swMATH ID: 24276
Software Authors: Nikolaus Umlauf, Nadja Klein, Achim Zeileis, Meike Koehler, Thorsten Simon
Description: R package bamlss: Bayesian Additive Models for Location Scale and Shape (and Beyond). 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 (2017) <doi:10.1080/10618600.2017.1407325>.
Homepage: https://cran.r-project.org/web/packages/bamlss/index.html
Source Code:  https://github.com/cran/bamlss
Dependencies: R
Keywords: R; R package; Journal of Statistical Software; bamlss; Bayesian Additive Models; Location Scale and Shape; backfitting; distributional regression; gradient boosting; MCMC; penalization; probabilistic forecasting
Related Software: R; GAMLSS; BayesX; mgcv; SemiPar; CODA; ggplot2; WinBUGS; JAGS; Formula; rjags; BayesXsrc; gamlss.dist; gamboostLSS; R2BayesX; Stan; brms; VGAM; spectralGP; gamair
Cited in: 6 Publications

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