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.

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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
InstallationInstall the latest version of this package by entering the following in R:
install.packages("covreg")

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

Functions

cov.psamp Man page Source code
covreg-package Man page
covreg.mcmc Man page Source code
fev Man page
m.psamp Man page Source code
rmn Man page Source code
rwish Man page Source code

Files

NAMESPACE
data
data/fev.rda
R
R/rmn.R
R/cov.psamp.R
R/m.psamp.R
R/covreg.mcmc.R
R/rwish.R
MD5
DESCRIPTION
man
man/m.psamp.Rd
man/fev.Rd
man/cov.psamp.Rd
man/rmn.Rd
man/covreg-package.Rd
man/covreg.mcmc.Rd
man/rwish.Rd
covreg documentation built on May 19, 2017, 2:32 p.m.