StempCens: Spatio-Temporal Estimation and Prediction for Censored/Missing Responses

It estimates the parameters of a censored or missing data in spatio-temporal models using the SAEM algorithm (Delyon et al., 1999 <doi:10.1214/aos/1018031103>). This algorithm is a stochastic approximation of the widely used EM algorithm and an important tool for models in which the E-step does not have an analytic form. Besides the expressions obtained to estimate the parameters to the proposed model, we include the calculations for the observed information matrix using the method developed by Louis (1982) <https://www.jstor.org/stable/2345828>. To examine the performance of the fitted model, case-deletion measure are provided.

Getting started

Package details

AuthorKatherine A. L. Valeriano, Victor H. Lachos and Larissa Avila Matos
MaintainerLarissa Avila Matos <[email protected]>
LicenseGPL (>= 2)
Version0.1.0
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("StempCens")

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StempCens documentation built on May 2, 2019, 5:40 a.m.