HMMEsolver-package: HMMEsolver Package

Description

Description

Consider the linear mixed model with normal random effects,

Y = Xβ + Zv + ε

where β and v are vectors of fixed and random effects. One of most popular methods to solve the Henderson's Mixed Model Equation related to the problem is EM-type algorithm. Its drawback, however, comes from repetitive matrix inversion during recursive estimation steps. Kim (2017) proposed a novel method of avoiding such difficulty, letting the estimation more fast, stable, and scalable.


HMMEsolver documentation built on May 2, 2019, 3:31 p.m.