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.


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1.0 by Kuo-Jung Lee, 7 months ago

Browse source code at

Authors: Kuo-Jung Lee

Documentation:   PDF Manual  

GPL-2 license

Imports Rcpp, MASS

Suggests testthat

Linking to Rcpp, RcppArmadillo, RcppDist

See at CRAN