| nlreg-package {nlreg} | R Documentation |
Higher Order Inference for Nonlinear Heteroscedastic Models
Description
Likelihood inference based on higher order approximations for nonlinear models with possibly non constant variance.
Details
The DESCRIPTION file:
| Package: | nlreg |
| Version: | 1.2-2.2 |
| Date: | 2019-01-30 |
| Title: | Higher Order Inference for Nonlinear Heteroscedastic Models |
| Author: | S original by Alessandra R. Brazzale <alessandra.brazzale@unipd.it> and Ruggero Bellio <ruggero.bellio@uniud.it>. R port by Alessandra R. Brazzale <alessandra.brazzale@unipd.it>, following earlier work by Douglas Bates. |
| Maintainer: | Alessandra R. Brazzale <alessandra.brazzale@unipd.it> |
| URL: | https://www.r-project.org, http://statwww.epfl.ch/AA/ |
| Description: | Likelihood inference based on higher order approximations for nonlinear models with possibly non constant variance. |
| Depends: | R (>= 3.5.0), statmod, survival |
| Suggests: | boot, cond, csampling, marg |
| License: | GPL (>= 2) | file LICENCE |
| LazyLoad: | yes |
| LazyData: | yes |
Index of help topics:
C1 Six Herbicide Data Sets
Dmean Differentiate the Mean Function of a Nonlinear
Model
Dvar Differentiate the Variance Function of a
Nonlinear Model
chlorsulfuron Chlorsulfuron Data
contour.all.nlreg.profiles
Contour Method for 'nlreg' Objects
daphnia 'Daphnia Magna' Data
expInfo Returns the Expected Information Matrix -
Generic Function
expInfo.nlreg Expected Information Matrix for 'nlreg' Objects
helicopter Helicopter Data
logLik.nlreg Compute the Log Likelihood for Nonlinear
Heteroscedastic Models
metsulfuron Metsulfuron Methyl Data
mpl Maximum Adjusted Profile Likelihood Estimation
- Generic Function
mpl.nlreg Maximum Adjusted Profile Likelihood Estimates
for a 'nlreg' Object
mpl.object Maximum Adjusted Profile Likelihood Object
nlreg Fit a Nonlinear Heteroscedastic Model via
Maximum Likelihood
nlreg-package Higher Order Inference for Nonlinear
Heteroscedastic Models
nlreg.diag Nonlinear Heteroscedastic Model Diagnostics
nlreg.object Nonlinear Heteroscedastic Model Object
obsInfo Returns the Observed Information Matrix -
Generic Function
obsInfo.nlreg Observed Information Matrix for 'nlreg' Objects
param Extract All Parameters from a Model - Generic
Function
plot.nlreg.contours Use plot() on a 'nlreg.contours' object
plot.nlreg.diag Diagnostic Plots for Nonlinear Heteroscedastic
Models
plot.nlreg.profile Use plot() on a 'profile.nlreg' and
'all.profiles.nlreg' object
profile.nlreg Profile Method for 'nlreg' Objects
ria Radioimmunoassay Data
summary.all.nlreg.profiles
Summary Method for Objects of Class
'all.nlreg.profiles'
summary.mpl Summary Method for 'mpl' Objects
summary.nlreg Summary Method for Nonlinear Heteroscedastic
Models
summary.nlreg.profile Summary Method for Objects of Class
'nlreg.profile'
var2cor Convert Covariance Matrix to Correlation Matrix
- Generic Function
Likelihood inference based on higher order approximations for nonlinear models with possibly non constant variance
| Package: | nlreg |
| Version: | 1.2-0 |
| Date: | 2009-10-03 |
| URL: | http://www.r-project.org, http://statwww.epfl.ch/AA/ |
| Depends: | R (>= 2.6.0), statmod, survival |
| Suggests: | boot, cond, csampling, marg |
| License: | GPL (>= 2) |
| LazyLoad: | yes |
| LazyData: | yes |
Index:
Functions:
=========
Dmean Differentiate the Mean Function of a Nonlinear
Model
Dvar Differentiate the Variance Function of a
Nonlinear Model
contour.all.nlreg.profiles
Contour Method for 'nlreg' Objects
expInfo Returns the Expected Information Matrix --
Generic Function
expInfo.nlreg Expected Information Matrix for 'nlreg'
Objects
logLik.nlreg Compute the Log Likelihood for Nonlinear
Heteroscedastic Models
mpl Maximum Adjusted Profile Likelihood Estimation
-- Generic Function
mpl.nlreg Maximum Adjusted Profile Likelihood Estimates
for a 'nlreg' Object
mpl.object Maximum Adjusted Profile Likelihood Object
nlreg Fit a Nonlinear Heteroscedastic Model via
Maximum Likelihood
nlreg.diag Nonlinear Heteroscedastic Model Diagnostics
nlreg.object Nonlinear Heteroscedastic Model Object
obsInfo Returns the Observed Information Matrix --
Generic Function
obsInfo.nlreg Observed Information Matrix for 'nlreg'
Objects
param Extract All Parameters from a Model -- Generic
Function
plot.nlreg.contours Use plot() on a 'nlreg.contours' object
plot.nlreg.diag Diagnostic Plots for Nonlinear Heteroscedastic
Models
plot.nlreg.profile Use plot() on a 'profile.nlreg' and
'all.profiles.nlreg' object
profile.nlreg Profile Method for 'nlreg' Objects
summary.all.nlreg.profiles
Summary Method for Objects of Class
'all.nlreg.profiles'
summary.mpl Summary Method for 'mpl' Objects
summary.nlreg Summary Method for Nonlinear Heteroscedastic
Models
summary.nlreg.profile Summary Method for Objects of Class
'nlreg.profile'
var2cor Convert Covariance Matrix to Correlation
Matrix -- Generic Function
Datasets:
========
C1 Herbicide Data (Chlorsulfuron)
C2 Herbicide Data (Chlorsulfuron)
C3 Herbicide Data (Chlorsulfuron)
C4 Herbicide Data (Chlorsulfuron)
M2 Herbicide Data (Metsulfuron Methyl)
M4 Herbicide Data (Metsulfuron Methyl)
chlorsulfuron Chlorsulfuron Data
daphnia 'Daphnia Magna' Data
helicopter Paper Helicopter Data
metsulfuron Metsulfuron Methyl Data
ria Radioimmunoassay Data
Further information is available in the following vignettes:
Rnews-paper | hoa: An R Package Bundle for Higher Order Likelihood Inference (source, pdf) |
Author(s)
S original by Alessandra R. Brazzale <alessandra.brazzale@unipd.it> and Ruggero Bellio <ruggero.bellio@uniud.it>. R port by Alessandra R. Brazzale <alessandra.brazzale@unipd.it>, following earlier work by Douglas Bates.
Maintainer: Alessandra R. Brazzale <alessandra.brazzale@unipd.it>
References
Brazzale, A.R. (2005). hoa: An R package bundle for higher order likelihood inference. Rnews, 5/1, May 2005, 20-27. ISSN 609-3631. URL: https://www.r-project.org/doc/Rnews/Rnews_2005-1.pdf
Examples of applications, and generally of the use of likelihood asymptotics, are given in: Brazzale, A.R., Davison, A.C. and Reid, N. (2007). Applied Asymptotics: Case Studies in Small-Sample Statistics. Cambridge University Press, Cambridge. URL: http://statwww.epfl.ch/AA/