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 (<http://group.monolix.org/>).

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Description file content

Package
saemix
Type
Package
Title
Stochastic Approximation Expectation Maximization (SAEM) Algorithm
Version
2.2
Date
2018-10-05
Author
Emmanuelle Comets, Audrey Lavenu, Marc Lavielle (2017)
Maintainer
Emmanuelle Comets
Description
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 ().
License
GPL (>= 2)
LazyLoad
yes
LazyData
yes
Suggests
testthat (>= 0.3)
Imports
graphics, stats, methods
Collate
'aaa_generics.R' 'SaemixData.R' 'SaemixModel.R' 'SaemixRes.R' 'SaemixObject.R' 'compute_LL.R' 'func_FIM.R' 'func_aux.R' 'func_distcond.R' 'func_plots.R' 'func_simulations.R' 'main.R' 'main_estep.R' 'main_initialiseMainAlgo.R' 'main_mstep.R' 'zzz.R'
RoxygenNote
6.1.0
NeedsCompilation
no
Packaged
2018-10-10 13:09:15 UTC; eco
Repository
CRAN
Date/Publication
2018-10-10 16:00:03 UTC

install.packages('saemix')

2.2

9 days ago

Emmanuelle Comets

GPL (>= 2)

Imports

graphics, stats, methods

Suggests

testthat (>= 0.3)

Discussions