Estimation for multivariate normal data with monotone missingness (monomvn R package)


07/08/2011

monomvn is an R package for estimation of multivariate normal and Student-t data of arbitrary dimension where the pattern of missing data is monotone. Through the use of parsimonious/shrinkage regressions (plsr, pcr, lasso, ridge, etc.), where standard regressions fail, the package can handle a nearly arbitrary amount of missing data. The current version supports

This software is licensed under the GNU Lesser Public License (LGPL), version 2 or later. See the change log.

Obtaining monomvn

Documentation

References

Please send questions and comments to rbgramacy_AT (_chicagobooth_DOT_edu). Enjoy!


Robert B. Gramacy -- 2011

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