MLModelSelection
Model Selection in Multivariate Longitudinal Data Analysis
An efficient Gibbs sampling algorithm is developed for Bayesian multivariate longitudinal data analysis with the focus on selection of important elements in the generalized autoregressive matrix. It provides posterior samples and estimates of parameters. In addition, estimates of several information criteria such as Akaike information criterion (AIC), Bayesian information criterion (BIC), deviance information criterion (DIC) and prediction accuracy such as the marginal predictive likelihood (MPL) and the mean squared prediction error (MSPE) are provided for model selection.
- Version1.0
- R version≥ 3.5.0
- LicenseGPL-2
- Needs compilation?Yes
- Last release03/20/2020
Team
Kuo-Jung Lee
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- Imports2 packages
- Suggests1 package
- Linking To3 packages