The goal of the package is to equip the 'jmcm' package (current version 0.2.1) with estimations of the covariance of estimated parameters. Two methods are provided. The first method is to use the inverse of estimated Fisher's information matrix, see M. Pourahmadi (2000) <doi:10.1093/biomet/87.2.425>, M. Maadooliat, M. Pourahmadi and J. Z. Huang (2013) <doi:10.1007/s11222-011-9284-6>, and W. Zhang, C. Leng, C. Tang (2015) <doi:10.1111/rssb.12065>. The second method is bootstrap based, see Liu, R.Y. (1988) <doi:10.1214/aos/1176351062> for reference.
Package details |
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Author | Naimin Jing [aut, cre], Hexin Bai [aut], Tong Wang [aut], Cheng Yong Tang [aut] |
Maintainer | Naimin Jing <naimin.jing@temple.edu> |
License | GPL (>= 2) |
Version | 0.1.1 |
Package repository | View on CRAN |
Installation |
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