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##' censored survival data
##'
##' \code{dic.fit} fits a parametric accelerated failure time model to survival
##' data. It was developed with the application to estimating incubation periods of infectious diseases
##' in mind but is applicable to many general problems.
##' The data can be a mixture of doubly interval-censored, single
##' interval-censored or exact observations from a single univariate
##' distribution. Currently, three distributions are supported: log-normal,
##' gamma, and Weibull. (The Erlang distribution is supported in the
##' \code{dic.fit.mcmc} function, which implements an MCMC version of this
##' code.) We use a consistent (par1, par2) notation for each distribution, they
##' map in the following manner: \deqn{Log-normal(meanlog=par1, sdlog=par2)}
##' \deqn{Gamma(shape=par1, scale=par2)} \deqn{Weibull(shape=par1, scale=par2)}
##' Standard errors of parameters can be computed using closed-form asymptotic
##' formulae or using a bootstrap routine for log-normal and gamma models.
##' Currently, bootstrap SEs are the only option for the gamma models, which do
##' not have a closed form for the percentiles. \code{dic.fit()} calculates
##' asymptotic SEs by default, or whenever the \code{n.boots} option is set to
##' 0. To compute bootstrap SEs, just set \code{n.boots} to be greater than
##' zero. \code{\link{dic.fit.mcmc}} also allows for Markov Chain Monte Carlo
##' fitting of these three parametric models and Erlang models as well.
##'
##'
##' @param dat a matrix with columns named "EL", "ER", "SL", "SR", corresponding
##' to the left (L) and right (R) endpoints of the windows of possible
##' exposure (E) and symptom onset (S). Also, a "type" column must be
##' specified and have entries with 0, 1, or 2, corresponding to doubly
##' interval-censored, single interval-censored or exact observations,
##' respectively.
##' @param start.par2 starting value for 2nd parameter of desired distribution
##' @param opt.method method used by optim
##' @param par1.int the log-scale interval of possible median values (in the
##' same units as the observations in dat). Narrowing this interval can help
##' speed up convergence of the algorithm, but care must be taken so that
##' possible values are not excluded or that the maximization does not return
##' a value at an endpoint of this interval.
##' @param par2.int the log-scale interval of possible dispersion values
##' @param ptiles percentiles of interest
##' @param dist what distribution to use to fit the data. Default "L" for
##' log-normal. "G" for gamma, and "W" for Weibull.
##' @param n.boots number of bootstrap resamples (0 means that asymptotic results are desired)
##' @param ... additional options passed to optim
##' @return a cd.fit S4 object.
##' @importFrom methods is
##' @seealso \code{\link{cd.fit}}, \code{\link{dic.fit.mcmc}}
##' @export
##' @examples
##' data(fluA.inc.per)
##' dic.fit(fluA.inc.per, dist="L")
##' @references Reich NG et al. Statistics in Medicine. Estimating incubation
##' periods with coarse data. 2009.
##' \url{https://pubmed.ncbi.nlm.nih.gov/19598148/}
dic.fit <- function(dat,
start.par2=log(2),
opt.method="L-BFGS-B",
par1.int=c(log(.5), log(13)),
par2.int=c(log(1.01), log(log(5))),
ptiles=c(.05, .95, .99),
dist="L",
n.boots=0,
...) {
## check format of dat
check.data.structure(dat)
## check to make sure distribution is supported
if(!dist %in% c("G","W","L")) stop("Please use one of the following distributions Log-Normal (L) , Weibull (W), or Gamma (G)")
## no asymptotic results for gamma disribution at the moment so will need bootstrap to be larger tha 0 if dist != "L"
if(dist %in% c("G") & n.boots <=0) stop("You must use bootstraping with this distrbution at the moment. Please increase n.boots to something larger than 0")
## check if ptiles are valid
if (any(ptiles >=1) | any(ptiles <= 0)) stop("Sorry the percentiles you are requesting are not valid.")
