antedep - Antedependence Models for Longitudinal Data
Fitting, simulation, and inference for antedependence
models for longitudinal data, as described in Zimmerman and
Nunez-Anton (2009, ISBN:9781420011074). Supports integer-valued
antedependence (INAD) models for count data with thinning
operators (binomial, Poisson, negative binomial) and flexible
innovation distributions (Poisson, Bell, negative binomial),
categorical antedependence models for discrete-state
longitudinal outcomes, and Gaussian antedependence (AD) models
for continuous data. Implements maximum likelihood estimation
via time-separable optimization and block coordinate descent,
with confidence intervals based on Louis' identity and profile
likelihood.