Package distrMod provides an object oriented (more specifically S4-style) implementation of probability models. Moreover, it contains functions and methods to compute minimum criterion estimators - in particular, maximum likelihood and minimum distance estimators.

We derive conditions for L2 differentiability of generalized linear models with error distributions not necessarily belonging to exponential families, covering both cases of stochastic and deterministic regressors. These conditions induce smoothness and integrability conditions for corresponding...