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Activity Number:
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65
- Computational Challenges in Software and Algorithms
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Type:
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Contributed
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Date/Time:
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Sunday, August 7, 2022 : 4:00 PM to 5:50 PM
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Sponsor:
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Section on Statistical Computing
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Abstract #322184
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Title:
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Multimultiv, a Package for Parameter Estimation of Multi-Level Multivariate Data
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Author(s):
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Michael Terry Anderson* and Anuradha Roy
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Companies:
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University of Texas at San Antonio and University of Texas at San Antonio
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Keywords:
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multi-level multivariate data;
method of moments;
R package;
Kronecker product
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Abstract:
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In 2014, we presented a technique for method of moments estimators for multi-level multivariate data. As an outgrowth of that work, we have developed an R package multimultiv, specifically designed to organize and perform basic inference with such data. Functions in the package allow an analyst to specify the hierarchical structure of measurements, and to estimate mean vector and Kronecker structured covariance matrix using both method of moments and maximum likelihood estimators. Two real data examples are used to illustrate the package functions.
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Authors who are presenting talks have a * after their name.
