Package: varjmcm 0.1.1
Naimin Jing
varjmcm: Estimations for the Covariance of Estimated Parameters in Joint Mean-Covariance Models
The goal of the package is to equip the 'jmcm' package (current version 0.2.1) with estimations of the covariance of estimated parameters. Two methods are provided. The first method is to use the inverse of estimated Fisher's information matrix, see M. Pourahmadi (2000) <doi:10.1093/biomet/87.2.425>, M. Maadooliat, M. Pourahmadi and J. Z. Huang (2013) <doi:10.1007/s11222-011-9284-6>, and W. Zhang, C. Leng, C. Tang (2015) <doi:10.1111/rssb.12065>. The second method is bootstrap based, see Liu, R.Y. (1988) <doi:10.1214/aos/1176351062> for reference.
Authors:
varjmcm_0.1.1.tar.gz
varjmcm_0.1.1.tar.gz(r-4.5-noble)varjmcm_0.1.1.tar.gz(r-4.4-noble)
varjmcm_0.1.1.tgz(r-4.4-emscripten)varjmcm_0.1.1.tgz(r-4.3-emscripten)
varjmcm.pdf |varjmcm.html✨
varjmcm/json (API)
NEWS
| # Install 'varjmcm' in R: |
| install.packages('varjmcm', 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 5 years agofrom:deadc2807c. Checks:2 OK. Indexed: yes.
| Target | Result | Latest binary |
|---|---|---|
| Doc / Vignettes | OK | Feb 15 2025 |
| R-4.5-linux | OK | Feb 15 2025 |
Exports:bootcovjmcmcovjmcmcovjmcm_acdcovjmcm_hpccovjmcm_mcd
Dependencies:expmFormulajmcmlatticeMASSMatrixRcppRcppArmadilloroptim
