supplementary code for Dantong Wang et al. * Dirac mixture distributions for the approximation of mixed effects models

SPToolbox allows for different Dirac mixture distribution methods to approximate Gaussian distributions. By propagate the approximated Dirac points through linear or nonlinear functions, mean and covariance matrix of the responses can be computed.

Related Organizations

Helmholtz Zentrum München
Germany

Keywords

Mixed effects model, Sigma point methods, Dirac mixture distribution

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