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 |
| DOI: |
10.32614/CRAN.package.LMN |
| 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:
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