ic.infer

swMATH14709CRANic.inferMaRDI QIDQ26606

Inequality Constrained Inference in Linear Normal Situations

Ulrike Groemping

Last update: 4 October 2023

Copyright license: GNU General Public License, version 3.0, GNU General Public License, version 2.0

Software version identifier: 1.1-6, 0.7, 0.8-1, 0.8-3, 0.8, 1.0-3, 1.0-4, 1.0-5, 1.0-6, 1.1-1, 1.1-2, 1.1-3, 1.1-4, 1.1-5, 1.1, 1.1-7

Source code repository: https://github.com/cran/ic.infer

Description

Implements inequality constrained inference. This includes parameter estimation in normal (linear) models under linear equality and inequality constraints, as well as normal likelihood ratio tests involving inequality-constrained hypotheses. For inequality-constrained linear models, averaging over R-squared for different orderings of regressors is also included.

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