Man pages for qle
Simulation-Based Quasi-Likelihood Estimation

checkMultRootAssess plausibility of parameter estimates
covarTxVariance matrix approximation
crossValTxPrediction variances by cross-validation
estimKriging prediction and numerical approximation of derivatives
fitCovCovariance parameter estimation
fitSIRFkEstimation of covariance parameters
getDefaultOptionsPrint default options for optimization
getQLmodelSetup the quasi-likelihood approximation model all at once
krigeKriging the sample means of statistics
mahalDistMahalanobis distance of statistics
matclustMatern cluster process data
mm1qQLE estimation results of M/M/1 queue
multiDimLHSMultidimensional Latin Hypercube Sampling (LHS) generation
multiSearchA multistart version of local searches for parameter...
nextLOCsampleGenerate a random sample of points
OPTQLE estimation results of the normal model
optStatOptimal subset selection of statistics
prefitCVCovariance parameter estimation for cross-validation
print.qleprint results of class 'qle'
print.qleTestprint 'qleTest' results
print.QSResultprint results of class 'QSResult'
qleSimulated quasi-likelihood parameter estimation
qle-packageSimulation-Based Quasi-Likelihood Estimation
qleTestMonte Carlo testing
QLmodelConstruct the quasi-likelihood approximation model
qscoringQuasi-scoring iteration
qsdA normal model
quasiDevianceQuasi-deviance computation
remlRestricted maximum likelihood (REML)
searchMinimizerMinimize a criterion function
setCovModelSet a covariance model
setQLdataSetup of quasi-likelihood data for estimation
simQLdataSimulate the statistical model
updateCovModelsUpdate covariance models
qle documentation built on Nov. 24, 2018, 3 a.m.