mlysy/LMN: Inference for Linear Models with Nuisance Parameters

Efficient Frequentist profiling and Bayesian marginalization of parameters for which the conditional likelihood is that of a multivariate linear regression model. Arbitrary inter-observation error correlations are supported, with optimized calculations provided for independent-heteroskedastic and stationary dependence structures.

Getting started

Package details

Maintainer
LicenseGPL-3
Version1.1.2
URL https://github.com/mlysy/LMN/
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
install.packages("remotes")
remotes::install_github("mlysy/LMN")
mlysy/LMN documentation built on March 25, 2022, 11:12 a.m.