Tag: R

Minimum CRPS vs. maximum likelihood

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In a new paper in Monthly Weather Review, minimum CRPS and maximum likelihood estimation are compared for fitting heteroscedastic (or nonhomogenous) regression models under different response distributions. Minimum CRPS is more robust to distributional misspecification while maximum likelihood is slightly more efficient under correct specification. An R implementation is available in the crch package. Read more ›

Partially additive (generalized) linear model trees

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The PALM tree algorithm for partially additive (generalized) linear model trees is introduced along with the R package palmtree. One potential application is modeling of treatment-subgroup interactions while adjusting for global additive effects. Read more ›

Thunderstorm forecasting with GAMs

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Boosted binary generalized additive models (GAMs) with stability selection and corresponding MCMC-based credibility intervals are discussed in a new MWR paper as a probabilistic forecasting method for the occurrence of thunderstorms. Read more ›

MPT trees published in BRM

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Multinomial processing trees are recursively partitioned to capture heterogeneity in latent cognitive processing steps. Accompanied by the R function mpttree in the psychotree package, combining partykit::mob and psychotools::mpt. Read more ›

Clustered Covariances in sandwich 2.5-0

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Version 2.5-0 of the R package 'sandwich' is available from CRAN now with enhanced object-oriented clustered covariances (for lm, glm, survreg, polr, hurdle, zeroinfl, betareg, ...). The software and corresponding vignette have been improved considerably based on helpful and constructive reviewer feedback as well as various bug reports. Read more ›

Distributional regression forests on arXiv

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Distributional regression trees and forests provide flexible data-driven probabilistic forecasts by blending distributional models (for location, scale, shape, and beyond) with regression trees and random forests. Accompanied by the R package disttree. Read more ›

BAMLSS paper published in JCGS

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Bayesian additive models for location, scale, and shape (and beyond) provide a general framework for distributional regression. Accompanied by the R package bamlss. Read more ›

GLMM trees published in BRM

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Generalized linear mixed-effects model trees, especially for detecting treatment-subgroup interactions in clustered data. Accompanied by the R package glmertree, combining partykit::glmtree and lme4::glmer. Read more ›