dot-logL_gau_missing: Compute observed-data log-likelihood for AD with missing...

.logL_gau_missingR Documentation

Compute observed-data log-likelihood for AD with missing values

Description

Uses multivariate normal marginalization to compute the likelihood of observed values, marginalizing over missing values.

Usage

.logL_gau_missing(y, order, mu, phi, sigma, blocks = NULL, tau = 0)

Arguments

y

Data matrix (n_subjects x n_time), may contain NA

order

Antedependence order (0, 1, or 2)

mu

Mean vector (length n_time)

phi

Dependence parameter(s)

sigma

Innovation standard deviations (length n_time)

blocks

Block membership vector (optional)

tau

Block effects, first element constrained to zero

Value

Observed-data log-likelihood (scalar)


antedep documentation built on April 25, 2026, 1:06 a.m.