Dear colleagues,

In the recent version (0.1.3) of NMsim Brian Reilly and I have worked to automate simulation with parameter variability based on the uncertainty estimate provided by the $COVARIANCE step. We are using the NWPRI subroutine after calculating degrees of freedom taking into account BLOCK structures in $OMEGA and $SIGMA.

The problem:
The routine seems to execute smoothly, but the distributions of the OMEGA parameters do not come out as expected. High level, we are seeing that only the first BLOCK of OMEGAS come out reasonable - the rest are off. Some simulated distributions do not capture the estimated $OMEGA value.

I have created an issue on github with debugging info:
https://github.com/philipdelff/NMsim/issues/20
Any help is appreciated. Answer here, on the github issue, or directly to me.

Background information:
NMsim aims at providing an R interface to seamlessly interact with Nonmem to generate simulations of a wide range of Nonmem models, without any reimplementation or translation of the model necessary. It conveniently returns results as a data.frame so the user doesn't have to manually look into files generated by Nonmem. NMsim generates control streams and handles data but entirely relies on Nonmem to simulate models. Hence, the question I am asking is entirely related to Nonmem and the NWPRI subroutine.

So far, the method is still experimental but for many models it works nicely for the $THETA parameters, and can be run this easily:

simres <- NMsim(file.mod="path/to/control/stream.mod",
                data=data.sim,
                method.sim=NMsim_NWPRI,
                subproblems=100)

NMsim will then generate a new control stream based on stream.mod, updated with parameters from stream.ext including additional needed sections like $THETAP, $THETAPV, $OMEGAP, $OMEGAPD etc. The parameters that go into these sections are taken from and derived from the .ext file (degrees of freedom calculated). In this case 100 distinct parameter sets will be simulated. We hope this will be helpful to the community.

Thank you!
Philip

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