## fix sample size
n <- nrow(dat)
## make sure dat is a matrix
dat <- as.matrix(dat[,c("EL", "ER", "SL", "SR", "type")])
if(is(dat,"data.frame")) stop("dat should be a matrix.")
## find starting values for DIC analysis using profile likelihoods
start.par1 <- optimize(f=pl.par1, interval=par1.int,
par2=start.par2, dat=dat,dist=dist)$min
start.par2 <- optimize(f=pl.par2, interval=par2.int, par1=start.par1,
dat=dat,dist=dist)$min
#cat("start.par1:", start.par1, " start.par2", start.par2, "\n") ##DEBUG
## find MLEs for doubly censored data using optim
tmp <- list(convergence=1)
msg <- NULL
fail <- FALSE
tmp <- optim(par=c(start.par1, start.par2),
method=opt.method, hessian=TRUE,
# lower=c(log(0.5), log(log(1.04))),
fn=loglikhd, dat=dat,dist=dist, ...)
# LEADS TO BETTER ERROR MESSAGES
# tryCatch(tmp <- optim(par=c(start.par1, start.par2),
# method=opt.method, hessian=TRUE,
# # lower=c(log(0.5), log(log(1.04))),
# fn=loglikhd, dat=dat,dist=dist, ...),
# error = function(e) {
# print(e)
# msg <<- e$message
# fail <<- TRUE
# },
# warning = function(w){
# msg <<- w$message
# fail <<- TRUE
# })
## also, to catch a few more errors
if(tmp$convergence!=0 || all(tmp$hessian==0) ){
msg <- tmp$message
if(all(tmp$hessian==0)) msg <- paste(msg, "& hessian is singular")
fail <- TRUE
}
## check if optimaization went well
if(!fail){
## back transform optim fit
untransformed.fit.params <- dist.optim.untransform(dist,tmp$par)
## always going to report median even if not requested
ptiles.appended <- sort(union(0.5,ptiles))
## get asymtotic CIs and SEs
if (dist == "L" & n.boots<=0 ){
med <- exp(untransformed.fit.params[1])
disp <- exp(untransformed.fit.params[2])
norm.quants <- qnorm(ptiles.appended)
ests <- c(untransformed.fit.params[1],
untransformed.fit.params[2],
med*disp^norm.quants)
Sig <- solve(tmp$hessian)
ses <- dic.getSE(dat=dat,par1=log(med),log.par2=log(log(disp)),Sig=Sig,ptiles=ptiles.appended,dist=dist,opt.method=opt.method)
## get cis
cil <- ests - qt(.975, n-1)*ses
cih <- ests + qt(.975, n-1)*ses
## save the quantile estimates
quant.matrix <- matrix(c(ests, cil, cih, ses),
nrow=2+length(ptiles.appended), byrow=FALSE)
ptiles.names <- paste0("p", 100*ptiles.appended)
rownames(quant.matrix) <- c("meanlog", "sdlog", ptiles.names)
colnames(quant.matrix) <- c("est", "CIlow", "CIhigh", "StdErr")
} else if (dist == "W" & n.boots <=0){
shape <- untransformed.fit.params[1]
scale <- untransformed.fit.params[2]
ests <- c(shape,
scale,
scale*(-log(1-ptiles.appended))^(1/shape))
Sig <- solve(tmp$hessian)
ses <- dic.getSE(dat=dat,
par1=shape,
log.par2=log(scale),
Sig=Sig,
ptiles=ptiles.appended,
dist=dist,
opt.method=opt.method)
## get cis
cil <- ests - qt(.975, n-1)*ses
cih <- ests + qt(.975, n-1)*ses
## save the quantile estimates
quant.matrix <- matrix(c(ests, cil, cih, ses),
nrow=2+length(ptiles.appended), byrow=FALSE)
ptiles.names <- paste0("p", 100*ptiles.appended)
rownames(quant.matrix) <- c("shape", "scale", ptiles.names)
colnames(quant.matrix) <- c("est", "CIlow", "CIhigh", "StdErr")
} else { ## running bootstrap
Sig <- solve(tmp$hessian)
##get estimates and cis for shape and scale
boot.params <- dic.get.boots(dat=dat,
