Package: GJRM 0.2-6.7

GJRM: Generalised Joint Regression Modelling

Routines for fitting various joint (and univariate) regression models, with several types of covariate effects, in the presence of equations' errors association, endogeneity, non-random sample selection or partial observability.

Authors:Giampiero Marra [aut, cre], Rosalba Radice [aut]

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GJRM.pdf |GJRM.html✨
GJRM/json (API)

# Install 'GJRM' in R:
install.packages('GJRM', repos = c('https://giampmarra.r-universe.dev', 'https://cloud.r-project.org'))

Peer review:

On CRAN:

This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.

4.21 score 4 stars 5 packages 68 scripts 928 downloads 2 mentions 169 exports 62 dependencies

Last updated 28 days agofrom:ca9598a6df. Checks:OK: 7. Indexed: yes.

TargetResultDate
Doc / VignettesOKOct 26 2024
R-4.5-winOKOct 26 2024
R-4.5-linuxOKOct 26 2024
R-4.4-winOKOct 26 2024
R-4.4-macOKOct 26 2024
R-4.3-winOKOct 26 2024
R-4.3-macOKOct 26 2024

Exports:adjCovadjCovSDapprox.CLMass.dpATEBCDFbcontSurvG_extendedbcontSurvGuniv_ExcessHazardbcontSurvGunivI_ExcessHazardbcontSurvGunivInformbcontSurvGunivL_ExcessHazardbcontSurvGunivMIXED_ExcessHazardbcontSurvGunivMIXED_ExcessHazard_LeftTruncationbcontSurvGunivMIXED_LeftTruncationbCopulaCLMgHsContbCopulaCLMgHsOrdbcorrecbcorrecDiscrBiCDFbprobgHsbprobgHsBinROYbprobgHsCont2ROYbprobgHsCont3ROYbprobgHsContUnivbprobgHsDiscr1ROYbprobgHsDiscr2ROYbprobgHsPObprobgHsSSbprobgHstwoParCcond.mvconv.checkcopgHscopgHs2copgHs3copgHsATcopgHsContcopula.probCopulaCLMcopulaReg.fit.postcopulaSampleSelcopulaSampleSel.fit.postcv.informdistrHsdistrHsATdistrHsAT1distrHsATDiscrdistrHsATDiscr2distrHsDiscrdof.trDpensDpens2edf.loopenu.tresp.treta.trform.checkform.eq12g.trig.triESSg.triSSgamlssgamlss.fit.postggm.Derivggm.DerivOPT1ggm.DerivOPT2ggmtrustggmtrust.pathgjrmgt.bpmH.trihaz.survinform.setupint.rescheckintBjc.probs7jc.probs8k.taullpsiLM.bpmlmclogLik.ggmtrustlogLik.lmclogLik.SemiParBIVmarg.mvmbmmmmfnumchnumghORoverall.svoverall.svGPDefPEpenplot.SemiParBIVpolys.mappolys.setupPosDefCorpostVbpppream.wmpred.gppred.varpredict.CopulaCLMpredict.SemiParBIVprevprint.ATEprint.cond.mvprint.copulaSampleSelprint.gamlssprint.gjrmprint.marg.mvprint.mbprint.ORprint.PEprint.prevprint.RRprint.SATEprint.SemiParBIVprint.SemiParROYprint.SemiParTRIVprint.summary.copulaSampleSelprint.summary.gamlssprint.summary.gjrmprint.summary.SemiParBIVprint.summary.SemiParROYprint.summary.SemiParTRIVprobmprobmSpscrpscr0pTweedr.respres.checkresp.checkresp.CLMrICrMVNrob.constrob.intRRS.mSATESemiParBIVSemiParBIV.fitSemiParBIV.fit.postSemiParROYSemiParROY.fit.postSemiParTRIVSemiParTRIV.fit.postsim.respSSstartsnsummary.copulaSampleSelsummary.gamlsssummary.gjrmsummary.SemiParBIVsummary.SemiParROYsummary.SemiParTRIVsurvExcIndsusususutsnteta.trtheta2tautriprobgHsVuongClarkeworking.compXdpred

