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car::Anova Anova Tables for Various Statistical Models
car::Boot Bootstrapping for regression models
car::Contrasts Functions to Construct Contrasts
car::S Modified Functions for Summarizing Linear, Generalized Linear, and Some Other Models
car::avPlots Added-Variable Plots
car::bcPower Box-Cox, Box-Cox with Negatives Allowed, Yeo-Johnson and Basic Power Transformations
car::boxCox Graph the profile log-likelihood for Box-Cox transformations in 1D, or in 2D with the bcnPower family.
car::boxCoxVariable Constructed Variable for Box-Cox Transformation
car::boxTidwell Box-Tidwell Transformations
car::car-deprecated Deprecated Functions in the car Package
car::ceresPlots Ceres Plots
car::crPlots.default Component+Residual (Partial Residual) Plots
car::deltaMethod Estimate and Standard Error of a Nonlinear Function of Estimated Regression Coefficients
car::dfbetaPlots dfbeta and dfbetas Index Plots
car::durbinWatsonTest Durbin-Watson Test for Autocorrelated Errors
car::hccm Heteroscedasticity-Corrected Covariance Matrices
car::hist.boot Methods Functions to Support 'boot' Objects
car::infIndexPlot Influence Index Plot
car::influencePlot Regression Influence Plot
car::invResPlot Inverse Response Plots to Transform the Response
car::invTranPlot Choose a Predictor Transformation Visually or Numerically
car::leveragePlots Regression Leverage Plots
car::linearHypothesis Test Linear Hypothesis
car::mmps Marginal Model Plotting
car::mcPlots Draw Linear Model Marginal and Conditional Plots in Parallel or Overlaid
car::ncvTest Score Test for Non-Constant Error Variance
car::outlierTest Bonferroni Outlier Test
car::powerTransform Finding Univariate or Multivariate Power Transformations
car::qqPlot Quantile-Comparison Plot
car::residualPlots Residual Plots for Linear and Generalized Linear Models
car::sigmaHat Return the scale estimate for a regression model
car::spreadLevelPlot Spread-Level Plots
car::subsets Plot Output from regsubsets Function in leaps package
car::testTransform Likelihood-Ratio Tests for Univariate or Multivariate Power Transformations to Normality
car::vif Variance Inflation Factors
estimability::epredict Estimability Enhancements for 'lm' and Relatives
estimability::estble.subspace Find an estimable subspace
estimability::estimability-package Estimability Tools for Linear Models
estimability::nonest.basis Estimability Tools
FNN::knn.reg k Nearest Neighbor Regression
MatrixModels::glm4 Fitting Generalized Linear Models (using S4)
MatrixModels::lm.fit.sparse Fitter Function for Sparse Linear Models
MatrixModels::reweightPred Reweight Prediction Module Structure Internals
MatrixModels::solveCoef Solve for the Coefficients or Coefficient Increment
MatrixModels::updateMu Update 'mu', the Fitted Mean Response
MatrixModels::updateWts Update the Residual and X Weights - Generic and Methods
quantreg::anova.rq Anova function for quantile regression fits
quantreg::bandwidth.rq bandwidth selection for rq functions
quantreg::boot.crq Bootstrapping Censored Quantile Regression
quantreg::boot.rq Bootstrapping Quantile Regression
quantreg::critval Hotelling Critical Values
quantreg::crq Functions to fit censored quantile regression models
quantreg::dynrq Dynamic Linear Quantile Regression
quantreg::nlrq Function to compute nonlinear quantile regression estimates
quantreg::plot.KhmaladzeTest Plot a KhmaladzeTest object
quantreg::plot.rqss Plot Method for rqss Objects
quantreg::predict.rq Quantile Regression Prediction
quantreg::predict.rqss Predict from fitted nonparametric quantile regression smoothing spline models