par1=untransformed.fit.params[1],
par2=untransformed.fit.params[2], # keeping it logged to stay consistent with previous function
dist=dist,
opt.method=opt.method,
n.boots=n.boots)
na.rows <- is.na(rowSums(boot.params))
## if we have any bootstraps that we couldn't get the MLE for:
if (sum(na.rows) > 0) {
warning(sprintf("Could not estimate the MLEs for %.0f of %.0f bootstrap replications. Excluding these from the calculation of confidence intervals and standard errors so interpret with caution. \n",sum(na.rows),n.boots))
boot.params <- boot.params[-which(na.rows),]
}
cis.params <- apply(boot.params,2,function(x) quantile(x,c(.025,0.975)))
## adding median to below since the exp(shape) paramter no longer has the nice interpretration
## of the log-normal model
if (dist == "L"){
boot.funcs <- apply(boot.params,1,function(x) qlnorm(ptiles.appended,meanlog=x[1],sdlog=x[2]))
ests <- qlnorm(ptiles.appended,untransformed.fit.params[1],untransformed.fit.params[2])
param1.name <- "meanlog"
param2.name <- "sdlog"
} else if (dist == "W"){
boot.funcs <- apply(boot.params,1,function(x) qweibull(ptiles.appended,shape=x[1],scale=x[2]))
ests <- qweibull(ptiles.appended,shape=untransformed.fit.params[1],scale=untransformed.fit.params[2])
param1.name <- "shape"
param2.name <- "scale"
} else if (dist == "G"){
boot.funcs <- apply(boot.params,1,function(x) qgamma(ptiles.appended,shape=x[1],scale=x[2]))
ests <- qgamma(ptiles.appended,shape=untransformed.fit.params[1],scale=untransformed.fit.params[2])
param1.name <- "shape"
param2.name <- "scale"
}
## std deviations of bootstraps for parameters
sds.params <- apply(boot.params,2,sd)
## get percentile estimates
cis.ptiles <- apply(boot.funcs,1,function(x) quantile(x,c(.025,.975)))
sds.ptiles <- apply(boot.funcs,1,sd)
quant.matrix <- matrix(c(untransformed.fit.params,ests,cis.params[1,],cis.ptiles[1,],cis.params[2,],cis.ptiles[2,],sds.params,sds.ptiles), nrow=2+length(ptiles.appended), byrow=FALSE)
## deal with row and column names
ptiles.names <- paste0("p", 100*ptiles.appended)
rownames(quant.matrix) <- c(param1.name, param2.name, ptiles.names)
colnames(quant.matrix) <- c("est", "CIlow", "CIhigh", "SD")
}
if ("boot.params" %in% ls()) {
bp <- data.frame(boot.params)
ci.method <- "Bootstrap"
} else {
bp <- data.frame()
ci.method <- "Asymptotic"
}
return(
new("cd.fit",
ests=round(quant.matrix,3),
conv = 1,
MSG = "",
loglik=-tmp$value,
samples = bp,
data=data.frame(dat),
dist=dist,
inv.hessian = Sig,
est.method = "Maximum Likelihood - optim",
ci.method = ci.method
)
)
} else { ## if optimization fails:
return(
new("cd.fit",
ests=matrix(NA, nrow=5, ncol=4),
conv = 0,
MSG = msg,
loglik=numeric(0),
samples = data.frame(),
data=data.frame(dat),
dist=dist,
inv.hessian = matrix(),
est.method = "Maximum Likelihood - optim",
ci.method = ""
)
)
}
}
## profile likelihood for par1 -- used by dic.fit() to get starting values
pl.par1 <- function(par1, par2, dat, dist){
loglikhd(pars=c(par1, par2),dist=dist, dat=dat)
}
## profile likelihood for par2 -- used by dic.fit() to get starting values
pl.par2 <- function(par2, par1, dat, dist){
loglikhd(pars=c(par1, par2), dist=dist, dat=dat)
