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/* Copyright (c) 2008-2022 the MRtrix3 contributors.
*
* This Source Code Form is subject to the terms of the Mozilla Public
* License, v. 2.0. If a copy of the MPL was not distributed with this
* file, You can obtain one at http://mozilla.org/MPL/2.0/.
*
* Covered Software is provided under this License on an "as is"
* basis, without warranty of any kind, either expressed, implied, or
* statutory, including, without limitation, warranties that the
* Covered Software is free of defects, merchantable, fit for a
* particular purpose or non-infringing.
* See the Mozilla Public License v. 2.0 for more details.
*
* For more details, see http://www.mrtrix.org/.
*/
#include "math/stats/glm.h"
#include "debug.h"
#include "thread_queue.h"
#include "math/betainc.h"
#include "math/erfinv.h"
#include "math/welch_satterthwaite.h"
#include "misc/bitset.h"
#define MRTRIX_USE_ZSTATISTIC_LOOKUP
//#define GLM_ALL_STATS_DEBUG
namespace MR
{
namespace Math
{
namespace Stats
{
namespace GLM
{
const char* const column_ones_description =
"In some software packages, a column of ones is automatically added to the "
"GLM design matrix; the purpose of this column is to estimate the \"global "
"intercept\", which is the predicted value of the observed variable if all "
"explanatory variables were to be zero. However there are rare situations "
"where including such a column would not be appropriate for a particular "
"experimental design. Hence, in MRtrix3 statistical inference commands, "
"it is up to the user to determine whether or not this column of ones should "
"be included in their design matrix, and add it explicitly if necessary. "
"The contrast matrix must also reflect the presence of this additional column.";
App::OptionGroup glm_options (const std::string& element_name)
{
using namespace App;
OptionGroup result = OptionGroup ("Options related to the General Linear Model (GLM)")
+ Option ("variance", "define variance groups for the G-statistic; "
"measurements for which the expected variance is equivalent should contain the same index")
+ Argument ("file").type_file_in()
+ Option ("ftests", "perform F-tests; input text file should contain, for each F-test, a row containing "
"ones and zeros, where ones indicate the rows of the contrast matrix to be included "
"in the F-test.")
+ Argument ("path").type_file_in()
+ Option ("fonly", "only assess F-tests; do not perform statistical inference on entries in the contrast matrix")
+ Option ("column", "add a column to the design matrix corresponding to subject " + element_name + "-wise values "
"(note that the contrast matrix must include an additional column for each use of this option); "
"the text file provided via this option should contain a file name for each subject").allow_multiple()
+ Argument ("path").type_file_in();
return result;
}
void check_design (const matrix_type& design, const bool extra_factors)
{
Eigen::ColPivHouseholderQR<matrix_type> decomp;
decomp.setThreshold (1e-5);
decomp = decomp.compute (design);
if (decomp.rank() < design.cols()) {
if (extra_factors) {
CONSOLE ("Design matrix is rank-deficient before addition of element-wise columns");
} else {
WARN ("Design matrix is rank-deficient; processing may proceed, but manually checking your matrix is advised");
}
} else {
const default_type cond = Math::condition_number (design);
if (cond > 100.0) {
if (extra_factors) {
CONSOLE ("Design matrix conditioning is poor (condition number: " + str(cond, 6) + ") before the addition of element-wise columns");
} else {
WARN ("Design matrix conditioning is poor (condition number: " + str(cond, 6) + "); model fitting may be highly influenced by noise");
}
} else {
CONSOLE (std::string ("Design matrix condition number") + (extra_factors ? " (without element-wise columns)" : "") + ": " + str(cond, 6));
}
}
}
index_array_type load_variance_groups (const size_t num_inputs)
{
auto opt = App::get_options ("variance");
if (!opt.size())
return index_array_type();
try {
auto data = load_vector<size_t> (opt[0][0]);
if (size_t(data.size()) != num_inputs)
throw Exception ("Number of entries in variance group file \"" + std::string(opt[0][0]) + "\" (" + str(data.size()) + ") does not match number of inputs (" + str(num_inputs) + ")");
const size_t min_coeff = data.minCoeff();
const size_t max_coeff = data.maxCoeff();
if (min_coeff > 1)
throw Exception ("Minimum coefficient needs to be either zero or one");
if (max_coeff == min_coeff) {
WARN ("Only a single variance group is defined in file \"" + opt[0][0] + "\"; variance groups will not be used");
return index_array_type();
}
vector<size_t> count_per_group (max_coeff + 1, 0);
for (size_t i = 0; i != size_t(data.size()); ++i)
count_per_group[data[i]]++;
for (size_t vg_index = min_coeff; vg_index <= size_t(max_coeff); ++vg_index) {
if (!count_per_group[vg_index])
throw Exception ("No entries found for variance group " + str(vg_index));
}
if (min_coeff)
data.array() -= 1;
return data.array();
} catch (Exception& e) {
throw Exception (e, "unable to read file \"" + opt[0][0] + "\" as variance group data");
}
}
vector<Hypothesis> load_hypotheses (const std::string& file_path)
{
vector<Hypothesis> hypotheses;
const matrix_type contrast_matrix = load_matrix (file_path);
for (ssize_t row = 0; row != contrast_matrix.rows(); ++row)
hypotheses.emplace_back (Hypothesis (contrast_matrix.row (row), row));
auto opt = App::get_options ("ftests");
if (opt.size()) {
const matrix_type ftest_matrix = load_matrix (opt[0][0]);
if (ftest_matrix.cols() != contrast_matrix.rows())
