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Bayesian Additive Models for Location, Scale, and Shape (and Beyond)
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | bamlss |
Bayesian Additive Models for Location, Scale, and Shape (and Beyond) |
Statements
29 October 2023
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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) <doi:10.1080/10618600.2017.1407325> and the R package in Umlauf, Klein, Simon, Zeileis (2021) <doi:10.18637/jss.v100.i04>.
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