Comments (1)
Thomas Kneib: "Die ursprüngliche Idee war hier, dass man eine Kovariable als primär interessierend auswählt und dann eine Größe wie den Erwartungswert oder die Varianz gegen die Kovariable abträgt, wobei alle anderen Kovariablen wieder durch die Regler gesteuert werden. Idealerweise gäbe es dann noch eine Möglichkeit für den Nutzer, in Abhängigkeit der Verteilungsparameter neue, eigene Properties festzulegen (also z.B. bei der Normalverteilung zu sagen, dass man sigma/mu als Property haben möchte (oder ähnliches)."
from distreg.vis.
Related Issues (20)
- Rework of README after bamlss.vis -> distreg.vis HOT 1
- Rewrite tests HOT 1
- Replace tidyr with data.table::dcast
- Give out a warning message if there are some moments that cannot be computed
- Some visualizations not working correctly
- Incorporate mult_trans() into plot_moments()
- Rework plot limits such that it only requires the quantiles and not the moments
- Incorporate new structure of model_fam_data into the documentation
- Shift discrete families to be quantile-based as well
- Make rug plot
- Remove 3D compability
- Put together model_data() and expl_vars()
- Add useful demo HOT 1
- Rug Plot changes range of plot_dist() HOT 1
- We need confidence intervals HOT 1
- Bayesian Predictions are wrongly calculated HOT 1
- Make examples for all exported functions
- Give an example for an external function in `plot_moments()`
- Make y axis limits of plot_dist() for discrete values dynamic
- Add option "set to mean" for plot_moments HOT 1
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from distreg.vis.