Package: truncSP 1.2.4

truncSP: Semi-Parametric Estimators of Truncated Regression Models

Estimators for semi-parametric linear regression models with truncated response variables (fixed truncation point). The estimators implemented are the Symmetrically Trimmed Least Squares (STLS) estimator introduced by Powell (1986) <doi:10.2307/1914308>, the Quadratic Mode (QME) estimator introduced by Lee (1993) <doi:10.1016/0304-4076(93)90056-B>, and the Left Truncated (LT) estimator introduced by Karlsson (2006) <doi:10.1007/s00184-005-0023-x>.

Authors:Anita Lindmark [aut, cre, cph], Maria Karlsson [aut]

truncSP_1.2.4.tar.gz
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manual.pdf |manual.html✨
DESCRIPTION |NEWS
card.svg |card.png
truncSP/json (API)

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

On CRAN:

Conda:

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

1.84 score 1 packages 23 scripts 365 downloads 15 exports 9 dependencies

Last updated from:26e933ccba. Checks:9 OK. Indexed: yes.

TargetResultTimeFilesSyslog
linux-develOK92
source / vignettesOK169
linux-releaseOK102
macos-releaseOK111
macos-oldrelOK108
windows-develOK67
windows-releaseOK62
windows-oldrelOK55
wasm-releaseOK74

Exports:bootconfintcovar.bootfuncLTfuncQMEfuncSTLSfuncval.LTfuncval.QMEfuncval.STLSltlt.fitmlcoefqmeqme.fitstlsstls.fit

Dependencies:bootdigestgenericslatticemaxLikmiscToolssandwichtruncregzoo

Readme and manuals

Help Manual

Help pageTopics
Estimators of semi-parametric truncated regression modelstruncSP-package truncSP
Function to obtain bootstrap confidence intervals (percentile)bootconfint
Function to extract model coefficients for objects of class '"lt"'coef.lt
Function to extract model coefficients for objects of class '"qme"'coef.qme
Function to extract model coefficients for objects of class '"stls"'coef.stls
Function to obtain bootstrap covariance matrixcovar.boot
Function to obtain fitted values from objects of class '"lt"'fitted.lt
Function to obtain fitted values from objects of class '"qme"'fitted.qme
Function to obtain fitted values from objects of class '"stls"'fitted.stls
Function to be used by boot to obtain bootstrap replicates of the parameters estimated with QMEfuncLT
Function to be used by boot to obtain bootstrap replicates of the parameters estimated with QMEfuncQME
Function to be used by boot to obtain bootstrap replicates of the parameters estimated with STLSfuncSTLS
LT objective functionfuncval.LT
QME objective functionfuncval.QME
STLS objective functionfuncval.STLS
Estimation of truncated regression models using the Left Truncated (LT) estimatorlt
An S4 class for objects from the 'lt' functionlt-class
Function for fitting LTlt.fit
Gives the starting coefficients from fitting a maximum likelihood model for truncated regression, assuming Gaussian errorsmlcoef
Air pollution dataPM10
Air pollution data (Truncated)PM10trunc
Print function for objects of class '"lt"'print.lt
Print function for objects of class '"qme"'print.qme
Print function for objects of class '"stls"'print.stls
Print function for objects of class '"summary.lt"'print.summary.lt
Print function for objects of class '"summary.qme"'print.summary.qme
Print function for objects of class '"summary.stls"'print.summary.stls
Estimation of truncated regression models using the Quadratic Mode Estimator (QME)qme
An S4 class for objects from the 'qme' functionqme-class
Function for fitting QMEqme.fit
Function to extract model residuals from objects of class '"lt"'residuals.lt
Function to extract model residuals from objects of class '"stls"'residuals.qme
Function to extract model residuals from objects of class '"stls"'residuals.stls
Estimation of truncated regression models using the Symmetrically Trimmed Least Squares (STLS) estimatorstls
An S4 class for objects from the 'stls' functionstls-class
Function for fitting STLSstls.fit
Summary function for objects of class '"lt"'summary.lt
An S4 class for objects from the 'summary.lt' functionsummary.lt-class
Summary function for objects of class '"qme"'summary.qme
An S4 class for objects from the 'summary.qme' functionsummary.qme-class
Summary function for objects of class '"stls"'summary.stls
An S4 class for objects from the 'summary.stls' functionsummary.stls-class
Function to obtain the variance-covariance matrix for objects of class '"lt"'vcov.lt
Function to obtain the variance-covariance matrix for objects of class '"qme"'vcov.qme
Function to obtain the variance-covariance matrix for objects of class '"stls"'vcov.stls