## Example of a bad model vs. uncertainty vs. model averaging require(nlraa) packageVersion("nlraa") require(car) require(ggplot2) run.predict.nls <- Sys.info()[["user"]] == "fernandomiguez" && FALSE if(run.predict.nls){ data(barley, package = "nlraa") ggplot(data = barley, aes(x = NF, y = yield)) + geom_point() + xlab("NF (g/m2)") + ylab("Yield (g/m2)") + ggtitle("Barley yield response to N fertilizer") ## This is not a 'good' model but we'll go with it fm.LP <- nls(yield ~ SSlinp(NF, a, b, xs), data = barley) sim.LP <- simulate_nls(fm.LP, nsim = 1e3) ## Does predict work for a single model? prd.LP <- predict_nls(fm.LP) prd.LP.ci <- predict_nls(fm.LP, interval = "confidence") prd.LP.pi <- predict_nls(fm.LP, interval = "prediction") ggplot(data = barley, aes(x = NF, y = yield)) + geom_point() + geom_line(aes(y = fitted(fm.LP))) + geom_vline(xintercept = coef(fm.LP)[3]) + xlab("NF (g/m2)") + ylab("Yield (g/m2)") + ggtitle("Linear-plateau fit with break-point") barleyA <- cbind(barley, summary_simulate(sim.LP, probs = c(0.05, 0.95))) fm.LP.bt <- boot_nls(fm.LP) ## Bootstrap fm.LP.bt.ci <- confint(fm.LP.bt) ## Bootstrap CI fm.LP.ci <- confint(fm.LP) ## Profiled CI ggplot(data = barleyA, aes(x = NF, y = yield)) + geom_point() + geom_line(aes(y = fitted(fm.LP))) + geom_ribbon(aes(ymin = Q5, ymax = Q95), alpha = 0.3, fill = "purple") + geom_vline(xintercept = fm.LP.bt$t0[3]) + geom_errorbarh(aes(y = 100, xmin = fm.LP.ci[3,1], xmax = fm.LP.ci[3,2], color = "profiled"), color = "blue") + geom_errorbarh(aes(y = 50, xmin = fm.LP.bt.ci[3,1], xmax = fm.LP.bt.ci[3,2], color = "bootstrap"), color = "purple") + geom_text(aes(x = 13, y = 100, label = "profiled"), color = "blue") + geom_text(aes(x = 13, y = 50, label = "bootstrap"), color = "purple") + xlab("NF (g/m2)") + ylab("Yield (g/m2)") + ggtitle("90% uncertainty bands and intervals for the break-point") ## What if we fit several models? fm.L <- lm(yield ~ NF, data = barley) fm.Q <- lm(yield ~ NF + I(NF^2), data = barley) fm.A <- nls(yield ~ SSasymp(NF, Asym, R0, lrc), data = barley) fm.BL <- nls(yield ~ SSblin(NF, a, b, xs, c), data = barley) print(IC_tab(fm.L, fm.Q, fm.A, fm.LP, fm.BL), digits = 2) ggplot(data = barley, aes(x = NF, y = yield)) + geom_point() + geom_line(aes(y = fitted(fm.L), color = "Linear")) + geom_line(aes(y = fitted(fm.Q), color = "Quadratic")) + geom_line(aes(y = fitted(fm.A), color = "Asymptotic")) + geom_line(aes(y = fitted(fm.LP), color = "Linear-plateau")) + geom_line(aes(y = fitted(fm.BL), color = "Bi-linear")) + xlab("NF (g/m2)") + ylab("Yield (g/m2)") + ggtitle("Different model fits") ## Each model prediction is weighted using the AIC values prd <- predict_nls(fm.L, fm.Q, fm.A, fm.LP, fm.BL) prdc <- predict_nls(fm.L, fm.Q, fm.A, fm.LP, fm.BL, interval = "confidence") prdp <- predict_nls(fm.L, fm.Q, fm.A, fm.LP, fm.BL, interval = "prediction") ggplot(data = barley, aes(x = NF, y = yield)) + geom_point() + geom_line(aes(y = fitted(fm.L), color = "Linear")) + geom_line(aes(y = fitted(fm.Q), color = "Quadratic")) + geom_line(aes(y = fitted(fm.A), color = "Asymptotic")) + geom_line(aes(y = fitted(fm.LP), color = "Linear-plateau")) + geom_line(aes(y = fitted(fm.BL), color = "Bi-linear")) + geom_line(aes(y = prd, color = "Avg. Model"), size = 1.2, color = "black") + xlab("NF (g/m2)") + ylab("Yield (g/m2)") + ggtitle("Different model fits and average model weighted by AIC") ggplot(data = barley, aes(x = NF, y = yield)) + geom_point() + geom_line(aes(y = fitted(fm.L), color = "Linear")) + geom_line(aes(y = fitted(fm.Q), color = "Quadratic")) + geom_line(aes(y = fitted(fm.A), color = "Asymptotic")) + geom_line(aes(y = fitted(fm.LP), color = "Linear-plateau")) + geom_line(aes(y = fitted(fm.BL), color = "Bi-linear")) + geom_line(aes(y = prd, color = "Avg. Model"), size = 1.2, color = "black") + geom_ribbon(aes(ymin = prdc[,3], ymax = prdc[,4]), fill = "purple", alpha = 0.3) + geom_ribbon(aes(ymin = prdp[,3], ymax = prdp[,4]), fill = "purple", alpha = 0.1) + xlab("NF (g/m2)") + ylab("Yield (g/m2)") + ggtitle("Model fits, 90% uncertainty bands for confidence and prediction") ## Do GAMs work? require(mgcv) fm.L <- lm(yield ~ NF, data = barley) fm.Q <- lm(yield ~ NF + I(NF^2), data = barley) fm.C <- lm(yield ~ NF + I(NF^2) + I(NF^3), data = barley) fm.A <- nls(yield ~ SSasymp(NF, Asym, R0, lrc), data = barley) fm.LP <- nls(yield ~ SSlinp(NF, a, b, xs), data = barley) fm.G <- gam(yield ~ NF + s(NF, k = 3), data = barley) fm.Gs <- simulate_lm(fm.G, nsim = 1e3) fm.Gss <- summary_simulate(fm.Gs, probs = c(0.05, 0.95)) barleyAS <- cbind(barley, fm.Gss) ## The default predict method for GAMs does not produce intervals ## But we can generate them fm.Gp <- predict(fm.G, se.fit = TRUE) qnt <- qt(0.05, 72) fm.Gpd <- data.frame(prd = fm.Gp$fit, lwr = fm.Gp$fit + qnt * fm.Gp$se.fit, upr = fm.Gp$fit - qnt * fm.Gp$se.fit) ## These intervals are almost exactly the same as the ones ## obtained through simulation print(IC_tab(fm.L, fm.Q, fm.C, fm.A, fm.LP, fm.G), digits = 2) fm.prd <- predict_nls(fm.L, fm.Q, fm.C, fm.A, fm.LP, fm.G) ggplot(data = barleyAS, aes(x = NF, y = yield)) + geom_point() + geom_line(aes(y = fitted(fm.G), color = "gam")) + geom_line(aes(y = fitted(fm.C), color = "cubic")) + geom_line(aes(y = Estimate, color = "simulate_lm")) + geom_line(aes(y = fm.prd, color = "Avg. Model")) + geom_ribbon(aes(ymin = Q5, ymax = Q95), fill = "purple", alpha = 0.3) + ggtitle("90% bands based on simulation") } ### Testing predict2_nls and also using newdata with a function which is not an SS ---- if(run.predict.nls){ require(ggplot2) require(nlme) data(Soybean) SoyF <- subset(Soybean, Variety == "F" & Year == 1988) fm1 <- nls(weight ~ SSlogis(Time, Asym, xmid, scal), data = SoyF) ## The SSlogis also supplies analytical derivatives ## therefore the predict function returns the gradient too prd1 <- predict(fm1, newdata = SoyF) ## Gradient head(attr(prd1, "gradient")) ## Prediction method using gradient prds <- predict2_nls(fm1, interval = "conf") SoyFA <- cbind(SoyF, prds) ggplot(data = SoyFA, aes(x = Time, y = weight)) + geom_point() + geom_line(aes(y = Estimate)) + geom_ribbon(aes(ymin = Q2.5, ymax = Q97.5), fill = "purple", alpha = 0.3) + ggtitle("95% Confidence Bands") ### Without using a SS function getInitial(weight ~ SSlogis(Time, Asym, xmid, scal), data = SoyF) fm11 <- nls(weight ~ Asym / (1 + exp((xmid - Time)/scal)), start = c(Asym = 21, xmid = 45, scal = 10), data = SoyF) SoyF2 <- subset(Soybean, Variety == "F" & Year == 1989) #### Using Monte Carlo method prds2 <- predict_nls(fm11, interval = "conf", newdata = SoyF2) SoyFA2 <- cbind(SoyF2, prds2) ggplot(data = SoyFA2, aes(x = Time, y = weight)) + geom_point() + geom_line(aes(y = Estimate)) + geom_ribbon(aes(ymin = Q2.5, ymax = Q97.5), fill = "purple", alpha = 0.3) + ggtitle("Newdata: 95% Confidence Bands") #### Using Delta method prds3 <- predict2_nls(fm11, interval = "conf", newdata = SoyF2) SoyFA3 <- cbind(SoyF2, prds3) ggplot(data = SoyFA3, aes(x = Time, y = weight)) + geom_point() + geom_line(aes(y = Estimate)) + geom_ribbon(aes(ymin = Q2.5, ymax = Q97.5), fill = "purple", alpha = 0.3) + ggtitle("Newdata: 95% Confidence Bands") #### Monte Carlo vs. Delta Method ggplot() + geom_point(aes(x = SoyFA2$Estimate, y = SoyFA3$Estimate)) + xlab("Monte Carlo method") + ylab("Delta method") + geom_abline(intercept = 0, slope = 1) + ggtitle("Estimates are identical as they should be") ggplot() + geom_point(aes(x = SoyFA2$Q2.5, y = SoyFA3$Q2.5)) + xlab("Monte Carlo method") + ylab("Delta method") + geom_abline(intercept = 0, slope = 1) + ggtitle("Lower bounds are similar") ggplot() + geom_point(aes(x = SoyFA2$Q97.5, y = SoyFA3$Q97.5)) + xlab("Monte Carlo method") + ylab("Delta method") + geom_abline(intercept = 0, slope = 1) + ggtitle("Upper bounds are similar") ggplot() + geom_point(aes(x = SoyFA2$Time, y = SoyFA2$Q2.5, color = "Monte Carlo")) + geom_point(aes(x = SoyFA3$Time, y = SoyFA3$Q2.5, color = "Delta method")) + geom_point(aes(x = SoyFA2$Time, y = SoyFA2$Q97.5, color = "Monte Carlo")) + geom_point(aes(x = SoyFA3$Time, y = SoyFA3$Q97.5, color = "Delta method")) + geom_line(aes(x = SoyFA2$Time, y = SoyFA2$Q2.5, color = "Monte Carlo")) + geom_line(aes(x = SoyFA3$Time, y = SoyFA3$Q2.5, color = "Delta method")) + geom_line(aes(x = SoyFA2$Time, y = SoyFA2$Q97.5, color = "Monte Carlo")) + geom_line(aes(x = SoyFA3$Time, y = SoyFA3$Q97.5, color = "Delta method")) + xlab("Time") + ylab("weight") #### It appears that Monte Carlo is narrower so it might be underestimating #### the uncertainty #### Another example data(Orange) head(Orange) Orange1 <- subset(Orange, Tree == 1) fm111 <- nls(circumference ~ Asym / (1 + exp((xmid - age)/scal)), start = c(Asym = 145, xmid = 922, scal = 200), data = Orange1) prds111 <- predict2_nls(fm111, interval = "conf") Orange1A <- cbind(Orange1, prds111) ggplot(data = Orange1A, aes(x = age, y = circumference)) + geom_point() + geom_line(aes(y = fitted(fm111))) + geom_ribbon(aes(ymin = Q2.5, ymax = Q97.5), fill = "purple", alpha = 1/3) + ggtitle("Using the Delta method but no newdata") prds112 <- predict_nls(fm111, interval = "conf") Orange1A2 <- cbind(Orange1, prds112) ggplot(data = Orange1A2, aes(x = age, y = circumference)) + geom_point() + geom_line(aes(y = fitted(fm111))) + geom_ribbon(aes(ymin = Q2.5, ymax = Q97.5), fill = "purple", alpha = 1/3) + ggtitle("Using the Monte Carlo method but no newdata") fgm <- gam(circumference ~ s(age, k = 7), data = Orange1) prds113 <- predict_gam(fgm, interval = "conf") Orange1A3 <- cbind(Orange1, prds113) fm <- lm(circumference ~ age + I(age^2), data = Orange1) prds114 <- predict_nls(fm, interval = "conf") Orange1A4 <- cbind(Orange1, prds114) ggplot() + geom_point(aes(x = Orange1A2$age, y = Orange1A2$Q2.5, color = "Monte Carlo")) + geom_point(aes(x = Orange1A$age, y = Orange1A$Q2.5, color = "Delta method")) + geom_point(aes(x = Orange1A3$age, y = Orange1A3$Q2.5, color = "GAM")) + geom_point(aes(x = Orange1A4$age, y = Orange1A4$Q2.5, color = "LM")) + geom_point(aes(x = Orange1A2$age, y = Orange1A2$Q97.5, color = "Monte Carlo")) + geom_point(aes(x = Orange1A$age, y = Orange1A$Q97.5, color = "Delta method")) + geom_point(aes(x = Orange1A3$age, y = Orange1A3$Q97.5, color = "GAM")) + geom_point(aes(x = Orange1A4$age, y = Orange1A4$Q97.5, color = "LM")) + geom_line(aes(x = Orange1A2$age, y = Orange1A2$Q2.5, color = "Monte Carlo")) + geom_line(aes(x = Orange1A$age, y = Orange1A$Q2.5, color = "Delta method")) + geom_line(aes(x = Orange1A3$age, y = Orange1A3$Q2.5, color = "GAM")) + geom_line(aes(x = Orange1A4$age, y = Orange1A4$Q2.5, color = "LM")) + geom_line(aes(x = Orange1A2$age, y = Orange1A2$Q97.5, color = "Monte Carlo")) + geom_line(aes(x = Orange1A$age, y = Orange1A$Q97.5, color = "Delta method")) + geom_line(aes(x = Orange1A3$age, y = Orange1A3$Q97.5, color = "GAM")) + geom_line(aes(x = Orange1A4$age, y = Orange1A4$Q97.5, color = "LM")) + xlab("age") + ylab("circumference") ### With New data Orange2 <- subset(Orange, Tree == 2) prds121 <- predict2_nls(fm111, interval = "conf", newdata = Orange2) Orange2A <- cbind(Orange2, prds121) ggplot(data = Orange2A, aes(x = age, y = circumference)) + geom_point() + geom_line(aes(y = Estimate)) + geom_ribbon(aes(ymin = Q2.5, ymax = Q97.5), fill = "purple", alpha = 1/3) + ggtitle("Using the Delta method with newdata") prds122 <- predict_nls(fm111, interval = "conf") Orange2A2 <- cbind(Orange1, prds122) ggplot(data = Orange2A2, aes(x = age, y = circumference)) + geom_point() + geom_line(aes(y = fitted(fm111))) + geom_ribbon(aes(ymin = Q2.5, ymax = Q97.5), fill = "purple", alpha = 1/3) + ggtitle("Using the Monte Carlo method with newdata") prds123 <- predict_gam(fgm, interval = "conf", newdata = Orange2) Orange2A3 <- cbind(Orange2, prds123) prds124 <- predict_nls(fm, interval = "conf") Orange2A4 <- cbind(Orange2, prds124) ggplot() + geom_point(aes(x = Orange2A2$age, y = Orange2A2$Q2.5, color = "Monte Carlo")) + geom_point(aes(x = Orange2A$age, y = Orange2A$Q2.5, color = "Delta method")) + geom_point(aes(x = Orange2A3$age, y = Orange2A3$Q2.5, color = "GAM")) + geom_point(aes(x = Orange2A4$age, y = Orange2A4$Q2.5, color = "LM")) + geom_point(aes(x = Orange2A2$age, y = Orange2A2$Q97.5, color = "Monte Carlo")) + geom_point(aes(x = Orange2A$age, y = Orange2A$Q97.5, color = "Delta method")) + geom_point(aes(x = Orange2A3$age, y = Orange2A3$Q97.5, color = "GAM")) + geom_point(aes(x = Orange2A4$age, y = Orange2A4$Q97.5, color = "LM")) + geom_line(aes(x = Orange2A2$age, y = Orange2A2$Q2.5, color = "Monte Carlo")) + geom_line(aes(x = Orange2A$age, y = Orange2A$Q2.5, color = "Delta method")) + geom_line(aes(x = Orange2A3$age, y = Orange2A3$Q2.5, color = "GAM")) + geom_line(aes(x = Orange2A4$age, y = Orange2A4$Q2.5, color = "LM")) + geom_line(aes(x = Orange2A2$age, y = Orange2A2$Q97.5, color = "Monte Carlo")) + geom_line(aes(x = Orange2A$age, y = Orange2A$Q97.5, color = "Delta method")) + geom_line(aes(x = Orange2A3$age, y = Orange2A3$Q97.5, color = "GAM")) + geom_line(aes(x = Orange2A4$age, y = Orange2A4$Q97.5, color = "LM")) + xlab("age") + ylab("circumference") }