pecme: Penalized ECME Estimation for Censored Linear Mixed Models
Fits Gaussian linear mixed models with a random intercept
when the response is subject to left, right, and/or interval
censoring, using the Expectation/Conditional Maximization Either
(ECME) algorithm of Liu and Rubin (1994) in the spirit of the
fast censored-response mixed-model algorithm of Vaida and Liu
(2009). Simultaneous estimation and variable selection is
supported through coordinate-descent penalized maximization with
Lasso, Adaptive Lasso, SCAD, MCP, Elastic Net, and Ridge
penalties (no penalty is also supported). The random intercept is
integrated out by Gauss-Hermite quadrature at every iteration, and
the two ECME conditional-maximization steps respectively maximize
the expected penalized complete-data objective (for the
regression coefficients) and the actual observed-data marginal
likelihood (for the variance components), which is the defining
feature of ECME relative to plain ECM/EM. The package provides a
single-fit engine, a sequential/parallel penalty-parameter grid
search with information-criterion or cross-validated selection,
data-dependent or user-supplied lambda grids, and an
Expectation-Maximization based treatment of a completely missing
(at random) response, sharing the same truncated-normal machinery
used for censoring. References: Liu and Rubin (1994)
"The ECME algorithm: A simple extension of EM and ECM with
faster monotone convergence" <doi:10.1093/biomet/81.4.633>;
Vaida and Liu (2009) "Fast Implementation for Normal Mixed
Effects Models With Censored Response"
<doi:10.1198/jcgs.2009.07130>.
| Version: |
0.1.1 |
| Depends: |
R (≥ 4.1.0) |
| Imports: |
stats, graphics, parallel, lme4, withr |
| Suggests: |
testthat (≥ 3.0.0), waldo, mice |
| Published: |
2026-10-07 |
| DOI: |
10.32614/CRAN.package.pecme (may not be active yet) |
| Author: |
Ali Asghar Haeri-Mehrizi [aut, cre],
Arshia Haeri-Mehrizi [aut],
Adel Mohammadpour [rev] |
| Maintainer: |
Ali Asghar Haeri-Mehrizi <haeri.stat at gmail.com> |
| License: |
MIT + file LICENSE |
| NeedsCompilation: |
no |
| Materials: |
README, NEWS |
| CRAN checks: |
pecme results |
Documentation:
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