throw Exception ("Number of columns in F-test matrix (" + str(ftest_matrix.cols()) + ") does not match number of rows in contrast matrix (" + str(contrast_matrix.rows()) + ")");
if (!((ftest_matrix.array() == 0.0) + (ftest_matrix.array() == 1.0)).all())
throw Exception ("F-test array must contain ones and zeros only");
for (ssize_t ftest_index = 0; ftest_index != ftest_matrix.rows(); ++ftest_index) {
if (!ftest_matrix.row (ftest_index).count())
throw Exception ("Row " + str(ftest_index+1) + " of F-test matrix does not contain any ones");
matrix_type this_f_matrix (ftest_matrix.row (ftest_index).count(), contrast_matrix.cols());
ssize_t ftest_row = 0;
for (ssize_t contrast_row = 0; contrast_row != contrast_matrix.rows(); ++contrast_row) {
if (ftest_matrix (ftest_index, contrast_row))
this_f_matrix.row (ftest_row++) = contrast_matrix.row (contrast_row);
}
hypotheses.emplace_back (Hypothesis (this_f_matrix, ftest_index));
}
if (App::get_options ("fonly").size()) {
vector<Hypothesis> new_hypotheses;
for (size_t index = contrast_matrix.rows(); index != hypotheses.size(); ++index)
new_hypotheses.push_back (std::move (hypotheses[index]));
std::swap (hypotheses, new_hypotheses);
}
} else if (App::get_options ("fonly").size()) {
throw Exception ("Cannot perform F-tests exclusively (-fonly option): No F-test matrix was provided (-ftests option)");
}
return hypotheses;
}
matrix_type solve_betas (const matrix_type& measurements, const matrix_type& design)
{
return design.jacobiSvd (Eigen::ComputeThinU | Eigen::ComputeThinV).solve (measurements);
}
vector_type abs_effect_size (const matrix_type& measurements, const matrix_type& design, const Hypothesis& hypothesis)
{
if (hypothesis.is_F())
return vector_type::Constant (measurements.rows(), NaN);
else
return hypothesis.matrix() * solve_betas (measurements, design);
}
matrix_type abs_effect_size (const matrix_type& measurements, const matrix_type& design, const vector<Hypothesis>& hypotheses)
{
matrix_type result (measurements.cols(), hypotheses.size());
for (size_t ic = 0; ic != hypotheses.size(); ++ic)
result.col (ic) = abs_effect_size (measurements, design, hypotheses[ic]);
return result;
}
matrix_type stdev (const matrix_type& measurements, const matrix_type& design)
{
const matrix_type residuals = measurements - design * solve_betas (measurements, design);
const matrix_type sse = residuals.colwise().squaredNorm();
return (sse.array() / value_type(design.rows()-Math::rank (design))).sqrt();
}
matrix_type stdev (const matrix_type& measurements, const matrix_type& design, const index_array_type& variance_groups)
{
assert (measurements.rows() == design.rows());
if (!variance_groups.size())
return stdev (measurements, design);
assert (measurements.rows() == variance_groups.rows());
// Residual-forming matrix
const matrix_type R (matrix_type::Identity (design.rows(), design.rows()) - (design * Math::pinv (design)));
// Residuals
const matrix_type e (R * measurements);
// One standard deviation per element per variance group
// Rows are variance groups, columns are elements
const size_t num_vgs = variance_groups.array().maxCoeff() + 1;
// Sum of residual-forming matrix diagonal elements within each variance group
// will be equivalent across elements
vector_type Rnn_sums (vector_type::Zero (num_vgs));
for (ssize_t i = 0; i != measurements.rows(); ++i)
Rnn_sums[variance_groups[i]] += R.diagonal()[i];
// For each variance group, get the sum of squared residuals within that group
matrix_type result (num_vgs, measurements.cols());
for (ssize_t ie = 0; ie != measurements.cols(); ++ie) {
vector_type sse (vector_type::Zero (num_vgs));
for (ssize_t i = 0; i != measurements.rows(); ++i)
sse[variance_groups[i]] += Math::pow2 (e (i, ie));
// (Rnn_sum / sse) is the inverse of the estimated variance
result.col (ie) = (sse.array() / Rnn_sums.array()).sqrt();
}
return result;
}
vector_type std_effect_size (const matrix_type& measurements, const matrix_type& design, const Hypothesis& hypothesis)
{
if (hypothesis.is_F())
return vector_type::Constant (measurements.cols(), NaN);
return abs_effect_size (measurements, design, hypothesis).array() / stdev (measurements, design).array().col(0);
}
matrix_type std_effect_size (const matrix_type& measurements, const matrix_type& design, const vector<Hypothesis>& hypotheses)
{
const auto stdev_reciprocal = vector_type::Ones (measurements.cols()) / stdev (measurements, design).array().col(0);
matrix_type result (measurements.cols(), hypotheses.size());
for (size_t ic = 0; ic != hypotheses.size(); ++ic)
result.col (ic) = abs_effect_size (measurements, design, hypotheses[ic]) * stdev_reciprocal;
return result;
}
void all_stats (const matrix_type& measurements,
const matrix_type& design,
const vector<Hypothesis>& hypotheses,
const index_array_type& variance_groups,
matrix_type& betas,
matrix_type& abs_effect_size,
matrix_type& std_effect_size,
matrix_type& stdev)
{
#ifndef GLM_ALL_STATS_DEBUG
// If this function is being invoked from the other version of all_stats(),
// on an element-by-element basis, don't interfere with the progress bar
// that's being displayed by that outer looping function
std::unique_ptr<ProgressBar> progress;
if (measurements.cols() > 1)
progress.reset (new ProgressBar ("Calculating basic properties of default permutation", 5));
#endif
betas = solve_betas (measurements, design);
#ifdef GLM_ALL_STATS_DEBUG
std::cerr << "Betas: " << betas.rows() << " x " << betas.cols() << ", max " << betas.array().maxCoeff() << "\n";
#else
if (progress)
++*progress;
#endif
abs_effect_size.resize (measurements.cols(), hypotheses.size());
