posteriorobs: posterior mean and covariance at observation times

In growthrate: Bayesian reconstruction of growth velocity

Description

Internal function. Finds the posterior mean and covariance at the observation times tobs, for every subject; see Section 2 of the referenced article for further details.

Usage

	posteriorobs(Sigma0inv, sigma, muprior, Xtilda, tobs, YI)

Arguments

Sigma0inv	Prior precision matrix at the observation times tobs.
sigma	Infinitessimal standard deviation of the tied-down Brownian motion in the prior.
muprior	Prior mean at the observation times tobs.
Xtilda	An n by N matrix with columns given by the values of y for the N subjects.
tobs	Row vector of n observation times (in increasing order, same for each subject).
YI	An N times (n-1) matrix with rows given by the values of y_i, i=1…, n-1 for the N subjects.

growthrate documentation built on May 2, 2019, 3:43 p.m.