https://github.com/mlysy/lmn

Inference for Linear Models with Nuisance Parameters.
https://github.com/mlysy/lmn

Last synced: 10 days ago
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Inference for Linear Models with Nuisance Parameters.

• Host: GitHub
• URL: https://github.com/mlysy/lmn
• Owner: mlysy
• License: gpl-3.0
• Created: 2017-08-10T19:16:16.000Z (over 7 years ago)
• Default Branch: main
• Last Pushed: 2022-02-25T01:35:13.000Z (almost 3 years ago)
• Last Synced: 2024-11-12T04:44:28.844Z (2 months ago)
• Language: R
• Homepage:
• Size: 355 KB
• Stars: 1
• Watchers: 2
• Forks: 1
• Open Issues: 0
• Metadata Files:
  • Readme: README.md
  • License: LICENSE

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README

        
# LMN: Inference for Linear Models with Nuisance Parameters

*Martin Lysy, Bryan Yates*

---

### Description

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.

### Installation

Install the R package [**devtools**](https://CRAN.R-project.org/package=devtools) and run

```r

devtools::install_github("mlysy/LMN")

```

### Usage

Please see package vignette: `vignette("LMN")`.