posterior mean

Share:

Description

Internal function. Finds the posterior mean on the fine grid tgrid for every subject.

Usage

1
	posteriordistribcurve(muhatmatrix, Sigmahat, sigma, tobs, d, YI)

Arguments

muhatmatrix

Posterior mean at the observation times tobs obtained from posteriorobs.

Sigmahat

Posterior covariance at the observation times tobs obtained from posteriorobs.

sigma

Infinitessimal standard deviation of the tied-down Brownian motion in the prior.

tobs

Row vector of n observation times (in increasing order, same for each subject).

d

Number of time points on the fine grid.

YI

An N times (n-1) matrix with rows given by the values of y_i, i=1…, n-1 for the N subjects.