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crch  

Censored Regression with Conditional Heteroscedasticity
View on CRAN: Click here


Download and install crch package within the R console
Install from CRAN:
install.packages("crch")

Install from Github:
library("remotes")
install_github("cran/crch")

Install by package version:
library("remotes")
install_version("crch", "1.2-2")



Attach the package and use:
library("crch")
Maintained by
Achim Zeileis
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2013-10-22
Latest Update: 2025-03-14
Description:
Different approaches to censored or truncated regression with conditional heteroscedasticity are provided. First, continuous distributions can be used for the (right and/or left censored or truncated) response with separate linear predictors for the mean and variance. Second, cumulative link models for ordinal data (obtained by interval-censoring continuous data) can be employed for heteroscedastic extended logistic regression (HXLR). In the latter type of models, the intercepts depend on the thresholds that define the intervals. Infrastructure for working with censored or truncated normal, logistic, and Student-t distributions, i.e., d/p/q/r functions and distributions3 objects.
How to cite:
Achim Zeileis (2013). crch: Censored Regression with Conditional Heteroscedasticity. R package version 1.2-2, https://cran.r-project.org/web/packages/crch. Accessed 26 Aug. 2026.
Previous versions and publish date:
(2026-07-09 07:29), 0.1-0 (2013-10-22 08:16), 0.9-0 (2015-06-27 13:22), 0.9-1 (2015-08-06 15:17), 0.9-2 (2016-02-29 18:39), 1.0-0 (2016-10-18 10:38), 1.0-1 (2018-01-23 13:41), 1.0-2 (2019-04-26 15:21), 1.0-3 (2019-05-08 11:32), 1.0-4 (2019-09-03 06:50), 1.1-0 (2022-09-07 22:42), 1.1-1 (2022-09-10 01:22), 1.1-2 (2023-03-27 14:50), 1.2-0 (2024-08-22 23:30), 1.2-1 (2024-09-16 12:10)
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