}
## functions that manipulate/calculate the likelihood for the censored data
## the functions coded here are taken directly from the
## doubly interval censored likelihood notes.
fw1 <- function(t, EL, ER, SL, SR, par1, par2, dist){
## function that calculates the first function for the DIC integral
if (dist=="W"){
(ER-SL+t) * dweibull(x=t,shape=par1,scale=par2)
} else if (dist=="off1W") {
(ER-SL+t) * dweibullOff1(x=t,shape=par1,scale=par2)
} else if (dist=="G") {
(ER-SL+t) * dgamma(x=t, shape=par1, scale=par2)
} else if (dist=="off1G") {
(ER-SL+t) * dgammaOff1(x=t, shape=par1, scale=par2)
} else if (dist =="L"){
(ER-SL+t) * dlnorm(x=t, meanlog=par1, sdlog=par2)
} else if (dist =="off1L"){
(ER-SL+t) * dlnormOff1(x=t, meanlog=par1, sdlog=par2)
} else {
stop("distribution not supported")
}
}
fw3 <- function(t, EL, ER, SL, SR, par1, par2, dist){
## function that calculates the third function for the DIC integral
if (dist == "W"){
(SR-EL-t) * dweibull(x=t, shape=par1, scale=par2)
} else if (dist == "off1W"){
(SR-EL-t) * dweibullOff1(x=t, shape=par1, scale=par2)
} else if (dist == "G"){
(SR-EL-t) * dgamma(x=t, shape=par1, scale=par2)
} else if (dist == "off1G"){
(SR-EL-t) * dgammaOff1(x=t, shape=par1, scale=par2)
} else if (dist == "L") {
(SR-EL-t) * dlnorm(x=t, meanlog=par1, sdlog=par2)
} else if (dist == "off1L"){
(SR-EL-t) * dlnormOff1(x=t, meanlog=par1, sdlog=par2)
} else {
stop("distribution not supported")
}
}
lik <- function(par1, par2, EL, ER, SL, SR, type, dist){
## returns the right likelihood for the type of data
## 0 = DIC, 1=SIC, 2=exact
if(type==0) return(diclik2(par1, par2, EL, ER, SL, SR, dist))
if(type==1) return(siclik(par1, par2, EL, ER, SL, SR, dist))
if(type==2) return(exactlik(par1, par2, EL, ER, SL, SR, dist))
}
## calculates the DIC likelihood by integration
diclik <- function(par1, par2, EL, ER, SL, SR, dist){
## if symptom window is bigger than exposure window
if(SR-SL>ER-EL){
dic1 <- integrate(fw1, lower=SL-ER, upper=SL-EL,
subdivisions=10,
par1=par1, par2=par2,
EL=EL, ER=ER, SL=SL, SR=SR,
dist=dist)$value
if (dist == "W"){
dic2 <- (ER-EL)*
(pweibull(SR-ER, shape=par1, scale=par2) - pweibull(SL-EL, shape=par1, scale=par2))
} else if (dist == "off1W"){
dic2 <- (ER-EL)*
(pweibullOff1(SR-ER, shape=par1, scale=par2) - pweibullOff1(SL-EL, shape=par1, scale=par2))
} else if (dist == "G"){
dic2 <- (ER-EL)*
(pgamma(SR-ER, shape=par1, scale=par2) - pgamma(SL-EL, shape=par1, scale=par2))
} else if (dist == "off1G"){
dic2 <- (ER-EL)*
(pgammaOff1(SR-ER, shape=par1, scale=par2) - pgammaOff1(SL-EL, shape=par1, scale=par2))
} else if (dist == "L") {
dic2 <- (ER-EL)*
(plnorm(SR-ER, par1, par2) - plnorm(SL-EL, par1, par2))
} else if (dist == "off1L") {
dic2 <- (ER-EL)*
(plnormOff1(SR-ER, par1, par2) - plnormOff1(SL-EL, par1, par2))
} else {
stop("distribution not supported")
}
dic3 <- integrate(fw3, lower=SR-ER, upper=SR-EL,
subdivisions=10,
par1=par1, par2=par2,
EL=EL, ER=ER, SL=SL, SR=SR,
dist=dist)$value
return(dic1 + dic2 + dic3)
