Variance Components Testing for Linear and Nonlinear Mixed Effects Models

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Documentation for package ‘varTestnlme’ version 1.0.0

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approxWeights Monte Carlo approximation of chi-bar-square weights
bootinvFIM Approximation of the inverse of the Fisher Information Matrix via parametric bootstrap
bootinvFIM.lme Compute the inverse of the Fisher Information Matrix using parametric bootstrap
bootinvFIM.merMod Compute the inverse of the Fisher Information Matrix using parametric bootstrap
bootinvFIM.saemix Compute the inverse of the Fisher Information Matrix using parametric bootstrap
bootstrap Approximation of the inverse of the Fisher Information Matrix via parametric bootstrap
dfChiBarSquare Chi-bar-square degrees of freedom computation
eqCstr Internal functions for constrained minimization
extractStruct Extracting models' structures
extractStruct.lme Extract model structure
extractStruct.merMod Extract model structure
extractStruct.saemix Extract model structure
extractVarCov Extract covariance matrix
extractVarCov.lme Extract covariance matrix
extractVarCov.merMod Extract covariance matrix
gradObjFunction Internal functions for constrained minimization
ineqCstr Internal functions for constrained minimization
invFIM Approximation of the inverse of the Fisher Information Matrix via parametric bootstrap
jacobianEqCstr Internal functions for constrained minimization
jacobianIneqCstr Internal functions for constrained minimization
objFunction Internal functions for constrained minimization
pckName Extract package name from a fitted mixed-effects model
symMatrixFromVect Internal functions for constrained minimization
varCompTest Variance component testing
varCompTest.lme Variance component testing
varCompTest.lme4 Variance component testing
varCompTest.merMod Variance component testing
varCompTest.saemix Variance component testing
weightsChiBarSquare Chi-bar-square weights computation