saemix: Stochastic Approximation Expectation Maximization (SAEM) algorithm

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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

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)...
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 [

Files in this package

saemix
saemix/inst
saemix/inst/CITATION
saemix/inst/doc
saemix/inst/doc/saemix.pdf
saemix/inst/doc/userguide_saemix.pdf
saemix/NAMESPACE
saemix/data
saemix/data/PD2.saemix.tab.gz
saemix/data/yield.saemix.tab.gz
saemix/data/cow.saemix.tab.gz
saemix/data/theo.saemix.tab.gz
saemix/data/oxboys.saemix.tab.gz
saemix/data/PD1.saemix.tab.gz
saemix/R
saemix/R/SaemixData.R
saemix/R/SaemixModel.R
saemix/R/SaemixObject.R
saemix/R/SaemixRes.R
saemix/R/global.R
saemix/R/zzz.R
saemix/R/main.R
saemix/MD5
saemix/DESCRIPTION
saemix/man
saemix/man/summary-methods.Rd
saemix/man/SaemixObject-class.Rd
saemix/man/SaemixModel-class.Rd
saemix/man/conddist.saemix.Rd
saemix/man/SaemixData-class.Rd
saemix/man/plot-methods.Rd
saemix/man/saemix.plots.Rd
saemix/man/saemix.Rd
saemix/man/simul.saemix.Rd
saemix/man/z[-methods.Rd
saemix/man/showall.Rd
saemix/man/showall-methods.Rd
saemix/man/saemix-internal.Rd
saemix/man/yield.saemix.Rd
saemix/man/z[_--methods.Rd
saemix/man/fim.saemix.Rd
saemix/man/saemixModel.Rd
saemix/man/initialize-methods.Rd
saemix/man/map.saemix.Rd
saemix/man/testnpde.Rd
saemix/man/subset-methods.Rd
saemix/man/saemixData.Rd
saemix/man/coef-methods.Rd
saemix/man/theo.saemix.Rd
saemix/man/saemix.plot.data.Rd
saemix/man/PD1.saemix.Rd
saemix/man/print-methods.Rd
saemix/man/saemixControl.Rd
saemix/man/llgq.saemix.Rd
saemix/man/psi.Rd
saemix/man/oxboys.saemix.Rd
saemix/man/saemix.plot.select.Rd
saemix/man/llis.saemix.Rd
saemix/man/psi-methods.Rd
saemix/man/predict-methods.Rd
saemix/man/logLik-methods.Rd
saemix/man/saemix.plot.setoptions.Rd
saemix/man/saemix-package.Rd
saemix/man/default.saemix.plots.Rd
saemix/man/cow.saemix.Rd
saemix/man/show-methods.Rd