saemix: Stochastic Approximation Expectation Maximization (SAEM) algorithm
Version 1.2

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.
Date of publication2014-02-25 17:11:12
MaintainerEmmanuelle Comets <emmanuelle.comets@inserm.fr>
LicenseGPL (>= 2)
Version1.2
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 May 29, 2017, 10:42 a.m.