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.
1 | posteriorobs(Sigma0inv, sigma, muprior, Xtilda, tobs, YI)
|
Sigma0inv |
Prior precision matrix at the observation times |
sigma |
Infinitessimal standard deviation of the tied-down Brownian motion in the prior. |
muprior |
Prior mean at the observation times |
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. |
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