varComp: Variance Component Models

Variance component models: REML estimation, testing fixed effect contrasts through Satterthwaite or Kenward-Roger methods, testing the nullity of variance components through (linear or quadratic) score tests or likelihood ratio tests.

Version: 0.1-360
Depends: R (≥ 3.0.0)
Imports: quadprog, Matrix, MASS, CompQuadForm, RLRsim, SPA3G, mvtnorm, nlme, stats
Published: 2015-02-06
Author: Long Qu (
Maintainer: Long Qu <long.qu at>
License: GPL-3
NeedsCompilation: no
CRAN checks: varComp results


Reference manual: varComp.pdf
Package source: varComp_0.1-360.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
OS X Mavericks binaries: r-release: varComp_0.1-360.tgz, r-oldrel: varComp_0.1-360.tgz
Old sources: varComp archive

Reverse dependencies:

Reverse suggests: lmeVarComp


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