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Efficient Frequentist profiling and Bayesian marginalization of parameters for which the conditional likelihood is that of a multivariate linear regression model. Arbitrary inter-observation error correlations are supported, with optimized calculations provided for independent-heteroskedastic and stationary dependence structures.
| Version: | 1.1.3 |
| Imports: | Rcpp (≥ 0.12.4.4), SuperGauss, stats |
| LinkingTo: | Rcpp, RcppEigen |
| Suggests: | testthat, numDeriv, mniw, knitr, rmarkdown, bookdown, kableExtra |
| Published: | 2022-08-22 |
| DOI: | 10.32614/CRAN.package.LMN |
| Author: | Martin Lysy [aut, cre], Bryan Yates [aut] |
| Maintainer: | Martin Lysy <mlysy at uwaterloo.ca> |
| BugReports: | https://github.com/mlysy/LMN/issues |
| License: | GPL-3 |
| URL: | https://github.com/mlysy/LMN |
| NeedsCompilation: | yes |
| Materials: | NEWS |
| CRAN checks: | LMN results |
| Reference manual: | LMN.pdf |
| Vignettes: |
Getting Started with LMN |
| Package source: | LMN_1.1.3.tar.gz |
| Windows binaries: | r-devel: LMN_1.1.3.zip, r-release: LMN_1.1.3.zip, r-oldrel: LMN_1.1.3.zip |
| macOS binaries: | r-release (arm64): LMN_1.1.3.tgz, r-oldrel (arm64): LMN_1.1.3.tgz, r-release (x86_64): LMN_1.1.3.tgz, r-oldrel (x86_64): LMN_1.1.3.tgz |
| Old sources: | LMN archive |
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