Non-Linear Mixed-Effects Modelling using Stochastic Differential Equations

Functions for fitting linear and non-linear mixed-effects models using stochastic differential equations (SDEs). The package allows for any multivariate non-linear time-variant model to be specified, and it also handles multidimensional input, covariates, missing observations, and specification of dosage regimen. The provided pipeline relies on the coupling of the FOCE algorithm and Kalman filtering as outlined by Klim et al (2009, ) and has been validated against the proprietary software 'NONMEM' (Tornoe et al, 2005, ). Further functions are provided for finding smoothed estimates of model states and for simulation.


Reference manual

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0.8-12 by Robert Miller, 9 months ago

Browse source code at

Authors: Stig Bousgaard Mortensen , Soeren Klim , Robert Miller

Documentation:   PDF Manual  

Task views: Missing Data

GPL (>= 2) license

Imports deSolve, graphics, MASS, numDeriv, stats, ucminf

Suggests datasets

See at CRAN