covreg: A simultaneous regression model for the mean and covariance
Version 1.0

This package fits a simultaneous regression model for the mean vectors and covariance matrices of multivariate response variables, as described in Hoff and Niu (2012). The explanatory variables can be continuous or discrete. The current version of the package provides the Bayesian estimates.

Package details

AuthorXiaoyue Niu and Peter Hoff
Date of publication2014-03-06 08:01:01
MaintainerXiaoyue Niu <xiaoyue@psu.edu>
LicenseGPL-2
Version1.0
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("covreg")

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covreg documentation built on May 29, 2017, 5:12 p.m.