Hypothesis Testing for McGLMs
Overview
Performs hypothesis testing for multivariate covariance generalized linear models (McGLMs). McGLM is a general framework for non-normal multivariate data analysis, designed to handle multivariate response variables, along with a wide range of temporal and spatial correlation structures defined in terms of a covariance link function combined with a matrix linear predictor involving known matrices. The models take non-normality into account in the conventional way by means of a variance function, and the mean structure is modelled by means of a link function and a linear predictor. The models are fitted using an efficient Newton scoring algorithm based on quasi-likelihood and Pearson estimating functions, using only second-moment assumptions. This provides a unified approach to a wide variety of different types of response variables and covariance structures, including multivariate extensions of repeated measures, time series, longitudinal, spatial and spatio-temporal structures. The package offers a user-friendly interface for fitting McGLMs similar to the glm() R function.
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People & History
Maintainer since 0.0.1 (2022)
- RR 4.4.0 released · 2024-04-24
- archivedRemoved from CRAN2023-08-25requires archived package 'mcglm'
- RR 4.3.0 released · 2023-04-21
- 0.0.12022-07-21
- RR 4.2.0 released · 2022-04-22
Package metadata
- First published
- 2022-07-21
- Total releases
- 1 / 4 yrs
- License
- MIT + file LICENSE OSI
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