[Rd] Extended Quasi Likelihood Library
Thorn Thaler
thothal at sbox.tugraz.at
Tue Jul 14 07:55:45 CEST 2009
Hi everybody,
for my master thesis I'm currently working on a package providing a
possibility to estimate the parameter(s) of a family of variance
functions in a GLM. My approach is based on the EQL function (cf Nelder
& Pregibon: An extended quasi-likelihood function. Biometrika 74 (1987),
221--232).
I've uploaded version 1.0 of the package to www.thothal.com/EQL.html and
I'd highly appreciate any comments.
The package depends on 'ttutils' which combines some auxiliary functions
and can be found on the aforementioned page as well. Furthermore, it
imports package 'lattice' to do some plotting.
I'm looking forward to any feedback.
Thorn
More information about the R-devel
mailing list