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Fitting multivariate covariance generalized linear models (McGLMs) to data. McGLM is a general framework for non-normal multivariate data analysis, designed to handle multivariate response variables, along with a wide range of temporal and spatial correlation structures defined in terms of a covariance link function combined with a matrix linear predictor involving known matrices. The models take non-normality into account in the conventional way by means of a variance function, and the mean structure is modelled by means of a link function and a linear predictor. The models are fitted using an efficient Newton scoring algorithm based on quasi-likelihood and Pearson estimating functions, using only second-moment assumptions. This provides a unified approach to a wide variety of different types of response variables and covariance structures, including multivariate extensions of repeated measures, time series, longitudinal, spatial and spatio-temporal structures. The package offers a user-friendly interface for fitting McGLMs similar to the glm() R function. See Bonat (2018) <doi:10.18637/jss.v084.i04>, for more information and examples.
| Version: | 0.9.0 |
| Depends: | R (≥ 4.5.0) |
| Imports: | stats, Matrix, assertthat, graphics, Rcpp (≥ 0.12.16) |
| LinkingTo: | Rcpp, RcppArmadillo |
| Suggests: | testthat, knitr, rmarkdown, MASS, mvtnorm, tweedie, devtools |
| Published: | 2026-01-08 |
| DOI: | 10.32614/CRAN.package.mcglm |
| Author: | Wagner Hugo Bonat [aut, cre] |
| Maintainer: | Wagner Hugo Bonat <wbonat at ufpr.br> |
| BugReports: | https://github.com/bonatwagner/mcglm/issues |
| License: | GPL-3 |
| URL: | https://github.com/bonatwagner/mcglm |
| NeedsCompilation: | yes |
| Materials: | README |
| CRAN checks: | mcglm results |
| Reference manual: | mcglm.html , mcglm.pdf |
| Vignettes: |
Fitting generalized linear models using the mcglm package (source, R code) Choosing link, variance and covariance functions (source, R code) |
| Package source: | mcglm_0.9.0.tar.gz |
| Windows binaries: | r-devel: mcglm_0.9.0.zip, r-release: not available, r-oldrel: not available |
| macOS binaries: | r-release (arm64): mcglm_0.9.0.tgz, r-oldrel (arm64): not available, r-release (x86_64): mcglm_0.9.0.tgz, r-oldrel (x86_64): not available |
| Old sources: | mcglm archive |
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These binaries (installable software) and packages are in development.
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