Linear Mixed Effects Models with Non-stationary Stochastic Processes

Description

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.

Details

Package: lmenssp
Type: Package
Version: 1.2
Date: 2016-07-23
License: GPL (>=2)

References

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