LMN: Inference for Linear Models with Nuisance Parameters

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.

Package details

AuthorMartin Lysy [aut, cre], Bryan Yates [aut]
MaintainerMartin Lysy <mlysy@uwaterloo.ca>
LicenseGPL-3
Version1.1.3
URL https://github.com/mlysy/LMN
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("LMN")

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LMN documentation built on Aug. 22, 2022, 5:06 p.m.