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Fitting Penalized Heterogeneous Mixture Model (PHMM)

The programs in this repository will fit penalized heterogeneous mixture models. The details of the statistical methods can be seen in McLain et al. (2019). These programs estimate confidence and prediction intervals using an asymptotic estimate of the covariance matrix.

Open the files "Sample_Script.R" or "Sample_Script_Pcov.R" for demonstrations of how to use the programs.

References:

McLain A.C., E.A. Frongillo, E. Borghi, and J. Feng (2019). Prediction intervals for heterogeneous penalized longitudinal models with multi-source summary measures: an application to estimating child malnutrition rates. Statistics in Medicine 38:1 1002–1012.

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