Learn R Programming

growthrate (version 1.3)

Khatf: posterior covariance kernel

Description

Internal function. Finds the posterior covariance kernel on the fine grid tgrid (same for every subject); see Section 2 of the referenced article for further details.

Usage

Khatf(tgrid, tobs, sigma, Sigmahat)

Arguments

tgrid
The fine grid of d equispaced-time points (between the first and last observation times in tobs) at which the posterior means and covariances are computed.
tobs
Row vector of n observation times (in increasing order, same for each subject).
sigma
Infinitessimal standard deviation of the tied-down Brownian motion in the prior.
Sigmahat
Posterior covariance at the observation times tobs (same for every subject).