posteriorobs {growthrate}

posterior mean and covariance at observation times

Description

Internal function. Finds the posterior mean and covariance at the observation times tobs, for every subject; see Section 2 of the referenced article for further details.

Usage

	posteriorobs(Sigma0inv, sigma, muprior, Xtilda, tobs, YI)

Arguments

Sigma0inv

Prior precision matrix at the observation times tobs.

sigma

Infinitessimal standard deviation of the tied-down Brownian motion in the prior.

muprior

Prior mean at the observation times tobs.

Xtilda

An n by N matrix with columns given by the values of y for the N subjects.

tobs

Row vector of n observation times (in increasing order, same for each subject).

YI

An N times (n-1) matrix with rows given by the values of y_i, i=1\ldots, n-1 for the N subjects.