Metida.jl is a Julia package for fitting mixed-effects models with flexible covariance structure.
Implemented covariance structures:
- Scaled Identity (SI)
- Diagonal (DIAG)
- Autoregressive (AR)
- Heterogeneous Autoregressive (ARH)
- Compound Symmetry (CS)
- Heterogeneous Compound Symmetry (CSH)
- Autoregressive Moving Average (ARMA)
All structures can be applied to the random (G) or repeated ® part of the variance-covariance matrix (V). Where:
V = ZGZ' + R
Documentation available here.
- FullDummyCoding fix
- FunctionTerm fix