quantreg::print.KhmaladzeTest Print a KhmaladzeTest object
quantreg::print.rq Print an rq object
quantreg::print.summary.rq Print Quantile Regression Summary Object
quantreg::qrisk Function to compute Choquet portfolio weights
quantreg::ranks Quantile Regression Ranks
quantreg::rearrange Rearrangement
quantreg::residuals.nlrq Return residuals of an nlrq object
quantreg::rq Quantile Regression
quantreg::rq.fit Function to choose method for Quantile Regression
quantreg::rq.fit.br Quantile Regression Fitting by Exterior Point Methods
quantreg::rq.fit.conquer Optional Fitting Method for Quantile Regression
quantreg::rq.fit.fnb Quantile Regression Fitting via Interior Point Methods
quantreg::rq.fit.fnc Quantile Regression Fitting via Interior Point Methods
quantreg::rq.fit.hogg weighted quantile regression fitting
quantreg::rq.fit.lasso Lasso Penalized Quantile Regression
quantreg::rq.fit.pfn Preprocessing Algorithm for Quantile Regression
quantreg::rq.fit.pfnb Quantile Regression Fitting via Interior Point Methods
quantreg::rq.fit.ppro Preprocessing fitting method for QR
quantreg::rq.fit.qfnb Quantile Regression Fitting via Interior Point Methods
quantreg::rq.fit.scad SCADPenalized Quantile Regression
quantreg::rq.fit.sfn Sparse Regression Quantile Fitting
quantreg::rq.fit.sfnc Sparse Constrained Regression Quantile Fitting
quantreg::rq.object Linear Quantile Regression Object
quantreg::rq.process.object Linear Quantile Regression Process Object
quantreg::rq.wfit Function to choose method for Weighted Quantile Regression
quantreg::rqProcess Compute Standardized Quantile Regression Process
quantreg::rqs.fit Function to fit multiple response quantile regression models
quantreg::rqss Additive Quantile Regression Smoothing
quantreg::rqss.object RQSS Objects and Summarization Thereof
quantreg::srisk Markowitz (Mean-Variance) Portfolio Optimization
quantreg::summary.crqs Summary methods for Censored Quantile Regression
quantreg::summary.rq Summary methods for Quantile Regression
quantreg::summary.rqss Summary of rqss fit
quantreg::table.rq Table of Quantile Regression Results
RcppEigen::fastLm Bare-bones linear model fitting function
sandwich::bwNeweyWest Newey-West HAC Covariance Matrix Estimation
sandwich::bread Bread for Sandwiches
sandwich::estfun Extract Empirical Estimating Functions
sandwich::isoacf Isotonic Autocorrelation Function
sandwich::kweights Kernel Weights
sandwich::lrvar Long-Run Variance of the Mean
sandwich::meat A Simple Meat Matrix Estimator
sandwich::sandwich Making Sandwiches with Bread and Meat
sandwich::vcovBS (Clustered) Bootstrap Covariance Matrix Estimation
sandwich::vcovCL Clustered Covariance Matrix Estimation
sandwich::vcovHAC Heteroscedasticity and Autocorrelation Consistent (HAC) Covariance Matrix Estimation
sandwich::vcovHC Heteroscedasticity-Consistent Covariance Matrix Estimation
sandwich::vcovOPG Outer-Product-of-Gradients Covariance Matrix Estimation
sandwich::vcovPC Panel-Corrected Covariance Matrix Estimation
sandwich::vcovPL Clustered Covariance Matrix Estimation for Panel Data
sandwich::weightsAndrews Kernel-based HAC Covariance Matrix Estimation
sandwich::weightsLumley Weighted Empirical Adaptive Variance Estimation
SparseM::slm Fit a linear regression model using sparse matrix algebra
SparseM::slm.fit Internal slm fitting functions
SparseM::slm.methods Methods for slm objects
survey::anova.svyglm Model comparison for glms.
survey::psrsq Pseudo-Rsquareds
survey::regTermTest Wald test for a term in a regression model
survey::svy.varcoef Sandwich variance estimator for glms
survey::svycoxph Survey-weighted Cox models.
survey::svyglm Survey-weighted generalised linear models.
