context("Optimal Contrasts") require_extra_packages <- function() { if (!(require("quadprog") && require("Rsolnp"))) { skip("packages quadprog and Rsolnp not available") } } # calculation of optimal contrast by enumerating all active sets allActiveSets <- function(S, mu, mult){ k <- length(mu) CC <- cbind(-1, diag(k - 1)) SPa <- CC %*% S %*% t(CC) muPa <- as.numeric(CC %*% mu) # generate all possible active sets mat <- matrix(nrow = 2^(k-1), ncol = (k-1)) for(i in 1:(k-1)) mat[,i] <- rep(rep(c(FALSE,TRUE), each=2^(i-1)), 2^((k-1)-i)) val <- numeric(2^(k-1)) feasible <- logical(2^(k-1)) cont <- matrix(nrow = 2^(k-1), ncol = (k-1)) for(i in 1:(2^(k-1))){ nonzero <- mat[i,] if(sum(nonzero) > 0){ cont[i,!nonzero] <- 0 cont[i,nonzero] <- solve(SPa[nonzero, nonzero]) %*% muPa[nonzero] feasible[i] <- all(mult*cont[i,] >= 0) contrast <- c(-sum(cont[i,]), cont[i,]) val[i] <- as.numeric(t(contrast)%*%mu/sqrt(t(contrast)%*%S%*%contrast)) } } if(!any(feasible)) return(rep(NA, k)) mm <- max(val[which(feasible)]) c(-sum(cont[val == mm,]), cont[val == mm,]) } # helper functions getStand <- function(x) x/sqrt(sum(x^2)) getNCP <- function(cont, mu, S) { as.numeric(t(cont)%*%mu/sqrt(t(cont)%*%S%*%cont)) } one_sim <- function() { cont <- vector("list", 5) # simulate mean and covariance matrix kk <- round(runif(1, 4, 10)) A <- matrix(runif(kk^2, -1, 1), kk, kk) S <- crossprod(A)+diag(kk) S_inv <- solve(S) mult <- sign(rnorm(1)) mu <- mult*sort(rnorm(kk, 1:kk, 1)) # unconstrained solution ones <- rep(1, kk) unConst <- S_inv%*%(mu - c(t(mu)%*%S_inv%*%ones/(t(ones)%*%S_inv%*%ones))) cont[[1]] <- getStand(unConst) # function from DoseFinding package cont[[2]] <- DoseFinding:::constOptC(mu, S_inv, placAdj=FALSE, ifelse(mult == 1, "increasing", "decreasing")) # alternative solution using quadratic programming A <- t(rbind(rep(1, kk), mu, mult * diag(kk) * c(-1, rep(1, kk - 1)))) bvec <- c(0, 1, rep(0, kk)) rr <- solve.QP(S, rep(0, kk), A, bvec, meq = 2) cont[[3]] <- getStand(rr$solution) # using solnp mgetNCP <- function(x, ...){ cont <- c(-sum(x), x) -getNCP(cont, ...) } res <- solnp(rep(1, kk-1), mgetNCP, mu=mu, S=S, LB=rep(0, kk-1), UB=rep(20, kk-1), control = list(trace = 0)) cont[[4]] <- getStand(c(-sum(res$pars), res$pars)) # using enumeration cont[[5]] <- allActiveSets(S=S, mu=mu, mult=mult) return(sapply(cont, getNCP, mu = mu, S = S)) } test_that("calculation of contrasts works", { skip_on_cran() set.seed(1) require_extra_packages() ncps <- replicate(1000, one_sim()) ## calculate best result among alternative methods (solnp sometimes fails) best_ncp <- apply(ncps[c(3,4,5),], 2, max) ## compare to DoseFinding::constOptC expect_equal(ncps[2,], best_ncp) }) test_that("constant shapes are handled correctly", { data(biom) # define shapes for which to calculate optimal contrasts modlist <- Mods(emax = 0.05, linear = NULL, logistic = c(0.5, 0.1), linInt = rbind(c(0, 0, 0, 1), c(0, 1, 1, 1)), doses = c(0, 0.05, 0.2, 0.6, 1), placEff = 1) cont_mat <- function(doses, placAdj, type) { optContr(modlist, w=1, doses=doses, placAdj=placAdj, type = type)$contMat } ## code should notice that linInt shapes are constant over specified dose rng (no contrast can be calculated) expect_message(cont_mat(0.05, TRUE, "u"), "The linInt1, linInt2 models have a constant shape, cannot calculate optimal contrasts for these shapes.") expect_message(cont_mat(0.05, TRUE, "c"), "The linInt1, linInt2 models have a constant shape, cannot calculate optimal contrasts for these shapes.") expect_message(cont_mat(c(0.05, 0.5), TRUE, "u"), "The linInt1 model has a constant shape, cannot calculate optimal contrasts for this shape.") expect_message(cont_mat(c(0.05, 0.5), TRUE, "c"), "The linInt1 model has a constant shape, cannot calculate optimal contrasts for this shape.") expect_message(cont_mat(c(0, 0.05), FALSE, "u"), "The linInt1, linInt2 models have a constant shape, cannot calculate optimal contrasts for these shapes.") expect_message(cont_mat(c(0, 0.05), FALSE, "c"), "The linInt1, linInt2 models have a constant shape, cannot calculate optimal contrasts for these shapes.") expect_message(cont_mat(c(0, 0.05, 0.5), FALSE, "u"), "The linInt1 model has a constant shape, cannot calculate optimal contrasts for this shape.") expect_message(cont_mat(c(0, 0.05, 0.5), FALSE, "c"), "The linInt1 model has a constant shape, cannot calculate optimal contrasts for this shape.") ## in case of all constant shapes stop with error modlist2 <- Mods(linInt = rbind(c(0, 1, 1, 1), c(0, 0, 0, 1)), doses = c(0, 0.05, 0.2, 0.6, 1), placEff = 1) expect_error(optContr(modlist2, w=1, doses=c(0.05), placAdj=TRUE, type = "u"), "All models correspond to a constant shape, no optimal contrasts calculated.") expect_error(optContr(modlist2, w=1, doses=c(0.05), placAdj=TRUE, type = "c"), "All models correspond to a constant shape, no optimal contrasts calculated.") expect_error(optContr(modlist2, w=1, doses=c(0, 0.05), placAdj=FALSE, type = "u"), "All models correspond to a constant shape, no optimal contrasts calculated.") expect_error(optContr(modlist2, w=1, doses=c(0, 0.05), placAdj=FALSE, type = "c"), "All models correspond to a constant shape, no optimal contrasts calculated.") ## mixed cases where some linInt models are non-constant expect_message(optContr(modlist2, w=1, doses=c(0.05, 0.5), placAdj=TRUE, type = "u"), "The linInt2 model has a constant shape, cannot calculate optimal contrasts for this shape.") expect_message(optContr(modlist2, w=1, doses=c(0.05, 0.5), placAdj=TRUE, type = "c"), "The linInt2 model has a constant shape, cannot calculate optimal contrasts for this shape.") expect_message(optContr(modlist2, w=1, doses=c(0, 0.05, 0.5), placAdj=FALSE, type = "u"), "The linInt2 model has a constant shape, cannot calculate optimal contrasts for this shape.") expect_message(optContr(modlist2, w=1, doses=c(0, 0.05, 0.5), placAdj=FALSE, type = "c"), "The linInt2 model has a constant shape, cannot calculate optimal contrasts for this shape.") })