varjmcm: Estimations for the Covariance of Estimated Parameters in Joint Mean-Covariance Models

The goal of the package is to equip the 'jmcm' package (current version 0.1.8.0) 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.

Getting started

Package details

AuthorNaimin Jing [aut, cre], Hexin Bai [aut], Tong Wang [aut], Cheng Yong Tang [aut]
MaintainerNaimin Jing <[email protected]>
LicenseGPL (>= 2)
Version0.1.0
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("varjmcm")

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varjmcm documentation built on June 15, 2018, 1:05 a.m.