saemix
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/).
Keywords for this software
References in zbMATH (referenced in 2 articles , 1 standard article )
Showing results 1 to 2 of 2.
Sorted by year (- Emmanuelle Comets; Audrey Lavenu; Marc Lavielle: Parameter Estimation in Nonlinear Mixed Effect Models Using saemix, an R Implementation of the SAEM Algorithm (2017) not zbMATH
- Delattre, Maud; Lavielle, Marc; Poursat, Marie-Anne: A note on BIC in mixed-effects models (2014)