saemix: Stochastic Approximation Expectation Maximization (SAEM) Algorithm

The SAEMIX package implements the Stochastic Approximation EM algorithm for parameter estimation in (non)linear mixed effects models. The SAEM algorithm: - computes the maximum likelihood estimator of the population parameters, without any approximation of the model (linearisation, quadrature approximation,...), using the Stochastic Approximation Expectation Maximization (SAEM) algorithm, - provides standard errors for the maximum likelihood estimator - estimates the conditional modes, the conditional means and the conditional standard deviations of the individual parameters, using the Hastings-Metropolis algorithm. Several applications of SAEM in agronomy, animal breeding and PKPD analysis have been published by members of the Monolix group (<http://group.monolix.org/>).

Package details

AuthorEmmanuelle Comets, Audrey Lavenu, Marc Lavielle (2017) <doi:10.18637/jss.v080.i03>
MaintainerEmmanuelle Comets <[email protected]>
LicenseGPL (>= 2)
Version2.3
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("saemix")

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saemix documentation built on Dec. 7, 2019, 1:07 a.m.