for (size_t ic = 0; ic != hypotheses.size(); ++ic) {
if (hypotheses[ic].is_F()) {
abs_effect_size.col (ic).fill (NaN);
} else {
abs_effect_size.col (ic) = (hypotheses[ic].matrix() * betas).row (0);
}
}
#ifdef GLM_ALL_STATS_DEBUG
std::cerr << "abs_effect_size: " << abs_effect_size.rows() << " x " << abs_effect_size.cols() << ", max " << abs_effect_size.array().maxCoeff() << "\n";
#else
if (progress)
++*progress;
#endif
// Explicit calculation of residuals before SSE, rather than in a single
// step, appears to be necessary for compatibility with Eigen 3.2.0
const matrix_type residuals = (measurements - design * betas);
#ifdef GLM_ALL_STATS_DEBUG
std::cerr << "Residuals: " << residuals.rows() << " x " << residuals.cols() << ", max " << residuals.array().maxCoeff() << "\n";
#else
if (progress)
++*progress;
#endif
stdev = GLM::stdev (measurements, design, variance_groups);
#ifdef GLM_ALL_STATS_DEBUG
std::cerr << "stdev: " << stdev.rows() << " x " << stdev.cols() << ", max " << stdev.maxCoeff() << "\n";
#else
if (progress)
++*progress;
#endif
if (variance_groups.size())
std_effect_size = matrix_type::Constant (measurements.cols(), hypotheses.size(), NaN);
else
std_effect_size = abs_effect_size.array().colwise() / stdev.transpose().array().col(0);
#ifdef GLM_ALL_STATS_DEBUG
std::cerr << "std_effect_size: " << std_effect_size.rows() << " x " << std_effect_size.cols() << ", max " << std_effect_size.array().maxCoeff() << "\n";
#endif
}
void all_stats (const matrix_type& measurements,
const matrix_type& fixed_design,
const vector<CohortDataImport>& extra_data,
const vector<Hypothesis>& hypotheses,
const index_array_type& variance_groups,
vector_type& cond,
matrix_type& betas,
matrix_type& abs_effect_size,
matrix_type& std_effect_size,
matrix_type& stdev)
{
if (extra_data.empty() && measurements.allFinite()) {
all_stats (measurements, fixed_design, hypotheses, variance_groups, betas, abs_effect_size, std_effect_size, stdev);
return;
}
class Source
{ NOMEMALIGN
public:
Source (const size_t num_elements) :
num_elements (num_elements),
counter (0),
progress (new ProgressBar ("Calculating basic properties of default permutation", num_elements)) { }
bool operator() (size_t& element_index)
{
element_index = counter++;
if (element_index >= num_elements) {
progress.reset();
return false;
}
assert (progress);
++(*progress);
return true;
}
private:
const size_t num_elements;
size_t counter;
std::unique_ptr<ProgressBar> progress;
};
class Functor
{ MEMALIGN(Functor)
public:
Functor (const matrix_type& data, const matrix_type& design_fixed, const vector<CohortDataImport>& extra_data, const vector<Hypothesis>& hypotheses, const index_array_type& variance_groups,
vector_type& cond, matrix_type& betas, matrix_type& abs_effect_size, matrix_type& std_effect_size, matrix_type& stdev) :
data (data),
design_fixed (design_fixed),
extra_data (extra_data),
hypotheses (hypotheses),
variance_groups (variance_groups),
global_cond (cond),
global_betas (betas),
global_abs_effect_size (abs_effect_size),
global_std_effect_size (std_effect_size),
global_stdev (stdev),
num_vgs (variance_groups.size() ? variance_groups.maxCoeff()+1 : 1)
{
assert (size_t(design_fixed.cols()) + extra_data.size() == size_t(hypotheses[0].cols()));
}
bool operator() (const size_t& element_index)
{
const matrix_type element_data = data.col (element_index);
matrix_type element_design (design_fixed.rows(), design_fixed.cols() + extra_data.size());
element_design.leftCols (design_fixed.cols()) = design_fixed;
// For each element-wise design matrix column,
// acquire the data for this particular element, without permutation
for (size_t col = 0; col != extra_data.size(); ++col)
element_design.col (design_fixed.cols() + col) = (extra_data[col]) (element_index);
// For each element-wise design matrix, remove any NaN values
// present in either the input data or imported from the element-wise design matrix column data
ssize_t valid_rows = 0;
for (ssize_t row = 0; row != data.rows(); ++row) {
if (std::isfinite (element_data(row)) && element_design.row (row).allFinite())
++valid_rows;
}
default_type condition_number = 0.0;
if (valid_rows == data.rows()) { // No NaNs present
condition_number = Math::condition_number (element_design);
if (!std::isfinite (condition_number) || condition_number > 1e5) {
zero();
} else {
Math::Stats::GLM::all_stats (element_data, element_design, hypotheses, variance_groups,
local_betas, local_abs_effect_size, local_std_effect_size, local_stdev);
}
} else if (valid_rows >= element_design.cols()) {
// Need to reduce the data and design matrices to contain only finite data
matrix_type element_data_finite (valid_rows, 1);
matrix_type element_design_finite (valid_rows, element_design.cols());
index_array_type variance_groups_finite (variance_groups.size() ? valid_rows : 0);
ssize_t output_row = 0;
for (ssize_t row = 0; row != data.rows(); ++row) {
if (std::isfinite (element_data(row)) && element_design.row (row).allFinite()) {
element_data_finite(output_row, 0) = element_data(row);
element_design_finite.row (output_row) = element_design.row (row);
if (variance_groups.size())
variance_groups_finite[output_row] = variance_groups[row];
++output_row;
}
}
assert (output_row == valid_rows);
assert (element_data_finite.allFinite());
assert (element_design_finite.allFinite());
condition_number = Math::condition_number (element_design_finite);
if (!std::isfinite (condition_number) || condition_number > 1e5) {
zero();
} else {
Math::Stats::GLM::all_stats (element_data_finite, element_design_finite, hypotheses, variance_groups_finite,
