a model by GAIC in a Stepwise Algorithm
    summary.gamlss          Summarizes a GAMLSS fitted model
    term.plot               Plot regression terms for a specified parameter
                            of a fitted GAMLSS object
    update.gamlss           Update and Re-fit a GAMLSS Model
    wp                      Worm plot
    z.scores                Z-scores for lms objects

### Author(s)

Mikis Stasinopoulos [aut, cre, cph], Bob Rigby [aut], Vlasios Voudouris [ctb], Calliope Akantziliotou [ctb], Marco Enea [ctb], Daniil Kiose [ctb]

Maintainer: Mikis Stasinopoulos <d.stasinopoulos@londonmet.ac.uk>

### References

Nelder, J. A. and Wedderburn, R. W. M. (1972). Generalized linear models. J. R. Statist. Soc. A., 135 370-384.

Hastie, T. J. and Tibshirani, R. J. (1990). Generalized Additive Models. Chapman and Hall, London.

Rigby, R. A. and Stasinopoulos D. M. (2005). Generalized additive models for location, scale and shape,(with discussion), Appl. Statist., 54, part 3, pp 507-554.

Rigby, R. A., Stasinopoulos, D. M., Heller, G. Z., and De Bastiani, F. (2019) Distributions for modeling location, scale, and shape: Using GAMLSS in R, Chapman and Hall/CRC. An older version can be found in https://www.gamlss.com/.

Stasinopoulos D. M. Rigby R.A. (2007) Generalized additive models for location scale and shape (GAMLSS) in R. Journal of Statistical Software, Vol. 23, Issue 7, Dec 2007, https://www.jstatsoft.org/v23/i07/.

Stasinopoulos D. M., Rigby R.A., Heller G., Voudouris V., and De Bastiani F., (2017) Flexible Regression and Smoothing: Using GAMLSS in R, Chapman and Hall/CRC.

(see also https://www.gamlss.com/).

### See Also

`gamlss.dist`

### Examples

    data(abdom)
    mod<-gamlss(y~pb(x),sigma.fo=~pb(x),family=BCT, data=abdom, method=mixed(1,20))
    plot(mod)
    rm(mod)

[Package gamlss version 5.3-2 Index]