Hi all,
If bounds are specified in the $THETA statements for initial estimates,
what, if any, effect do they have when the BAYES method is used?
I initially thought they might work in conjunction with the prior
specifications to implement truncated priors. However that does not seem to
be true because statements like "IF(ABS(THETA(1)) > 10) EXIT 1 14"
sometimes get tripped even when THETA(1) is bounded between -10 and 10 in
the $THETA statement.
Happy Holidays,
Bill
BAYES method and initial estimate bounds
Bill:
I just tested this on a simple script (see below), and the boundaries are
imposed in BAYES analysis for me.
$PROB RUN# Example 1 (from samp5l)
$INPUT C SET ID JID TIME DV=CONC AMT=DOSE RATE EVID MDV CMT CLX V1X QX V2X
SDIX SDSX
$DATA example1.csv IGNORE=C
$SUBROUTINES ADVAN3 TRANS4
$PK
MU_1=THETA(1)
MU_2=THETA(2)
MU_3=THETA(3)
MU_4=THETA(4)
IF (THETA(1)<1.63.OR.THETA(1)>1.8) WRITE(50,*) THETA(1)
CL=DEXP(THETA(1)+ETA(1))
V1=DEXP(THETA(2)+ETA(2))
Q=DEXP(MU_3+ETA(3))
V2=DEXP(MU_4+ETA(4))
S1=V1
$ERROR
Y = F + F*EPS(1)
$THETA (1.63, 1.67,1.8) 2.0 2.0 2.0
$OMEGA BLOCK(4) VALUES(0.15,0.01)
$SIGMA (0.6 )
$PRIOR NWPRI
$THETAP (2.0 FIX) (2.0 FIX) (2.0 FIX) (2.0 FIX)
$THETAPV BLOCK(4) FIX VALUES(10000,0.0)
$OMEGAP BLOCK(4) FIX VALUES(0.2,0.0)
$OMEGAPD (4 FIX)
$EST METHOD=BAYES INTERACTION NITER=1000 PRINT=100 CTYPE=3
$COV MATRIX=R PRINT=E UNCONDITIONAL
Robert J. Bauer, Ph.D.
Vice President, Pharmacometrics R&D
ICON Early Phase
Office: (215) 616-6428
Mobile: (925) 286-0769
[email protected]<mailto:[email protected]>
http://www.iconplc.com
Quoted reply history
From: [email protected] [mailto:[email protected]] On
Behalf Of Bill Gillespie
Sent: Tuesday, December 22, 2015 8:14 AM
To: [email protected]
Subject: [NMusers] BAYES method and initial estimate bounds
Hi all,
If bounds are specified in the $THETA statements for initial estimates, what,
if any, effect do they have when the BAYES method is used?
I initially thought they might work in conjunction with the prior
specifications to implement truncated priors. However that does not seem to be
true because statements like "IF(ABS(THETA(1)) > 10) EXIT 1 14" sometimes get
tripped even when THETA(1) is bounded between -10 and 10 in the $THETA
statement.
Happy Holidays,
Bill
1.34+154 is often on many systems used to indicate an improbably large floating
point number that is likely an error of some sort. It is the sqrt of the
largest representable real*8 value, 1.797+308
Quoted reply history
________________________________
From: [email protected] [[email protected]] on behalf of
Bauer, Robert [[email protected]]
Sent: Tuesday, December 22, 2015 1:40 PM
To: Bill Gillespie
Cc: [email protected]
Subject: RE: [NMusers] BAYES method and initial estimate bounds
Bill:
Yes, and when that happens, the execution path is difficult to anticipate.
Robert J. Bauer, Ph.D.
Vice President, Pharmacometrics R&D
ICON Early Phase
Office: (215) 616-6428
Mobile: (925) 286-0769
[email protected]<mailto:[email protected]>
http://www.iconplc.com
From: Bill Gillespie [mailto:[email protected]]
Sent: Tuesday, December 22, 2015 11:25 AM
To: Bauer, Robert
Cc: [email protected]
Subject: Re: [NMusers] BAYES method and initial estimate bounds
Hi Bob,
Thanks for the reply. On investigating further I see this happens when NONMEM
reports a THETA value of 1.34+154 in the PRDERR file. Would I be correct in
thinking that is the result of a floating point error somewhere in the sampling
process?
Thanks,
Bill
On Tue, Dec 22, 2015 at 12:40 PM, Bauer, Robert
<[email protected]<mailto:[email protected]>> wrote:
Bill:
I just tested this on a simple script (see below), and the boundaries are
imposed in BAYES analysis for me.
$PROB RUN# Example 1 (from samp5l)
$INPUT C SET ID JID TIME DV=CONC AMT=DOSE RATE EVID MDV CMT CLX V1X QX V2X
SDIX SDSX
$DATA example1.csv IGNORE=C
$SUBROUTINES ADVAN3 TRANS4
$PK
MU_1=THETA(1)
MU_2=THETA(2)
MU_3=THETA(3)
MU_4=THETA(4)
IF (THETA(1)<1.63.OR.THETA(1)>1.8) WRITE(50,*) THETA(1)
CL=DEXP(THETA(1)+ETA(1))
V1=DEXP(THETA(2)+ETA(2))
Q=DEXP(MU_3+ETA(3))
V2=DEXP(MU_4+ETA(4))
S1=V1
$ERROR
Y = F + F*EPS(1)
$THETA (1.63, 1.67,1.8) 2.0 2.0 2.0
$OMEGA BLOCK(4) VALUES(0.15,0.01)
$SIGMA (0.6 )
$PRIOR NWPRI
$THETAP (2.0 FIX) (2.0 FIX) (2.0 FIX) (2.0 FIX)
$THETAPV BLOCK(4) FIX VALUES(10000,0.0)
$OMEGAP BLOCK(4) FIX VALUES(0.2,0.0)
$OMEGAPD (4 FIX)
$EST METHOD=BAYES INTERACTION NITER=1000 PRINT=100 CTYPE=3
$COV MATRIX=R PRINT=E UNCONDITIONAL
Robert J. Bauer, Ph.D.
Vice President, Pharmacometrics R&D
ICON Early Phase
Office: (215) 616-6428<tel:%28215%29%20616-6428>
Mobile: (925) 286-0769<tel:%28925%29%20286-0769>
[email protected]<mailto:[email protected]>
http://www.iconplc.com
From: [email protected]<mailto:[email protected]>
[mailto:[email protected]<mailto:[email protected]>] On
Behalf Of Bill Gillespie
Sent: Tuesday, December 22, 2015 8:14 AM
To: [email protected]<mailto:[email protected]>
Subject: [NMusers] BAYES method and initial estimate bounds
Hi all,
If bounds are specified in the $THETA statements for initial estimates, what,
if any, effect do they have when the BAYES method is used?
I initially thought they might work in conjunction with the prior
specifications to implement truncated priors. However that does not seem to be
true because statements like "IF(ABS(THETA(1)) > 10) EXIT 1 14" sometimes get
tripped even when THETA(1) is bounded between -10 and 10 in the $THETA
statement.
Happy Holidays,
Bill