Obtains maximum likelihood estimates of the model parameters, filters, smooths and forecasts random components of the model for the following processes: 1) Brownian motion, 2) integrated Brownian motion, 3) integrated Ornstein-Uhlenbeck process, 4) stationary process with powered correlation function, 5) stationary process with Matern correlation function, under multivariate normal and t response distributions. It also contains miscellaneous functions for diagnostic checks, boostrap standard error calculation, etc.
Asar O, Ritchie J, Kalra P, Diggle PJ (2015) Acute kidney injury amongst chronic kidney disease patients: a case-study in statistical modelling. To be submitted.
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