Dependencies:abindADGofTestclicolorspacecopulaDBIdistrdistrExevdfansifarvergamlss.distggplot2gluegmpGPArotationgslgtableismevisobandlabelinglatticelifecyclemagicmagrittrMASSMatrixmatrixStatsmgcvminqamitoolsmnormtmunsellmvtnormnlmenumDerivpcaPPpillarpkgconfigpsplinepsychR6RColorBrewerRcppRcppArmadillorlangRmpfrscalesscamsfsmiscstablediststartupmsgsurveysurvivaltibbletrustutf8vctrsVGAMVineCopulaviridisLitewithr

Readme and manuals

Help Manual

Help pageTopics
Generalised Joint Regression ModellingGJRM-package
Adjustment for the covariance matrix from a fitted gjrm modelaCov adjCov
Adjustment for the covariance matrix from a gjrm model fitted to complex survey data.adjCovSD
Average Treatment Effect of a binary or continuous treatment variableATE
Internal FunctionBCDF BiCDF
Internal Functionbcont bcont23 bcont3 bcont32 bcontROB ggm.Deriv
Internal Functionbdiscrcont bdiscrcont12 bdiscrcont13 bdiscrcont23
Internal Functionbdiscrdiscr11 bdiscrdiscr12
Internal FunctionbprobgHs bprobgHsBinROY bprobgHstwoParC
Internal FunctionbCopulaCLMgHsCont bCopulaCLMgHsOrd bprobgHsCont bprobgHsCont2ROY bprobgHsCont3 bprobgHsCont3binTW bprobgHsCont3ROY
Internal FunctionbprobgHsCont3binTWSS bprobgHsCont3SS bprobgHsContSS
Internal FunctionbcontSurvGunivI bcontSurvGunivInform bcontSurvGunivI_ExcessHazard bcontSurvGunivL bcontSurvGunivL_ExcessHazard bcontSurvGunivMIXED bcontSurvGunivMIXED_ExcessHazard bcontSurvGunivMIXED_ExcessHazard_LeftTruncation bcontSurvGunivMIXED_LeftTruncation bcontSurvGuniv_ExcessHazard bcontSurvG_extended bprobgHsContUniv bprobgHsContUniv3 bprobgHsContUnivBIN
Internal FunctionbprobgHsDiscr1 bprobgHsDiscr1ROY bprobgHsDiscr2 bprobgHsDiscr2ROY
Internal FunctionbprobgHsDiscr1SS bprobgHsDiscr2SS
Internal FunctionbprobgHsPO bprobgHsPO0
Internal FunctionbprobgHsSS
Conditional Mean/Variance from a Copula Modelcond.mv
Some convergence diagnosticsconv.check
Internal FunctioncopgHs copgHs2 copgHs3 copgHsAT copgHsCond copgHsCont
Copula probabilities (joint and conditional) from a fitted simultaneous modelcopula.prob jc.probs1 jc.probs2 jc.probs3 jc.probs4 jc.probs5 jc.probs6 jc.probs7 jc.probs8
Internal fitting functionCopulaCLM
Internal fitting functioncopulaSampleSel
Cross validation for informative censoring univariate survival modelscv.inform
Internal FunctiondistrExIntegrate distrHs distrHsAT distrHsAT1 distrHsATDiscr distrHsATDiscr2 distrHsDiscr
Differentiable penaltiesDpens
Internal Functionapprox.CLM ass.dp bcorrec bcorrecDiscr bcorrecFuncs Cop1Cop2 cov.c dof.tr Dpens2 enu.tr esp.tr eta.tr form.eq12 gamls.upsv ggm.DerivOPT1 ggm.DerivOPT2 ggmtrust.path inform.setup intB mice.impute.copulaSS mmf overall.sv overall.svG PDef PosDefCor pp pream.wm probmS pscr pscr0 pTweed r.resp Reg2Copost resp.CLM rIC sim.resp SS startsn survExcInd susu susutsn teta.tr vis.gam2 Xdpred
Internal Functiong.tri g.triESS g.triSS
Generalised Additive Models for Location, Scale and Shape and Beyondgamlss
Fitted gamlssObject objectgamlssObject
