Man pages for varTestnlme
Variance Components Testing for Linear and Nonlinear Mixed Effects Models

alt.descalt.desc
approxWeightsMonte Carlo approximation of chi-bar-square weights
bootinvFIMApproximation of the inverse of the Fisher Information Matrix...
bootinvFIM.lmeCompute the inverse of the Fisher Information Matrix using...
bootinvFIM.merModCompute the inverse of the Fisher Information Matrix using...
bootinvFIM.SaemixObjectCompute the inverse of the Fisher Information Matrix using...
dfChiBarSquareChi-bar-square degrees of freedom computation
extractFIM.lmeExtract FIM
extractStructExtracting models' structures
extractStruct.lmeExtract model structure
extractStruct.merModExtract model structure
extractStruct.SaemixObjectExtract model structure
extractVarCovExtract covariance matrix
extractVarCov.lmeExtract covariance matrix
extractVarCov.merModExtract covariance matrix
fim.vctestExtract the Fisher Information Matrix
null.descnull.desc
objFunctionInternal functions for constrained minimization
pckNameExtract package name from a fitted mixed-effects model
print.desc.messageprint.desc.message
print.res.messageprint.res.message
print.vctestPrint
summary.vctestSummary
varCompTestVariance component testing
weightsChiBarSquareMonte Carlo approximation of chi-bar-square weights
varTestnlme documentation built on Sept. 22, 2023, 5:13 p.m.