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:	François Grolleau
Maintainer:	François 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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