nlreg
The DESCRIPTION file: nlreg nlreg Likelihood inference based on higher order approximations for nonlinear models with possibly non constant variance
Package: | nlreg |
Version: | 1.2-0 |
Date: | 2009-10-03 |
URL: | http://www.r-project.org, http://statwww.epfl.ch/AA/ |
Depends: | R (>= 2.6.0), statmod, survival |
Suggests: | boot, cond, csampling, marg |
License: | GPL (>= 2) |
LazyLoad: | yes |
LazyData: | yes |
Index:
Functions: ========= 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.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 FunctionDatasets: ======== 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 Bundle for Higher Order Likelihood Inference (source, pdf) |
Brazzale, A.R. (2005). hoa: An R package bundle for higher order likelihood inference. Rnews, 5/1, May 2005, 20-27. ISSN 609-3631. URL: https://www.r-project.org/doc/Rnews/Rnews_2005-1.pdf
Examples of applications, and generally of the use of likelihood asymptotics, are given in: Brazzale, A.R., Davison, A.C. and Reid, N. (2007). Applied Asymptotics: Case Studies in Small-Sample Statistics. Cambridge University Press, Cambridge. URL: http://statwww.epfl.ch/AA/