Package: Mestim 0.2.1
François Grolleau
Mestim: Computes the Variance-Covariance Matrix of Multidimensional Parameters Using M-Estimation
Provides a flexible framework for estimating the variance-covariance matrix of estimated parameters. Estimation relies on unbiased estimating functions to compute the empirical sandwich variance. (i.e., M-estimation in the vein of Tsiatis et al. (2019) <doi:10.1201/9780429192692>.
Authors:
Mestim_0.2.1.tar.gz
Mestim_0.2.1.tar.gz(r-4.5-noble)Mestim_0.2.1.tar.gz(r-4.4-noble)
Mestim_0.2.1.tgz(r-4.4-emscripten)Mestim_0.2.1.tgz(r-4.3-emscripten)
Mestim.pdf |Mestim.html✨
Mestim/json (API)
NEWS
# Install 'Mestim' in R: |
install.packages('Mestim', repos = c('https://cran.r-universe.dev', 'https://cloud.r-project.org')) |
This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.
Last updated 2 years agofrom:5db8301fa9. Checks:OK: 2. Indexed: yes.
Target | Result | Date |
---|---|---|
Doc / Vignettes | OK | Oct 08 2024 |
R-4.5-linux | OK | Oct 08 2024 |
Exports:get_vcov
Dependencies:
Readme and manuals
Help Manual
Help page | Topics |
---|---|
Parameters Variance-Covariance Matrix From M-estimation | get_vcov Mestim |