}
## if exposure window is bigger than symptom window
else{
dic1 <- integrate(fw1, lower=SL-ER, upper=SR-ER, subdivisions=10,
par1=par1, par2=par2,
EL=EL, ER=ER, SL=SL, SR=SR,
dist=dist)$value
if (dist == "W"){
dic2 <- (SR-SL)*
(pweibull(SL-EL, shape=par1, scale=par2) - pweibull(SR-ER, shape=par1, scale=par2))
} else if (dist == "off1W"){
dic2 <- (SR-SL)*
(pweibullOff1(SL-EL, shape=par1, scale=par2) - pweibullOff1(SR-ER, shape=par1, scale=par2))
} else if (dist == "G"){
dic2 <- (SR-SL)*
(pgamma(SL-EL, shape=par1, scale=par2) - pgamma(SR-ER, shape=par1, scale=par2))
} else if (dist == "off1G"){
dic2 <- (SR-SL)*
(pgammaOff1(SL-EL, shape=par1, scale=par2) - pgammaOff1(SR-ER, shape=par1, scale=par2))
} else if (dist == "L"){
dic2 <- (SR-SL)*
(plnorm(SL-EL, par1, par2) - plnorm(SR-ER, par1, par2))
} else if (dist == "off1L"){
dic2 <- (SR-SL)*
(plnormOff1(SL-EL, par1, par2) - plnormOff1(SR-ER, par1, par2))
} else {
stop("distribution not supported")
}
dic3 <- integrate(fw3, lower=SL-EL, upper=SR-EL,
subdivisions=10,
par1=par1, par2=par2,
EL=EL, ER=ER, SL=SL, SR=SR,
dist=dist)$value
return(dic1 + dic2 + dic3)
}
}
## this dic likelihood is designed for data that has overlapping intervals
diclik2 <- function(par1, par2, EL, ER, SL, SR, dist){
if(SL>ER) {
return(diclik(par1, par2, EL, ER, SL, SR, dist))
} else {
lik1 <- integrate(diclik2.helper1, lower=EL, upper=SL,
SL=SL, SR=SR, par1=par1, par2=par2, dist=dist)$value
lik2 <- integrate(diclik2.helper2, lower=SL, upper=ER,
SR=SR, par1=par1, par2=par2, dist=dist)$value
return(lik1+lik2)
}
}
## likelihood functions for diclik2
diclik2.helper1 <- function(x, SL, SR, par1, par2, dist){
if (dist =="W"){
pweibull(SR-x, shape=par1, scale=par2) - pweibull(SL-x, shape=par1, scale=par2)
} else if (dist =="off1W") {
pweibullOff1(SR-x, shape=par1, scale=par2) - pweibullOff1(SL-x, shape=par1, scale=par2)
} else if (dist =="G") {
pgamma(SR-x, shape=par1, scale=par2) - pgamma(SL-x, shape=par1, scale=par2)
} else if (dist=="off1G"){
pgammaOff1(SR-x, shape=par1, scale=par2) - pgammaOff1(SL-x, shape=par1, scale=par2)
} else if (dist == "L"){
plnorm(SR-x, par1, par2) - plnorm(SL-x, par1, par2)
} else if (dist == "off1L"){
plnormOff1(SR-x, par1, par2) - plnormOff1(SL-x, par1, par2)
} else {
stop("distribution not supported")
}
}
diclik2.helper2 <- function(x, SR, par1, par2, dist){
if (dist =="W"){
pweibull(SR-x, shape=par1, scale=par2)
} else if (dist =="off1W") {
pweibullOff1(SR-x, shape=par1, scale=par2)
} else if (dist =="G") {
pgamma(SR-x, shape=par1, scale=par2)
} else if (dist =="off1G") {
pgammaOff1(SR-x, shape=par1, scale=par2)
} else if (dist=="L"){
plnorm(SR-x, par1, par2)
} else if (dist=="off1L"){
plnormOff1(SR-x, par1, par2)
} else {
stop("distribution not supported")
}
}
siclik <- function(par1, par2, EL, ER, SL, SR, dist){
## calculates the SIC likelihood as the difference in CDFs
if (dist =="W"){
pweibull(SR-EL, shape=par1, scale=par2) - pweibull(SL-ER, shape=par1, scale=par2)
} else if (dist=="off1W") {
