Package: regress
Version: 0.1
Date: 2004-06-11
Title: Fitting Gaussian Linear Models where the Covariance Structure
        is a Linear Combination of Known Matrices by Maximising the
        Residual Log Likelihood
Author: David Clifford <clifford@galton.uchicago.edu>, Peter McCullagh
        <pmcc@galton.uchicago.edu>
Maintainer: David Clifford <clifford@galton.uchicago.edu>
Description: Functions to fit Gaussian linear model by maximising the
        residual log likelihood.  The covariance structure can be
        written as a linear combination of known matrices.  Can be
        used for multivariate models and random effects models.  Easy
        straight forward manner to specify random effects models,
        including random interactions.
License: GPL
URL: http://galton.uchicago.edu/~clifford/
SystemRequirements: R
Built: R 1.8.1; ; 2004-06-16 12:33:21; windows
