lmenssp-package: Linear Mixed Effects Models with Non-stationary Stochastic...
In lmenssp: Linear Mixed Effects Models with Non-Stationary Stochastic Processes
Description
Details
References
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
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.
Diggle PJ (1988) An approach to the analysis of repeated measurements. Biometrics, 44, 959-971.
Diggle PJ, Heagerty PJ, Liang K-Y, Zeger SL. (2002) Analysis of Longitudinal Data, 2nd edition.
Oxford University Press: Oxford.
Diggle PJ, Ribeiro PJ Jr. (2007) Model-based Geostatistics. Springer-Verlag: New York.
Diggle PJ, Sousa I, Asar O (2015) Real time monitoring of progression towards renal failure in primary care patients.
Biostatistics, 16(3), 522-536.
Laird NM, Ware JH (1982) Random-effects models for longitudinal data. Biometrics, 38, 134-147.
Matern B. (1960) Spatial Variation. Statens Skogsforsningsinstitut, Stockholm.
Pinheiro JC, Liu C, Wu YN. (2001) Efficient algorithms for robust estimation in linear mixed-effects
models using the multivariate t distribution. Journal of Computational and Graphical Statistics 10, 249-276.
Ross SM (1996) Stochastic processes. John Wiley & Sons, New Jersey.
Taylor JMG, Cumberland WG, Sy JP (1994) A Stochastic Model for Analysis of Longitudinal AIDS Data.
Journal of the American Statistical Association, 89, 727-736.
lmenssp documentation built on May 2, 2019, 8:32 a.m.
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Description Details References
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
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.
Diggle PJ (1988) An approach to the analysis of repeated measurements. Biometrics, 44, 959-971.
Diggle PJ, Heagerty PJ, Liang K-Y, Zeger SL. (2002) Analysis of Longitudinal Data, 2nd edition. Oxford University Press: Oxford.
Diggle PJ, Ribeiro PJ Jr. (2007) Model-based Geostatistics. Springer-Verlag: New York.
Diggle PJ, Sousa I, Asar O (2015) Real time monitoring of progression towards renal failure in primary care patients. Biostatistics, 16(3), 522-536.
Laird NM, Ware JH (1982) Random-effects models for longitudinal data. Biometrics, 38, 134-147.
Matern B. (1960) Spatial Variation. Statens Skogsforsningsinstitut, Stockholm.
Pinheiro JC, Liu C, Wu YN. (2001) Efficient algorithms for robust estimation in linear mixed-effects models using the multivariate t distribution. Journal of Computational and Graphical Statistics 10, 249-276.
Ross SM (1996) Stochastic processes. John Wiley & Sons, New Jersey.
Taylor JMG, Cumberland WG, Sy JP (1994) A Stochastic Model for Analysis of Longitudinal AIDS Data. Journal of the American Statistical Association, 89, 727-736.
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