pweibullOff1(SR-EL, shape=par1, scale=par2) - pweibullOff1(SL-ER, shape=par1, scale=par2)
} else if (dist=="off1G") {
pgammaOff1(SR-EL, shape=par1, scale=par2) - pgammaOff1(SL-ER, shape=par1, scale=par2)
} else if (dist =="G") {
pgamma(SR-EL, shape=par1, scale=par2) - pgamma(SL-ER, shape=par1, scale=par2)
} else if (dist == "L"){
plnorm(SR-EL, par1, par2) - plnorm(SL-ER, par1, par2)
} else if (dist=="off1L") {
plnormOff1(SR-EL, par1, par2) - plnormOff1(SL-ER, par1, par2)
} else {
stop("distribution not supported")
}
}
exactlik <- function(par1, par2, EL, ER, SL, SR, dist){
## calculates the likelihood for an exact observation
## NB: the two Ss should be equal and the two Es should be equal
## so it doesn't matter which pair we use in the forpar1la below.
if (dist =="W"){
dweibull(SR-EL, shape=par1, scale=par2)
} else if (dist=="off1W") {
dweibullOff1(SR-EL, shape=par1, scale=par2)
} else if (dist=="off1G") {
dgammaOff1(SR-EL, shape=par1, scale=par2)
} else if (dist =="G") {
dgamma(SR-EL, shape=par1, scale=par2)
} else if (dist == "L") {
dlnorm(SR-EL, par1, par2)
} else if (dist == "off1L") {
dlnormOff1(SR-EL, par1, par2)
} else {
stop("distribution not supported")
}
}
##' Negative log likelihood for a dataset of interval-censored data, given a
##' distribution and its parameters.
##' @param pars vector of the transformed (estimation scale) parameters
##' @param dat a dataset, as in \code{dic.fit}
##' @param dist a distribution, as in \code{dic.fit}
##'
##' @details This package uses two versions of each parameter, the estimation
##' scale, or the scale that is used for numerical optimization, and the
##' reporting scale, or the natural scale of the parameters. For all
##' likelihood calculations, this \code{loglikhd} function expects parameters
##' that are on the estimation scale, i.e. have range \eqn{(-\infty, \infty)}.
##' Specifically, this translates into all parameters for all distributions
##' being log-transformed except for the meanlog (i.e. "par1") for the
##' log-normal distribution.
##'
##' @return negative log-likelihood for a given dataset, parameters, and
##' distribution.
##' @export
loglikhd <- function(pars, dat, dist) {
#if the distribution is erlanf transform correctly for gamma
if(dist %in% c("E")) {return(loglikhd(c(log(pars[1]),pars[2]),dat,dist="G"))}
## calculates the log-likelihood of DIC data
## dat must have EL, ER, SL, SR and type columns
## expecting transformed params from optimiztion
## e.g. for log-normal expecting c(meanlog,log(sdlog))
pars <- dist.optim.untransform(dist,pars)
par1 <- pars[1]
par2 <- pars[2]
## cat(sprintf("par1 = %.2f, par2 = %.2f \n",par1, par2)) ## for debugging
n <- nrow(dat)
totlik <- 0
for(i in 1:n){
#cat(i,"start\n") ##DEBUG
totlik <- totlik + log(lik(par1, par2, type=dat[i,"type"],
EL=dat[i,"EL"], ER=dat[i,"ER"],
SL=dat[i,"SL"], SR=dat[i,"SR"],
dist=dist))
#cat(i,"end = ", totlik, "\n") ##DEBUG
}
return(-totlik) ## NB: NEEDS TO BE -totlik IF WE ARE MAXIMIZING USING OPTIM!
