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Mestim: Computes the Variance-Covariance Matrix of Multidimensional Parameters Using M-Estimation
Provides a flexible framework for estimating the variance-covariance matrix of estimated parameters. Estimation relies on unbiased estimating functions to compute the empirical sandwich variance. (i.e., M-estimation in the vein of Tsiatis et al. (2019) <doi:10.1201/9780429192692>.
Getting started
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Package details |
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| Author | François Grolleau |
| Maintainer | François Grolleau <francois.grolleau@aphp.fr> |
| License | MIT + file LICENCE |
| Version | 0.2.1 |
| Package repository | View on CRAN |
| Installation |
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