Simulation with uncertainty + estimation

From: Matts Kågedal Date: April 08, 2010 technical Source: mail-archive.com
Hi all, A model for simulation with uncertainty was previously posted by Mats Karlsson in this forum. After a few bug fixes (with help from Mats) it now actually works. See below: Matts Kågedal AstraZeneca $PROB $DATA data1.csv IGNORE=@ $INPUT ID DV TIME XVCL XVV AMT ;data1= ; 1 0 0 0 0 100 ; 1 0 1 0 0 0 ; 1 0 21 0 0 0 ; 2 0 0 0 0 100 ; etc $SIM (20090726 NEW) SUBPROBLEMS=30 ; $THETA ; estimates of THETA and OMEGA from previous run (0,1) ; POP_CL theta1 (0,10) ; POP_V theta2 $OMEGA 0.01 ; PPV_CL eta1 0.01 ; PPV_V eta2 ;variance-covariance matrix of the THETA estimates from previous run $OMEGA BLOCK(2) 0.02 ; UNC_POP_CL eta3 0.0001 0.2 FIX; UNC_POP_V eta 4 $SIGMA .001 $SUB ADVAN1 $PK CL=THETA(1)*EXP(ETA(1)) ; V=THETA(2)*EXP(ETA(2)) ; ;S1=V TCLE=THETA(1); estimated typical value TVE=THETA(2); estimated typical value IF (ICALL.EQ.4.AND.NEWIND.EQ.0) THEN ; do this just once per subproblem DO WHILE (ETA(3).LT.-.99.OR.ETA(4).LT.-9.9) CALL SIMETA(ETA) ;resample if "bad" values END DO TVCL=THETA(1)+ETA(3) TVV =THETA(2)+ETA(4) WRITE (53,*) TVCL, TVV ; Output simulated THETAs to file ENDIF IF (ICALL.EQ.4) THEN ; do this for all simulated values CL=TVCL*EXP(ETA(1)) ; with uncertainty for CL V =TVV*EXP(ETA(2)) ; with uncertainty for V ENDIF S1=V K=CL/V $ERROR Y =F*EXP(EPS(1)) $INFN IF (NEWIND.EQ.0) THEN WRITE (52,*) THETA ; Output estimated THETAs to file ENDIF $EST MAX=9999 METH=1 INTER -------------------------------------------------------------------------- Confidentiality Notice: This message is private and may contain confidential and proprietary information. If you have received this message in error, please notify us and remove it from your system and note that you must not copy, distribute or take any action in reliance on it. Any unauthorized use or disclosure of the contents of this message is not permitted and may be unlawful.
Apr 08, 2010 Matts Kågedal Simulation with uncertainty + estimation
Apr 08, 2010 Marc Gastonguay Re: Simulation with uncertainty + estimation