Inference with Linear Equality and Inequality Constraints Using R: The Package ic.infer
In linear models and multivariate normal situations, prior information in linear inequality form may be encountered, or linear inequality hypotheses may be subjected to statistical tests. R package <b>ic.infer</b> has been developed to support inequality-constrained estimation and testin...
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| Format: | Article |
| Language: | English |
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Foundation for Open Access Statistics
2010-02-01
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| Series: | Journal of Statistical Software |
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| Online Access: | http://www.jstatsoft.org/v33/i10/paper |
| Summary: | In linear models and multivariate normal situations, prior information in linear inequality form may be encountered, or linear inequality hypotheses may be subjected to statistical tests. R package <b>ic.infer</b> has been developed to support inequality-constrained estimation and testing for such situations. This article gives an overview of the principles underlying inequality-constrained inference that are far less well-known than methods for unconstrained or equality-constrained models, and describes their implementation in the package. |
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| ISSN: | 1548-7660 |