[R] Re: Announce: multilm

Friedrich Leisch Friedrich.Leisch at ci.tuwien.ac.at
Fri Sep 24 18:13:38 CEST 1999



Package installed at CRAN.

fritz


>>>>> On Fri, 24 Sep 1999 18:07:04 +0200 (MET DST),
>>>>> Torsten Hothorn (TH) wrote:

TH> I uploaded the package "multilm_0.1.tar.gz", which implements multivariate 
TH> linear models and test procedures (T^2 and stabilized multivariate procedures 
TH> by Laeuter et. al.). 

TH> The function "multilm" allows the specification of multivariate linear
TH> models Y = X B + E, parameter restrictions Z B = 0 and linear hypotheses 
TH> K B = 0. The Hotelling T^2 test ist computed and also p-values are 
TH> available (an approximation of the null distribution by Laeuter is used). 

TH> The summary method "summary.multilm" offers the computation of stabilized
TH> multivariate tests: SS, PC-1, PC-q and CS.

TH> Unlike "lm" this package uses the Moore-Penrose inverse for least square
TH> fitting (see the MP, QR, lm, anova discussion in June). 

TH> I'm not sure if those basic methods fit most users needs, maybe wrappers for
TH> special models (MANOVA) are required.  I'm very grateful for any hint and
TH> discussion, mails of common interest please to the R-list, others to my
TH> email address.

TH> Torsten 

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