jmcm: An R Package for Joint Mean-Covariance Modeling of Longitudinal Data

jmcm: An R Package for Joint Mean-Covariance Modeling of Longitudinal Data

Longitudinal studies commonly arise in various fields such as psychology, social science, economics and medical research, etc. It is of great importance to understand the dynamics in the mean function, covariance and/or correlation matrices of repeated measurements. However, high-dimensionality (HD)...

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Bibliographic Details
Main Authors:	Jianxin Pan, Yi Pan
Format:	Article
Language:	English
Published:	Foundation for Open Access Statistics 2017-12-01
Series:	Journal of Statistical Software
Subjects:	Cholesky decomposition covariance matrix estimator longitudinal data joint mean-covariance models
Online Access:	https://www.jstatsoft.org/index.php/jss/article/view/2542

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