Multivariate package

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Patrick Grof-Tisza

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Oct 2, 2015, 1:38:36 PM10/2/15
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Hey all, 

Does anyone know of a package for multivariate modeling (i.e., multiple response variables) where one can specify the error distribution? 

Thanks,
Patrick

Jaime Ashander

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Oct 3, 2015, 12:46:53 AM10/3/15
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Hey Patrick, 

I believe MCMCglmm has some ability to do multivar responses, but it's limited (eg https://stat.ethz.ch/pipermail/r-sig-mixed-models/2011q1/015644.html ) so may not fit your needs. 

More generally, you could set up a full Bayesian model in rstan or rjags, but as Jarrod Hadfield cautions in the linked thread, the data requirements may be very high 

Jaime


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Patrick Grof-Tisza

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Oct 3, 2015, 6:17:21 PM10/3/15
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Right on. I have some familiarity with rjags. I will look into MCMCglmm.

Thanks,
Patrick
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