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H is the partial derivative of Y with respect to ε. G is the partial derivative of F with respect to η evaluated at, which is necessary to calculate the total objective function value for θ, Ω and ∑. F is the typical prediction in the FO method.
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The PRED function needs to be coded in R to calculate the F, G, and H vectors or matrices for the objective function value (R code 3). Mat = t(mat)Īns = ei$vectors %*% diag(d2) %*% t(ei$vectors) If (DIM*(DIM+1)/2 != LENGTH) return(NULL)
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Prior to computing the objective function value in R, two matrix-related functions, one for converting a vector of the lower triangular part to a full matrix (R code 1) and the other for calculating the square-root-inverse of a matrix using spectral decomposition (R code 2), were developed.ĭIM = as.integer(round((sqrt(8*LENGTH+1)-1)/2,0)) $TABLE ID TIME DV PRED G11 G21 G31 H11 H21 NONMEM control stream to obtain G and H matrixį = DOSE / V * KA / (KA - K) * (EXP(-K*TIME). Trailing 1s in G11, G21, G31, H11, and H21 are NONMEM's convention. The NONMEM® control stream used to obtain the objective function value, final estimates of θ, Ω and ∑, individual objective function values, and G and H matrices are shown below. For example, systemic clearance is expressed as,Ĭomputation of objective function value using user-written code in R The typical PK/PD of the population is summarized by θ, and individual PK/PD parameters are expressed as a combination of θ and η. Before examining the details of mathematical equations, those not accustomed to mathematics and statistics may wish to view the R script first to more easily understand it.). η represents inter-individual random variability with E(η)=0 and V(η)=ω 2, whereas ε is the rest residual variability with E(ε)=0 and V(ε)=σ 2 (Therefore, θ, Ω and ∑ are constants while η and ε are random variables. As shown above, f(θ, η, x) represents a structural model describing the relationship between the PK/PD observations and the model parameter θ, while η and ε represent the stochastic model components describing the randomness unexplained by the structural model. When F is a function of the predicted value without final residual variability, the observed value (Y) can be expressed as a function of F and residual variability. To be consistent with the terminology, the notations are defined in Table 1. This tutorial gives a detailed derivation of the FO approximation method in NONMEM®.
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The objective of this tutorial is to illustrate how to directly obtain the objective function value and the post hoc η using R. Many of R's standard functions are coded in the R language itself, making it easy to follow their algorithmic flow.
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However, R has robust functions for scientific computation and many add-in packages for particular problems and situations.
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It has a strong but relatively small base system compared with other commercial software like SAS® and SPSS®. R is a computer language and suite of libraries for statistical and mathematical computation. Wang derived the first-order (FO) method from an approximation of the Laplacian method, whereas we derived the FO method directly from the maximum likelihood estimation method. Wang systematically derived the objective functions for the major estimation methods used in NONMEM® and clearly demonstrated their relationships through the derivation. Even though thousands of pharmaceutical scientists utilize NONMEM® routinely for their data analysis, the various estimation methods implemented in NONMEM® remain a mystery for most users due to the complex statistical and mathematical derivations underlying the algorithm used in NONMEM®. NONMEM® is regarded as the standard pharmacometrics tool. It is programmed in FORTRAN code and has evolved to its current version, 7.3. Beal of the University of California, San Francisco.
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NONMEM® is the most-widely used nonlinear mixed effects modelling tool introduced for population PK/PD analysis since its prototype was developed by Lewis B. The nonlinear mixed effects method that was introduced to the biomedical research field approximately 30 years ago is now an essential platform in population pharmacokinetic and pharmacodynamic (PK/PD) data analysis.