mlysy/hlm: Inference for a Heteroscedastic Linear Model

Provides efficient algorithms to compute the MLE of a heteroscedastic regression model, with linear mean and log-linear variance covariates. An Expectation-Maximization algorithm is provided for right-censored responses, which are expected in the context of survival analysis for the corresponding heteroscedastic accelerated failure-time model of Wang et al (2019).

install.packages("remotes")
remotes::install_github("mlysy/hlm")