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goric

Overview

The package provides functions for fitting multivariate linear models, generalised linear models, or generalized least-square models with order restrictions on the model parameters. Different models can be compared with the generalized order restriction criterion, an extension of AIC for order restricted models.

Installation

# You can install goric from CRAN by
install.packages("goric")

# Or the the development version from GitHub:
# install.packages("devtools")
devtools::install_github("daniel-gerhard/goric")

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R package goric (Generalized Order Restricted Information Criterion)

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