3 packages on CRAN
It estimates the parameters of a censored or missing data in spatio-temporal models using the SAEM algorithm (Delyon et al., 1999 <doi:10.1214/aos/1018031103>). This algorithm is a stochastic approximation of the widely used EM algorithm and an important tool for models in which the E-step does not have an analytic form. Besides the expressions obtained to estimate the parameters to the proposed model, we include the calculations for the observed information matrix using the method developed by Louis (1982) <https://www.jstor.org/stable/2345828>. To examine the performance of the fitted model, case-deletion measure are provided.
Fit a linear mixed effects model for censored data with Student-t or normal distributions. The errors are assumed independent and identically distributed.
It estimates the parameters of a partially linear regression censored model via maximum penalized likelihood through of ECME algorithm. The model belong to the semiparametric class, that including a parametric and nonparametric component. The error term considered belongs to the scale-mixture of normal (SMN) distribution, that includes well-known heavy tails distributions as the Student-t distribution, among others. To examine the performance of the fitted model, case-deletion and local influence techniques are provided to show its robust aspect against outlying and influential observations. This work is based in Ferreira, C. S., & Paula, G. A. (2017) <doi:10.1080/02664763.2016.1267124> but considering the SMN family.