Restricted Statistical Estimation and Inference for Linear Models

Allow for easy-to-use testing or evaluating of linear equality and inequality restrictions about parameters and effects in (generalized) linear statistical models.


News

Changes in Version 0.1-80.911 o Released on CRAN (October 31, 2018) o Fixed bug; the argument type was not passed through

Changes in Version 0.1-80.811 o Released on CRAN (September 26, 2018) o This is mainly a small maintenance release to pass the cran checks

Changes in Version 0.1-70 o Released on CRAN (August 25, 2017)

o Fixed bug; the parametric and model-based bootstrap resulted in an error for the Wald and score test-statistic (class rlm only).

o Fixed bug; an error was given if mix.weights = "none" and no constraints were specified.

o The test-statistics for robust M- and MM-estimators have been updated. For most bounded-influence estimators the error distribution should be symmetric, otherwise the intercept and center of the error distribution are confounded. Therefore, to compute the test-statistics we now use the block that corresponds to the inequality-constrained slope parameters in the covariance matrix of the M- and MM-estimator.

o Added support; the parametric bootstrap for shifted/relocated cones is now supported for the gaussian family.

o Added support; an order-constrained hypothesis can now be evaluated against its complement using the goric(..., complement = TRUE) function.

o Added support; order-constrained estimates for the multivariate normal linear model. Currently, no standard errors (yet).

o Added support; likelihood-ratio test-statistic for objects of class mlm.

Changes in Version 0.1-55 o Released on CRAN (February 21, 2017)

o Check the restriktor.org website for more information and examples.

Reference manual

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install.packages("restriktor")

0.2-15 by Leonard Vanbrabant, a month ago


http://restriktor.org


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


Authors: Leonard Vanbrabant [aut, cre] , Yves Rosseel [ctb]


Documentation:   PDF Manual  


GPL (>= 2) license


Imports boot, ic.infer, lavaan, MASS, mvtnorm, quadprog


See at CRAN