Named Vector of RxODE model parameters

Estimate of Covariance matrix. When omega is a list, assume it is a block matrix and convert it to a full matrix for simulations.

The degrees of freedom of a t-distribution for simulation. By default this is NULL which is equivalent to Inf degrees, or to simulate from a normal distribution instead of a t-distribution.

Lower bounds for simulated ETAs (by default -Inf)

Upper bounds for simulated ETAs (by default Inf)

Indicates if the omega supplied is a Cholesky decomposed matrix instead of the traditional symmetric matrix.

Omega separation strategy

Tells the type of separation strategy when simulating covariance with parameter uncertainty with standard deviations modeled in the thetaMat matrix.

• "lkj" simulates the correlation matrix from the rLKJ1 matrix with the distribution parameter eta equal to the degrees of freedom nu by (nu-1)/2

• "separation" simulates from the identity inverse Wishart covariance matrix with nu degrees of freedom. This is then converted to a covariance matrix and augmented with the modeled standard deviations. While computationally more complex than the "lkj" prior, it performs better when the covariance matrix size is greater or equal to 10

• "auto" chooses "lkj" when the dimension of the matrix is less than 10 and "separation" when greater than equal to 10.

When taking omega values from the thetaMat simulations (using the separation strategy for covariance simulation), how should the thetaMat values be turned int standard deviation values:

• identity This is when standard deviation values are directly modeled by the params and thetaMat matrix

• variance This is when the params and thetaMat simulates the variance that are directly modeled by the thetaMat matrix

• log This is when the params and thetaMat simulates log(sd)

• nlmixrSqrt This is when the params and thetaMat simulates the inverse cholesky decomposed matrix with the x^2 modeled along the diagonal. This only works with a diagonal matrix.

• nlmixrLog This is when the params and thetaMat simulates the inverse cholesky decomposed matrix with the exp(x^2) along the diagonal. This only works with a diagonal matrix.

• nlmixrIdentity This is when the params and thetaMat simulates the inverse cholesky decomposed matrix. This only works with a diagonal matrix.

Number between subject variabilities (ETAs) simulated for every realization of the parameters.

Named theta matrix.

Lower bounds for simulated population parameter variability (by default -Inf)

Upper bounds for simulated population unexplained variability (by default Inf)

The degrees of freedom of a t-distribution for simulation. By default this is NULL which is equivalent to Inf degrees, or to simulate from a normal distribution instead of a t-distribution.

Indicates if the theta supplied is a Cholesky decomposed matrix instead of the traditional symmetric matrix.

Number virtual studies to characterize uncertainty in estimated parameters.

Named sigma covariance or Cholesky decomposition of a covariance matrix. The names of the columns indicate parameters that are simulated. These are simulated for every observation in the solved system.

Lower bounds for simulated unexplained variability (by default -Inf)

Upper bounds for simulated unexplained variability (by default Inf)

Degrees of freedom of the sigma t-distribution. By default it is equivalent to Inf, or a normal distribution.

Boolean indicating if the sigma is in the Cholesky decomposition instead of a symmetric covariance

separation strategy for sigma;

Tells the type of separation strategy when simulating covariance with parameter uncertainty with standard deviations modeled in the thetaMat matrix.

• "lkj" simulates the correlation matrix from the rLKJ1 matrix with the distribution parameter eta equal to the degrees of freedom nu by (nu-1)/2

• "separation" simulates from the identity inverse Wishart covariance matrix with nu degrees of freedom. This is then converted to a covariance matrix and augmented with the modeled standard deviations. While computationally more complex than the "lkj" prior, it performs better when the covariance matrix size is greater or equal to 10

• "auto" chooses "lkj" when the dimension of the matrix is less than 10 and "separation" when greater than equal to 10.

When taking sigma values from the thetaMat simulations (using the separation strategy for covariance simulation), how should the thetaMat values be turned int standard deviation values:

• identity This is when standard deviation values are directly modeled by the params and thetaMat matrix

• variance This is when the params and thetaMat simulates the variance that are directly modeled by the thetaMat matrix

• log This is when the params and thetaMat simulates log(sd)

• nlmixrSqrt This is when the params and thetaMat simulates the inverse cholesky decomposed matrix with the x^2 modeled along the diagonal. This only works with a diagonal matrix.

• nlmixrLog This is when the params and thetaMat simulates the inverse cholesky decomposed matrix with the exp(x^2) along the diagonal. This only works with a diagonal matrix.

• nlmixrIdentity This is when the params and thetaMat simulates the inverse cholesky decomposed matrix. This only works with a diagonal matrix.

Number of cores used for the simulation of the sigma variables. By default this is 1. To reproduce the results you need to run on the same platform with the same number of cores. This is the reason this is set to be one, regardless of what the number of cores are used in threaded ODE solving.

Number of observations to simulate (with sigma matrix)

Degrees of freedom to sample the between subject variability matrix from the inverse Wishart distribution (scaled) or scaled inverse chi squared distribution.

Degrees of freedom to sample the unexplained variability matrix from the inverse Wishart distribution (scaled) or scaled inverse chi squared distribution.

boolean indicated RxODE should simulate subjects in studies (TRUE, default) or studies (FALSE)