HMMEsolver-package {HMMEsolver} | R Documentation |
HMMEsolver Package
Description
Consider the linear mixed model with normal random effects,
where and
are vectors of fixed and random effects.
One of most popular methods to solve the Henderson's Mixed Model Equation
related to the problem is EM-type algorithm. Its drawback, however, comes from
repetitive matrix inversion during recursive estimation steps. Kim (2017) proposed
a novel method of avoiding such difficulty, letting the estimation more fast, stable, and
scalable.
[Package HMMEsolver version 0.1.2 Index]