Fitting multivariate covariance generalized linear models (McGLMs) to data. McGLMs is a general framework for non-normal multivariate data analysis, designed to handle multivariate response variables, along with a wide range of temporal and spatial correlation structures defined in terms of a covariance link function combined with a matrix linear predictor involving known matrices. The models take non-normality into account in the conventional way by means of a variance function, and the mean structure is modelled by means of a link function and a linear predictor. The models are fitted using an efficient Newton scoring algorithm based on quasi-likelihood and Pearson estimating functions, using only second-moment assumptions. This provides a unified approach to a wide variety of different types of response variables and covariance structures, including multivariate extensions of repeated measures, time series, longitudinal, spatial and spatio-temporal structures. The package offers a user-friendly interface for fitting McGLMs similar to the glm() R function.
|Author||Wagner Hugo Bonat [aut, cre], Walmes Marques Zeviani [ctb], Fernando de Pol Mayer [ctb]|
|Date of publication||2016-06-09 20:23:56|
|Maintainer||Wagner Hugo Bonat <[email protected]>|
|License||GPL-3 | file LICENSE|
|Package repository||View on CRAN|
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