local_betas, local_abs_effect_size, local_std_effect_size, local_stdev);
}
} else { // Insufficient data to fit model at all
zero();
}
global_cond[element_index] = condition_number;
global_betas.col (element_index) = local_betas;
global_abs_effect_size.row (element_index) = local_abs_effect_size.row (0);
global_std_effect_size.row (element_index) = local_std_effect_size.row (0);
global_stdev.col (element_index) = local_stdev;
return true;
}
private:
const matrix_type& data;
const matrix_type& design_fixed;
const vector<CohortDataImport>& extra_data;
const vector<Hypothesis>& hypotheses;
const index_array_type& variance_groups;
vector_type& global_cond;
matrix_type& global_betas;
matrix_type& global_abs_effect_size;
matrix_type& global_std_effect_size;
matrix_type& global_stdev;
matrix_type local_betas, local_abs_effect_size, local_std_effect_size, local_stdev;
const size_t num_vgs;
void zero () {
local_betas = matrix_type::Zero (global_betas.rows(), 1);
local_abs_effect_size = matrix_type::Zero (1, hypotheses.size());
local_std_effect_size = matrix_type::Zero (1, hypotheses.size());
local_stdev = matrix_type::Zero (num_vgs, 1);
for (size_t ih = 0; ih != hypotheses.size(); ++ih) {
if (hypotheses[ih].is_F())
local_abs_effect_size (0, ih) = local_std_effect_size (0, ih) = NaN;
}
}
};
Source source (measurements.cols());
Functor functor (measurements, fixed_design, extra_data, hypotheses, variance_groups,
cond, betas, abs_effect_size, std_effect_size, stdev);
Thread::run_queue (source, Thread::batch (size_t()), Thread::multi (functor));
}
// Same model partitioning as is used in FSL randomise
Hypothesis::Partition Hypothesis::partition (const matrix_type& design) const
{
// eval() calls necessary for older versions of Eigen / compiler to work:
// can't seem to map Eigen template result to const matrix_type& as the Math::pinv() input
// TODO See if some better template trickery can be done
const matrix_type D = (design.transpose() * design).inverse();
// Note: Cu is transposed with respect to how contrast matrices are stored elsewhere
const matrix_type Cu = Eigen::FullPivLU<matrix_type> (c).kernel();
const matrix_type inv_cDc = (c * D * c.transpose()).inverse();
// Note: Cv is transposed with respect to convention just as Cu is
const matrix_type Cv = Cu - c.transpose() * inv_cDc * c * D * Cu;
const matrix_type X = design * D * c.transpose() * inv_cDc;
// .inverse() leads to NaNs with no nuisance regressors
const matrix_type Z = Cv.isZero() ?
matrix_type::Zero (design.rows(), 1) :
(design * D * Cv * (Cv.transpose() * D * Cv).inverse()).eval();
return Partition (X, Z);
}
void Hypothesis::check_nonzero() const
{
if (c.isZero())
throw Exception ("Cannot specify a contrast that consists entirely of zeroes");
}
matrix_type Hypothesis::check_rank (const matrix_type& in, const size_t index) const
{
// FullPivLU.image() provides column-space of matrix;
// here we want the row-space (since it's degeneracy in contrast matrix rows
// that has led to the rank-deficiency, whereas we can't exclude factor columns).
// Hence the transposing.
Eigen::FullPivLU<matrix_type> decomp (in.transpose());
if (decomp.rank() == in.rows())
return in;
WARN ("F-test " + str(index+1) + " is rank-deficient; row-space matrix decomposition will instead be used");
INFO ("Original matrix: " + str(in));
const matrix_type result = decomp.image (in.transpose()).transpose();
INFO ("Decomposed matrix: " + str(result));
return result;
}
void TestBase::operator() (const matrix_type& shuffling_matrix, matrix_type& output) const
{
matrix_type temp;
(*this) (shuffling_matrix, temp, output);
}
//#define GLM_TEST_DEBUG
TestFixedHomoscedastic::TestFixedHomoscedastic (const matrix_type& measurements, const matrix_type& design, const vector<Hypothesis>& hypotheses) :
TestBase (measurements, design, hypotheses),
pinvM (Math::pinv (M)),
Rm (matrix_type::Identity (num_inputs(), num_inputs()) - (M*pinvM))
{
assert (hypotheses[0].cols() == design.cols());
// When the design matrix is fixed, we can pre-calculate the model partitioning for each hypothesis
for (const auto& h : hypotheses) {
partitions.emplace_back (h.partition (design));
XtX.emplace_back (partitions.back().X.transpose()*partitions.back().X);
one_over_dof.push_back (1.0 / (num_inputs() - partitions.back().rank_x - partitions.back().rank_z));
}
}
void TestFixedHomoscedastic::operator() (const matrix_type& shuffling_matrix,
matrix_type& stats,
matrix_type& zstats) const
{
assert (size_t(shuffling_matrix.rows()) == num_inputs());
stats .resize (num_elements(), num_hypotheses());
zstats.resize (num_elements(), num_hypotheses());
matrix_type Sy, lambdas, residuals, beta;
vector_type sse;
// Freedman-Lane for fixed design matrix case
// Each hypothesis needs to be handled explicitly on its own
for (size_t ih = 0; ih != c.size(); ++ih) {
// First, we perform permutation of the input data
// In Freedman-Lane, the initial 'effective' regression against the nuisance
// variables, and permutation of the data, are done in a single step
#ifdef GLM_TEST_DEBUG
VAR (shuffling_matrix.rows());
VAR (shuffling_matrix.cols());
VAR (partitions[ih].Rz.rows());
VAR (partitions[ih].Rz.cols());
VAR (y.rows());
VAR (y.cols());
#endif
Sy.noalias() = shuffling_matrix * partitions[ih].Rz * y;
#ifdef GLM_TEST_DEBUG
VAR (Sy.rows());
VAR (Sy.cols());
VAR (pinvM.rows());
VAR (pinvM.cols());
#endif
// Now, we regress this shuffled data against the full model
lambdas.noalias() = pinvM * Sy;
#ifdef GLM_TEST_DEBUG
VAR (lambdas.rows());
VAR (lambdas.cols());
//VAR (matrix_type(c[ih]).rows());
