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cff-version: 1.2.0
message: 'To cite package "pecme" in publications use:'
type: software
license: MIT
title: 'pecme: Penalized ECME Estimation for Censored Linear Mixed Models'
version: 0.1.1
doi: 10.32614/CRAN.package.pecme
abstract: '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" <https://doi.org/10.1093/biomet/81.4.633>; Vaida and
  Liu (2009) "Fast Implementation for Normal Mixed Effects Models With Censored Response"
  <https://doi.org/10.1198/jcgs.2009.07130>.'
authors:
- family-names: Haeri-Mehrizi
  given-names: Ali Asghar
  email: haeri.stat@gmail.com
- family-names: Haeri-Mehrizi
  given-names: Arshia
  email: haeri.arshia@gmail.com
repository: https://haeristat.r-universe.dev
commit: 37c38857f11e4da27dfd1c05c48762e219bef329
date-released: '2026-10-07'
contact:
- family-names: Haeri-Mehrizi
  given-names: Ali Asghar
  email: haeri.stat@gmail.com