cat(crayon::yellow("\ntest-mv-extra:")) # not part of the testthat.R tests (neither test-composite-extra.R) library(spaMM) options(error=recover) spaMM_tol <- local_tol <- spaMM.getOption("spaMM_tol") local_tol$logL_tol <- 5e-07 spaMM.options(spaMM_tol=local_tol) # to control strictness of checks in independent-fit tests { # test missing data set.seed(1) d <- data.frame(y1 = rnorm(20), y2 = rnorm(20), x = runif(20)) d_y_missing <- d d_y_missing[1, "y1"] <- NA blaNA <- fitmv(submodels = list(one = list(y1 ~ x), two = list(y2 ~ x)), # X2X=matrix(c(1,0,1,0,0,1,0,0,0,0,0,1),ncol=3,nrow=4,dimnames=list(NULL,c("(Intercept)","x_1","x_2"))), data = d_y_missing) testthat::expect_true(diff(range(predict(blaNA)[,1] - predict(blaNA, newdata=blaNA$data)[-1,1]))< 2e-16) # must work with X2X too } { data("wafers") me <- fitme(y ~ 1+(1|batch), family=Gamma(log), data=wafers) set.seed(123) y2 <- simulate(me, type="residual") wafmv <- wafers wafmv$batch2 <- wafmv$batch wafmv$y2 <- y2 wafmv$ly <- log(wafmv$y) wafmv$y3 <- log(y2) (zut1 <- fitmv(submodels=list(mod1=list(formula=ly ~ 1+(1|batch), family=gaussian()), mod2=list(formula=y3 ~ 1+(1|batch2), family=gaussian())), data=wafmv)) testthat::expect_true(diff(range( predict(zut1, newdata=zut1$data)-predict(zut1)))<1e-14) testthat::expect_true(diff(range( get_predVar(zut1, newdata=zut1$data)-get_predVar(zut1)))<1e-14) ## there a resid.model so nothing is done with phi simulate(zut1) cat(crayon::yellow("[ upper, get_ranPars() (-> VarCorr()) ] ; ")) (zut1 <- fitmv(submodels=list(mod1=list(formula=ly ~ 1+(1|batch), family=gaussian()), mod2=list(formula=y3 ~ 1+(1|batch), family=gaussian())), data=wafmv, init=list(lambda=1), upper=list(lambda=0.02))) testthat::expect_true(diff(range(get_ranPars(zut1, which="lambda"),0.02))<1e-12) cat(crayon::yellow("(mv()|.) and (0+mv()|.); ")) (zut0 <- fitmv(submodels=list(mod1=list(formula=ly~X1+(0+mv(1,2)|batch)), mod2=list(formula=y3~X1+(0+mv(1,2)|batch), family=gaussian())), data=wafmv)) (zut1 <- fitmv(submodels=list(mod1=list(formula=ly~X1+(mv(1,2)|batch)), mod2=list(formula=y3~X1+(mv(1,2)|batch), family=gaussian())), data=wafmv)) (zut2 <- fitmv(submodels=list(mod2=list(formula=y3~X1+(mv(1,2)|batch)), mod1=list(formula=ly~X1+(mv(1,2)|batch))), data=wafmv)) testthat::expect_true(diff(range(logLik(zut0),logLik(zut1),logLik(zut2)))<1e-05) # # test equivalence of the two paremtrization, and that they are indeed distinguished by the code. testthat::expect_true(diff(range(ranef(zut0)[[1]][,2]-rowSums(ranef(zut1)[[1]]))/(max(abs(ranef(zut0)[[1]]))))<1e-4) (numinfo <- numInfo(zut0)) (numSEs <- sqrt(diag(solve(numinfo)))) condSEs <- summary(zut0,verbose=FALSE)$beta_table[,"Cond. SE"] crit <- max(abs(numSEs[5:8]-condSEs)) testthat::test_that("numInfo() consistent with cond.SEs", testthat::expect_true(crit<1e-10)) { # check of anova zutLM <- fitmv(submodels=list(mod1=list(formula=ly~X1+batch), mod2=list(formula=y3~1+batch, family=gaussian())), data=wafmv) crit <- max(abs(c(anova(fitme(ly~X1+batch, data=wafmv), method = "t.Chisq")[,3], anova( fitme(y3~1+batch, data=wafmv), method = "t.Chisq")[,3]) - anova(zutLM, type = "2")[,3])) testthat::test_that("anova() OK on mv-LM", testthat::expect_true(crit<1e-8)) } # anova(zut0, type = "2") { # missing data afers <- wafmv afers$y3[71:140] <- NA afers$ly[1:70] <- NA (zut0 <- fitmv(submodels=list(mod1=list(formula=ly~X1+(0+mv(1,2)|batch)), mod2=list(formula=y3~X1+(0+mv(1,2)|batch))), data=afers)) (zut1 <- fitmv(submodels=list(mod1=list(formula=ly~X1+(mv(1,2)|batch)), mod2=list(formula=y3~X1+(mv(1,2)|batch))), data=afers)) (zut2 <- fitmv(submodels=list(mod2=list(formula=y3~X1+(mv(1,2)|batch)), mod1=list(formula=ly~X1+(mv(1,2)|batch))), data=afers)) logliks <- c(l0=logLik(zut0),l1=logLik(zut1),l2=logLik(zut2)) crit <- diff(range(logliks)) testthat::test_that(paste0("Hey, zut2 is still poor (inner estimation of phi?) logliks are", # so I made var_ranCoefs a reason for outer estim paste(signif(logliks,6),collapse=",")), testthat::expect_true(crit<1e-05)) # previous reasons for testing this were use_ZA_L or .calc_r22() } cat(crayon::yellow("ranCoefs; ")) (mod1 <- fitme(ly~X1, data=wafmv)) (mod2 <- fitme(y3~X1+(X2|batch), data=wafmv)) (zut1 <- fitmv(submodels=list(mod1=list(formula=ly~X1), mod2=list(formula=y3~X1+(X2|batch), family=gaussian())), data=wafmv)) (zut2 <- fitmv(submodels=list(mod2=list(formula=y3~X1+(X2|batch), family=gaussian()), mod1=list(formula=ly~X1)), data=wafmv)) testthat::expect_true(diff(range(logLik(zut1),logLik(zut2), logLik(mod1)+logLik(mod2)))<1e-08) (zut1 <- fitmv(submodels=list(mod1=list(formula=ly~X1+(X2|batch)), mod2=list(formula=y3~X1+(X2|batch), family=gaussian())), data=wafmv)) (zut2 <- fitmv(submodels=list(mod2=list(formula=y3~X1+(X2|batch), family=gaussian()), mod1=list(formula=ly~X1+(X2|batch))), data=wafmv)) testthat::expect_true(diff(range(logLik(zut1),logLik(zut2)))<1e-07) cat(crayon::yellow("fixing ranCoefs in two ways: ")) (zut1 <- fitmv(submodels=list(mod1=list(formula=ly~X1+(X2|batch), fixed=list(ranCoefs=list("1"=c(0.02, -0.1, 0.005)))), mod2=list(formula=y3~X1+(X2|batch), family=gaussian())), data=wafmv)) (zut2 <- fitmv(submodels=list(mod1=list(formula=ly~X1+(X2|batch)), mod2=list(formula=y3~X1+(X2|batch), family=gaussian())), data=wafmv, fixed=list(ranCoefs=list("1"=c(0.02, -0.1, 0.005))))) testthat::expect_true(diff(range(logLik(zut1),logLik(zut2)))<1e-08) cat(crayon::yellow("isDiagFamily in two ways: ")) (zut1 <- fitmv(submodels=list(mod1=list(formula=ly~X1+(X2|batch), fixed=list(ranCoefs=list("1"=c(NA, 0, NA)))), mod2=list(formula=y3~X1+(X2|batch), family=gaussian())), data=wafmv)) (zut2 <- fitmv(submodels=list(mod1=list(formula=ly~X1+(X2|batch)), mod2=list(formula=y3~X1+(X2|batch), family=gaussian())), data=wafmv, fixed=list(ranCoefs=list("1"=c(NA, 0, NA))))) testthat::expect_true(diff(range(logLik(zut1),logLik(zut2)))<1e-08) testthat::expect_true(unique(length(attr(zut1, "optimInfo")$optim.pars$trRanCoefs[["1"]]), length(attr(zut2, "optimInfo")$optim.pars$trRanCoefs[["1"]]))==2L) cat(crayon::yellow("with resid.model; ")) # independent-fit test (mod1 <- fitme(formula=y ~ 1+(1|batch), family=Gamma(log),resid.model= ~ X3+I(X3^2), data=wafmv)) (mod2 <- fitme(formula=y2 ~ 1+(1|batch2), family=Gamma(log), data=wafmv)) (zut1 <- fitmv(submodels=list(mod1=list(formula=y ~ 1+(1|batch), family=Gamma(log),resid.model= ~ X3+I(X3^2)), mod2=list(formula=y2 ~ 1+(1|batch2), family=Gamma(log))), data=wafmv)) (zut2 <- fitmv(submodels=list(mod2=list(formula=y2 ~ 1+(1|batch2), family=Gamma(log)), mod1=list(formula=y ~ 1+(1|batch), family=Gamma(log),resid.model= ~ X3+I(X3^2))), data=wafmv)) testthat::expect_true(diff(range(logLik(zut1),logLik(zut2), logLik(mod1)+logLik(mod2)))<2e-7) { # check of anova mod1 <- fitme(formula=y ~ X1+(1|batch), family=Gamma(log),resid.model= ~ X3+I(X3^2), data=wafmv) mod2 <- fitme(formula=y2 ~ X1+(1|batch2), family=Gamma(log), data=wafmv) zut1 <- fitmv(submodels=list(mod1=list(formula=y ~ X1+(1|batch), family=Gamma(log),resid.model= ~ X3+I(X3^2)), mod2=list(formula=y2 ~ X1+(1|batch2), family=Gamma(log))), data=wafmv) crit <- max(abs(c(anova(mod1, method = "t.Chisq")[,3], anova(mod2, method = "t.Chisq")[,3]) - anova(zut1, type = "2")[,3])) testthat::test_that("anova() OK on mv-GLMM", testthat::expect_true(crit<1e-6)) } # permutation test (zut1 <- fitmv(submodels=list(mod1=list(formula=y ~ 1+(1|batch), family=Gamma(log),resid.model= ~ X3+I(X3^2)), mod2=list(formula=y2 ~ 1+(1|batch), family=Gamma(log))), data=wafmv)) (zut2 <- fitmv(submodels=list(mod2=list(formula=y2 ~ 1+(1|batch), family=Gamma(log)), mod1=list(formula=y ~ 1+(1|batch), family=Gamma(log),resid.model= ~ X3+I(X3^2))), data=wafmv)) testthat::expect_true(diff(range(logLik(zut1),logLik(zut2)))<1e-10) cat(crayon::yellow("full dhglm (the 5 'phi' message are from different fits); ")) (mod1 <- fitme(formula=y ~ 1+(1|batch), family=Gamma(log),resid.model= ~ 1+(1|batch), data=wafmv)) (mod2 <- fitme(formula=y2 ~ 1+(1|batch2), family=Gamma(log), data=wafmv)) (zut1 <- fitmv(submodels=list(mod1=list(formula=y ~ 1+(1|batch), family=Gamma(log),resid.model= ~ 1+(1|batch)), mod2=list(formula=y2 ~ 1+(1|batch2), family=Gamma(log))), data=wafmv)) get_residVar(zut1, newdata=zut1$data) # with a phiHGLM: residVar extractor has ignored this case for a long time. (zut2 <- fitmv(submodels=list(mod2=list(formula=y2 ~ 1+(1|batch2), family=Gamma(log)), mod1=list(formula=y ~ 1+(1|batch), family=Gamma(log),resid.model= ~ 1+(1|batch))), data=wafmv)) testthat::expect_true(diff(range(logLik(zut1),logLik(zut2), logLik(mod1)+logLik(mod2)))<1e-4) ## To 'cover' the init procedure of refits in fitmv_body when there is a mixed-effect phi-resid.model: # Here one must force some outer optimization for the mean-response model hence the lambda init: cover_residM_reinit <- fitmv(submodels=list(mod2=list(formula=y2 ~ 1+(1|batch2), family=Gamma(log)), mod1=list(formula=y ~ 1+(1|batch), family=Gamma(log),resid.model= ~ 1+(1|batch))), data=wafmv, init=list(lambda=c(0.01,0.01))) # permutation test (zut1 <- fitmv(submodels=list(mod1=list(formula=y ~ 1+(1|batch), family=Gamma(log),resid.model= ~ 1+(1|batch)), mod2=list(formula=y2 ~ 1+(1|batch), family=Gamma(log))), data=wafmv)) (zut2 <- fitmv(submodels=list(mod2=list(formula=y2 ~ 1+(1|batch), family=Gamma(log)), mod1=list(formula=y ~ 1+(1|batch), family=Gamma(log),resid.model= ~ 1+(1|batch))), data=wafmv)) testthat::expect_true(diff(range(logLik(zut1),logLik(zut2)))<1e-4) testthat::expect_true(diff(range( predict(zut1, newdata=zut1$data)-predict(zut1)))<1e-14) testthat::expect_true(diff(range( get_predVar(zut1, newdata=zut1$data)-get_predVar(zut1)))<1e-14) ## there a resid.model so