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.
Regards,
Marco Nijmeijer
[[alternative HTML version deleted]]
_______________________________________________
R-packages mailing list
r-packa...@r-project.org
https://stat.ethz.ch/mailman/listinfo/r-packages
______________________________________________
R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.