## May want to change this name later to reflect that is it negative log lik
}
## calculates the standard errors for estimates from dic.fit() using delta method (NOTE: only works for log-normal and Weibull Models at the moment)
## this function calculates the asymptotic standard errors based on the delta method
## the var/cov matrix has been calculated on the log(par1) and log(par2) scale
## the df objects below represent the gradient matrix of the transformations,
## for on each distribution, from the parameters on the estimation scale
dic.getSE <- function(par1, log.par2, Sig, ptiles, dist, dat, opt.method){
cat(sprintf("Computing Asymptotic Confidence Intervals \n"))
par2 <- exp(log.par2) # log.par2 input historically so I kept it as is
if (dist == "L"){
qnorms <- qnorm(ptiles)
df <- matrix(c(1, 0,exp(par1+qnorms*par2),
0, par2, qnorms * exp(par1 + qnorms*par2 + log.par2)),
nrow=2, ncol=2+length(ptiles), byrow=TRUE)
} else if (dist == "W"){
df <- matrix(c(par1, 0, par1*(-log(1-ptiles))^(1/par2), #d/d log(par1)
0, par2, -par1/par2*(-log(1-ptiles))^(1/par2)*log(-log(1-ptiles))), #d/d log(par2)
nrow=2, ncol=2+length(ptiles), byrow=TRUE)
}
ses <- sqrt(diag(t(df)%*%Sig%*%df))
return(ses)
}
## returns matrix of bootstrap estimates of untransformed parameters for distrbution
dic.get.boots <- function(par1, par2, dist, dat, opt.method, n.boots=100){
cat(sprintf("Bootstrapping (n=%i) Standard Errors for %s \n",n.boots,dist))
boots <- vector("list",n.boots)
## sample line numbers from the data
line.nums <- matrix(sample(1:nrow(dat),nrow(dat)*n.boots,replace=T),nrow=nrow(dat),ncol=n.boots)
## set up progress bar
pb <- txtProgressBar(min = 0, max = n.boots, style = 3)
for (i in 1:n.boots){
boots[[i]] <-
single.boot(par1.s=par1,par2.s=par2,opt.method=opt.method,dat.tmp=dat[line.nums[,i],],dist=dist)
setTxtProgressBar(pb, i)
}
close(pb)
## grab the params from each
## remember if any failed there will be NAs here
par1s <- sapply(boots,function(x) x$par[1])
par2s <- sapply(boots,function(x) x$par[2])
return(cbind(par1=par1s,par2=par2s))
}
## estimates one set of parameters for a single bootstrap resample
## returns optim list object with estimates for the untransformed two parameters of the specified dist
single.boot <- function(par1.s,par2.s,opt.method,dat.tmp,dist,...){
tmp <- list(convergence=1)
msg <- NULL
fail <- FALSE
pars.transformed <- dist.optim.transform(dist,c(par1.s,par2.s))
tryCatch(tmp <- optim(par=pars.transformed,
method=opt.method,
hessian=FALSE,
fn=loglikhd,
dat=dat.tmp,dist=dist,...),
error = function(e) {
msg <- e$message
fail <- TRUE
},
warning = function(w){
msg <- w$message
fail <- TRUE
})
if(tmp$convergence!=0 || all(tmp$hessian==0) ){
msg <- tmp$message
if(all(tmp$hessian==0)) msg <- paste(msg, "& hessian is singular")
fail <- TRUE
}
## transform back to original scale
## return NAs if we can't find the min for this param set
if(is.null(tmp$par)){
tmp$par <- c(NA,NA)
} else {
tmp$par <- dist.optim.untransform(dist,tmp$par)
}
return(tmp)
}
## Transforms parameters of a specific distriution for unbounded optimization
## returns vector of transformed parameters
dist.optim.transform <- function(dist,pars){
