Mestim
Computes the Variance-Covariance Matrix of Multidimensional Parameters Using M-Estimation
Provides a flexible framework for estimating the variance-covariance matrix of estimated parameters. Estimation relies on unbiased estimating functions to compute the empirical sandwich variance. (i.e., M-estimation in the vein of Tsiatis et al. (2019) <doi:10.1201/9780429192692>.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
0.2.1 |
rolling linux/jammy R-4.5 | Mestim_0.2.1.tar.gz |
34.7 KiB |
0.2.1 |
rolling linux/noble R-4.5 | Mestim_0.2.1.tar.gz |
34.7 KiB |
0.2.1 |
rolling source/ R- | Mestim_0.2.1.tar.gz |
30.1 KiB |
0.2.1 |
latest linux/jammy R-4.5 | Mestim_0.2.1.tar.gz |
34.7 KiB |
0.2.1 |
latest linux/noble R-4.5 | Mestim_0.2.1.tar.gz |
34.7 KiB |
0.2.1 |
latest source/ R- | Mestim_0.2.1.tar.gz |
30.1 KiB |
0.2.1 |
2026-04-26 source/ R- | Mestim_0.2.1.tar.gz |
30.1 KiB |
0.2.1 |
2026-04-23 source/ R- | Mestim_0.2.1.tar.gz |
30.1 KiB |
0.2.1 |
2026-04-09 windows/windows R-4.5 | Mestim_0.2.1.zip |
39.0 KiB |
0.2.1 |
2025-04-20 source/ R- | Mestim_0.2.1.tar.gz |
30.1 KiB |