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LMN: Inference for Linear Models with Nuisance Parameters

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.

Version: 1.1.3
Imports: Rcpp (≥ 0.12.4.4), SuperGauss, stats
LinkingTo: Rcpp, RcppEigen
Suggests: testthat, numDeriv, mniw, knitr, rmarkdown, bookdown, kableExtra
Published: 2022-08-22
DOI: 10.32614/CRAN.package.LMN
Author: Martin Lysy [aut, cre], Bryan Yates [aut]
Maintainer: Martin Lysy <mlysy at uwaterloo.ca>
BugReports: https://github.com/mlysy/LMN/issues
License: GPL-3
URL: https://github.com/mlysy/LMN
NeedsCompilation: yes
Materials: NEWS
CRAN checks: LMN results

Documentation:

Reference manual: LMN.pdf
Vignettes: Getting Started with LMN

Downloads:

Package source: LMN_1.1.3.tar.gz
Windows binaries: r-devel: LMN_1.1.3.zip, r-release: LMN_1.1.3.zip, r-oldrel: LMN_1.1.3.zip
macOS binaries: r-release (arm64): LMN_1.1.3.tgz, r-oldrel (arm64): LMN_1.1.3.tgz, r-release (x86_64): LMN_1.1.3.tgz, r-oldrel (x86_64): LMN_1.1.3.tgz
Old sources: LMN archive

Linking:

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These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.