RE: How to generate a random number with $EST
Nieves,
I'm also curious why you wish to generate random numbers. However, FORTRAN
has a built-in uniform random number generator:
http://gcc.gnu.org/onlinedocs/gfortran/RAND.html
I'm assuming you wish to use a uniform distribution, so this should work just
fine.
However, if you wish to generate Normal deviates, the procedure is slightly
more complicated. You can transform uniform deviates to normal deviates using
the Box-Muller method. The basic idea is to take two uniform deviates from -1
to 1, until they are in the unit circle. When they are, you can transform them
to two normal deviates; The second deviate is saved for the next call.
Fortran 90 code is available in Numeric Recipes in Fortran on page 279-280, see:
http://apps.nrbook.com/fortran/index.html
Matt.
Quoted reply history
From: [email protected] [mailto:[email protected]] On
Behalf Of Nick Holford
Sent: Monday, March 14, 2011 4:09 AM
To: nmusers
Subject: Re: [NMusers] How to generate a random number with $EST
Nieves,
I have no idea why you want to do this but if you want to have the same random
number at every time then the simplest and most efficient way to do this is to
create the random number as a data item in your data set. You can use the
rand() function in Excel to generate a pseudo-random uniform sample at each
time. It is a waste of computer cycles to have to keep calling the random
number generator for every record if you want the same random number value.
On the other hand if you want a different random number every time you reach a
particular record then that is a more complicated matter. I expect it can be
done with a verbatim code call but I do not know how. Perhaps you can use?
" CALL RANDOM(2,R)
It would be interesting to know why you want the random number when you are not
doing simulation.
Best wishes,
Nick
On 14/03/2011 10:32 a.m., Nieves Vélez de Mendizabal wrote:
Dear NONMEM Users,
I'm developing a model with NONMEM6|7. In this model, I need to generate a
random number at every time step. The problem is that the use of the function
"CALL RANDOM (2,R)" is supposed to be only for simulation, isn't it?
Thus, is it possible to generate a random number at every time step with
NONMEM? Does anybody know how?
This is part of the code that does not work (it's not working because the
condition ICALL.EQ.4 never happens and for that it's not getting into the "if",
but on the other hand, in order to use the function RANDOM(2,R), such function
requires ICALL.EQ.4):
...
$SUBS ADVAN6 TOL=5
$MODEL
...
$PK
...
IF (ICALL.EQ.4) THEN
CALL RANDOM (2,R) ;Rand number in[0,1[
T=1-R
...
ENDIF
$DES
...
$ERROR
...
$ESTIMATION MAXEVAL=0 NUMERICAL METHOD=COND LAPLACE LIKE CENTERING PRINT=2
MSFO=msfo3
Thank you!
Nieves
--
--------------------------------
Nieves Velez de Mendizabal, Ph.D
Departamento de Farmacia y Tecnología Farmacéutica
Facultad de Farmacia
Universidad de Navarra
Phone: (+34) 658 732 851
Phone: (+34) 948 255 400 ext. 5827
[email protected]<mailto:[email protected]>
--------------------------------
--
Nick Holford, Professor Clinical Pharmacology
Dept Pharmacology & Clinical Pharmacology
University of Auckland,85 Park Rd,Private Bag 92019,Auckland,New Zealand
tel:+64(9)923-6730 fax:+64(9)373-7090 mobile:+64(21)46 23 53
email: [email protected]<mailto:[email protected]>
http://www.fmhs.auckland.ac.nz/sms/pharmacology/holford
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