NONMEM Users Network Archive

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RE: Lapacian estimation without second derivatives?

From: Matt Hutmacher <matt.hutmacher>
Date: Thu, 4 Dec 2008 16:16:51 -0500

Martin,

 

It has been a while, but my recollection is that NONMEM is computing the
second derivatives numerically when you supply LAPLACE and $ABBREVIATED
DERIV2=NO. I think NONMEM supplies this option automatically in just this
case. You might test this by using the above with NONUMERICAL on the $EST
record and see if NONMEM complains. Again, it has been a while so if anyone
can corroborate this I would appreciate it.

 

Thanks,
Matt

 

From: owner-nmusers
Behalf Of Martin Bergstrand
Sent: Thursday, December 04, 2008 3:48 PM
To: nmusers
Cc: 'Joakim Nyberg'
Subject: [NMusers] Lapacian estimation without second derivatives?

 

Dear NONMEM community,

Due to a mistake on my part I recently executed a NONMEM job with the
Laplacian estimation method and calculation of the second derivatives turned
off ($ABBREVIATED DERIV2=NO). This is according to the NONMEM users guide
and common sense about the estimation method an impossible combination. When
the estimation started and also converged I was sure that what had happened
was that NONMEM had corrected my mistake by ignoring the statement regarding
turning of the second derivatives. To my surprise I found that that couldn't
be it, because if I tried to restart the model without the $ABBREVIATED
statement I got an error message where NONMEM complains about "to large
internal table sizes".

My second guess was that the Laplacian estimation method was turned into a
more FOCE like estimation without the second derivatives. To test this
hypothesis I have tested a number of different methods with three different
estimation alternatives, FOCE, Laplacian and Laplacian without the second
derivatives. With a hundred percent consistency I have in these examples
seen identical results for the two Laplacian methods and different results
for the FOCE method. Furthermore I have compared the FSUBS files for the two
Laplacian models (with and without DERIV2=NO) and can there see substantial
differences. Together with my colleague Joakim Nyberg I have briefly
analysed these differences and we find that there are no calculation of
second derivatives of ETAs in the FSUBS file when the DERIV2=NO function is
used. It puzzles us how these differences are compatible with the observed
identical estimations. We would be happy if anyone could shine some light
upon these findings.

The models that I have used for comparison ranges over both models with
analytical solutions ($PRED), differential equations ($DES), the LIKE option
and the F_FLAG option. No truly reliable benchmarking have been done in
terms of runtimes for the models with and without calculation of the second
derivatives, however our impression is that omitting the second derivatives
yield similar or faster runtimes.

Kind regards,

Martin Bergstrand & Joakim Nyberg, PhD students

-----------------------------------------------

Division of Pharmacokinetics and Drug Therapy,
Department of Pharmaceutical Biosciences,
Uppsala University

-----------------------------------------------

P.O. Box 591

SE-751 24 Uppsala

Sweden

-----------------------------------------------

martin.bergstrand

-----------------------------------------------

Work: +46 18 471 4639

Mobile: +46 709 994 396

Fax: +46 18 471 4003


Received on Thu Dec 04 2008 - 16:16:51 EST

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