ic.infer

swMATH14709CRANic.inferMaRDI QIDQ26606

Inequality Constrained Inference in Linear Normal Situations

Ulrike Groemping

Last update: 4 October 2023

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

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

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.