[R] [R-pkgs] lmvar
nijmeijer at posthuma-partners.nl
Tue Jun 20 15:21:21 CEST 2017
The package 'lmvar' (https://CRAN.R-project.org/package=lmvar) fits a model which is linear in the expected value and log-linear in the variance. The fit is like the classical linear fit implemented in 'lm' but lifts the assumption of a constant variance which is implicit in 'lm'. Instead, different observations can have different variances.
The package comes with utility functions known also for 'lm' objects. Examples are the functions summary, coef, fitted, predict, vcov, and AIC. To facilitate analysis, there is a function to carry out cross-validations. The vignette 'Introduction to the package' provides an introduction, the vignette 'Math details' provides mathematical background.
Version 1.2.1 is now available. Please send bugs, requests and comments to the package maintainer.
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