<?xml version="1.0" encoding="UTF-8"?>
<oai_dc:dc xmlns:oai_dc="http://www.openarchives.org/OAI/2.0/oai_dc/" xmlns:dc="http://purl.org/dc/elements/1.1/" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" xsi:schemaLocation="http://www.openarchives.org/OAI/2.0/oai_dc/ http://www.openarchives.org/OAI/2.0/oai_dc.xsd">
  <dc:title>Mixed-Effects Models with Autocorrelation Structures</dc:title>
  <dc:title>R package MEMWAS version 0.9.5</dc:title>
  <dc:description>Fits longitudinal mixed-effects models through a registered 'C++' 
    numerical backend. Supported serial covariance structures include first-order
    autoregressive (AR(1)), exponential or Ornstein-Uhlenbeck, higher-order 
    autoregressive (AR(p)), first-order autoregressive moving-average (ARMA(1,1)), 
    compound symmetry, Toeplitz, and unstructured covariance. Serial processes 
    can be unified or attached independently to numeric predictor loadings. 
    Candidate temporal structures can be ranked on a common sample by 
    dependence-component grouped cross-validation, the Akaike information 
    criterion, the Bayesian information criterion, or log-likelihood. Clustered, 
    crossed, and nested random intercepts and slopes are assembled jointly with 
    diagonal or term-specific unstructured covariance. Available approximation 
    methods include Laplace, saddlepoint likelihood with latent Laplace 
    integration, adaptive Gaussian quadrature, full-covariance Gaussian variational
    inference, and penalized quasi-likelihood. Penalized smooth mean terms 
    include ordinary and cyclic P-splines, factor-by and varying-coefficient terms, 
    tensor products, shrinkage smooths, and whole-term selection. Term-specific 
    penalties, grouped fold-local smoothing selection, null-space 
    constraints, and smooth effective degrees of freedom remain separate from 
    elastic-net coefficient shrinkage while the smooth mean and serial covariance 
    are fitted jointly. Bootstrap resampling preserves the declared dependence
    components. The mixed-effects framework is inspired by Laird and Ware (1982)
    &lt;doi:10.2307/2529876&gt;; generalized-model approximations are inspired by 
    Breslow and Clayton (1993) &lt;doi:10.1080/01621459.1993.10594284&gt;; and serial 
    covariance formulations are inspired by Pinheiro and Bates (2000) 
    &lt;doi:10.1007/b98882&gt;. The run-time fitting interface imports no third-party 
    'R' packages.</dc:description>
  <dc:type>Software</dc:type>
  <dc:relation>Depends: R (&gt;= 4.1.0)</dc:relation>
  <dc:relation>Imports: stats, utils</dc:relation>
  <dc:relation>Suggests: knitr, rmarkdown, testthat (&gt;= 3.0.0)</dc:relation>
  <dc:creator>Enoch Kang &lt;y.enoch.kang@gmail.com&gt;</dc:creator>
  <dc:publisher>Comprehensive R Archive Network (CRAN)</dc:publisher>
  <dc:contributor>Enoch Kang [aut, cre, trl] (ORCID:
    &lt;https://orcid.org/0000-0002-4903-942X&gt;)</dc:contributor>
  <dc:rights>GPL (&gt;= 3)</dc:rights>
  <dc:date>2026-08-22</dc:date>
  <dc:format>application/tgz</dc:format>
  <dc:identifier>https://CRAN.R-project.org/package=MEMWAS</dc:identifier>
  <dc:identifier>doi:10.32614/CRAN.package.MEMWAS</dc:identifier>
  <dc:language>en-US</dc:language>
</oai_dc:dc>