survey::svypredmeans Predictive marginal means
boot::cv.glm Cross-validation for Generalized Linear Models
boot::glm.diag Generalized Linear Model Diagnostics
boot::glm.diag.plots Diagnostics plots for generalized linear models
KernSmooth::locpoly Estimate Functions Using Local Polynomials
MASS::anova.negbin Likelihood Ratio Tests for Negative Binomial GLMs
MASS::boxcox Box-Cox Transformations for Linear Models
MASS::dose.p Predict Doses for Binomial Assay model
MASS::glm.convert Change a Negative Binomial fit to a GLM fit
MASS::glm.nb Fit a Negative Binomial Generalized Linear Model
MASS::logtrans Estimate log Transformation Parameter
MASS::negative.binomial Family function for Negative Binomial GLMs
MASS::profile.glm Method for Profiling glm Objects
mgcv::betar GAM beta regression family
mgcv::FFdes Level 5 fractional factorial designs
mgcv::Predict.matrix Prediction methods for smooth terms in a GAM
mgcv::Predict.matrix.cr.smooth Predict matrix method functions
mgcv::Predict.matrix.soap.film Prediction matrix for soap film smooth
mgcv::Rrank Find rank of upper triangular matrix
mgcv::Tweedie GAM Tweedie families
mgcv::XWXd Internal functions for discretized model matrix handling
mgcv::anova.gam Approximate hypothesis tests related to GAM fits
mgcv::bam Generalized additive models for very large datasets
mgcv::bam.update Update a strictly additive bam model for new data.
mgcv::bandchol Choleski decomposition of a band diagonal matrix
mgcv::blas.thread.test BLAS thread safety
mgcv::cSplineDes Evaluate cyclic B spline basis
mgcv::choldrop Deletion and rank one Cholesky factor update
mgcv::choose.k Basis dimension choice for smooths
mgcv::cnorm GAM censored normal family for log-normal AFT and Tobit models
mgcv::cox.ph Additive Cox Proportional Hazard Model
mgcv::cox.pht Additive Cox proportional hazard models with time varying covariates
mgcv::dpnorm Stable evaluation of difference between normal c.d.f.s
mgcv::extract.lme.cov Extract the data covariance matrix from an lme object
mgcv::factor.smooth.interaction Factor smooth interactions in GAMs
mgcv::family.mgcv Distribution families in mgcv
mgcv::fix.family.link Modify families for use in GAM fitting and checking
mgcv::fixDependence Detect linear dependencies of one matrix on another
mgcv::formXtViX Form component of GAMM covariance matrix
mgcv::formula.gam GAM formula
mgcv::fs.test FELSPLINE test function
mgcv::full.score GCV/UBRE score for use within nlm
mgcv::gam Generalized additive models with integrated smoothness estimation
mgcv::gam.check Some diagnostics for a fitted gam model
mgcv::gam.control Setting GAM fitting defaults
mgcv::gam.convergence GAM convergence and performance issues
mgcv::gam.fit GAM P-IRLS estimation with GCV/UBRE smoothness estimation
mgcv::gam.fit3 P-IRLS GAM estimation with GCV, UBRE/AIC or RE/ML derivative calculation
mgcv::gam.mh Simple posterior simulation with gam fits
mgcv::gam.models Specifying generalized additive models
mgcv::gam.outer Minimize GCV or UBRE score of a GAM using 'outer' iteration
mgcv::gam.scale Scale parameter estimation in GAMs
mgcv::gam.selection Generalized Additive Model Selection
mgcv::gam.side Identifiability side conditions for a GAM
mgcv::gam.vcomp Report gam smoothness estimates as variance components
mgcv::gam2objective Objective functions for GAM smoothing parameter estimation
mgcv::gamObject Fitted gam object
mgcv::gamSim Simulate example data for GAMs
mgcv::gamm Generalized Additive Mixed Models
mgcv::gammals Gamma location-scale model family
mgcv::gaulss Gaussian location-scale model family
mgcv::get.var Get named variable or evaluate expression from list or data.frame
mgcv::gevlss Generalized Extreme Value location-scale model family
mgcv::ginla GAM Integrated Nested Laplace Approximation Newton Enhanced
mgcv::gumbls Gumbel location-scale model family
mgcv::identifiability Identifiability constraints
mgcv::inSide Are points inside boundary?
