mvMORPH: Multivariate Comparative Tools for Fitting Evolutionary Models to Morphometric Data

Fits multivariate (Brownian Motion, Early Burst, ACDC, Ornstein-Uhlenbeck and Shifts) models of continuous traits evolution on trees and time series.

Install the latest version of this package by entering the following in R:
install.packages("mvMORPH")
AuthorJulien Clavel, with contributions from Aaron King, and Emmanuel Paradis
Date of publication2016-10-25 20:32:18
MaintainerJulien Clavel <julien.clavel@hotmail.fr>
LicenseGPL (>= 2.0)
Version1.0.8
https://github.com/JClavel/mvMORPH

View on CRAN

Files

inst
inst/CITATION
inst/doc
inst/doc/How_to_use_mvMORPH.R
inst/doc/tutorial_mvMORPH.pdf
inst/doc/tutorial_mvMORPH.R
inst/doc/How_to_use_mvMORPH.Rmd
inst/doc/How_to_use_mvMORPH.pdf
inst/doc/tutorial_mvMORPH.Rmd
tests
tests/tests.r
src
src/Makevars
src/kronecker.c
src/mvmorph-covar-ou-sparse.c
src/functions_complex.h
src/spherical.c
src/mvmorph_ou_mat_rpf.c
src/utils.c
src/mvmorph-covar-mat.c
src/root2tip.c
src/givens.c
src/mvmorph-covar-ou.c
src/covar-matrix-simmap.c
src/pic_loglik_mvmorph.c
src/mvmorph.h
src/quadprod.c
src/time_serie_expectation.c
src/weight-matrix-mvmorph.c
src/chol_rpf_row.c
src/chol_rpf_univ.c
src/covar.h
NAMESPACE
R
R/mvBM.r R/mvBMTS.r R/estim.r R/utils.r R/fun.r R/testLRT.r R/mvmorphPrecalc.r R/mvEB.r R/zzz.r R/mvSHIFT.r R/mvSIM.r R/mvLLIK.r R/mvOUTS.r R/mvOU.r
vignettes
vignettes/Phylo-eigenvectors.png
vignettes/How_to_use_mvMORPH.Rmd
vignettes/root.png
vignettes/constraints.png
vignettes/tutorial_mvMORPH.Rmd
vignettes/ellipses.png
README.md
MD5
build
build/vignette.rds
DESCRIPTION
man
man/mvMORPH-package.Rd man/LRT.Rd man/halflife.Rd man/aicw.Rd man/mvLL.Rd man/mvSIM.Rd man/mvOUTS.Rd man/stationary.Rd man/mvOU.Rd man/mvBM.Rd man/mvRWTS.Rd man/estim.Rd man/mvSHIFT.Rd man/mvEB.Rd man/mv.Precalc.Rd

Questions? Problems? Suggestions? or email at ian@mutexlabs.com.

Please suggest features or report bugs with the GitHub issue tracker.

All documentation is copyright its authors; we didn't write any of that.