antedep fits antedependence models for longitudinal data:
# install.packages("remotes")
remotes::install_github("TanchyKing/antedep")
| Model | Data type | Complete-data fit/logLik | Missing-data fit/logLik | Notes |
|---|---|---|---|---|
| AD | Continuous | Ready | Ready (fit_gau, logL_gau) | Missing-data fit uses EM or observed-data likelihood modes |
| INAD | Counts | Ready | Ready (fit_inad, logL_inad) | Missing-data fit supports na_action = "marginalize" |
| CAT | Categorical states | Ready | Ready (fit_cat, logL_cat) | Missing-data fit supports orders 0, 1, 2 |
Included datasets:
bolus_inad (morphine bolus counts)cattle_growth (book companion cattle growth data; continuous)cochlear_implant (book companion speech recognition/cochlear data; continuous)labor_force_cat (labor-force categorical table expanded to subject sequences)race_100km (100km race split times; continuous)library(antedep)
set.seed(1)
y <- simulate_gau(n_subjects = 80, n_time = 5, order = 1)
fit <- fit_gau(y, order = 1)
fit$log_l
library(antedep)
set.seed(1)
y <- simulate_inad(n_subjects = 60, n_time = 5, order = 1)
y[sample(length(y), 20)] <- NA
# Fit observed-data likelihood under MAR
fit_miss <- fit_inad(y, order = 1, na_action = "marginalize")
fit_miss$log_l
library(antedep)
set.seed(1)
y_cat <- simulate_cat(n_subjects = 80, n_time = 5, order = 1, n_categories = 3)
y_cat[sample(length(y_cat), 30)] <- NA
# Observed-data likelihood (orders 0/1/2)
fit_cat_marg <- fit_cat(y_cat, order = 1, na_action = "marginalize")
# EM (orders 0/1) via explicit entry point or fit_cat dispatch
fit_cat_em1 <- em_cat(y_cat, order = 1, max_iter = 80)
fit_cat_em2 <- fit_cat(y_cat, order = 1, na_action = "em", em_max_iter = 80)
If EM becomes unstable or converges slowly, try increasing epsilon, increasing
max_iter, and using safeguard = TRUE.
em_gau (Gaussian), em_inad (INAD), and em_cat (CAT, orders 0/1) are available; for CAT order 2 with missing data, use fit_cat(na_action = "marginalize").fit_cat() supports both observed-data likelihood (na_action = "marginalize") and EM (na_action = "em" for orders 0/1).ci_gau, ci_inad, ci_cat require complete-data fits).lrt_stationarity_cat, lrt_timeinvariance_cat, run_stationarity_tests_cat) remain complete-data only.na_action = "marginalize").Source vignette: vignettes/antedep-intro.Rmd.
Rendered site article: docs/articles/antedep-intro.html.
Integrated function reference: docs/reference/index.html.
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