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Description

Gaussian Linear Models with Linear Covariance Structure.

Functions to fit Gaussian linear model by maximising the residual log likelihood where the covariance structure can be written as a linear combination of known matrices. Can be used for multivariate models and random effects models. Easy straight forward manner to specify random effects models, including random interactions. Code now optimised to use Sherman Morrison Woodbury identities for matrix inversion in random effects models. We've added the ability to fit models using any kernel as well as a function to return the mean and covariance of random effects conditional on the data (best linear unbiased predictors, BLUPs). Clifford and McCullagh (2006) <https://www.r-project.org/doc/Rnews/Rnews_2006-2.pdf>.

An R package for Gaussian linear models with linear covariance structure

Travis build status CRAN_Status_Badge

Installation

Please install the package in R directly using the commands:

install.packages("devtools")
devtools::install_github("kbroman/regress")

References

Clifford, D., & McCullagh, P. (2005). The regress function. The Newsletter of the R Project Volume 6/2, May 2006, 6. (link)


Forked from David Clifford, but now maintained by Karl Broman.

Metadata

Version

1.3-21

License

Unknown

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