Population Stochastic Modelling (PSM): Model definition, description and examples

This package provides functions for estimation of linear and non-linear mixedeffects models using stochastic differential equations. Moreover it provides functions 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 handels multidimentional input, co-variates, missing observations and specification of dosage regimen. Some of the most essential parts of the implentation, namely the Kalman filter, is for linear models run using compiled code written in Fortran, which gives significant improvements in the parameter estimation times in R. However, otherwise this version is almost entirely created in R, and estimation times are thus in no way comparable to state-of-the-art software for similar types of models based on ordinary differential equations.