The package 'lmvar' (https://CRAN.R-project.org/package=lmvar) fits a
model which is linear in the expected value and log-linear in the variance. The
fit is like the classical linear fit implemented in 'lm' but lifts the
assumption of a constant variance which is implicit in 'lm'. Instead,
different observations can have different variances.
The package comes with utility functions known also for 'lm' objects.
Examples are the functions summary, coef, fitted, predict, vcov, and AIC. To
facilitate analysis, there is a function to carry out cross-validations. The
vignette 'Introduction to the package' provides an introduction, the
vignette 'Math details' provides mathematical background.
Version 1.2.1 is now available. Please send bugs, requests and comments to the
package maintainer.
Regards,
Marco Nijmeijer
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