RE: NPDE Calculation
Dear Tao,
Cholesky decomposition is used to obtain the inverse square root of the
covariance matrix in order to go from prediction discrepancies (pd) (1) to
prediction distribution error (PDE). Normalized prediction distribution errors
(NPDE) are obtained using the inverse function of the normal cumulative
function (2).
So if you have more than one observation per subject, it is better to compute
NPDE.
To ways to compute easily NPDE:
· use the R package an read the paper from Emmanuelle Comets(3) (the
numerical results are saved in a file with extension .npde (the name of which
is given by the user; the file contains the components id, xobs, ypred, npde)
· NPDE are also available in NONMEM7
$TAB
NPDE CWRES DV PRED RES WRES
ESAMPLE=1000 SEED=1234567; number of simulation used to compute NPDE and the
seed
ONEHEADER NOAPPEND NOPRINT FILE=EXAMPLE.TAB
Best regards,
Karl
(1) F. Mentré, S. Escolano, Prediction discrepancies for the evaluation of
nonlinear mixed-effects models, J.Pharmacokinet. Biopharm. 33 (2006) 345–367.
(2) K. Brendel, E. Comets, C. Laffont, C. Laveille, F. Mentré. Metrics for
external model evaluation with an application to the population
pharmacokinetics of gliclazide, Pharm. Res.23 (2006) 2036–2049.
(3) E. Comets, K.Brendel, F. Mentré. Computing normalised prediction
distribution errors to evaluate nonlinear mixed-effect models:The npde add-on
package for R.
Quoted reply history
De : [email protected] [mailto:[email protected]] De la
part de Tao Liu
Envoyé : vendredi 22 novembre 2013 03:55
À : [email protected]
Objet : [NMusers] NPDE Calculation
Dear Nmusers,
I have two questions regarding to the calculation of NPDE and the corresponding
package in R.
1) In Cholesky decompsition, should I calculate pd for each observation
separately using corresponding mean and sd, or I should use the var-cov matrix
and calculate pd for all the observations simultaneously? Should I consider the
covariance between different observations here?
2) How can I save the individual NPDE value from the autonpde function in R ?
Thanks,
--
Tao Liu BSc
PhD Student
Center for Translational Medicine
University of Maryland, Baltimore
http://www.ctm.umaryland.edu/
Email: [email protected]<mailto:[email protected]>
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