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>.

Version: 0.2.1
Imports: stats
Suggests: knitr, rmarkdown, boot
Published: 2022-12-21
Author: Fran├žois Grolleau
Maintainer: Fran├žois Grolleau <francois.grolleau at aphp.fr>
License: MIT + file LICENCE
NeedsCompilation: no
Materials: README NEWS
CRAN checks: Mestim results

Documentation:

Reference manual: Mestim.pdf
Vignettes: Introduction to Mestim

Downloads:

Package source: Mestim_0.2.1.tar.gz
Windows binaries: r-devel: Mestim_0.2.1.zip, r-release: Mestim_0.2.1.zip, r-oldrel: Mestim_0.2.1.zip
macOS binaries: r-release (arm64): Mestim_0.2.1.tgz, r-oldrel (arm64): Mestim_0.2.1.tgz, r-release (x86_64): Mestim_0.2.1.tgz, r-oldrel (x86_64): Mestim_0.2.1.tgz
Old sources: Mestim archive

Linking:

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