SuperLSS#

SuperLSS fits several parameters of a response distribution together, one predictor per parameter. Pass a family first, then one predictor declaration per parameter using the family’s helper methods; build the terms inside each declaration with s(), cat(), re(), ti(), term() and interaction(). Start with the tutorial. The strip below follows a model through its life. Each page under it opens with the members you reach for first, and its tables list every member in the group, each with its own page.

superglm.SuperLSS

Fit several parameters of a response distribution jointly.

1 · Declare

The family and the parameters it models.

Families
2 · Fit

fit_reml estimates smoothing jointly; fit holds it fixed.

Fit
3 · Predict

Means, every parameter, quantiles, simulated draws.

Predict
4 · Check

Residuals, binned moments, calibration, scores.

Check the fit
5 · Price

Risk curves, density fans, the book total.

Price and portfolio views

All the groups, in the order you meet them: