dot-innovation_var_gau: Compute innovation variance estimates under AD(p)
In antedep: Antedependence Models for Longitudinal Data
.innovation_var_gau R Documentation
Compute innovation variance estimates under AD(p)
Description
The MLE of the innovation variance at time i is RSS_i(p) / N.
Usage
.innovation_var_gau(y, p, mu = NULL)
Arguments
y
Numeric matrix n_subjects by n_time.
p
Antedependence order.
mu
Optional mean vector for centering.
Value
Numeric vector of innovation variance estimates.
antedep documentation built on April 25, 2026, 1:06 a.m.
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| .innovation_var_gau | R Documentation |
Compute innovation variance estimates under AD(p)
Description
The MLE of the innovation variance at time i is RSS_i(p) / N.
Usage
.innovation_var_gau(y, p, mu = NULL)
Arguments
y |
Numeric matrix n_subjects by n_time. |
p |
Antedependence order. |
mu |
Optional mean vector for centering. |
Value
Numeric vector of innovation variance estimates.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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