# 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/).

- Author
- Emmanuelle Comets, Audrey Lavenu, Marc Lavielle.
- Date of publication
- 2014-02-25 17:11:12
- Maintainer
- Emmanuelle Comets <emmanuelle.comets@inserm.fr>
- License
- GPL (>= 2)
- Version
- 1.2

## Man pages

- coef-methods
- Methods for Function coef
- conddist.saemix
- Estimate conditional mean and variance of individual...
- cow.saemix
- Evolution of the weight of 560 cows, in SAEM format
- default.saemix.plots
- Wrapper functions to produce certain sets of default plots
- fim.saemix
- Computes the Fisher Information Matrix by linearisation
- initialize-methods
- Methods for Function initialize
- llgq.saemix
- Log-likelihood using Gaussian Quadrature
- llis.saemix
- Log-likelihood using Importance Sampling
- logLik-methods
- ~~ Methods for Function 'logLik' ~~
- map.saemix
- Estimates of the individual parameters (conditional mode)
- oxboys.saemix
- Heights of Boys in Oxford
- PD1.saemix
- Data simulated according to an Emax response model, in SAEM...
- plot-methods
- Methods for Function plot
- predict-methods
- Methods for Function predict
- print-methods
- Methods for Function print
- psi
- Functions to extract the individual estimates of the...
- psi-methods
- Methods for Functions psi, phi and eta
- saemix
- Stochastic Approximation Expectation Maximization (SAEM)...
- saemixControl
- List of options for running the algorithm SAEM
- saemixData
- Function to create a SaemixData object
- SaemixData-class
- Class "SaemixData"
- saemix-internal
- Internal saemix objects
- saemixModel
- Function to create a SaemixModel object
- SaemixModel-class
- Class "SaemixModel"
- SaemixObject-class
- Class "SaemixObject"
- saemix-package
- Stochastic Approximation Expectation Maximization (SAEM)...
- saemix.plot.data
- Functions implementing each type of plot in SAEM
- saemix.plots
- General plot function from SAEM
- saemix.plot.select
- Plots of the results obtained by SAEM
- saemix.plot.setoptions
- Function setting the default options for the plots in SAEM
- showall
- Prints out an extensive summary of an object
- showall-methods
- Methods for Function showall
- show-methods
- Methods for Function show
- simul.saemix
- Perform simulations under the model
- subset-methods
- Methods for subset
- summary-methods
- Methods for Function summary
- testnpde
- Tests for normalised prediction distribution errors
- theo.saemix
- Pharmacokinetics of theophylline, in SAEM format
- yield.saemix
- Wheat yield in crops treated with fertiliser, in SAEM format
- z[_--methods
- Methods for "set" Function [<-
- z[-methods
- Methods for "get" Function [