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 |
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