//VAR (matrix_type(c[ih]).cols());
VAR (Rm.rows());
VAR (Rm.cols());
VAR (XtX[ih].rows());
VAR (XtX[ih].cols());
VAR (one_over_dof);
#endif
const size_t dof = num_inputs() - partitions[ih].rank_x - partitions[ih].rank_z;
const default_type one_over_dof = 1.0 / default_type(dof);
sse = (Rm*Sy).colwise().squaredNorm();
#ifdef GLM_TEST_DEBUG
VAR (dof);
VAR (one_over_dof);
VAR (sse.size());
#endif
for (size_t ie = 0; ie != num_elements(); ++ie) {
beta.noalias() = c[ih].matrix() * lambdas.col (ie);
const default_type F = ((beta.transpose() * XtX[ih] * beta) (0,0) / c[ih].rank()) /
(one_over_dof * sse[ie]);
if (!std::isfinite (F)) {
stats (ie, ih) = zstats (ie, ih) = value_type(0);
} else if (c[ih].is_F()) {
stats (ie, ih) = F;
#ifdef MRTRIX_USE_ZSTATISTIC_LOOKUP
zstats (ie, ih) = stat2z->F2z (F, c[ih].rank(), dof);
#else
zstats (ie, ih) = Math::F2z (F, c[ih].rank(), dof);
#endif
} else {
assert (beta.rows() == 1);
stats (ie, ih) = std::sqrt (F) * (beta.sum() > 0.0 ? 1.0 : -1.0);
#ifdef MRTRIX_USE_ZSTATISTIC_LOOKUP
zstats (ie, ih) = stat2z->t2z (stats (ie, ih), dof);
#else
zstats (ie, ih) = Math::t2z (stats (ie, ih), dof);
#endif
}
}
}
}
TestFixedHeteroscedastic::TestFixedHeteroscedastic (const matrix_type& measurements, const matrix_type& design, const vector<Hypothesis>& hypotheses, const index_array_type& variance_groups) :
TestFixedHomoscedastic (measurements, design, hypotheses),
VG (variance_groups),
num_vgs (VG.maxCoeff() + 1),
inputs_per_vg (num_vgs, 0),
Rnn_sums (vector_type::Zero (num_vgs)),
gamma_weights (vector_type::Zero (num_hypotheses()))
{
// Pre-calculate whatever can be pre-calculated for G-statistic
for (size_t input = 0; input != num_inputs(); ++input) {
// Number of inputs belonging to each VG
inputs_per_vg[VG[input]]++;
// Sum of diagonal entries of residual-forming matrix corresponding to each VG
Rnn_sums[VG[input]] += Rm.diagonal()[input];
}
#ifdef GLM_TEST_DEBUG
VAR (inputs_per_vg);
VAR (Rnn_sums);
#endif
// Reciprocals of the sums of diagonal entries of residual-forming matrix corresponding to each VG
inv_Rnn_sums = Rnn_sums.inverse();
#ifdef GLM_TEST_DEBUG
VAR (inv_Rnn_sums);
#endif
// Multiplication term for calculation of gamma; unique for each hypothesis
for (size_t ih = 0; ih != c.size(); ++ih) {
const size_t s = c[ih].rank();
gamma_weights[ih] = 2.0*(s-1) / default_type(s*(s+2));
}
#ifdef GLM_TEST_DEBUG
VAR (gamma_weights);
#endif
}
void TestFixedHeteroscedastic::operator() (const matrix_type& shuffling_matrix, matrix_type& stats, matrix_type& zstats) const
{
assert (size_t(shuffling_matrix.rows()) == num_inputs());
stats.resize (num_elements(), num_hypotheses());
zstats.resize (num_elements(), num_hypotheses());
matrix_type Sy, lambdas;
Eigen::Array<default_type, Eigen::Dynamic, Eigen::Dynamic> sq_residuals, sse, Wterms;
Eigen::Matrix<default_type, Eigen::Dynamic, 1> W (num_inputs());
#ifdef GLM_TEST_DEBUG
VAR (shuffling_matrix);
#endif
for (size_t ih = 0; ih != c.size(); ++ih) {
// First two steps are identical to the homoscedastic case
Sy.noalias() = shuffling_matrix * partitions[ih].Rz * y;
#ifdef GLM_TEST_DEBUG
VAR (Sy);
#endif
lambdas.noalias() = pinvM * Sy;
#ifdef GLM_TEST_DEBUG
VAR (lambdas);
#endif
// Compute sum of residuals per VG immediately
// Variance groups appear across rows, and one column per element tested
// Immediately calculate squared residuals; simplifies summation over variance groups
sq_residuals = (Rm*Sy).array().square();
#ifdef GLM_TEST_DEBUG
VAR (sq_residuals);
VAR (sq_residuals.rows());
VAR (sq_residuals.cols());
#endif
sse = matrix_type::Zero (num_variance_groups(), num_elements());
for (size_t input = 0; input != num_inputs(); ++input)
sse.row(VG[input]) += sq_residuals.row(input);
#ifdef GLM_TEST_DEBUG
VAR (sse);
VAR (sse.rows());
VAR (sse.cols());
#endif
// These terms are what appears in the weighting matrix based on the VG to which each input belongs;
// one row per variance group, one column per element to be tested
Wterms = sse.array().inverse().colwise() * Rnn_sums;
for (size_t col = 0; col != num_elements(); ++col) {
for (size_t row = 0; row != num_vgs; ++row) {
if (!std::isfinite (Wterms (row, col)))
Wterms (row, col) = 0.0;
}
}
#ifdef GLM_TEST_DEBUG
VAR (Wterms);
VAR (Wterms.rows());
VAR (Wterms.cols());
#endif
for (size_t ie = 0; ie != num_elements(); ++ie) {
// Need to construct the weights diagonal matrix; is unique for each element
default_type W_trace (0.0);
for (size_t input = 0; input != num_inputs(); ++input) {
W[input] = Wterms(VG[input], ie);
W_trace += W[input];
}
#ifdef GLM_TEST_DEBUG
VAR (W_trace);
#endif
const default_type numerator = lambdas.col (ie).transpose() * c[ih].matrix().transpose() * (c[ih].matrix() * (M.transpose() * W.asDiagonal() * M).inverse() * c[ih].matrix().transpose()).inverse() * c[ih].matrix() * lambdas.col (ie);
#ifdef GLM_TEST_DEBUG
VAR (numerator);
#endif
default_type gamma (0.0);
for (size_t vg_index = 0; vg_index != num_vgs; ++vg_index)
// Since Wnn is the same for every n in the variance group, can compute that summation as the product of:
// - the value inserted in W for that particular VG
// - the number of inputs that are a part of that VG
gamma += inv_Rnn_sums[vg_index] * Math::pow2 (1.0 - ((Wterms(vg_index, ie) * inputs_per_vg[vg_index]) / W_trace));
gamma = 1.0 + (gamma_weights[ih] * gamma);
#ifdef GLM_TEST_DEBUG
VAR (gamma);
#endif
const default_type denominator = gamma * c[ih].rank();
const default_type G = numerator / denominator;
if (!std::isfinite (G)) {
stats (ie, ih) = zstats (ie, ih) = value_type(0);
} else {
stats (ie, ih) = c[ih].is_F() ?
