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To cite bamlss in publications use:

Umlauf N, Klein N, Simon T, Zeileis A (2021). “bamlss: A Lego Toolbox for Flexible Bayesian Regression (and Beyond).” Journal of Statistical Software, 100(4), 1–53. doi:10.18637/jss.v100.i04.

For the model framework please cite:

Umlauf N, Klein N, Zeileis A (2018). “BAMLSS: Bayesian Additive Models for Location, Scale and Shape (and Beyond).” Journal of Computational and Graphical Statistics, 27(3), 612–627. doi:10.1080/10618600.2017.1407325.

To cite mvnchol in publications use:

Muschinski T, Mayr GJ, Simon T, Umlauf N, Zeileis A (2024). “Cholesky-Based Multivariate Gaussian Regression.” Econometrics and Statistics, 29, 261–281. doi:10.1016/j.ecosta.2022.03.001.

Corresponding BibTeX entries:

  @Article{,
    title = {{bamlss}: A {L}ego Toolbox for Flexible {B}ayesian
      Regression (and Beyond)},
    author = {Nikolaus Umlauf and Nadja Klein and Thorsten Simon and
      Achim Zeileis},
    journal = {Journal of Statistical Software},
    year = {2021},
    volume = {100},
    number = {4},
    pages = {1--53},
    doi = {10.18637/jss.v100.i04},
  }
  @Article{,
    title = {{BAMLSS}: {B}ayesian Additive Models for Location, Scale
      and Shape (and Beyond)},
    author = {Nikolaus Umlauf and Nadja Klein and Achim Zeileis},
    journal = {Journal of Computational and Graphical Statistics},
    year = {2018},
    volume = {27},
    number = {3},
    pages = {612--627},
    doi = {10.1080/10618600.2017.1407325},
  }
  @Article{,
    author = {Thomas Muschinski and Georg J. Mayr and Thorsten Simon
      and Nikolaus Umlauf and Achim Zeileis},
    title = {Cholesky-Based Multivariate {G}aussian Regression},
    journal = {Econometrics and Statistics},
    year = {2024},
    volume = {29},
    pages = {261--281},
    doi = {10.1016/j.ecosta.2022.03.001},
  }

These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.