if (dist == "G" || dist == "off1G"){
return(log(pars)) # for shape and scale
} else if (dist == "W" || dist == "off1W"){
return(log(pars)) # for shape and scale
} else if (dist == "E"){
#shape not transformed, logged
return(c(pars[1],log(pars[2])))
} else if (dist == "L" || dist == "off1L"){
return(c(pars[1],log(pars[2]))) # for meanlog, sdlog
} else {
stop(sprintf("Distribtion (%s) not supported",dist))
}
}
## Untransforms parameters before entering likelihood
## returns vector of untransformed parameters
dist.optim.untransform <- function(dist,pars){
if (dist == "G" || dist=="off1G"){
return(exp(pars)) # for shape and scale
} else if (dist == "W" || dist == "off1W"){
return(exp(pars)) # for shape and scale
} else if (dist == "E"){
#shape identity, scale logged in estimation scale
return(c(pars[1],exp(pars[2])))
} else if (dist == "L" || dist == "off1L"){
return(c(pars[1],exp(pars[2]))) # for meanlog, sdlog
} else {
stop(sprintf("Distribtion (%s) not supported",dist))
}
}
## Issues a stop if the data does not conform with the expected structure
check.data.structure <- function(dat){
## check format of dat
cnames <- colnames(dat)
if(!("EL" %in% cnames)) stop("dat must have column named EL")
if(!("ER" %in% cnames)) stop("dat must have column named ER")
if(!("SL" %in% cnames)) stop("dat must have column named SL")
if(!("SR" %in% cnames)) stop("dat must have column named SR")
if(!("type" %in% cnames)) stop("dat must have column named type")
if(!all(dat[,"type"] %in% c(0,1,2)))
stop("values in type column must be either 0, 1 or 2.")
if (any(is.na(dat[,c("EL","ER","SL","SR","type")]))) stop("Missing (NA) values not permitted")
return(NULL)
}
##' Function that calculates pgamma with a offset of 1 (i.e., 1 is equivalent to 0)
##'
##' @param x value to calculate pgamma at
##' @param replace0 should we replace 0 with epsilon
##' @param ... other parameters to pgamma
##'
##' @return pgamma offset
##'
pgammaOff1 <- function(x, replace0 = FALSE, ...) {
rc <- pgamma(x-1, ...)
if (replace0 && sum(rc<=0)>0) {
rc[which(rc<=0)] <- 10^-8
}
return(rc)
}
plnormOff1 <- function(x, replace0 = FALSE, ...) {
rc <- plnorm(x-1, ...)
if (replace0 && sum(rc<=0)>0) {
rc[which(rc<=0)] <- 10^-8
}
return(rc)
}
pweibullOff1 <- function(x, replace0 = FALSE, ...) {
rc <- pweibull(x-1, ...)
if (replace0 && sum(rc<=0)>0) {
rc[which(rc<=0)] <- 10^-8
}
return(rc)
}
##' Function that calculates dgamma with a offset of 1 (i.e., 1 is equivalent to 0)
##'
##' @param x value to calculate dgamma at
##' @param replace0 should we replace 0 with epsilon
##' @param ... other parameters to dgamma
##'
##' @return dgamma offset
##'
dgammaOff1 <- function(x, replace0 = FALSE, ...) {
rc <- dgamma(x-1, ...)
if (replace0 && rc<=0) {
rc <- 10^-8
}
return(rc)
}
dlnormOff1 <- function(x, replace0 = FALSE, ...) {
rc <- dlnorm(x-1, ...)
if (replace0 && rc<=0) {
rc <- 10^-8
}
return(rc)
}
dweibullOff1 <- function(x, replace0 = FALSE, ...) {
rc <- dweibull(x-1, ...)
if (replace0 && rc<=0) {
rc <- 10^-8
}
return(rc)
}
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