G :
std::sqrt (G) * ((c[ih].matrix() * lambdas.col (ie)).sum() > 0.0 ? 1.0 : -1.0);
if (c[ih].is_F() && c[ih].rank() > 1) {
const default_type dof = 2.0 * default_type(c[ih].rank() - 1) / (3.0 * (gamma - 1.0));
#ifdef GLM_TEST_DEBUG
VAR (dof);
#endif
zstats (ie, ih) = stat2z->F2z (G, c[ih].rank(), dof);
} else {
const default_type dof = Math::welch_satterthwaite (Wterms.col (ie).inverse(), inputs_per_vg);
#ifdef GLM_TEST_DEBUG
VAR (dof);
#endif
zstats (ie, ih) = c[ih].is_F() ?
#ifdef MRTRIX_USE_ZSTATISTIC_LOOKUP
stat2z->G2z (G, c[ih].rank(), dof) :
stat2z->v2z (stats (ie, ih), dof);
#else
Math::F2z (G, c[ih].rank(), dof) :
Math::t2z (stats (ie, ih), dof);
#endif
}
}
}
}
}
TestVariableHomoscedastic::TestVariableHomoscedastic (const vector<CohortDataImport>& importers,
const matrix_type& measurements,
const matrix_type& design,
const vector<Hypothesis>& hypotheses,
const bool nans_in_data,
const bool nans_in_columns) :
TestBase (measurements, design, hypotheses),
importers (importers),
nans_in_data (nans_in_data),
nans_in_columns (nans_in_columns)
{
// Make sure that the specified contrast matrix reflects the full design matrix (with additional
// data loaded)
assert (hypotheses[0].cols() == M.cols() + ssize_t(importers.size()));
}
void TestVariableHomoscedastic::operator() (const matrix_type& shuffling_matrix,
matrix_type& stats,
matrix_type& zstats) const
{
stats .resize (num_elements(), num_hypotheses());
zstats.resize (num_elements(), num_hypotheses());
matrix_type dof (num_elements(), num_hypotheses());
matrix_type extra_column_data (num_inputs(), importers.size());
BitSet element_mask (num_inputs());
matrix_type shuffling_matrix_masked, Mfull_masked, pinvMfull_masked, Rm;
vector_type y_masked, Sy, lambda;
matrix_type XtX, beta;
// Let's loop over elements first, then hypotheses in the inner loop
for (ssize_t ie = 0; ie != y.cols(); ++ie) {
// For each element (row in y), need to load the additional data for that element
// for all subjects in order to construct the design matrix
// Would it be preferable to pre-calculate and store these per-element design matrices,
// rather than re-generating them each time? (More RAM, less CPU)
// No, most of the time that subject data will be memory-mapped, so pre-loading (in
// addition to the duplication of the fixed design matrix contents) would hurt bad
for (ssize_t col = 0; col != ssize_t(importers.size()); ++col)
extra_column_data.col (col) = importers[col] (ie);
// What can we do here that's common across all hypotheses?
// - Import the element-wise data
// - Identify rows to be excluded based on NaNs in the design matrix
// - Identify rows to be excluded based on NaNs in the input data
//
// Note that this is going to have to operate slightly differently to
// how it used to be done, i.e. via the permutation labelling vector,
// if we are to support taking the shuffling matrix as input to this functor
// I think the approach will have to be:
// - Both NaNs in design matrix and NaNs in input data need to be removed
// in order to perform the initial regression against nuisance variables
// - Can then remove the corresponding _columns_ of the permutation matrix?
// No, don't think it's removal of columns; think it's removal of any rows
// that contain non-zero values in those columns
//
get_mask (ie, element_mask, extra_column_data);
const size_t finite_count = element_mask.count();
// Additional rejection here:
// If the number of finite elemets is _not_ equal to the number of subjects
// (i.e. at least one subject has been removed), there needs to be a
// more stringent criterion met in order to proceed with the test.
// Let's do: DoF must be at least equal to the number of factors.
if (finite_count < std::min (num_inputs(), 2 * num_factors())) {
stats.row (ie).setZero();
zstats.row (ie).setZero();
dof.row (ie).fill (NaN);
} else {
apply_mask (element_mask,
y.col (ie),
shuffling_matrix,
extra_column_data,
Mfull_masked,
shuffling_matrix_masked,
y_masked);
assert (Mfull_masked.allFinite());
// Test condition number of NaN-masked & data-filled design matrix;
// need to skip statistical testing if it is too poor
// TODO Condition number testing may be quite slow;
// would a rank calculation with tolerance be faster?
