[R] Announce: multilm

Torsten Hothorn hothorn at statistik.uni-dortmund.de
Fri Sep 24 18:07:04 CEST 1999

I uploaded the package "multilm_0.1.tar.gz", which implements multivariate 
linear models and test procedures (T^2 and stabilized multivariate procedures 
by Laeuter et. al.). 

The function "multilm" allows the specification of multivariate linear
models Y = X B + E, parameter restrictions Z B = 0 and linear hypotheses 
K B = 0. The Hotelling T^2 test ist computed and also p-values are 
available (an approximation of the null distribution by Laeuter is used). 

The summary method "summary.multilm" offers the computation of stabilized
multivariate tests: SS, PC-1, PC-q and CS.

Unlike "lm" this package uses the Moore-Penrose inverse for least square
fitting (see the MP, QR, lm, anova discussion in June). 

I'm not sure if those basic methods fit most users needs, maybe wrappers for
special models (MANOVA) are required.  I'm very grateful for any hint and
discussion, mails of common interest please to the R-list, others to my
email address.


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