PSM: 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 provided pipeline relies on the coupling of the FOCE algorithm and Kalman filtering as outlined by Klim et al (2009) <doi:10.1016/j.cmpb.2009.02.001> and has been validated against the proprietary software NONMEM (Tornøe et al, 2005, <doi:10.1007/s11095-005-5269-5>). Further functions are provided for finding smoothed estimates of model states and for simulation. 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.

Version: 0.8-11
Imports: deSolve, graphics, MASS, numDeriv, stats, ucminf
Suggests: datasets
Published: 2017-11-03
Author: Stig Bousgaard Mortensen, Søren Klim
Maintainer: Robert Miller <robert.miller at>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: yes
CRAN checks: PSM results


Reference manual: PSM.pdf
Vignettes: Population Stochastic Modelling: Model definition, description and examples
Package source: PSM_0.8-11.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
OS X binaries: r-release: PSM_0.8-11.tgz, r-oldrel: PSM_0.8-11.tgz
Old sources: PSM archive


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