const default_type condition_number = Math::condition_number (Mfull_masked);
if (!std::isfinite (condition_number) || condition_number > 1e5) {
stats.row (ie).fill (0.0);
zstats.row (ie).fill (0.0);
dof.row (ie).fill (NaN);
} else {
pinvMfull_masked = Math::pinv (Mfull_masked);
Rm.noalias() = matrix_type::Identity (finite_count, finite_count) - (Mfull_masked*pinvMfull_masked);
// We now have our permutation (shuffling) matrix and design matrix prepared,
// and can commence regressing the partitioned model of each hypothesis
for (size_t ih = 0; ih != c.size(); ++ih) {
const auto partition = c[ih].partition (Mfull_masked);
dof (ie, ih) = finite_count - partition.rank_x - partition.rank_z;
if (dof (ie, ih) < 1) {
stats (ie, ih) = zstats (ie, ih) = dof (ie, ih) = value_type(0);
} else {
XtX.noalias() = partition.X.transpose()*partition.X;
// Now that we have the individual hypothesis model partition for these data,
// the rest of this function should proceed similarly to the fixed
// design matrix case
Sy = shuffling_matrix_masked * partition.Rz * y_masked.matrix();
lambda = pinvMfull_masked * Sy.matrix();
beta.noalias() = c[ih].matrix() * lambda.matrix();
const default_type sse = (Rm*Sy.matrix()).squaredNorm();
const default_type F = ((beta.transpose() * XtX * beta) (0, 0) / c[ih].rank()) /
(sse / dof (ie, ih));
if (!std::isfinite (F)) {
stats (ie, ih) = zstats (ie, ih) = value_type(0);
} else if (c[ih].is_F()) {
stats (ie, ih) = F;
#ifdef MRTRIX_USE_ZSTATISTIC_LOOKUP
zstats (ie, ih) = stat2z->F2z (F, c[ih].rank(), dof (ie, ih));
#else
zstats (ie, ih) = Math::F2z (F, c[ih].rank(), dof (ie, ih));
#endif
} else {
assert (beta.rows() == 1);
stats (ie, ih) = std::sqrt (F) * (beta.sum() > 0 ? 1.0 : -1.0);
#ifdef MRTRIX_USE_ZSTATISTIC_LOOKUP
zstats (ie, ih) = stat2z->t2z (stats (ie, ih), dof (ie, ih));
#else
zstats (ie, ih) = Math::t2z (stats (ie, ih), dof (ie, ih));
#endif
}
} // End checking for sufficient degrees of freedom
} // End looping over hypotheses
} // End checking for adequate condition number after NaN removal
} // End checking for adequate number of remaining inputs after NaN removal
} // End looping over elements
} // End functor
void TestVariableHomoscedastic::get_mask (const size_t ie, BitSet& mask, const matrix_type& extra_data) const
{
mask.clear (true);
if (nans_in_data) {
for (ssize_t row = 0; row != y.rows(); ++row) {
if (!std::isfinite (y (row, ie)))
mask[row] = false;
}
}
if (nans_in_columns) {
for (ssize_t row = 0; row != extra_data.rows(); ++row) {
if (!extra_data.row (row).allFinite())
mask[row] = false;
}
}
}
void TestVariableHomoscedastic::apply_mask (const BitSet& mask,
matrix_type::ConstColXpr data,
const matrix_type& shuffling_matrix,
const matrix_type& extra_column_data,
matrix_type& Mfull_masked,
matrix_type& shuffling_matrix_masked,
vector_type& data_masked) const
{
const size_t finite_count = mask.count();
// Do we need to reduce the size of our matrices / vectors
// based on the presence of non-finite values?
if (finite_count == num_inputs()) {
Mfull_masked.resize (num_inputs(), num_factors());
Mfull_masked.block (0, 0, num_inputs(), M.cols()) = M;
Mfull_masked.block (0, M.cols(), num_inputs(), extra_column_data.cols()) = extra_column_data;
shuffling_matrix_masked = shuffling_matrix;
data_masked = data;
} else {
Mfull_masked.resize (finite_count, num_factors());
data_masked.resize (finite_count);
BitSet perm_matrix_mask (num_inputs(), true);
size_t out_index = 0;
for (size_t in_index = 0; in_index != num_inputs(); ++in_index) {
if (mask[in_index]) {
Mfull_masked.block (out_index, 0, 1, M.cols()) = M.row (in_index);
Mfull_masked.block (out_index, M.cols(), 1, extra_column_data.cols()) = extra_column_data.row (in_index);
data_masked[out_index++] = data[in_index];
} else {
// Any row in the permutation matrix that contains a non-zero entry
// in the column corresponding to in_row needs to be removed
// from the permutation matrix
for (ssize_t perm_row = 0; perm_row != shuffling_matrix.rows(); ++perm_row) {
if (shuffling_matrix (perm_row, in_index))
perm_matrix_mask[perm_row] = false;
}
}
}
assert (out_index == finite_count);
assert (perm_matrix_mask.count() == finite_count);
assert (data_masked.allFinite());
// Only after we've reduced the design matrix do we now reduce the shuffling matrix
// Step 1: Remove rows that contain non-zero entries in columns to be removed
matrix_type temp (finite_count, num_inputs());
out_index = 0;
for (size_t in_index = 0; in_index != num_inputs(); ++in_index) {
if (perm_matrix_mask[in_index])
temp.row (out_index++) = shuffling_matrix.row (in_index);
}
assert (out_index == finite_count);
// Step 2: Remove columns
shuffling_matrix_masked.resize (finite_count, finite_count);
out_index = 0;
for (size_t in_index = 0; in_index != num_inputs(); ++in_index) {
if (mask[in_index])
shuffling_matrix_masked.col (out_index++) = temp.col (in_index);
}
assert (out_index == finite_count);
}
}
TestVariableHeteroscedastic::TestVariableHeteroscedastic (const vector<CohortDataImport>& importers,
const matrix_type& measurements,
const matrix_type& design,
const vector<Hypothesis>& hypotheses,
const index_array_type& variance_groups,