nothin is done with phi spaMM_boot(zut1, function(v) var(v), nsim=3L, type ="marginal")$bootreps confint(zut1,"(Intercept)_1") cat(crayon::yellow("fixing phi: four different ways; "))# (zut1 <- fitmv(submodels=list(mod1=list(formula=y ~ 1+(1|batch), family=Gamma(log), fixed=list(phi=0.001)), mod2=list(formula=y2 ~ 1+(1|batch), family=Gamma(log), fixed=list(phi=0.002))), data=wafmv, fixed=list(lambda=0.1))) # Check that $phi.Fix was correctly set up otherwise phi might still be fixed in fit but not considered as such in post-fit) testthat::expect_true(all(sapply(zut1$phi.object, function(v) attr(v$phi_outer,"type"))==rep("fix",2))) (zut2 <- fitmv(submodels=list(mod1=list(formula=y ~ 1+(1|batch), family=Gamma(log)), mod2=list(formula=y2 ~ 1+(1|batch), family=Gamma(log))), data=wafmv, fixed=list(phi=list("1"=0.001,"2"=0.002), lambda=0.1))) (zut3 <- fitmv(submodels=list(mod1=list(formula=y ~ 1+(1|batch), family=Gamma(log)), mod2=list(formula=y2 ~ 1+(1|batch), family=Gamma(log))), data=wafmv, fixed=list(phi=list(0.001,0.002), lambda=0.1))) (zut4 <- fitmv(submodels=list(mod1=list(formula=y ~ 1+(1|batch), family=Gamma(log), fixed=list(phi=0.001)), mod2=list(formula=y2 ~ 1+(1|batch), family=Gamma(log))), data=wafmv, fixed=list(phi=list("2"=0.002), lambda=0.1))) testthat::expect_true(diff(range(logLik(zut1),logLik(zut2),logLik(zut3),logLik(zut4)))<1e-14) cat(crayon::yellow("visual checks; "))# and low fixed phis are useful for the following visual checks: set.seed(123) ressim1 <- simulate(zut1, type="residual") ressim2 <- simulate(zut1, newdata=zut1$data, type="residual") margsim1 <- simulate(zut1) margsim2 <- simulate(zut1, newdata=zut1$data) plot(ressim1,ressim2);abline(0,1) # clusters on the diagonal plot(margsim1,margsim2);abline(0,1) # TWO indep draws of the 11 levels => clusters are not on the diagonal # the two submodels share the ranef values so the clusters are always on the diagonal, even for margsim: plot(ressim2[1:198], ressim2[1L+(1:198)]);abline(0,1) # on diagonal plot(margsim2[1:198], margsim2[1L+(1:198)]);abline(0,1) # on diagonal cat(crayon::yellow("confint with 'fixed'; "))# Checking that confint() obeys fixed values fixed in different ways (zute <- fitmv(submodels=list(mod1=list(formula=y ~ 1+(1|batch), family=Gamma(log)), mod2=list(formula=y2 ~ 1+(1|batch), family=Gamma(log))), data=wafmv, fixed=list(lambda=0.1))) confint(zute,"(Intercept)_1")$lowerfit # estimated phis (zutf <- fitmv(submodels=list(mod1=list(formula=y ~ 1+(1|batch), family=Gamma(log), fixed=list(phi=0.2224)), mod2=list(formula=y2 ~ 1+(1|batch), family=Gamma(log), fixed=list(phi=0.2103))), data=wafmv, fixed=list(lambda=0.1))) confint(zutf,"(Intercept)_1")$lowerfit # fixed phis (zutfm <- fitmv(submodels=list(mod1=list(formula=y ~ 1+(1|batch), family=Gamma(log), fixed=list(phi=0.2224)), mod2=list(formula=y2 ~ 1+(1|batch), family=Gamma(log))), data=wafmv, fixed=list(phi=list("2"=0.2103), lambda=0.1))) confint(zutfm,"(Intercept)_1")$lowerfit # fixed phis (zutf2 <- fitmv(submodels=list(mod1=list(formula=y ~ 1+(1|batch), family=Gamma(log)), mod2=list(formula=y2 ~ 1+(1|batch), family=Gamma(log))), data=wafmv, fixed=list(phi=list("2"=0.2103), lambda=0.1))) confint(zutf2,"(Intercept)_1")$lowerfit # fixed 