{ "_id": "6a1f3514b401979e73428595", "Package": "varjmcm", "Type": "Package", "Title": "Estimations for the Covariance of Estimated Parameters in Joint\nMean-Covariance Models", "Version": "0.1.1", "Authors@R": "c(person(\"Naimin\", \"Jing\", email = \"naimin.jing@temple.edu\",\nrole = c(\"aut\", \"cre\")),\nperson(\"Hexin\", \"Bai\", role = \"aut\"),\nperson(\"Tong\", \"Wang\", role = \"aut\"),\nperson(\"Cheng Yong\", \"Tang\", role = \"aut\"))", "Description": "The goal of the package is to equip the 'jmcm' package\n(current version 0.2.1) with estimations of the covariance of\nestimated parameters. Two methods are provided. The first\nmethod is to use the inverse of estimated Fisher's information\nmatrix, see M. Pourahmadi (2000) ,\nM. Maadooliat, M. Pourahmadi and J. Z. Huang (2013)\n, and W. Zhang, C. Leng, C. Tang\n(2015) . The second method is bootstrap\nbased, see Liu, R.Y. 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