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Published on: July 3, 2020
Population stochastic modelling (PSM)--an R package for mixed-effects models based on stochastic differential
Søren Klim1, Stig Bousgaard Mortensen, Niels Rode Kristensen
1Novo Nordisk A/S, Novo Alle, 2880 Bagsvaerd, Denmark. SKli@novonordisk.com
This study introduces an R package for stochastic differential equations (SDEs) in pharmacokinetic and pharmacodynamic (PK/PD) modeling. It addresses system noise and autocorrelated residuals, improving upon traditional ordinary differential equation (ODE) models.
Area of Science:
- Pharmacometrics and Systems Pharmacology
- Computational Statistics
- Biomathematics
Background:
- Pharmacokinetic and pharmacodynamic (PK/PD) models traditionally use ordinary differential equations (ODEs), incorporating only observation noise.
- This limitation excludes system noise, which can lead to autocorrelated residuals due to natural variation or model error.
- Autocorrelated residuals are often overlooked in PK/PD modeling, potentially violating statistical test assumptions.
Purpose of the Study:
- To present an R package designed for handling stochastic differential equations (SDEs) within a mixed-effects modeling framework.
- To enable the incorporation of system noise in PK/PD models, thereby accounting for autocorrelated residuals.
- To provide a robust tool for advanced PK/PD analysis.
Main Methods:
- Implementation of SDEs in a mixed-effects setting using the R statistical programming language.
- Utilizes the First-Order Conditional Estimation (FOCE(1)) approximation for population likelihood estimation.
- Employs the Extended Kalman Filter's one-step predictions to approximate individual likelihoods.
Main Results:
- The developed R package effectively handles SDEs in mixed-effects PK/PD models.
- The FOCE(1) method combined with the Extended Kalman Filter provides a viable estimation strategy.
- The approach allows for the modeling of system noise and autocorrelated residuals, offering a more comprehensive analysis.
Conclusions:
- The R package offers a significant advancement for PK/PD modeling by incorporating SDEs.
- This methodology improves the handling of complex error structures, including system noise and autocorrelated residuals.
- The tool facilitates more accurate and reliable PK/PD model development and analysis.
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