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 (

Install the latest version of this package by entering the following in R:
AuthorEmmanuelle Comets, Audrey Lavenu, Marc Lavielle.
Date of publication2014-02-25 17:11:12
MaintainerEmmanuelle Comets <>
LicenseGPL (>= 2)

View on CRAN

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)... Functions implementing each type of plot in SAEM

saemix.plots: General plot function from SAEM 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 [


advanced.gof Man page
basic.gof Man page
coef,ANY-method Man page
coef-methods Man page
coef,SaemixObject Man page
coef,SaemixObject-method Man page Man page
compute.sres Man page
compute.Uy Man page
conddist.saemix Man page
conditional.distribution Man page
covariate.fits Man page
cow.saemix Man page
cutoff Man page
cutoff.eps Man page
cutoff.max Man page
cutoff.res Man page
default.saemix.plots Man page
derivphi Man page
dtransphi Man page
error Man page
eta Man page
eta-methods Man page
eta,SaemixObject-method Man page
fim.saemix Man page
.First.lib Man page
gammarnd.mlx Man page
gqg.mlx Man page
individual.fits Man page
initialize-methods Man page
initialize,SaemixData-method Man page
initialize,SaemixModel-method Man page
initialize,SaemixObject-method Man page
initialize,SaemixRepData-method Man page
initialize,SaemixRes-method Man page
initialize,SaemixSimData-method Man page
kurtosis Man page
llgq.saemix Man page
llis.saemix Man page
logLik-methods Man page
logLik,SaemixObject-method Man page
map.saemix Man page
[<--methods Man page
[-methods Man page
mydiag Man page
normcdf Man page
norminv Man page
oxboys.saemix Man page
PD1.saemix Man page
PD2.saemix Man page
phi Man page
phi-methods Man page
phi,SaemixObject-method Man page
plot Man page
plot,ANY-method Man page
plot-methods Man page
plotnpde Man page
plot.saemix Man page
plot,SaemixData Man page
plot,SaemixData-method Man page
plot,SaemixModel Man page
plot,SaemixModel-method Man page
plot,SaemixObject Man page
plot,SaemixObject-method Man page
plot,SaemixSimData-method Man page
predict,ANY-method Man page
predict-methods Man page
predict,SaemixObject Man page
predict,SaemixObject-method Man page
print,ANY-method Man page
print-methods Man page
print.saemix Man page
print,SaemixData Man page
print,SaemixData-method Man page
print,SaemixModel Man page
print,SaemixModel-method Man page
print,SaemixObject Man page
print,SaemixObject-method Man page
print,SaemixRes Man page
print,SaemixRes-method Man page
psi Man page
psi-methods Man page
psi,SaemixObject-method Man page
read.saemixData Man page
read.saemixData,SaemixData-method Man page Man page
replace.plot.options Man page
saemix Man page
saemixControl Man page
saemixData Man page
SaemixData Man page
SaemixData-class Man page
[<-,SaemixData-method Man page
[,SaemixData-method Man page Man page
saemixModel Man page
SaemixModel Man page
SaemixModel-class Man page
[<-,SaemixModel-method Man page
[,SaemixModel-method Man page
SaemixObject Man page
SaemixObject-class Man page
[<-,SaemixObject-method Man page
[,SaemixObject-method Man page
saemix-package Man page
saemix.plot.convergence Man page
saemix.plot.correlations Man page Man page
saemix.plot.distpsi Man page
saemix.plot.distribresiduals Man page
saemix.plot.fits Man page
saemix.plot.llis Man page
saemix.plot.npde Man page
saemix.plot.obsvspred Man page
saemix.plot.parcov Man page
saemix.plot.parcov.aux Man page
saemix.plot.randeff Man page
saemix.plot.randeffcov Man page
saemix.plot.scatterresiduals Man page Man page
saemix.plot.setoptions Man page
saemix.plot.vpc Man page
SaemixRepData Man page
SaemixRepData-class Man page
[<-,SaemixRepData-method Man page
[,SaemixRepData-method Man page
SaemixRes Man page
SaemixRes-class Man page
[<-,SaemixRes-method Man page
[,SaemixRes-method Man page
SaemixSimData Man page
SaemixSimData-class Man page
[<-,SaemixSimData-method Man page
[,SaemixSimData-method Man page
showall Man page
showall-methods Man page
showall,SaemixData Man page
showall,SaemixData-method Man page
showall,SaemixModel Man page
showall,SaemixModel-method Man page
showall,SaemixObject Man page
showall,SaemixObject-method Man page
showall,SaemixRes Man page
showall,SaemixRes-method Man page
show-methods Man page
show,SaemixData Man page
show,SaemixData-method Man page
show,SaemixModel Man page
show,SaemixModel-method Man page
show,SaemixObject Man page
show,SaemixObject-method Man page
show,SaemixRepData-method Man page
show,SaemixRes Man page
show,SaemixRes-method Man page
show,SaemixSimData-method Man page
simul.saemix Man page
skewness Man page
subset,ANY-method Man page
subset-methods Man page
subset.SaemixData Man page
subset,SaemixData-method Man page
summary,ANY-method Man page
summary-methods Man page
summary,SaemixData Man page
summary,SaemixData-method Man page
summary,SaemixModel Man page
summary,SaemixModel-method Man page
summary,SaemixObject Man page
summary,SaemixObject-method Man page
testnpde Man page
theo.saemix Man page
tpdf.mlx Man page
transphi Man page
transpsi Man page
trnd.mlx Man page
yield.saemix Man page

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