repeated: nbkal – R documentation

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nbkal

Negative Binomial Models with Kalman Update

Description

nbkal fits a negative binomial regression with Kalman update over time. The variance is proportional to the mean function, whereas, for kalcount with exponential intensity, it is a quadratic function of the mean.

Usage

nbkal(response, times, mu, preg, pdepend, kalman = TRUE,
  print.level = 0, ndigit = 10, gradtol = 1e-05, steptol = 1e-05,
  fscale = 1, iterlim = 100, typsize = abs(p), stepmax = 10 *
  sqrt(p %*% p))

Arguments

`response`	A list of two column matrices with counts and corresponding times for each individual, one matrix or dataframe of counts, or an object of class, response (created by `restovec`) or repeated (created by `rmna` or `lvna`).
`times`	When response is a matrix, a vector of possibly unequally spaced times when they are the same for all individuals or a matrix of times. Not necessary if equally spaced. Ignored if response has class, response or repeated.
`mu`	The mean function.
`preg`	The initial parameter estimates for the mean function.
`pdepend`	The estimates for the dependence parameters, either one or three.
`kalman`	If TRUE, fits the kalman update model, otherwise, a standard negative binomial distribution.
`print.level`	Arguments for nlm.
`ndigit`	Arguments for nlm.
`gradtol`	Arguments for nlm.
`steptol`	Arguments for nlm.
`fscale`	Arguments for nlm.
`iterlim`	Arguments for nlm.
`typsize`	Arguments for nlm.
`stepmax`	Arguments for nlm.

Details

Marginal and individual profiles can be plotted using mprofile and iprofile and residuals with plot.residuals.

Value

A list of classes nbkal and recursive is returned.

Author(s)

P. Lambert and J.K. Lindsey

References

Lambert, P. (1996) Applied Statistics 45, 31-38.

Lambert, P. (1996) Biometrics 52, 50-55.

Examples

y <- matrix(rnbinom(20,5,0.5), ncol=5)
times <- matrix(rep(seq(10,50,by=10),4), ncol=5, byrow=TRUE)
y0 <- matrix(rep(rnbinom(5,5,0.5),4), ncol=5, byrow=TRUE)
mu <- function(p) p[1]*log(y0)+(times<30)*p[2]*
	(times-30)+(times>30)*p[3]*(times-30)
nbkal(y, preg=c(1.3,0.008,-0.05), times=times, pdep=1.2, mu=mu)

repeated

Non-Normal Repeated Measurements Models

v1.1.2

GPL-2

Authors

Bruce Swihart [cre, aut], Jim Lindsey [aut] (Jim created this package, Bruce is maintaining the CRAN version), T.R. Ten Have [ctb, cph] (Wrote Logit_bin_nest.f90 (in binnest.f).), Richard Cook [ctb, cph] (Wrote calcs.c, calcs.h, calcs1.c, calcs1.h, calcs2.c, calcs2.h, calcs3.c, calcs3.h, calcs4.c, calcs4.h; defs.h; gaps.c, gaps.h.), Iain MacDonald [ctb, cph] (Wrote chidden.f, cphidden.f, hidden.f.), Walter Zucchini [ctb, cph] (Wrote chidden.f, cphidden.f, hidden.f.), Burton Garbow [ctb, cph] (Wrote eigen.f.), Euginia Zharichenko [ctb, cph] (Wrote logitord.f.)

Initial release