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Mestim: Computes the Variance-Covariance Matrix of MultidimensionalParameters Using M-Estimation

Provides a flexible framework for estimating the variance-covariance matrix of estimated parameters. Estimation relies on unbiased estimating functions to compute the empirical sandwich variance. (i.e., M-estimation in the vein of Tsiatis et al. (2019) <doi:10.1201/9780429192692>.

Version:0.2.1
Imports:stats
Suggests:knitr,rmarkdown,boot
Published:2022-12-21
DOI:10.32614/CRAN.package.Mestim
Author:François Grolleau
Maintainer:François Grolleau <francois.grolleau at aphp.fr>
License:MIT + fileLICENCE
NeedsCompilation:no
Materials:README,NEWS
CRAN checks:Mestim results

Documentation:

Reference manual:Mestim.html ,Mestim.pdf
Vignettes:Introduction to Mestim (source,R code)

Downloads:

Package source: Mestim_0.2.1.tar.gz
Windows binaries: r-devel:Mestim_0.2.1.zip, r-release:Mestim_0.2.1.zip, r-oldrel:Mestim_0.2.1.zip
macOS binaries: r-release (arm64):Mestim_0.2.1.tgz, r-oldrel (arm64):Mestim_0.2.1.tgz, r-release (x86_64):Mestim_0.2.1.tgz, r-oldrel (x86_64):Mestim_0.2.1.tgz
Old sources: Mestim archive

Linking:

Please use the canonical formhttps://CRAN.R-project.org/package=Mestimto link to this page.


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