Fitting multivariate covariance generalized linear models (McGLMs) to data. McGLM is a general framework for non-normal multivariate data analysis, designed to handle multivariate response variables, along with a wide range of temporal and spatial correlation structures defined in terms of a covariance link function combined with a matrix linear predictor involving known matrices. The models take non-normality into account in the conventional way by means of a variance function, and the mean structure is modelled by means of a link function and a linear predictor. The models are fitted using an efficient Newton scoring algorithm based on quasi-likelihood and Pearson estimating functions, using only second-moment assumptions. This provides a unified approach to a wide variety of different types of response variables and covariance structures, including multivariate extensions of repeated measures, time series, longitudinal, spatial and spatio-temporal structures. The package offers a user-friendly interface for fitting McGLMs similar to the glm() R function. See Bonat (2018) <doi:10.18637/jss.v084.i04>, for more information and examples.
| Version: | 0.6.0 |
| Depends: | R (≥ 3.2.1) |
| Imports: | stats, Matrix, assertthat, graphics, Rcpp (≥ 0.12.16) |
| LinkingTo: | Rcpp, RcppArmadillo |
| Suggests: | testthat, plyr, lattice, latticeExtra, knitr, rmarkdown, MASS, mvtnorm, tweedie, spdep, devtools |
| Published: | 2020-06-13 |
| Author: | Wagner Hugo Bonat [aut, cre], Walmes Marques Zeviani [ctb], Fernando de Pol Mayer [ctb] |
| Maintainer: | Wagner Hugo Bonat <wbonat at ufpr.br> |
| BugReports: | https://github.com/wbonat/mcglm/issues |
| License: | GPL-3 | file LICENSE |
| URL: | https://github.com/wbonat/mcglm |
| NeedsCompilation: | yes |
| Citation: | mcglm citation info |
| CRAN checks: | mcglm results |
| Reference manual: | mcglm.pdf |
| Vignettes: |
Fitting generalized linear models using the mcglm package Choosing link, variance and covariance functions |
| Package source: | mcglm_0.6.0.tar.gz |
| Windows binaries: | r-devel: mcglm_0.6.0.zip, r-release: mcglm_0.6.0.zip, r-oldrel: mcglm_0.6.0.zip |
| macOS binaries: | r-release: mcglm_0.6.0.tgz, r-oldrel: mcglm_0.6.0.tgz |
| Old sources: | mcglm archive |
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