HGLM in R (was: writing a package for generalized linear mixed

I wonder if someone has tried to implement the hierarchical generalized
linear model (HGLM) approach of Lee and Nelder (JRSSB, 1996, 58: 619-56) in R.

I put a function (hnlmix in my repeated library) fitting a
generalisation of them on my web page a week ago. It handles
distributions outside the glm family, nonlinear regression, and
censoring.  Jim

Thanks in advance.

Emmanuel Paradis

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