lmls

The Gaussian location-scale regression model is a multi-predictor model with explanatory variables for the mean (= location) and the standard deviation (= scale) of a response variable. This package implements maximum likelihood and Markov chain Monte Carlo (MCMC) inference (using algorithms from Girolami and Calderhead (2011) doi:10.1111/j.1467-9868.2010.00765.x and Nesterov (2009) doi:10.1007/s10107-007-0149-x), a parametric bootstrap algorithm, and diagnostic plots for the model class.