hoa: Higher Order Likelihood Inference

Description

Performs likelihood-based inference for a wide range of regression models. Provides higher-order approximations for inference based on extensions of saddlepoint type arguments as discussed in the book Applied Asymptotics: Case Studies in Small-Sample Statistics by Brazzale, Davison, and Reid (2007).

Arguments

Details

Package:	hoa
Version:	2.1.2
Date:	2015-07-13
Depends:	R (>= 3.0.0)
Imports:	graphics, statmod, stats, survival, utils
Suggests:	boot, csampling
License:	GPL (>= 2)
URL:	http://www.r-project.org, http://statwww.epfl.ch/AA/
LazyLoad:	yes
LazyData:	yes

Index:

Functions: ========= cond Approximate Conditional Inference - Generic Function cond.glm Approximate Conditional Inference for Logistic and Loglinear Models cond.object Approximate Conditional Inference Object family.cond Use family() on a "cond" object family.summary.cond Use family() on a "summary.cond" object plot.cond Generate Plots for an Approximate Conditional Inference Object print.summary.cond Use print() on a "summary.cond" object summary.cond Summary Method for Objects of Class "cond" Function cond.rsm Approximate Conditional Inference in Regression-Scale Models dHuber Huber's Least Favourable Distribution family.rsm Use family() on a "rsm" object family.rsm.object Family Object for Regression-Scale Models logLik.rsm Compute the Log Likelihood for Regression-Scale Models marg.object Approximate Marginal Inference Object plot.fr Plot a Fraser-Reid Object plot.marg Generate Plots for an Approximate Marginal Inference Object print.summary.marg Use print() on a "summary.marg" object residuals.rsm Compute Residuals for Regression-Scale Models rsm Fit a Regression-Scale Model rsm.diag Diagnostics for Regression-Scale Models rsm.diag.plots Diagnostic Plots for Regression-Scale Models rsm.families Generate a RSM Family Object rsm.fit Fit a Regression-Scale Model Without Computing the Model Matrix rsm.null Fit an Empty Regression-Scale Model rsm.object Regression-Scale Model Object rsm.surv Fit a Regression-Scale Model Without Computing the Model Matrix summary.marg Summary Method for Objects of Class "marg" summary.rsm Summary Method for Regression-Scale Models tem Tangent exponential model Higher Order Likelihood Approximation update.rsm Update and Re-fit a RSM Model Call vcov.rsm Calculate Variance-Covariance Matrix for a Fitted RSM Model

Dmean Differentiate the Mean Function of a Nonlinear Model Dvar Differentiate the Variance Function of a Nonlinear Model contour.all.nlreg.profiles Contour Method for 'nlreg' Objects expInfo Returns the Expected Information Matrix -- Generic Function expInfo.nlreg Expected Information Matrix for 'nlreg' Objects logLik.nlreg Compute the Log Likelihood for Nonlinear Heteroscedastic Models mpl Maximum Adjusted Profile Likelihood Estimation -- Generic Function mpl.nlreg Maximum Adjusted Profile Likelihood Estimates for a 'nlreg' Object mpl.object Maximum Adjusted Profile Likelihood Object nlreg Fit a Nonlinear Heteroscedastic Model via Maximum Likelihood nlreg.diag Nonlinear Heteroscedastic Model Diagnostics nlreg.object Nonlinear Heteroscedastic Model Object obsInfo Returns the Observed Information Matrix -- Generic Function obsInfo.nlreg Observed Information Matrix for 'nlreg' Objects param Extract All Parameters from a Model -- Generic Function plot.nlreg.contours Use plot() on a 'nlreg.contours' object plot.nlreg.diag Diagnostic Plots for Nonlinear Heteroscedastic Models plot.nlreg.profile Use plot() on a 'profile.nlreg' and 'all.profiles.nlreg' object profile.nlreg Profile Method for 'nlreg' Objects summary.all.nlreg.profiles Summary Method for Objects of Class 'all.nlreg.profiles' summary.fr Likelihood-Based Confidence Intervals Based on Fraser-Reid Object summary.mpl Summary Method for 'mpl' Objects summary.nlreg Summary Method for Nonlinear Heteroscedastic Models summary.nlreg.profile Summary Method for Objects of Class 'nlreg.profile' var2cor Convert Covariance Matrix to Correlation Matrix -- Generic Function

Datasets: ======== aids AIDS Symptoms and AZT Use Data airway Airway Data babies Crying Babies Data darwin Darwin's Data on Growth Rates of Plants dormicum Dormicum Data fraudulent Fraudulent Automobile Insurance Claims Data fungal Fungal Infections Treatment Data houses House Price Data nuclear Nuclear Power Station Data rabbits Rabbits Data urine Urine Data venice Sea Level Data C1 Herbicide Data (Chlorsulfuron) C2 Herbicide Data (Chlorsulfuron) C3 Herbicide Data (Chlorsulfuron) C4 Herbicide Data (Chlorsulfuron) M2 Herbicide Data (Metsulfuron Methyl) M4 Herbicide Data (Metsulfuron Methyl) chlorsulfuron Chlorsulfuron Data daphnia 'Daphnia Magna' Data helicopter Paper Helicopter Data metsulfuron Metsulfuron Methyl Data ria Radioimmunoassay Data

Further information is available in the following vignettes:

Rnews-paper hoa: An R Package for Higher Order Likelihood Inference (source, pdf)