mgcv::influence.gam Extract the diagonal of the influence/hat matrix for a GAM
mgcv::initial.sp Starting values for multiple smoothing parameter estimation
mgcv::interpret.gam Interpret a GAM formula
mgcv::jagam Just Another Gibbs Additive Modeller: JAGS support for mgcv.
mgcv::k.check Checking smooth basis dimension
mgcv::ldTweedie Log Tweedie density evaluation
mgcv::linear.functional.terms Linear functionals of a smooth in GAMs
mgcv::logLik.gam AIC and Log likelihood for a fitted GAM
mgcv::magic Stable Multiple Smoothing Parameter Estimation by GCV or UBRE
mgcv::magic.post.proc Auxilliary information from magic fit
mgcv::mgcv.FAQ Frequently Asked Questions for package mgcv
mgcv::mgcv.package Mixed GAM Computation Vehicle with GCV/AIC/REML smoothness estimation and GAMMs by REML/PQL
mgcv::mgcv.parallel Parallel computation in mgcv.
mgcv::missing.data Missing data in GAMs
mgcv::model.matrix.gam Extract model matrix from GAM fit
mgcv::mono.con Monotonicity constraints for a cubic regression spline
mgcv::mroot Smallest square root of matrix
mgcv::multinom GAM multinomial logistic regression
mgcv::mvn Multivariate normal additive models
mgcv::negbin GAM negative binomial families
mgcv::new.name Obtain a name for a new variable that is not already in use
mgcv::notExp Functions for better-than-log positive parameterization
mgcv::notExp2 Alternative to log parameterization for variance components
mgcv::null.space.dimension The basis of the space of un-penalized functions for a TPRS
mgcv::ocat GAM ordered categorical family
mgcv::one.se.rule The one standard error rule for smoother models
mgcv::pcls Penalized Constrained Least Squares Fitting
mgcv::pdIdnot Overflow proof pdMat class for multiples of the identity matrix
mgcv::pdTens Functions implementing a pdMat class for tensor product smooths
mgcv::pen.edf Extract the effective degrees of freedom associated with each penalty in a gam fit
mgcv::place.knots Automatically place a set of knots evenly through covariate values
mgcv::plot.gam Default GAM plotting
mgcv::polys.plot Plot geographic regions defined as polygons
mgcv::predict.bam Prediction from fitted Big Additive Model model
mgcv::predict.gam Prediction from fitted GAM model
mgcv::print.gam Print a Generalized Additive Model object.
mgcv::psum.chisq Evaluate the c.d.f. of a weighted sum of chi-squared deviates
mgcv::qq.gam QQ plots for gam model residuals
mgcv::rTweedie Generate Tweedie random deviates
mgcv::random.effects Random effects in GAMs
mgcv::residuals.gam Generalized Additive Model residuals
mgcv::rmvn Generate from or evaluate multivariate normal or t densities.
mgcv::s Defining smooths in GAM formulae
mgcv::scat GAM scaled t family for heavy tailed data
mgcv::sdiag Extract or modify diagonals of a matrix
mgcv::single.index Single index models with mgcv
mgcv::slanczos Compute truncated eigen decomposition of a symmetric matrix
mgcv::smooth.construct Constructor functions for smooth terms in a GAM
mgcv::smooth.construct.ad.smooth.spec Adaptive smooths in GAMs
mgcv::smooth.construct.bs.smooth.spec Penalized B-splines in GAMs
mgcv::smooth.construct.cr.smooth.spec Penalized Cubic regression splines in GAMs
mgcv::smooth.construct.ds.smooth.spec Low rank Duchon 1977 splines
mgcv::smooth.construct.fs.smooth.spec Factor smooth interactions in GAMs
mgcv::smooth.construct.gp.smooth.spec Low rank Gaussian process smooths
mgcv::smooth.construct.mrf.smooth.spec Markov Random Field Smooths
mgcv::smooth.construct.ps.smooth.spec P-splines in GAMs
mgcv::smooth.construct.re.smooth.spec Simple random effects in GAMs
mgcv::smooth.construct.so.smooth.spec Soap film smoother constructer
mgcv::smooth.construct.sos.smooth.spec Splines on the sphere
