CRAN

varjmcm 0.1.0

Estimations for the Covariance of Estimated Parameters in Joint Mean-Covariance Models

Released Jun 14, 2018 by Naimin Jing

This package can be loaded by Renjin but 3 out 5 tests failed.

Dependencies

expm 0.999-2 jmcm 0.1.8.0 MASS 7.3-50 Matrix 1.2-14

The goal of the package is to equip the 'jmcm' package (current version 0.1.8.0) 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) , M. Maadooliat, M. Pourahmadi and J. Z. Huang (2013) , and W. Zhang, C. Leng, C. Tang (2015) . The second method is bootstrap based, see Liu, R.Y. (1988) for reference.

Installation

Maven

This package can be included as a dependency from a Java or Scala project by including the following your project's pom.xml file. Read more about embedding Renjin in JVM-based projects.

<dependencies>
  <dependency>
    <groupId>org.renjin.cran</groupId>
    <artifactId>varjmcm</artifactId>
    <version>0.1.0-b1</version>
  </dependency>
</dependencies>
<repositories>
  <repository>
    <id>bedatadriven</id>
    <name>bedatadriven public repo</name>
    <url>https://nexus.bedatadriven.com/content/groups/public/</url>
  </repository>
</repositories>

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Renjin CLI

If you're using Renjin from the command line, you load this library by invoking:

library('org.renjin.cran:varjmcm')

Test Results

This package was last tested against Renjin 0.9.2689 on Aug 27, 2018.

Source

R

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Release History