LMN: Inference for Linear Models with Nuisance Parameters
Efficient Frequentist profiling and Bayesian marginalization of parameters for which the conditional likelihood is that of a multivariate linear regression model. Arbitrary inter-observation error correlations are supported, with optimized calculations provided for independent-heteroskedastic and stationary dependence structures.
Version: |
1.1.3 |
Imports: |
Rcpp (≥ 0.12.4.4), SuperGauss, stats |
LinkingTo: |
Rcpp, RcppEigen |
Suggests: |
testthat, numDeriv, mniw, knitr, rmarkdown, bookdown, kableExtra |
Published: |
2022-08-22 |
Author: |
Martin Lysy [aut, cre],
Bryan Yates [aut] |
Maintainer: |
Martin Lysy <mlysy at uwaterloo.ca> |
BugReports: |
https://github.com/mlysy/LMN/issues |
License: |
GPL-3 |
URL: |
https://github.com/mlysy/LMN |
NeedsCompilation: |
yes |
Materials: |
NEWS |
CRAN checks: |
LMN results |
Documentation:
Downloads:
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