Native Gaussian, generalized, and nonlinear mixed-effects modeling with ordinary Wolfram expressions, structured random and residual effects, small-sample inference, progress reporting, and property-driven fitted-model objects.
Specify fixed bases as ordinary expressions; add one or more random structures; fit; inspect convergence and singularity separately; select population, conditional, or marginal prediction; then validate residual and covariance assumptions.
Long fits can expose ProgressReporting, EvaluationMonitor, and StepMonitor without starting parallel kernels. R and Python are optional external validation tools, never runtime dependencies.