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varjmcm
View on CRAN: Click
here
Download and install varjmcm package within the R console
Install from CRAN:
install.packages("varjmcm")
Install from Github:
library("remotes")
install_github("cran/varjmcm") Install by package version:
library("remotes")
install_version("varjmcm", "0.1.1") Attach the package and use:
library("varjmcm")
Maintained by
Naimin Jing
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[Scholar Profile | Author Map]
All associated links for this package
First Published: 2018-06-14
Latest Update: 2020-04-01
Description:
The goal of the package is to equip the 'jmcm' package (current version 0.2.1) 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) <doi:10.1093/biomet/87.2.425>, M. Maadooliat, M. Pourahmadi and J. Z. Huang (2013) <doi:10.1007/s11222-011-9284-6>, and W. Zhang, C. Leng, C. Tang (2015) <doi:10.1111/rssb.12065>. The second method is bootstrap based, see Liu, R.Y. (1988) <doi:10.1214/aos/1176351062> for reference.
How to cite:
Naimin Jing (2018). varjmcm: Estimations for the Covariance of Estimated Parameters in Joint Mean-Covariance Models. R package version 0.1.1, https://cran.r-project.org/web/packages/varjmcm. Accessed 03 Nov. 2026.
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Complete documentation for varjmcm
Functions, R codes and Examples using
the varjmcm R package
Some associated functions: bootcovjmcm . covjmcm . covjmcm_acd . covjmcm_hpc . covjmcm_mcd . varjmcm .
Some associated R codes: bootcovjmcm.R . covjmcm.R . covjmcm_acd.R . covjmcm_hpc.R . covjmcm_mcd.R . package-varjmcm.R . Full varjmcm package functions and examples
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