HMMEsolver

A Fast Solver for Henderson Mixed Model Equation via Row Operations

Consider the linear mixed model with normal random effects. A typical method to solve Henderson's Mixed Model Equations (HMME) is recursive estimation of the fixed effects and random effects. We provide a fast, stable, and scalable solver to the HMME without computing matrix inverse. See Kim (2017) <arXiv:1710.09663> for more details.

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Description file content

Package
HMMEsolver
Type
Package
Title
A Fast Solver for Henderson Mixed Model Equation via Row Operations
Version
0.1.1
Description
Consider the linear mixed model with normal random effects. A typical method to solve Henderson's Mixed Model Equations (HMME) is recursive estimation of the fixed effects and random effects. We provide a fast, stable, and scalable solver to the HMME without computing matrix inverse. See Kim (2017) for more details.
License
GPL (>= 3)
Encoding
UTF-8
LazyData
true
Imports
Rcpp, Rdpack
LinkingTo
Rcpp, RcppArmadillo
RdMacros
Rdpack
RoxygenNote
6.1.0
NeedsCompilation
yes
Packaged
2018-09-11 19:47:44 UTC; kisung
Author
Jiwoong Kim [aut], Kisung You [aut, cre]
Maintainer
Kisung You
Repository
CRAN
Date/Publication
2018-09-11 20:00:03 UTC

install.packages('HMMEsolver')

0.1.1

13 days ago

Kisung You

GPL (>= 3)

Imports

Rcpp, Rdpack

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