varjmcm

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.

Last 30 days

Last 365 days

The following line graph shows the downloads per day. You can hover over the graph to see the exact number of downloads per day.