varComp: Variance Component Models

Variance component models: REML estimation, testing fixed effect contrasts through Satterthwaite or Kenward-Roger methods, testing the nullity of variance components through (linear or quadratic) score tests or likelihood ratio tests.

Package details

AuthorLong Qu ([email protected])
MaintainerLong Qu <[email protected]>
Package repositoryView on R-Forge
Installation Install the latest version of this package by entering the following in R:
install.packages("varComp", repos="")

Try the varComp package in your browser

Any scripts or data that you put into this service are public.

varComp documentation built on May 2, 2019, 5:15 p.m.