LMN: Inference for Linear Models with Nuisance Parameters

Martin Lysy, Bryan Yates

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Description

Efficient Frequentist profiling and Bayesian marginalization of parameters for which the conditional likelihood is that of a multivariate linear regression model. Arbitrary inter-observation error correlations are supported, with optimized calculations provided for independent-heteroskedastic and stationary dependence structures.

Installation

Install the R package devtools and run

devtools::install_github("mlysy/LMN")

Usage

Please see package vignette: vignette("LMN").