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
varjmcm_0.1.1.zip(r-4.7)varjmcm_0.1.1.zip(r-4.6)varjmcm_0.1.1.zip(r-4.5)
varjmcm_0.1.1.tgz(r-4.6-any)varjmcm_0.1.1.tgz(r-4.5-any)
varjmcm_0.1.1.tar.gz(r-4.7-any)varjmcm_0.1.1.tar.gz(r-4.6-any)
varjmcm_0.1.1.tgz(r-4.6-emscripten)
manual.pdf |manual.html
card.svg |card.png
varjmcm/json (API)
NEWS

# Install 'varjmcm' in R:
install.packages('varjmcm', repos = c('https://cranhaven.r-universe.dev', 'https://cloud.r-project.org'))

Bug tracker:https://github.com/cranhaven/cranhaven.r-universe.dev/issues

On CRAN:

Conda:

archivedpackagesr-universe

2.40 score 5 stars 5 scripts 191 downloads 5 exports 9 dependencies

Last updated from:b615686050 (on package/varjmcm). Checks:9 OK. Indexed: no.

TargetResultTimeFilesSyslog
linux-devel-x86_64OK118
source / vignettesOK217
linux-release-x86_64OK120
macos-release-arm64OK137
macos-oldrel-arm64OK118
windows-develOK86
windows-releaseOK97
windows-oldrelOK80
wasm-releaseOK99

Exports:bootcovjmcmcovjmcmcovjmcm_acdcovjmcm_hpccovjmcm_mcd

Dependencies:expmFormulajmcmlatticeMASSMatrixRcppRcppArmadilloroptim