StempCens

Authors Larissa A. Matos, Katherine A. L. Valeriano

Last update 11 June 2025

Copyright license GNU General Public License, version 2.0, GNU General Public License, version 3.0

Software version identifier 1.1.0, PACKAGES.rds, 0.1.0, 1.2.0

Description

It estimates the parameters of spatio-temporal models with censored or missing data using the SAEM algorithm (Delyon et al., 1999). This algorithm is a stochastic approximation of the widely used EM algorithm and is particularly valuable for models in which the E-step lacks a closed-form expression. It also provides a function to compute the observed information matrix using the method developed by Louis (1982). To assess the performance of the fitted model, case-deletion diagnostics are provided.

Cited in

(1)

RcppCensSpatial

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