A simultaneous regression model for the mean and covariance


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Documentation for package ‘covreg’ version 1.0

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covreg-package A simultaneous regression model for the mean and covariance
cov.psamp Posterior samples of the covariance matrices from the covariance regression model
covreg.mcmc Bayesian estimation of the covariance regressioin model
fev Modified Rosner's FEV data
m.psamp Posterior samples of the mean vectors from the covariance regression model
rmn Sample from matrix normal distribution
rwish Sample from the Wishart distribution