Linear Mixed-Effects Models using 'Eigen' and S4

Fit linear and generalized linear mixed-effects models. The models and their components are represented using S4 classes and methods. The core computational algorithms are implemented using the 'Eigen' C++ library for numerical linear algebra and 'RcppEigen' "glue".

MCMC Generalised Linear Mixed Models

Fits Multivariate Generalised Linear Mixed Models (and related models) using Markov chain Monte Carlo techniques (Hadfield 2010 J. Stat. Soft.).

Parametric Bootstrap, Kenward-Roger and Satterthwaite Based Methods for Test in Mixed Models

Computes p-values based on (a) Satterthwaite or Kenward-Rogers degree of freedom methods and (b) parametric bootstrap for mixed effects models as implemented in the 'lme4' package. Implements parametric bootstrap test for generalized linear mixed models as implemented in 'lme4' and generalized linear models. The package is documented in the paper by Halekoh and Højsgaard, (2012, ). Please see 'citation("pbkrtest")' for citation details.

Generalized Additive Mixed Models using 'mgcv' and 'lme4'

Estimate generalized additive mixed models via a version of function gamm() from 'mgcv', using 'lme4' for estimation.

Mixed GAM Computation Vehicle with Automatic Smoothness Estimation

Generalized additive (mixed) models, some of their extensions and other generalized ridge regression with multiple smoothing parameter estimation by (Restricted) Marginal Likelihood, Generalized Cross Validation and similar, or using iterated nested Laplace approximation for fully Bayesian inference. See Wood (2017) for an overview. Includes a gam() function, a wide variety of smoothers, 'JAGS' support and distributions beyond the exponential family.

Linear Mixed Models

It implements Expectation/Conditional Maximization Either (ECME) and rapidly converging algorithms as well as Bayesian inference for linear mixed models, which is described in Schafer, J.L. (1998) "Some improved procedures for linear mixed models". Dept. of Statistics, The Pennsylvania State University.

Mixed Effects Cox Models

Fit Cox proportional hazards models containing both fixed and random effects. The random effects can have a general form, of which familial interactions (a "kinship" matrix) is a particular special case. Note that the simplest case of a mixed effects Cox model, i.e. a single random per-group intercept, is also called a "frailty" model. The approach is based on Ripatti and Palmgren, Biometrics 2002.

Parallel Linear Mixed Model

Embarrassingly Parallel Linear Mixed Model calculations spread across local cores which repeat until convergence.

Some Algorithms for Mixed Models

This program can be used to fit Gaussian linear mixed models (LMM). Univariate and multivariate response models, multiple variance components, as well as, certain correlation and covariance structures are supported. In many occasions, the user can pick one of the several mixed model fitting algorithms, which are explained further in the details section. Some algorithms are specific to certain types of models (univariate or multivariate, diagonal or non-diagonal residual, one or multiple variance components, etc,...).

Linear Mixed Model Solver

An efficient and flexible system to solve sparse mixed model equations. Important applications are the use of splines to model spatial or temporal trends as described in Boer (2023). ().