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crch
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]
[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 25 Jun. 2026.
Previous versions and publish date:
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)
Other packages that cited crch R package
View crch citation profile
Other R packages that crch depends,
imports, suggests or enhances
Complete documentation for crch
Functions, R codes and Examples using
the crch R package
Some associated functions: CensoredLogistic . CensoredNormal . CensoredStudentsT . RainIbk . TruncatedLogistic . TruncatedNormal . TruncatedStudentsT . clogis . cnorm . coef.crch.boost . coef.crch . coef.hxlr . crch.boost . crch.control . crch . crch.stabsel . ct . hxlr.control . hxlr . plot.crch.boost . predict.crch.boost . predict.crch . predict.hxlr . tlogis . tnorm . tt .
Some associated R codes: CensoredLogistic.R . CensoredNormal.R . CensoredStudentsT.R . TruncatedLogistic.R . TruncatedNormal.R . TruncatedStudentsT.R . clogis.R . cnorm.R . crch.R . crch.boost.R . crch.stabsel.R . ct.R . hxlr.R . mtable.R . tlogis.R . tnorm.R . tt.R . Full crch package functions and examples
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