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 <email@example.com>|
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