covreg swMATH ID: 11080 Software Authors: Xiaoyue Niu; Peter Hoff Description: 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. Homepage: http://cran.r-project.org/web/packages/covreg/index.html Source Code: https://github.com/cran/covreg Dependencies: R Related Software: R; glasso; mgcv; gplots; iplots; lattice; CARTscans; e1071; randomForest; gam; ggvis; shiny; visreg; sudoku; condvis; sm; lme4; fda (R); GPvecchia; spNNGP Cited in: 11 Publications all top 5 Cited by 27 Authors 2 Daniels, Michael J. 2 Mallick, Bani K. 2 Sarkar, Abhra 1 Baek, Changryong 1 Caffo, Brian S. 1 Carroll, Raymond James 1 Chakraborty, Antik 1 De Iorio, Maria 1 Dunson, David Brian 1 Ebbels, Timothy M. D. 1 Fox, Emily B. 1 Hoff, Peter D. 1 Kinson, Christopher 1 Lee, Keunbaik 1 Luo, Xi 1 Niu, Xiaoyue 1 Pati, Debdeep 1 Pourahmadi, Mohsen 1 Qu, Annie 1 Risser, Mark D. 1 Tang, Xiwei 1 Turek, Daniel 1 Valcarcel Salamanca, Beatriz 1 Wang, Yanpin 1 Zhang, Lin 1 Zhao, Yi 1 Zuo, Zhen all top 5 Cited in 11 Serials 1 Journal of the American Statistical Association 1 Journal of Multivariate Analysis 1 Statistical Science 1 Journal of Statistical Computation and Simulation 1 Computational Statistics and Data Analysis 1 Statistica Sinica 1 Journal of Machine Learning Research (JMLR) 1 Statistical Applications in Genetics and Molecular Biology 1 Electronic Journal of Statistics 1 Journal of Computational and Graphical Statistics 1 Statistics and Computing Cited in 3 Fields 10 Statistics (62-XX) 3 Numerical analysis (65-XX) 1 Biology and other natural sciences (92-XX) Citations by Year