lmenssp-package: Linear Mixed Effects Models with Non-stationary Stochastic...

Description Details References


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.


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


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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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.

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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 29, 2017, 10:33 p.m.