CRAN/E | Mestim

Mestim

Computes the Variance-Covariance Matrix of Multidimensional Parameters Using M-Estimation

Installation

About

Provides a flexible framework for estimating the variance-covariance matrix of estimated parameters. Estimation relies on unbiased estimating functions to compute the empirical sandwich variance. (i.e., M-estimation in the vein of Tsiatis et al. (2019) doi:10.1201/9780429192692.

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Version 0.2.1
Published 2022-12-21 499 days ago
Needs compilation? no
License MIT
License LICENCE
CRAN checks Mestim results

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Maintainer

Maintainer

François Grolleau

francois.grolleau@aphp.fr

Authors

François Grolleau

Material

README
NEWS
Reference manual
Package source

Vignettes

Introduction to Mestim

macOS

r-release

arm64

r-oldrel

arm64

r-release

x86_64

r-oldrel

x86_64

Windows

r-devel

x86_64

r-release

x86_64

r-oldrel

x86_64

Old Sources

Mestim archive

Imports

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