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

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