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<li><spanstyle="color: #990000">{</span><ahref="https://cran.r-project.org/web/packages/glmertree/index.html" style="color: #990000">glmertree</a><spanstyle="color: #990000">}</span> - Generalized Linear Mixed Model Trees
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<li>Combines <code>lmer</code>/<code>glmer</code> from <spanstyle="color: #990000">{lme4}</span> and <code>lmtree</code>/<code>glmtree</code> from <spanstyle="color: #990000">{partykit}</span></li>
<li>Peforms extremely well when the dataset contains many noise variables, and when significant high-order interactions are present alongside non-significant low-order interactions. In these scenarios, the proposed method outperforms other methods, including the random forest.</li>
<li><spanstyle="color: #990000">{</span><ahref="https://natydasilva.github.io/PPtreeExt/" style="color: #990000">PPtreeExt</a><spanstyle="color: #990000">}</span> - Extends to the Projection Pursuit Tree (PPtree) algorithm to improve its performance in multi-class settings and under nonlinear separations
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<ul>
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<li>The PPtree classifier finds separations between classes based on linear combinations of variables by optimizing a projection pursuit index.</li>
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</ul></li>
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<li><u>BART</u>
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<li><spanstyle="color: #990000">{</span><ahref="https://alaninglis.github.io/bartMan/" style="color: #990000">bartMan</a><spanstyle="color: #990000">}</span> - Investigating and visualizing Bayesian Additive Regression Tree (BART) model fits.
<li><spanstyle="color: #990000">{</span><ahref="https://cran.r-project.org/web/packages/snreg/index.html" style="color: #990000">snreg</a><spanstyle="color: #990000">}</span> - Regression with Skew-Normally Distributed Error Term
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<li>Estimate regression models with skew‑normal error terms, allowing both the variance and skewness parameters to be heteroskedastic.</li>
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<li>Includes a stochastic frontier framework that accommodates both i.i.d. and heteroskedastic inefficiency terms.</li>
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</ul></li>
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<li>Scale model (<code>greybox::sm</code> ) models the variance of the residuals or <code>greybox::alm</code> will call <code>sm</code> and fit a model with estimated residual variance
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<li>See <ahref="https://forecasting.svetunkov.ru/en/2022/01/23/introducing-scale-model-in-greybox/">article</a> for an example</li>
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