mgcv::smooth.construct.sz.smooth.spec Constrained factor smooth interactions in GAMs
mgcv::smooth.construct.t2.smooth.spec Tensor product smoothing constructor
mgcv::smooth.construct.tensor.smooth.spec Tensor product smoothing constructor
mgcv::smooth.construct.tp.smooth.spec Penalized thin plate regression splines in GAMs
mgcv::smooth.info Generic function to provide extra information about smooth specification
mgcv::smooth.terms Smooth terms in GAM
mgcv::smooth2random Convert a smooth to a form suitable for estimating as random effect
mgcv::smoothCon Prediction/Construction wrapper functions for GAM smooth terms
mgcv::sp.vcov Extract smoothing parameter estimator covariance matrix from (RE)ML GAM fit
mgcv::spasm.construct Experimental sparse smoothers
mgcv::step.gam Alternatives to step.gam
mgcv::summary.gam Summary for a GAM fit
mgcv::t2 Define alternative tensor product smooths in GAM formulae
mgcv::te Define tensor product smooths or tensor product interactions in GAM formulae
mgcv::tensor.prod.model.matrix Row Kronecker product/ tensor product smooth construction
mgcv::trichol Choleski decomposition of a tri-diagonal matrix
mgcv::twlss Tweedie location scale family
mgcv::uniquecombs find the unique rows in a matrix
mgcv::vcov.gam Extract parameter (estimator) covariance matrix from GAM fit
mgcv::vis.gam Visualization of GAM objects
mgcv::ziP GAM zero-inflated (hurdle) Poisson regression family
mgcv::ziplss Zero inflated (hurdle) Poisson location-scale model family
stats::anova.glm Analysis of Deviance for Generalized Linear Model Fits
stats::anova.lm ANOVA for Linear Model Fits
stats::anova.mlm Comparisons between Multivariate Linear Models
stats::anova Anova Tables
stats::aov Fit an Analysis of Variance Model
stats::case.names Case and Variable Names of Fitted Models
stats::coef Extract Model Coefficients
stats::contr.helmert (Possibly Sparse) Contrast Matrices
stats::contrasts Get and Set Contrast Matrices
stats::df.residual Residual Degrees-of-Freedom
stats::effects Effects from Fitted Model
stats::expand.model.frame Add new variables to a model frame
stats::fitted.values Extract Model Fitted Values
stats::glm Fitting Generalized Linear Models
stats::family.glm Accessing Generalized Linear Model Fits
stats::influence.measures Regression Deletion Diagnostics
stats::isoreg Isotonic / Monotone Regression
stats::line Robust Line Fitting
stats::lm.influence Regression Diagnostics
stats::lm Fitting Linear Models
stats::family.lm Accessing Linear Model Fits
stats::lm.fit Fitter Functions for Linear Models
stats::ls.diag Compute Diagnostics for 'lsfit' Regression Results
stats::ls.print Print 'lsfit' Regression Results
stats::lsfit Find the Least Squares Fit
stats::nls.control Control the Iterations in nls
stats::nls Nonlinear Least Squares
stats::plot.lm Plot Diagnostics for an 'lm' Object
stats::plot.profile.nls Plot a profile.nls Object
stats::ppr Projection Pursuit Regression
stats::predict.glm Predict Method for GLM Fits
stats::predict.lm Predict method for Linear Model Fits
stats::predict.nls Predicting from Nonlinear Least Squares Fits
stats::profile.nls Method for Profiling nls Objects
stats::residuals Extract Model Residuals
stats::stat.anova GLM Anova Statistics
stats::summary.aov Summarize an Analysis of Variance Model
stats::summary.glm Summarizing Generalized Linear Model Fits
stats::summary.lm Summarizing Linear Model Fits
stats::summary.nls Summarizing Non-Linear Least-Squares Model Fits
stats::termplot Plot Regression Terms
stats::weighted.residuals Compute Weighted Residuals
survival::anova.coxph Analysis of Deviance for a Cox model.
survival::survreg.object Parametric Survival Model Object