testnpde: Tests for normalised prediction distribution errors

In saemixdevelopment/saemix: Stochastic Approximation Expectation Maximization (SAEM) Algorithm

Description

Performs tests for the normalised prediction distribution errors returned by npde

Usage

testnpde(npde)

Arguments

npde	the vector of prediction distribution errors

Details

Given a vector of normalised prediction distribution errors (npde), this function compares the npde to the standardised normal distribution N(0,1) using a Wilcoxon test of the mean, a Fisher test of the variance, and a Shapiro-Wilks test for normality. A global test is also reported.

The helper functions kurtosis and skewness are called to compute the kurtosis and skewness of the distribution of the npde.

Value

a list containing 4 components:

Wilcoxon test of mean=0	compares the mean of the npde to 0 using a Wilcoxon test
variance test	compares the variance of the npde to 1 using a Fisher test
SW test of normality	compares the npde to the normal distribution using a Shapiro-Wilks test
global test	an adjusted p-value corresponding to the minimum of the 3 previous p-values multiplied by the number of tests (3), or 1 if this p-value is larger than 1.

Author(s)

Emmanuelle Comets <[e-mail]>

References

K. Brendel, E. Comets, C. Laffont, C. Laveille, and F. Mentr\'e. Metrics for external model evaluation with an application to the population pharmacokinetics of gliclazide. Pharmaceutical Research, 23:2036–49, 2006.

See Also

saemix, saemix.plot.npde

saemixdevelopment/saemix documentation built on May 27, 2020, 1:56 p.m.