A simultaneous regression model for the mean and covariance

This package fits a simultaneous regression model for the mean vectors and covariance matrices of multivariate response variables, as described in Hoff and Niu (2012). The explanatory variables can be continuous or discrete. The current version of the package provides the Bayesian estimates.


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install.packages("covreg")

1.0 by Xiaoyue Niu, 6 years ago


Browse source code at https://github.com/cran/covreg


Authors: Xiaoyue Niu and Peter Hoff


Documentation:   PDF Manual  


GPL-2 license



See at CRAN