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| $COVARIANCE |
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MEANING: Instructions for NONMEM Covariance Step
CONTEXT: NM-TRAN Control Record
USAGE:
$COVARIANCE [SPECIAL] [MATRIX=c] [PRINT=[E][R][S]
[COMPRESS]
[CONDITIONAL|UNCONDITIONAL]
[NOSLOW|SLOW] [OMITTED]
SAMPLE:
$COVARIANCE
DISCUSSION:
Optional. Requests that the NONMEM Covariance Step be implemented.
This step outputs: standard errors, covariance matrix, inverse
covariance matrix, and the correlation form of the covariance matrix.
May also be coded $COVR.
OPTIONS:
SPECIAL
The special computation will be used in the Covariance Step with
a recursive PRED subroutine. A recursive PRED subroutine is such
that, with single-subject data, the PRED computation with a data
record depends on information passed to it with any of the previ-
---
ous data records. This is the default when PREDPP is used.
MATRIX=c
Specifies that the covariance matrix will be different from the
default (R sup -1 S R sup -1). MATRIX=R requests that 2 times
the inverse R matrix be used. MATRIX=S requests that 4 times the
inverse S matrix be used. (R and S are two matrices from sta-
tistical theory, the Hessian and Cross-Product Gradient
matrices, respectively.) MATRIX=R should not be used with option
SPECIAL.
PRINT=[E][R][S]
Additional outputs will be printed besides the defaults. E:
print the eigenvalues of the correlation matrix. R: print the
matrix .5*R. S: print the matrix .25*S. PRINT=R (or S) is not
needed with MATRIX=R (or S).
COMPRESS
Covariance Step arrays are printed in compressed format, even if
their size is such that NONMEM would normally print them in the
usual format.
SLOW
Requests a slower method of computation. Required when either a
mixture model was used along with CENTERING on the $ESTIMATION
record, or NUMERICAL was used on the $ESTIMATION record. If not
present, the option will be automatically supplied in these two
cases.
NOSLOW
Requests a faster method of computation. This is the default
(but see SLOW).
CONDITIONAL
The Covariance Step is implemented, but only when the Estimation
Step terminates successfully (in this run or in a run continued
via $MSFI). This is the default.
UNCONDITIONAL |
The Covariance Step is implemented even when the Estimation Step |
terminates unsuccessfully (in this run or in a run continued via |
$MSFI). |
OMITTED
The Covariance Step is not implemented.
REFERENCES: Guide IV Section III.B.15
REFERENCES: Guide V Section 9.4.2, 10.6
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