ggmtrust for penalised networkggmtrust
Generalised Joint Regression Models with Binary/Continuous/Discrete/Survival Marginsgjrm
Fitted gjrm objectgjrmObject
Gradient testgt.bpm
Internal FunctionH.tri H.triESS H.triSS
Post-estimation calculation of hazard, cumulative hazard and survival functionshaz.surv
Kendall's tau a fitted joint modelk.tau
Internal Functionllpsi
Lagrange Multiplier Test (Score Test)LM.bpm
Linear Model Fitting with Constraintslmc
Extract the log likelihood for a fitted copula modellogLik.ggmtrust logLik.lmc logLik.SemiParBIV
Marginal Mean/Variancemarg.mv
Nonparametric (worst-case and IV) Manski's boundsmb
Internal Functionmm numch numgh
Causal odds ratio of a binary/continuous treatment variableOR
Partial effect from a binary bivariate modelPE
Internal Functionpen penCor
Plotting functionplot.SemiParBIV
Geographic map with regions defined as polygonspolys.map
Set up geographic polygonspolys.setup
Function to predict quantiles from GP and DGP distributionspred.gp
Prediction functionpredict.CopulaCLM
Prediction functionpredict.SemiParBIV
Estimated overall prevalence from a sample selection modelprev
Print an ATE objectprint.ATE
Print a cond.mv objectprint.cond.mv
Print a copulaSampleSel objectprint.copulaSampleSel
Print a gamlss objectprint.gamlss
Print a gjrm objectprint.gjrm
Print a marg.mv objectprint.marg.mv
Print an mb objectprint.mb
Print an OR objectprint.OR
Print an PE objectprint.PE
Print an prev objectprint.prev
Print an RR objectprint.RR
Print an SATE objectprint.SATE
Print a SemiParBIV objectprint.SemiParBIV
Print a SemiParROY objectprint.SemiParROY
Print a SemiParTRIV objectprint.SemiParTRIV
Internal Functionprobm
Internal FunctionregH
Diagnostic plots for discrete/continuous response marginsint.rescheck res.check
Diagnostic plot for a variableresp.check
Multivariate Normal VariatesrMVN
Bootstrap procedure to help select the robust constant in a GAMLSSrob.const
Tool for tuning bounds of integral in robust modelsrob.int
Causal risk ratio of a binary/continuous treatment variableRR
Internal FunctionS.m
Survival Average Treatment Effects of a binary treatment variableSATE
Internal fitting functionSemiParBIV
Internal FunctionSemiParBIV.fit
Internal FunctioncopulaReg.fit.post copulaSampleSel.fit.post edf.loop form.check gamlss.fit.post postVb pred.var SemiParBIV.fit.post SemiParROY.fit.post SemiParTRIV.fit.post theta2tau
Internal fitting functionSemiParROY
Internal fitting functionSemiParTRIV
copulaSampleSel summaryprint.summary.copulaSampleSel summary.copulaSampleSel
gamlss summaryprint.summary.gamlss summary.gamlss
gjrm summaryprint.summary.gjrm summary.gjrm
SemiParBIV summaryprint.summary.SemiParBIV summary.SemiParBIV
SemiParROY summaryprint.summary.SemiParROY summary.SemiParROY
SemiParTRIV summaryprint.summary.SemiParTRIV summary.SemiParTRIV
Internal FunctionTRIapprox
Internal FunctiontriprobgHs triprobgHsESS triprobgHsSS
Vuong and Clarke testsVuongClarke
Internal Functionworking.comp