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Dear Page participant,
I am please to let you know that the SAEM algorithm presented by Marc
Lavielle at PAGE 2004 and 2003 is now available freely as a Matlab
function (see mail below) from MONOLIX web site.
I apologize if you receive several copies of this mail.
Sincerely
Pr France Mentre
--
*MONOLIX (MOdeles NOn LIneaires a effets miXtes) is a free Matlab
software dedicated to the analysis of non linear mixed effects models.
It can be downloaded at
http://www.math.u-psud.fr/~lavielle/monolix/logiciels.html
The objective of this software is to perform
1) Parameter estimation,
- computing the maximum likelihood estimator of the parameters,
without any approximation of the model
- computing standard errors for the maximum likelihood estimator,
2) Model selection,
- comparing several models using some information criteria (AIC, BIC),
- testing hypotheses using the Likelihood Ratio Test.
- testing parameters using the Wald Test.
3) Goodness of fit plots,
4) Data simulation,
Several algorithms are used: stochastic approximation of EM, Importance
Sampling, MCMC ...
Some examples are proposed (PK/PD, yield response ...)
This software was developed by Marc Lavielle. It is based on joint works
with the members of the MONOLIX Group. This group is animated by France
Mentre (INSERM and University Paris 7) and Marc Lavielle (University
Rene Descartes and University Paris-Sud).
--
Marc Lavielle
Universite Paris-Sud, Bat 425,
Equipe de Probabilites, Statistique et Modelisation
91405 Orsay Cedex
Tel: (33) 1 69 15 57 43
Fax: (33) 1 69 15 72 34
Marc.Lavielle.-a-.math.u-psud.fr
http://www.math.u-psud.fr/~lavielle
--
Pr France Mentre
INSERM U738 (ex E0357)
Dpt d'Epidemiologie, Biostatistique et Recherche Clinique
CHU Bichat-Claude Bernard
46 rue Henri Huchard
75018 Paris -France
tel 33 (0)1 40 25 62 53
sec 33 (0)1 40 25 62 51
fax 33 (0)1 40 25 67 73
france.mentre.at.bch.aphp.fr
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Copyright 1995-2010 David W. A. Bourne (david@boomer.org)