Mestim: Computes the Variance-Covariance Matrix of Multidimensional
Parameters Using M-Estimation
Provides a flexible framework for estimating the variance-covariance matrix of estimated parameters. Estimation relies on unbiased estimating functions to compute the empirical sandwich variance. (i.e., M-estimation in the vein of Tsiatis et al. (2019) <doi:10.1201/9780429192692>.
Version: |
0.2.1 |
Imports: |
stats |
Suggests: |
knitr, rmarkdown, boot |
Published: |
2022-12-21 |
Author: |
François Grolleau |
Maintainer: |
François Grolleau <francois.grolleau at aphp.fr> |
License: |
MIT + file LICENCE |
NeedsCompilation: |
no |
Materials: |
README NEWS |
CRAN checks: |
Mestim results |
Documentation:
Downloads:
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