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.
- Version0.1.1
- R versionunknown
- LicenseGPL-2
- LicenseGPL-3
- Needs compilation?No
- Last release04/01/2020
Documentation
Team
Naimin Jing
Tong Wang
Show author detailsRolesAuthorHexin Bai
Show author detailsRolesAuthorCheng Yong Tang
Show author detailsRolesAuthor
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Last 30 days
This package has been downloaded 105 times in the last 30 days. Now we're getting somewhere! Enough downloads to populate a lively group chat. The following heatmap shows the distribution of downloads per day. Yesterday, it was downloaded 2 times.
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Last 365 days
This package has been downloaded 1,582 times in the last 365 days. That's enough downloads to impress a room full of undergrads. A commendable achievement indeed. The day with the most downloads was Sep 11, 2024 with 22 downloads.
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Dependencies
- Depends1 package
- Imports3 packages