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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.
Getting started
Browse package contents
Package details |
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| Author | Xiaoyue Niu and Peter Hoff |
| Maintainer | Xiaoyue Niu <xiaoyue@psu.edu> |
| License | GPL-2 |
| Version | 1.0 |
| Package repository | View on CRAN |
| Installation |
Install the latest version of this package by entering the following in R:
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Try the covreg package in your browser
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