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.


Reference manual

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1.0 by Xiaoyue Niu, 8 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