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varComp (version 0.2-0)

Variance Component Models

Description

Variance component models: REML estimation, testing fixed effect contrasts through Satterthwaite or Kenward-Roger methods, testing the nullity of variance components through (linear or quadratic) score tests or likelihood ratio tests.

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Version

Install

install.packages('varComp')

Monthly Downloads

35

Version

0.2-0

License

GPL-3

Maintainer

Last Published

July 9th, 2017

Functions in varComp (0.2-0)

Kernel functions useful for genetic associations

Extracting Profiled Restricted Log Likelihood

Wald-type tests for fixed effect parameters

ANOVA-type analysis of fixed effect parameters

Chi-bar-square distribution with nonnegativity cone constraints

Lower Cholesky Root

Recording pseudo-random number seeds

Check if an object is a formula

Obtaining parameter estimates from a varComp object

Internal formula manipulation

Internal formula term manipulation functions

Summary and printing of varComp objects

print.varComp.test

Print variance component test results

Minimum norm quadratic unbiased estimation

model.matrix.varComp

Extracting model matrices

Fitting variance component models

varComp.control

Functions controlling the model fitting of varComp

Rescales a square matrix such that the trace is the same as the dimension

p.value.varComp.test

Extracting p-values

Extracting Variance-Covariance Matrices

A ``safer'' seq

Some symbols that might be used in formulas

Not Implemented Functions

Not-yet-implemented functions

varComp-package

Variance Component Models

defunct Functions

Defunct functions

Internal functions not supposed to be called directly

Tests for Nullity of Variance Components

varCompTest.control

Control of variance component testing