checkMultRoot | Assess plausibility of parameter estimates |
covarTx | Variance matrix approximation |
crossValTx | Prediction variances by cross-validation |
estim | Kriging prediction and numerical approximation of derivatives |
fitCov | Covariance parameter estimation |
fitSIRFk | Estimation of covariance parameters |
getDefaultOptions | Print default options for optimization |
getQLmodel | Setup the quasi-likelihood approximation model all at once |
krige | Kriging the sample means of statistics |
mahalDist | Mahalanobis distance of statistics |
matclust | Matern cluster process data |
mm1q | QLE estimation results of M/M/1 queue |
multiDimLHS | Multidimensional Latin Hypercube Sampling (LHS) generation |
multiSearch | A multistart version of local searches for parameter... |
nextLOCsample | Generate a random sample of points |
OPT | QLE estimation results of the normal model |
optStat | Optimal subset selection of statistics |
prefitCV | Covariance parameter estimation for cross-validation |
print.qle | print results of class 'qle' |
print.qleTest | print 'qleTest' results |
print.QSResult | print results of class 'QSResult' |
qle | Simulated quasi-likelihood parameter estimation |
qle-package | Simulation-Based Quasi-Likelihood Estimation |
qleTest | Monte Carlo testing |
QLmodel | Construct the quasi-likelihood approximation model |
qscoring | Quasi-scoring iteration |
qsd | A normal model |
quasiDeviance | Quasi-deviance computation |
reml | Restricted maximum likelihood (REML) |
searchMinimizer | Minimize a criterion function |
setCovModel | Set a covariance model |
setQLdata | Setup of quasi-likelihood data for estimation |
simQLdata | Simulate the statistical model |
updateCovModels | Update covariance models |
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.