QLmodel                 Construct quasi-likelihood approximation
checkMultRoot           Inspect estimated parameters
covarTx                 Variance matrix approximation
crossValTx              Prediction variances by cross-validation
estim                   Kriging prediction and estimation of
                        derivatives
fitCov                  Fitting covariance models by REML estimation
fitSIRFk                Estimation of covariance parameters
getDefaultOptions       Print default options for optimization
getQLmodel              Setup the quasi-likelihood estimation model
mahalDist               Mahalanobis distance of statistics
matclust                Matern cluster process data
multiDimLHS             Multidimensional Latin Hypercube Sampling (LHS)
                        generation
nextLOCsample           Generate a random sample of points
predictKM               Kriging the sample means of statistics
prefitCV                Covariance parameter estimation for
                        cross-validation
print.QSResult          print results of class 'QSResult'
print.qle               print results of class 'qle'
print.qleTest           print 'qleTest' results
qle                     Simulated quasi-likelihood parameter estimation
qle-package             Simulation-Based Quasi-Likelihood Estimation
qleTest                 Monte Carlo testing
qscoring                Quasi-scoring iteration
qsd                     A normal model
quasiDeviance           Quasi-deviance computation
reml                    Restricted maximum likelihood (REML)
searchMinimizer         Minimize a criterion function
setCovModel             Set a covariance model
setQLdata               Set quasi-likelihood (QL) data
simQLdata               Simulate the statistical model
updateCovModels         Update covariance models
