## Example of a bad model vs. uncertainty vs. model averaging require(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") }