Skip to content

varjmcm

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

v0.1.1 · Apr 1, 2020 · GPL (>= 2)

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.

Downloads

147

Last 30 days

21825th

147

Last 90 days

147

Last year

CRAN Check Status

3 NOTE
11 OK
Show all 14 flavors
Flavor Status
r-devel-linux-x86_64-debian-clang OK
r-devel-linux-x86_64-debian-gcc OK
r-devel-linux-x86_64-fedora-clang OK
r-devel-linux-x86_64-fedora-gcc OK
r-devel-macos-arm64 OK
r-devel-windows-x86_64 OK
r-oldrel-macos-arm64 NOTE
r-oldrel-macos-x86_64 NOTE
r-oldrel-windows-x86_64 NOTE
r-patched-linux-x86_64 OK
r-release-linux-x86_64 OK
r-release-macos-arm64 OK
r-release-macos-x86_64 OK
r-release-windows-x86_64 OK
Check details (14 non-OK)
OK r-devel-linux-x86_64-debian-clang

*


            
OK r-devel-linux-x86_64-debian-gcc

*


            
OK r-devel-linux-x86_64-fedora-clang

*


            
OK r-devel-linux-x86_64-fedora-gcc

*


            
OK r-devel-macos-arm64

*


            
OK r-devel-windows-x86_64

*


            
NOTE r-oldrel-macos-arm64

LazyData

  'LazyData' is specified without a 'data' directory
NOTE r-oldrel-macos-x86_64

LazyData

  'LazyData' is specified without a 'data' directory
NOTE r-oldrel-windows-x86_64

LazyData

  'LazyData' is specified without a 'data' directory
OK r-patched-linux-x86_64

*


            
OK r-release-linux-x86_64

*


            
OK r-release-macos-arm64

*


            
OK r-release-macos-x86_64

*


            
OK r-release-windows-x86_64

*


            

Check History

NOTE 11 OK · 3 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 9, 2026
NOTE r-oldrel-macos-arm64

LazyData

  'LazyData' is specified without a 'data' directory
NOTE r-oldrel-macos-x86_64

LazyData

  'LazyData' is specified without a 'data' directory
NOTE r-oldrel-windows-x86_64

LazyData

  'LazyData' is specified without a 'data' directory

Dependency Network

Dependencies Reverse dependencies jmcm expm MASS Matrix varjmcm

Version History

new 0.1.1 Mar 9, 2026