return (conditional) covariance matrix in `predict` function

Question

return (conditional) covariance matrix in `predict` function

Closed this issue a year ago · 4 comments

currently only the diagonal elements are returned, and to support simulate method, the full matrix is needed.

Answer 1 · 2023-06-29T08:27:22.000Z

while implementing this, a question comes to my mind: is the simulate method, giving simulations on $\theta$, or ($\theta$ and $\beta$)?

I think we should give the latter one, what do you think @danielinteractive ?

Answer 2 · 2023-06-29T08:52:47.000Z

idea: conduct the simulation based on the covariance in C++ directly, instead of returning the list of covariance matrix for each subject.

Answer 3 · 2023-06-29T09:17:58.000Z

Hm - it could be beneficial to do the simulation in R to preserve readability for R developers?

Answer 4 · 2023-06-29T14:21:00.000Z

while implementing this, a question comes to my mind: is the simulate method, giving simulations on θ, or (θ and β)?

I think we should give the latter one, what do you think @danielinteractive ?

good question - let's work on this in #308