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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.

Version: 0.1.1
Depends: jmcm
Imports: expm, MASS, stats, Matrix
Published: 2020-04-01
Author: Naimin Jing [aut, cre], Hexin Bai [aut], Tong Wang [aut], Cheng Yong Tang [aut]
Maintainer: Naimin Jing <naimin.jing at temple.edu>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: no
Materials: README NEWS
CRAN checks: varjmcm results

Documentation:

Reference manual: varjmcm.pdf

Downloads:

Package source: varjmcm_0.1.1.tar.gz
Windows binaries: r-devel: varjmcm_0.1.1.zip, r-release: varjmcm_0.1.1.zip, r-oldrel: varjmcm_0.1.1.zip
macOS binaries: r-release (arm64): varjmcm_0.1.1.tgz, r-oldrel (arm64): varjmcm_0.1.1.tgz, r-release (x86_64): varjmcm_0.1.1.tgz, r-oldrel (x86_64): varjmcm_0.1.1.tgz
Old sources: varjmcm archive

Linking:

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These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
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