covreg: A simultaneous regression model for the mean and covariance

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
MaintainerXiaoyue Niu <>
Package repositoryView on CRAN
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covreg documentation built on May 2, 2019, 3:41 a.m.