covreg

covreg: 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.

Keywords for this software

Anything in here will be replaced on browsers that support the canvas element

References in zbMATH (referenced in 12 articles )

Showing results 1 to 12 of 12.
Sorted by year (citations)

  1. Zhao, Yi; Caffo, Brian; Luo, Xi: Principal regression for high dimensional covariance matrices (2021)
  2. Kinson, Christopher; Tang, Xiwei; Zuo, Zhen; Qu, Annie: Longitudinal principal component analysis with an application to marketing data (2020)
  3. Risser, Mark D.; Turek, Daniel: Bayesian inference for high-dimensional nonstationary Gaussian processes (2020)
  4. Sarkar, Abhra; Pati, Debdeep; Chakraborty, Antik; Mallick, Bani K.; Carroll, Raymond J.: Bayesian semiparametric multivariate density deconvolution (2018)
  5. Lee, Keunbaik; Baek, Changryong; Daniels, Michael J.: ARMA Cholesky factor models for the covariance matrix of linear models (2017)
  6. Mark O’Connell, Catherine B. Hurley, Katarina Domijan: Conditional Visualization for Statistical Models: An Introduction to the condvis Package in R (2016) arXiv
  7. Zhang, Lin; Sarkar, Abhra; Mallick, Bani K.: Bayesian sparse covariance decomposition with a graphical structure (2016)
  8. Fox, Emily B.; Dunson, David B.: Bayesian nonparametric covariance regression (2015)
  9. Valcarcel Salamanca, Beatriz; Ebbels, Timothy M. D.; De Iorio, Maria: Variance and covariance heterogeneity analysis for detection of metabolites associated with cadmium exposure (2014)
  10. Wang, Y.; Daniels, M. J.: Bayesian modeling of the dependence in longitudinal data via partial autocorrelations and marginal variances (2013)
  11. Hoff, Peter D.; Niu, Xiaoyue: A covariance regression model (2012)
  12. Pourahmadi, Mohsen: Covariance estimation: the GLM and regularization perspectives (2011)