SaemixRes-class: Class "SaemixRes"
In belhal/saemix: Stochastic Approximation Expectation Maximization (SAEM) Algorithm
Description
Slots
Objects from the Class
Methods
Author(s)
References
See Also
Examples
Description
An object of the SaemixRes class, representing the results of a fit through the SAEM algorithm.
Slots
name.fixeda vector containing the names of the fixed parameters in the model
name.randoma vector containing the names of the random parameters in the model
name.sigmaa vector containing the names of the parameters of the residual error model
npar.estthe number of parameters estimated (fixed, random and residual)
fixed.effectsa vector giving the estimated h(mu) and betas
fixed.psia vector giving the estimated h(mu)
betasa vector giving the estimated mu
betaCa vector with the estimates of the fixed effects for covariates
omegathe estimated variance-covariance matrix
resparthe estimated parameters of the residual error model
fimthe Fisher information matrix
se.fixeda vector giving the estimated standard errors of estimation for the fixed effect parameters
se.omegaa vector giving the estimated standard errors of estimation for Omega
se.cova matrix giving the estimated SE for each term of the covariance matrix (diagonal elements represent the SE on the variances of the random effects and off-diagonal elements represent the SE on the covariance terms)
se.respara vector giving the estimated standard errors of estimation for the parameters of the residual variability
parpopa matrix tracking the estimates of the population parameters at each iteration
allpara matrix tracking the estimates of all the parameters (including covariate effects) at each iteration
indx.fixthe index of the fixed parameters (used in the estimation algorithm)
indx.covthe index of the covariance parameters (used in the estimation algorithm)
indx.omegathe index of the random effect parameters (used in the estimation algorithm)
indx.resthe index of the residual error model parameters (used in the estimation algorithm)
MCOVa matrix of covariates (used in the estimation algorithm)
cond.mean.phia matrix giving the conditional mean estimates of phi (estimated as the mean of the conditional distribution)
cond.mean.psia matrix giving the conditional mean estimates of psi (h(cond.mean.phi))
cond.var.phia matrix giving the variance on the conditional mean estimates of phi (estimated as the variance of the conditional distribution)
cond.mean.etaa matrix giving the conditional mean estimates of the random effect eta
cond.shrinkagea vector giving the shrinkage on the conditional mean estimates of eta
mean.phia matrix giving the population estimate (Ci*mu) including covariate effects
map.psia matrix giving the MAP estimates of individual parameters
map.phia matrix giving the MAP estimates of individual phi
map.etaa matrix giving the individual estimates of the random effects corresponding to the MAP estimates
map.shrinkagea vector giving the shrinkage on the MAP estimates of eta
phiphi
psi.sampa three-dimensional array with samples of psi from the conditional distribution
phi.sampa three-dimensional array with samples of phi from the conditional distribution
phi.samp.vara three-dimensional array with the variance of phi
ll.linlog-likelihood computed by lineariation
aic.linAkaike Information Criterion computed by linearisation
bic.linBayesian Information Criterion computed by linearisation
ll.islog-likelihood computed by Importance Sampling
aic.isAkaike Information Criterion computed by Importance Sampling
bic.isBayesian Information Criterion computed by Importance Sampling
LLa vector giving the conditional log-likelihood at each iteration of the algorithm
ll.gqlog-likelihood computed by Gaussian Quadrature
aic.gqAkaike Information Criterion computed by Gaussian Quadrature
bic.gqBayesian Information Criterion computed by Gaussian Quadrature
predictionsa data frame containing all the predictions and residuals in a table format
ypreda vector giving the mean population predictions
ppreda vector giving the population predictions obtained with the MAP estimates
ipreda vector giving the individual predictions obtained with the MAP estimates
icpreda vector giving the individual predictions obtained with the conditional estimates
iresa vector giving the individual residuals obtained with the MAP estimates
iwresa vector giving the individual weighted residuals obtained with the MAP estimates
icwresa vector giving the individual weighted residuals obtained with the conditional estimates
wresa vector giving the population weighted residuals
npdea vector giving the normalised prediction distribution errors
pda vector giving the prediction discrepancies
Objects from the Class
An object of the SaemixData class can be created by using the function saemixData and contain the following slots:
Methods
- [<-
signature(x = "SaemixRes"): replace elements of object
- [
signature(x = "SaemixRes"): access elements of object
- initialize
signature(.Object = "SaemixRes"): internal function to initialise object, not to be used
- print
signature(x = "SaemixRes"): prints details about the object (more extensive than show)
- read
signature(object = "SaemixRes"): internal function, not to be used
- showall
signature(object = "SaemixRes"): shows all the elements in the object
- show
signature(object = "SaemixRes"): prints details about the object
- summary
signature(object = "SaemixRes"): summary of the results. Returns a list with a number of elements extracted from the results ().
Author(s)
Emmanuelle Comets emmanuelle.comets@inserm.fr
Audrey Lavenu
Marc Lavielle.
References
Comets E, Lavenu A, Lavielle M. Parameter estimation in nonlinear mixed effect models using saemix, an R implementation of the SAEM algorithm. Journal of Statistical Software 80, 3 (2017), 1-41.
Kuhn E, Lavielle M. Maximum likelihood estimation in nonlinear mixed effects models. Computational Statistics and Data Analysis 49, 4 (2005), 1020-1038.
Comets E, Lavenu A, Lavielle M. SAEMIX, an R version of the SAEM algorithm. 20th meeting of the Population Approach Group in Europe, Athens, Greece (2011), Abstr 2173.
