varjmcm: Estimations for the Covariance of Estimated Parameters in Joint
Mean-Covariance Models
The goal of the package is to equip the 'jmcm' package (current version 0.2.1)
with estimations of the covariance of estimated parameters. Two methods are provided.
The first method is to use the inverse of estimated Fisher's information matrix, see
M. Pourahmadi (2000) <doi:10.1093/biomet/87.2.425>, M. Maadooliat, M. Pourahmadi and
J. Z. Huang (2013) <doi:10.1007/s11222-011-9284-6>, and W. Zhang, C. Leng, C. Tang (2015)
<doi:10.1111/rssb.12065>. The second method is bootstrap based, see Liu, R.Y. (1988)
<doi:10.1214/aos/1176351062> for reference.
| Version: |
0.1.1 |
| Depends: |
jmcm |
| Imports: |
expm, MASS, stats, Matrix |
| Published: |
2020-04-01 |
| Author: |
Naimin Jing [aut, cre],
Hexin Bai [aut],
Tong Wang [aut],
Cheng Yong Tang [aut] |
| Maintainer: |
Naimin Jing <naimin.jing at temple.edu> |
| License: |
GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| NeedsCompilation: |
no |
| Materials: |
README NEWS |
| CRAN checks: |
varjmcm results |
Documentation:
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