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/>).
| Version: |
2.3 |
| Imports: |
graphics, stats, methods |
| Suggests: |
testthat (≥ 0.3) |
| Published: |
2019-12-06 |
| Author: |
Emmanuelle Comets, Audrey Lavenu, Marc Lavielle (2017) <doi:10.18637/jss.v080.i03> |
| Maintainer: |
Emmanuelle Comets <emmanuelle.comets at inserm.fr> |
| License: |
GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| NeedsCompilation: |
no |
| Citation: |
saemix citation info |
| CRAN checks: |
saemix results |
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