Most Likely Transformations: The mlt Package
The mlt package implements maximum likelihood estimation in the class of conditional transformation models. Based on a suitable explicit parameterization of the unconditional or conditional transformation function using infrastructure from package basefun, we show how one can define, estimate, and c...
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| Format: | Article |
| Language: | English |
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Foundation for Open Access Statistics
2020-02-01
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| Series: | Journal of Statistical Software |
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| Online Access: | https://www.jstatsoft.org/index.php/jss/article/view/3178 |