StempCens

Spatio-Temporal Estimation and Prediction for Censored/Missing Responses

It estimates the parameters of a censored or missing data in spatio-temporal models using the SAEM algorithm (Delyon et al., 1999 <doi:10.1214/aos/1018031103>). This algorithm is a stochastic approximation of the widely used EM algorithm and an important tool for models in which the E-step does not have an analytic form. Besides the expressions obtained to estimate the parameters to the proposed model, we include the calculations for the observed information matrix using the method developed by Louis (1982) <https://www.jstor.org/stable/2345828>. To examine the performance of the fitted model, case-deletion measure are provided.

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Description file content

Package
StempCens
Type
Package
Title
Spatio-Temporal Estimation and Prediction for Censored/Missing Responses
Version
0.1.0
Author
Katherine A. L. Valeriano, Victor H. Lachos and Larissa Avila Matos
Maintainer
Larissa Avila Matos
Description
It estimates the parameters of a censored or missing data in spatio-temporal models using the SAEM algorithm (Delyon et al., 1999 ). This algorithm is a stochastic approximation of the widely used EM algorithm and an important tool for models in which the E-step does not have an analytic form. Besides the expressions obtained to estimate the parameters to the proposed model, we include the calculations for the observed information matrix using the method developed by Louis (1982) . To examine the performance of the fitted model, case-deletion measure are provided.
License
GPL (>= 2)
RoxygenNote
6.1.1
Imports
ssym, optimx, Matrix, sp, spTimer, mvtnorm, tmvtnorm, MCMCglmm, ggplot2, grid, distances, gridExtra
Suggests
testthat
NeedsCompilation
no
Packaged
2019-02-04 13:51:30 UTC; larissam
Repository
CRAN
Date/Publication
2019-02-08 17:43:18 UTC

install.packages('StempCens')

0.1.0

13 days ago

Larissa Avila Matos

GPL (>= 2)

Imports

ssym, optimx, Matrix, sp, spTimer, mvtnorm, tmvtnorm, MCMCglmm, ggplot2, grid, distances, gridExtra

Suggests

testthat

Discussions