mcotram {cotram}R Documentation

Multivariate Count Conditional Transformation Models

Description

A proof-of-concept implementation of multivariate conditional transformation models for count data

Usage

mcotram(..., formula = ~ 1, data, theta = NULL, diag = FALSE,
        control.outer = list(trace = FALSE), scale = FALSE)

Arguments

...

marginal count transformation models, one for each response

formula

a model formula describing a model for the dependency structure via the lambda parameters. The default is set to ~ 1 for constant lambdas.

data

a data.frame

theta

an optional vector of starting values

diag

logical; by default, diagonal elements are constrained to 1, corresponding to diag = FALSE.

control.outer

a list controlling auglag

Details

The function implements multivariate count conditional transformation models. The response is assumed to be a vector of counts.

Value

An object of class mcotram and mmlt with coef and predict methods.


[Package cotram version 0.2-1 Index]