SGB

Simplicial Generalized Beta Regression

Main properties and regression procedures using a generalization of the Dirichlet distribution called Simplicial Generalized Beta distribution. It is a new distribution on the simplex (i.e. on the space of compositions or positive vectors with sum of components equal to 1). The Dirichlet distribution can be constructed from a random vector of independent Gamma variables divided by their sum. The SGB follows the same construction with generalized Gamma instead of Gamma variables. The Dirichlet exponents are supplemented by an overall shape parameter and a vector of scales. The scale vector is itself a composition and can be modeled with auxiliary variables through a log-ratio transformation. Graf, M. (2017, ISBN: 978-84-947240-0-8). See also the vignette enclosed in the package.

Total

0

Last month

0

Last week

0

Average per day

0

Daily downloads

Total downloads

Description file content

Package
SGB
Type
Package
Title
Simplicial Generalized Beta Regression
Version
1.0
Date
2019-05-09
Author
Monique Graf
Maintainer
Monique Graf
Description
Main properties and regression procedures using a generalization of the Dirichlet distribution called Simplicial Generalized Beta distribution. It is a new distribution on the simplex (i.e. on the space of compositions or positive vectors with sum of components equal to 1). The Dirichlet distribution can be constructed from a random vector of independent Gamma variables divided by their sum. The SGB follows the same construction with generalized Gamma instead of Gamma variables. The Dirichlet exponents are supplemented by an overall shape parameter and a vector of scales. The scale vector is itself a composition and can be modeled with auxiliary variables through a log-ratio transformation. Graf, M. (2017, ISBN: 978-84-947240-0-8). See also the vignette enclosed in the package.
Depends
Formula
Imports
stats, MASS, numDeriv, alabama
Suggests
knitr, goftest
License
GPL (>= 2)
Encoding
latin1
LazyData
true
VignetteBuilder
knitr
NeedsCompilation
no
Packaged
2019-05-10 07:29:31 UTC; monique
Repository
CRAN
Date/Publication
2019-05-13 11:50:03 UTC

install.packages('SGB')

1.0

3 months ago

Monique Graf

GPL (>= 2)

Depends on

Formula

Imports

stats, MASS, numDeriv, alabama

Suggests

knitr, goftest

Discussions