A simultaneous regression model for the mean and covariance

Documentation for package ‘covreg’ version 1.0

covreg-package	A simultaneous regression model for the mean and covariance
cov.psamp	Posterior samples of the covariance matrices from the covariance regression model
covreg.mcmc	Bayesian estimation of the covariance regressioin model
fev	Modified Rosner's FEV data
m.psamp	Posterior samples of the mean vectors from the covariance regression model
rmn	Sample from matrix normal distribution
rwish	Sample from the Wishart distribution