README.md

LMN: Inference for Linear Models with Nuisance Parameters

Martin Lysy, Bryan Yates

Description

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.

Installation

Install the R package devtools and run

devtools::install_github("mlysy/LMN")

Usage

Please see package vignette: vignette("LMN").



mlysy/LMN documentation built on March 25, 2022, 11:12 a.m.