shabbychef / madness

Multivariate Automatic Differentiation R package
GNU Lesser General Public License v3.0
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Prepackaged MGLH code #3

Open shabbychef opened 8 years ago

shabbychef commented 8 years ago

Should perform some computation, but allow one to specify A, C, T after the fact, as well as the vcov function. This is somewhat complicated: it would carry the theta matrix, as well as a lm object over which the vcov could be applied later. We would have to refactor the theta code, however, to avoid repeating ourselves.