The following package is part of the output of my research on GAM models:
SCM: methods for fitting multivariate Gaussian additive models, with additive covariance matrix modelling via unconstrained parametrisations.
See the github source code.
Bias reduction methods
I have also authored the following package, related to my research
on Bias reduction methods:
mbrclm: median bias reduction for cumulative link models.
See the github source code.