npde.decorrel.method: Method used to decorrelate vectors

Description Details Value References

Description

Specifies the method used to decorrelate observed and simulated data

Details

More details can be found in the PDF documentation.

Value

Decorrelation requires computing the square root of the inverse of the individual variance-covariance matrix Vi. The following methods are available in the npde library:

cholesky

decorrelation is performed through the Cholesky decomposition (default)

inverse

decorrelation is performed by inverting Vi through the eigen function

polar

the singular-value decomposition (svd) is used

References

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


npde documentation built on May 2, 2019, 5:23 p.m.