See Also
saemixData SaemixModel saemixControl saemix
Examples
1
2
3
belhal/saemix documentation built on Sept. 10, 2019, 8:07 a.m.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
Description Slots Objects from the Class Methods Author(s) References See Also Examples
Description
An object of the SaemixRes class, representing the results of a fit through the SAEM algorithm.
Slots
name.fixeda vector containing the names of the fixed parameters in the model
name.randoma vector containing the names of the random parameters in the model
name.sigmaa vector containing the names of the parameters of the residual error model
npar.estthe number of parameters estimated (fixed, random and residual)
fixed.effectsa vector giving the estimated h(mu) and betas
fixed.psia vector giving the estimated h(mu)
betasa vector giving the estimated mu
betaCa vector with the estimates of the fixed effects for covariates
omegathe estimated variance-covariance matrix
resparthe estimated parameters of the residual error model
fimthe Fisher information matrix
se.fixeda vector giving the estimated standard errors of estimation for the fixed effect parameters
se.omegaa vector giving the estimated standard errors of estimation for Omega
se.cova matrix giving the estimated SE for each term of the covariance matrix (diagonal elements represent the SE on the variances of the random effects and off-diagonal elements represent the SE on the covariance terms)
se.respara vector giving the estimated standard errors of estimation for the parameters of the residual variability
parpopa matrix tracking the estimates of the population parameters at each iteration
allpara matrix tracking the estimates of all the parameters (including covariate effects) at each iteration
indx.fixthe index of the fixed parameters (used in the estimation algorithm)
indx.covthe index of the covariance parameters (used in the estimation algorithm)
indx.omegathe index of the random effect parameters (used in the estimation algorithm)
indx.resthe index of the residual error model parameters (used in the estimation algorithm)
MCOVa matrix of covariates (used in the estimation algorithm)
cond.mean.phia matrix giving the conditional mean estimates of phi (estimated as the mean of the conditional distribution)
cond.mean.psia matrix giving the conditional mean estimates of psi (h(cond.mean.phi))
cond.var.phia matrix giving the variance on the conditional mean estimates of phi (estimated as the variance of the conditional distribution)
cond.mean.etaa matrix giving the conditional mean estimates of the random effect eta
cond.shrinkagea vector giving the shrinkage on the conditional mean estimates of eta
mean.phia matrix giving the population estimate (Ci*mu) including covariate effects
map.psia matrix giving the MAP estimates of individual parameters
map.phia matrix giving the MAP estimates of individual phi
map.etaa matrix giving the individual estimates of the random effects corresponding to the MAP estimates
map.shrinkagea vector giving the shrinkage on the MAP estimates of eta
phiphi
psi.sampa three-dimensional array with samples of psi from the conditional distribution
phi.sampa three-dimensional array with samples of phi from the conditional distribution
phi.samp.vara three-dimensional array with the variance of phi
ll.linlog-likelihood computed by lineariation
aic.linAkaike Information Criterion computed by linearisation
bic.linBayesian Information Criterion computed by linearisation
ll.islog-likelihood computed by Importance Sampling
aic.isAkaike Information Criterion computed by Importance Sampling
bic.isBayesian Information Criterion computed by Importance Sampling
LLa vector giving the conditional log-likelihood at each iteration of the algorithm
ll.gqlog-likelihood computed by Gaussian Quadrature
aic.gqAkaike Information Criterion computed by Gaussian Quadrature
bic.gqBayesian Information Criterion computed by Gaussian Quadrature
predictionsa data frame containing all the predictions and residuals in a table format
ypreda vector giving the mean population predictions
ppreda vector giving the population predictions obtained with the MAP estimates
ipreda vector giving the individual predictions obtained with the MAP estimates
icpreda vector giving the individual predictions obtained with the conditional estimates
iresa vector giving the individual residuals obtained with the MAP estimates
iwresa vector giving the individual weighted residuals obtained with the MAP estimates
icwresa vector giving the individual weighted residuals obtained with the conditional estimates
wresa vector giving the population weighted residuals
npdea vector giving the normalised prediction distribution errors
pda vector giving the prediction discrepancies
Objects from the Class
An object of the SaemixData class can be created by using the function saemixData and contain the following slots:
Methods
- [<-
signature(x = "SaemixRes"): replace elements of object- [
signature(x = "SaemixRes"): access elements of object- initialize
signature(.Object = "SaemixRes"): internal function to initialise object, not to be usedsignature(x = "SaemixRes"): prints details about the object (more extensive than show)- read
signature(object = "SaemixRes"): internal function, not to be used- showall
signature(object = "SaemixRes"): shows all the elements in the object- show
signature(object = "SaemixRes"): prints details about the object- summary
signature(object = "SaemixRes"): summary of the results. Returns a list with a number of elements extracted from the results ().
Author(s)
Emmanuelle Comets emmanuelle.comets@inserm.fr
Audrey Lavenu
Marc Lavielle.
References
Comets E, Lavenu A, Lavielle M. Parameter estimation in nonlinear mixed effect models using saemix, an R implementation of the SAEM algorithm. Journal of Statistical Software 80, 3 (2017), 1-41.
Kuhn E, Lavielle M. Maximum likelihood estimation in nonlinear mixed effects models. Computational Statistics and Data Analysis 49, 4 (2005), 1020-1038.
Comets E, Lavenu A, Lavielle M. SAEMIX, an R version of the SAEM algorithm. 20th meeting of the Population Approach Group in Europe, Athens, Greece (2011), Abstr 2173.
See Also
saemixData SaemixModel saemixControl saemix
Examples
1 2 3 |
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
Embedding an R snippet on your website
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.