Condition number
Hello Ken:
I am quite unaware that some eigenvalues of a properly positive-definite
verified variance-covariance from a pure R matrix would be negative, or that
this would even occur for its correlation matrix.
Similarly, if the variance-covariance form is of sandwich form, such as
(Rinv)S(Rinv), if there components (R, S) were each verified to be positive
definite, then it, and its correlation matrix would necessarily have all
positive eigenvalues.
I would need to see your NONMEM result file to understand why this would
happen. Is the negative eigenvalues very small but negative? (such as 10^-15,
or something like that).
Robert J. Bauer, Ph.D.
Senior Director
Pharmacometrics R&D
ICON Early Phase
731 Arbor way, suite 100
Blue Bell, PA 19422
Office: (215) 616-6428
Mobile: (925) 286-0769
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http://www.iconplc.com/