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The R package glmx provides:
Estimation of generalized linear models with extra parameters via
glmx, e.g., parametric links, or families with additional
parameters (such as negative binomial).
Estimation of heteroscedastic binary response models via
hetglm using maximum likelihood.
Density dpregibon, distribution function
ppregibon, quantile function qpregibon, and
random generation rpregibon for the Pregibon
distribution.
Various symmetric and asymmetric parametric links for use as link
function for binomial generalized linear models, including
gosset, pregibon, loglog,
nblogit, angular, among others.
The stable version of glmx is available on CRAN:
install.packages("glmx")The latest development version can be installed from R-universe:
install.packages("glmx", repos = "https://zeileis.R-universe.dev")The package is available under the General Public License version 3 or version 2
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.