An R package implementing the method proposed in An explicit mean-covariance parameterization for multivariate response linear regression. Please contact amolstad@umn.edu with any comments or questions.
MCMVR can be loaded directly into R through the devtools package:
install.packages("devtools")
library(devtools)
devtools::install_github("ajmolstad/MCMVR")
Please cite the most recent version of the article mentioned above. As of June 2023, this was the following (in bibtex):
@article{Molstad2021Explicit,
author = {Aaron J. Molstad and Guangwei Weng and Charles R. Doss and Adam J. Rothman},
title = {An Explicit Mean-Covariance Parameterization for Multivariate Response Linear Regression},
journal = {Journal of Computational and Graphical Statistics},
volume = {30},
number = {3},
pages = {612-621},
year = {2021},
publisher = {Taylor & Francis},
doi = {10.1080/10618600.2020.1853551}
}
Please visit this example page for details on implementation and usage.