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sglg (version 0.2.2)

Fitting Semi-Parametric Generalized log-Gamma Regression Models

Description

Set of tools to fit a linear multiple or semi-parametric regression models with the possibility of non-informative random right-censoring. Under this setup, the localization parameter of the response variable distribution is modeled by using linear multiple regression or semi-parametric functions, whose non-parametric components may be approximated by natural cubic spline or P-splines. The supported distribution for the model error is a generalized log-gamma distribution which includes the generalized extreme value and standard normal distributions as important special cases. Inference is based on penalized likelihood and bootstrap methods. Also, some numerical and graphical devices for diagnostic of the fitted models are offered.

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Version

Install

install.packages('sglg')

Monthly Downloads

281

Version

0.2.2

License

GPL-3

Maintainer

Carlos Cardozo Delgado

Last Published

September 4th, 2022

Functions in sglg (0.2.2)

influence.sglg

influence
bootglg

Bootstrap inference for a generalized log-gamma regression
deBoor2

Build the basis matrix and the penalty matrix of cubic B-spline basis.
deviance_residuals

Deviance Residuals for a Generalized Log-gamma Regression Model
glg

Fitting multiple linear Generalized Log-gamma Regression Models
envelope.sglg

envelope.sglg
Gu

Tool to build the basis matrix and the penalty matrix of natural cubic splines.
gnfit

gnfit
rglg

Random number generation for a generalized log-gamma distribution
order_glg

Random Sampling of K-th Order Statistics from a Generalized Log-gamma Distribution
plotnpc

Plotting a natural cubic splines or P-splines.
qglg

Quantile function for a generalized log-gamma distribution
plotsurv.sglg

Plot simultaneously the Kaplan-Meier and parametric estimators of the survival function.
residuals.sglg

Extract Model Residuals
pglg

Cumulative distribution function for a generalized log-gamma variable
quantile_residuals

Quantile Residuals for a Generalized Log-gamma Regression Model
logLik.sglg

Extract Log-Likehood
lss

Measures of location, scale and shape measures for a generalized log-gamma distribution
summary.sglg

summary.sglg
survglg

Fitting linear generalized log-gamma regression models under the presence of right censored data.
smoothp

smoothp
ssurvglg

Fitting semi-parametric generalized log-gamma regression models under the presence of right censored data.
survival_gg

Survival, Hazard, and Cumulative Hazard functions for a Generalized Gamma Distribution
shape

shape
sglg

Fitting semi-parametric generalized log-gamma regression models
entropy

Tool to calculate the entropy for a generalized log-gamma distribution.
dglg

Density distribution function for a generalized log-gamma variable