calculate_cov_from_corrse

pharmpy.modeling.calculate_cov_from_corrse(corr, se)

Calculate covariance matrix from a correlation matrix and standard errors

Parameters:

• corr (pd.DataFrame) – Correlation matrix

• se (pd.Series) – Standard errors

Returns:

pd.DataFrame – Covariance matrix

Examples

>>> from pharmpy.modeling import calculate_cov_from_corrse
>>> from pharmpy.tools import load_example_modelfit_results
>>> results = load_example_modelfit_results("pheno")
>>> corr = results.correlation_matrix
>>> se = results.standard_errors
>>> corr
              PTVCL      PTVV   THETA_3      IVCL       IVV  SIGMA_1_1
PTVCL      1.000000  0.007099 -0.094640 -0.388059  0.097981   0.170820
PTVV       0.007099  1.000000 -0.356899  0.138062  0.356662   0.238441
THETA_3   -0.094640 -0.356899  1.000000 -0.096515 -0.062991   0.153616
IVCL      -0.388059  0.138062 -0.096515  1.000000 -0.185111   0.159170
IVV        0.097981  0.356662 -0.062991 -0.185111  1.000000  -0.027495
SIGMA_1_1  0.170820  0.238441  0.153616  0.159170 -0.027495   1.000000
>>> calculate_cov_from_corrse(corr, se)
                  PTVCL          PTVV   THETA_3      IVCL           IVV     SIGMA_1_1
PTVCL      4.411512e-08  4.009998e-08 -0.000002 -0.000001  1.538630e-07  8.178111e-08
PTVV       4.009998e-08  7.233518e-04 -0.000804  0.000050  7.171834e-05  1.461762e-05
THETA_3   -1.665011e-06 -8.040245e-04  0.007016 -0.000108 -3.944801e-05  2.932957e-05
IVCL      -1.093431e-06  4.981380e-05 -0.000108  0.000180 -1.856651e-05  4.867245e-06
IVV        1.538630e-07  7.171834e-05 -0.000039 -0.000019  5.589820e-05 -4.685661e-07
SIGMA_1_1  8.178111e-08  1.461762e-05  0.000029  0.000005 -4.685661e-07  5.195664e-06

See also

calculate_se_from_cov

Standard errors from covariance matrix

calculate_se_from_prec

Standard errors from precision matrix

calculate_corr_from_cov

Correlation matrix from covariance matrix

calculate_cov_from_prec

Covariance matrix from precision matrix

calculate_prec_from_cov

Precision matrix from covariance matrix

calculate_prec_from_corrse

Precision matrix from correlation matrix and standard errors

calculate_corr_from_prec

Correlation matrix from precision matrix