Runs a linear regression in which both the expected value and the variance can vary per observation. The expected values mu follows the standard linear model mu = X_mu * beta_mu. The standard deviation sigma follows the model log(sigma) = X_sigma * beta_sigma. The package comes with two vignettes: 'Intro' gives an introduction, 'Math' gives mathematical details.

Documentation

Manual: lmvar.pdf
Vignettes:

Maintainer: Marco Nijmeijer <nijmeijer at posthuma-partners.nl>

Author(s): Posthuma Partners <info at posthuma-partners.nl>

Install package and any missing dependencies by running this line in your R console:

install.packages("lmvar")

Depends
Imports Matrix(>=1.2-4), matrixcalc(>=1.0-3), nleqslv(>=3.0.3), stats (>= 3.2.5)
Suggests testthat, knitr, rmarkdown, R.rsp
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Package lmvar
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Version 1.0.0
Published 2017-02-17
License GPL-3
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NeedsCompilation no
Citation
CRAN checks lmvar check results
Package source lmvar_1.0.0.tar.gz