# Simulation-Based Quasi-Likelihood Estimation

## Documentation for package ‘qle’ version 0.16-5

- DESCRIPTION file.
- User guides, package vignettes and other documentation.
- Package NEWS.

## Help Pages

qle-package | Simulation-Based Quasi-Likelihood Estimation
checkMultRoot | Inspect estimated parameters
covarTx | Variance matrix approximation
crossValTx | Prediction variances by cross-validation
estim | Kriging prediction and estimation of derivatives
extract | Kriging the sample means of statistics
fitCov | Fitting covariance models by REML estimation
fitSIRFk | Estimation of covariance parameters
getDefaultOptions | Print default options for optimization
getQLmodel | Setup the quasi-likelihood estimation model
jacobian | Kriging prediction and estimation of derivatives
mahalDist | Mahalanobis distance of statistics
matclust | Matern cluster process data
multiDimLHS | Multidimensional Latin Hypercube Sampling (LHS) generation
nextLOCsample | Generate a random sample of points
predictKM | Kriging the sample means of statistics
prefitCV | Covariance parameter estimation for cross-validation
print.qle | print results of class 'qle'
print.qleTest | print 'qleTest' results
print.QSResult | print results of class 'QSResult'
qle | Simulated quasi-likelihood parameter estimation
qleTest | Monte Carlo testing
QLmodel | Construct quasi-likelihood approximation
qscoring | Quasi-scoring iteration
qsd | A normal model
quasiDeviance | Quasi-deviance computation
reml | Restricted maximum likelihood (REML)
searchMinimizer | Minimize a criterion function
setCovModel | Set a covariance model
setQLdata | Set quasi-likelihood (QL) data
simQLdata | Simulate the statistical model
updateCovModels | Update covariance models
varKM | Kriging the sample means of statistics