covreg: A simultaneous regression model for the mean and covariance

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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.

Author
Xiaoyue Niu and Peter Hoff
Date of publication
2014-03-06 08:01:01
Maintainer
Xiaoyue Niu <xiaoyue@psu.edu>
License
GPL-2
Version
1.0

View on CRAN

Man pages

cov.psamp
Posterior samples of the covariance matrices from the...
covreg.mcmc
Bayesian estimation of the covariance regressioin model
covreg-package
A simultaneous regression model for the mean and covariance
fev
Modified Rosner's FEV data
m.psamp
Posterior samples of the mean vectors from the covariance...
rmn
Sample from matrix normal distribution
rwish
Sample from the Wishart distribution

Files in this package

covreg
covreg/NAMESPACE
covreg/data
covreg/data/fev.rda
covreg/R
covreg/R/rmn.R
covreg/R/cov.psamp.R
covreg/R/m.psamp.R
covreg/R/covreg.mcmc.R
covreg/R/rwish.R
covreg/MD5
covreg/DESCRIPTION
covreg/man
covreg/man/m.psamp.Rd
covreg/man/fev.Rd
covreg/man/cov.psamp.Rd
covreg/man/rmn.Rd
covreg/man/covreg-package.Rd
covreg/man/covreg.mcmc.Rd
covreg/man/rwish.Rd