const bool nans_in_data,
const bool nans_in_columns) :
TestVariableHomoscedastic (importers, measurements, design, hypotheses, nans_in_data, nans_in_columns),
VG (variance_groups),
num_vgs (VG.maxCoeff() + 1),
gamma_weights (vector_type::Zero (num_hypotheses()))
{
for (size_t ih = 0; ih != c.size(); ++ih) {
const size_t s = c[ih].rank();
gamma_weights[ih] = 2.0*(s-1) / default_type(s*(s+2));
}
}
void TestVariableHeteroscedastic::operator() (const matrix_type& shuffling_matrix, matrix_type& stats, matrix_type& zstats) const
{
stats.resize (num_elements(), num_hypotheses());
zstats.resize (num_elements(), num_hypotheses());
matrix_type extra_column_data (num_inputs(), importers.size());
BitSet element_mask (num_inputs());
matrix_type Mfull_masked, shuffling_matrix_masked, pinvMfull_masked, Rm;
Eigen::Matrix<default_type, Eigen::Dynamic, 1> W;
index_array_type VG_masked, VG_counts;
vector_type y_masked, Sy, lambda, sq_residuals, sse, Rnn_sums, Wterms;
for (ssize_t ie = 0; ie != y.cols(); ++ie) {
// Common ground to the TestVariableHomoscedastic case
for (ssize_t col = 0; col != ssize_t(importers.size()); ++col)
extra_column_data.col (col) = importers[col] (ie);
get_mask (ie, element_mask, extra_column_data);
const size_t finite_count = element_mask.count();
if (finite_count < std::min (num_inputs(), 2 * num_factors())) {
stats.row (ie).setZero();
zstats.row (ie).setZero();
} else {
apply_mask (element_mask,
y.col (ie),
shuffling_matrix,
extra_column_data,
Mfull_masked,
shuffling_matrix_masked,
y_masked);
const default_type condition_number = Math::condition_number (Mfull_masked);
if (!std::isfinite (condition_number) || condition_number > 1e5) {
stats.row (ie).fill (0.0);
zstats.row (ie).fill (0.0);
} else {
apply_mask_VG (element_mask, VG_masked, VG_counts);
if (VG_counts.minCoeff() <= 1) {
stats.row (ie).fill (0.0);
zstats.row (ie).fill (0.0);
} else {
pinvMfull_masked = Math::pinv (Mfull_masked);
Rm.noalias() = matrix_type::Identity (finite_count, finite_count) - (Mfull_masked*pinvMfull_masked);
for (size_t ih = 0; ih != c.size(); ++ih) {
const auto partition = c[ih].partition (Mfull_masked);
// At this point the implementation diverges from the TestVariableHomoscedastic case,
// more closely mimicing the TestFixedHeteroscedastic case
Sy = shuffling_matrix_masked * partition.Rz * y_masked.matrix();
lambda = pinvMfull_masked * Sy.matrix();
sq_residuals = (Rm*Sy.matrix()).array().square();
sse = vector_type::Zero (num_variance_groups());
Rnn_sums = vector_type::Zero (num_variance_groups());
for (size_t input = 0; input != finite_count; ++input) {
sse[VG_masked[input]] += sq_residuals[input];
Rnn_sums[VG_masked[input]] += Rm.diagonal()[input];
}
Wterms = sse.inverse() * Rnn_sums;
for (size_t vg = 0; vg != num_vgs; ++vg) {
if (!std::isfinite (Wterms[vg]))
Wterms[vg] = 0.0;
}
default_type W_trace (0.0);
W.resize (finite_count);
for (size_t input = 0; input != finite_count; ++input) {
W[input] = Wterms[VG_masked[input]];
W_trace += W[input];
}
const default_type numerator = lambda.matrix().transpose() * c[ih].matrix().transpose() * (c[ih].matrix() * (Mfull_masked.transpose() * W.asDiagonal() * Mfull_masked).inverse() * c[ih].matrix().transpose()).inverse() * c[ih].matrix() * lambda.matrix();
default_type gamma (0.0);
for (size_t vg_index = 0; vg_index != num_vgs; ++vg_index)
gamma += Math::pow2 (1.0 - ((Wterms[vg_index] * VG_counts[vg_index]) / W_trace)) / Rnn_sums[vg_index];
gamma = 1.0 + (gamma_weights[ih] * gamma);
const default_type denominator = gamma * c[ih].rank();
const default_type G = numerator / denominator;
if (!std::isfinite (G)) {
stats (ie, ih) = zstats (ie, ih) = value_type(0);
} else {
stats (ie, ih) = c[ih].is_F() ?
G :
std::sqrt (G) * ((c[ih].matrix() * lambda.matrix()).sum() > 0.0 ? 1.0 : -1.0);
if (c[ih].is_F() && c[ih].rank() > 1) {
const default_type dof = 2.0 * default_type(c[ih].rank() - 1) / (3.0 * (gamma - 1.0));
zstats (ie, ih) = stat2z->F2z (G, c[ih].rank(), dof);
} else {
const default_type dof = Math::welch_satterthwaite (Wterms.inverse(), VG_counts);
zstats (ie, ih) = c[ih].is_F() ?
#ifdef MRTRIX_USE_ZSTATISTIC_LOOKUP
stat2z->G2z (G, c[ih].rank(), dof) :
stat2z->v2z (stats (ie, ih), dof);
#else
Math::F2z (G, c[ih].rank(), dof) :
Math::t2z (stats (ie, ih), dof);
#endif
} // End switching for F-test with rank > 1
} // End checking for G being finite
} // End looping over hypotheses for this element
} // End check for preservation of at least two elements in each VG
} // End checking for adequate condition number after NaN removal
} // End checking for adequate number of remaining inputs after NaN removal
} // End looping over elements
}
void TestVariableHeteroscedastic::apply_mask_VG (const BitSet& mask,
index_array_type& VG_masked,
index_array_type& VG_counts) const
{
VG_masked.resize (mask.count());
VG_counts = index_array_type::Zero (num_vgs);
size_t out_index = 0;
for (size_t in_index = 0; in_index != mask.size(); ++in_index) {
if (mask[in_index]) {
VG_masked[out_index++] = VG[in_index];
VG_counts[VG[in_index]]++;
}
}
assert (out_index == size_t(VG_masked.size()));
}
}
}
}
}
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