Dear Colleagues, I am having a few problems expanding upon example 9 in Nonmem 7.2. This is the one with the SDE plug-in. I have a model with 3 differential equations and two observation compartments. One of the differential equations is the parameter that I want the process noise on. The SDEs look like this: kmet = exp(A(3)) dAdt(1) = kin - kmet*A(1) dAdt(2) = kmet*A(1) - kel*A(2) dAdt(3) = 0 + SGW3 * dW ;
Observations are: F(1) = A(1)/V F(2) = A(2)/V Can someone please provide advice on how to code this model with the SDE plug-in? Here are the points as I understand them: · I have 3 "base ODE equations" which should be DADT(1,2,3). · I have 2 "prediction equations" which should be DADT(4,5). o e.g., DADT(4) = A(1)/V o the actual derivatives (dF_i / dA_j) required by the EKF will be computed from these equations entered in the ODEs, or so promises the commentary in the example · I need to have 9 additional compartments to house the state correlation matrix o Or is it only 6, the upper triangle? o What happens if I have too many? The integrator just runs more slowly? o I don't need to code anything for these, the plug-in will do all the work. · I have 3 "SGW" parameters that get stored in a local array and sent into the filtering code. One for each state. o Can I set the first two to zero, so I only have SGW3 as a THETA parameter? o Shouldn't there be 9 of these? Or does this mechanism only handle a diagonal scale matrix for the independent Wiener processes? · I need to pass the number of ODEs and Observations into SDE_DER o After reviewing the FORTRAN code, it looks like the order of the parameters is reversed from that in the comments. CALL SDE_DER(DADT,A,DA,IR,SGW, NDES, NOBS) § NDES=3, NOBS=2 § DADT, A, and DA are reserved variables (derivatives, state variables, and system jacobian). § What is IR? · I'm unsure how the $ERROR block is working (Y = IPRED+W*EPS(1) + WS*EPS(2)): o Is WS a system variable? If not, how does the SDE_CADD routine update it as promised in the commentary. o How does EPS(2) enter the fray? o Does it matter which EPS is assigned as the process noise term? Must it be the final one, or always the second one? Can there be more than 2 EPS in the model? o Is this a red herring since the R matrix is what really matters for the likelihood computation and that is being constructed by SDE_CADD? Thanks in advance for any assistance you can render. Jason Chittenden Scientist Certara(tm) Implementing Translational Science 5625 Dillard Drive, Suite 205, Cary NC 27518 Certara: The name behind the names you know Tripos - Simcyp - Pharsight www.certara.com<http://www.certara.com/> NOTICE: The information contained in this electronic mail message is intended only for the personal and confidential use of the designated recipient(s) named above. This message may be an attorney-client communication, may be protected by the work product doctrine, and may be subject to a protective order. As such, this message is privileged and confidential. If the reader of this message is not the intended recipient or an agent responsible for delivering it to the intended recipient, you are hereby notified that you have received this message in error and that any review, dissemination, distribution, or copying of this message is strictly prohibited. If you have received this communication in error, please notify us immediately by telephone and e-mail and destroy any and all copies of this message in your possession (whether hard copies or electronically stored copies). Thank you. buSp9xeMeKEbrUze
