monomvn (1.1-4)

Estimation for multivariate normal data with monotone missingness.

Estimation of multivariate normal data of arbitrary dimension where the pattern of missing data is monotone. Through the use of parsimonious/shrinkage regressions (plsr, pcr, lasso, ridge, etc.), where standard regressions fail, the package can handle an (almost) arbitrary amount of missing data. The current version supports maximum likelihood inference. Future versions will provide a means of sampling from a Bayesian posterior.

Maintainer: Robert B. Gramacy
Author(s): Robert B. Gramacy <>

License: LGPL

Uses: lars, pls, accuracy, mvtnorm

Released over 10 years ago.