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:Naimin Jing [aut, cre], Hexin Bai [aut], Tong Wang [aut], Cheng Yong Tang [aut]

varjmcm_0.1.1.tar.gz
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varjmcm.pdf |varjmcm.html✨
varjmcm/json (API)
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5 exports 0.00 score 9 dependencies 5 scripts 140 downloads

Last updated 4 years agofrom:deadc2807c. Checks:OK: 2. Indexed: yes.

Exports:bootcovjmcmcovjmcmcovjmcm_acdcovjmcm_hpccovjmcm_mcd

Dependencies:expmFormulajmcmlatticeMASSMatrixRcppRcppArmadilloroptim