2nd phi cat(crayon::yellow("some of the early tests; "))# permutation test (zut1 <- fitmv(submodels=list(mod1=list(formula=y ~ 1+(1|batch), family=Gamma(log)), mod2=list(formula=y3 ~ 1+(1|batch), family=gaussian(log))), data=wafmv)) (zut2 <- fitmv(submodels=list(mod2=list(formula=y3 ~ 1+(1|batch), family=gaussian(log)), mod1=list(formula=y ~ 1+(1|batch), family=Gamma(log))), data=wafmv)) testthat::expect_true(diff(range(logLik(zut1),logLik(zut2)))<1e-8) # permutation test. The init from hazards of development (zut1 <- fitmv(submodels=list(mod2=list(formula=y3 ~ 1+(1|batch), family=gaussian()), mod1=list(formula=y ~ 1+(1|batch), family=Gamma(log))), control.HLfit=list(LevenbergM=TRUE), data=wafmv,init=list(phi=list("1"=1 )))) (zut2 <- fitmv(submodels=list(mod1=list(formula=y ~ 1+(1|batch), family=Gamma(log)), mod2=list(formula=y3 ~ 1+(1|batch), family=gaussian())), control.HLfit=list(LevenbergM=TRUE), data=wafmv,init=list(phi=list("2"=1 )))) testthat::expect_true(diff(range(logLik(zut1),logLik(zut2)))<1e-10) (zut <- fitmv(submodels=list(mod2=list(formula=y3 ~ 1+(1|batch), family=gaussian()), mod1=list(formula=y ~ 1+(1|batch), family=Gamma(log))), data=wafmv,init=list(phi=list("1"=1,"2"=0.2 )))) attr(zut,"optimInfo")$LUarglist$canon.init } { data("clinics") # (fitClinics <- HLfit(cbind(npos,nneg)~treatment+(1|clinic),family=binomial(),data=clinics)) set.seed(123) y2 <- simulate(fitClinics, type="residual") climv <- clinics climv$np2 <- y2 climv$nn2 <- climv$npos + climv$nneg - y2 climv$clinic2 <- climv$clinic cat(crayon::yellow("binomial-poisson; "))# permutation test (zut1 <- fitmv(submodels=list(mod1=list(formula=cbind(npos,nneg)~treatment+(1|clinic),family=binomial()), mod2=list(formula=np2~treatment+(1|clinic),family=poisson())), data=climv)) (zut2 <- fitmv(submodels=list(mod2=list(formula=np2~treatment+(1|clinic),family=poisson()), mod1=list(formula=cbind(npos,nneg)~treatment+(1|clinic),family=binomial())), data=climv)) testthat::expect_true(diff(range(logLik(zut1),logLik(zut2)))<1e-10) cat(crayon::yellow("predVar cov gaussian-poisson; ")) # independent-fits test (fg <- fitme(formula=npos~treatment+(1|clinic),family=gaussian(),data=climv)) (fp <- fitme(formula=np2~treatment+(1|clinic2),family=poisson(),data=climv)) (zut1 <- fitmv(submodels=list(mod1=list(formula=npos~treatment+(1|clinic),family=gaussian()), mod2=list(formula=np2~treatment+(1|clinic2),family=poisson())), data=climv)) (zut2 <- fitmv(submodels=list(mod2=list(formula=np2~treatment+(1|clinic2),family=poisson()), mod1=list(formula=npos~treatment+(1|clinic),family=gaussian())), data=climv)) testthat::expect_true(diff(range(logLik(zut1),logLik(zut2),logLik(fg)+logLik(fp)))<3e-7) testthat::expect_true(diff(range(get_predVar(zut1)-c(get_predVar(fg),get_predVar(fp))))<1e-5) testthat::expect_true(diff(range(get_predVar(zut2)-c(get_predVar(fp),get_predVar(fg))))<1e-5) testthat::expect_true(diff(range( get_predVar(zut1, newdata=zut1$data)-get_predVar(zut1)))<1e-14) testthat::expect_true(diff(range( get_predVar(zut1, newdata=zut1$data,variances=list(cov=TRUE)) - get_predVar(zut1,variances=list(cov=TRUE))))<1e-14) testthat::expect_true(diff(range( get_predVar(zut1, newdata=zut1$data,variances=list(cov=TRUE)) - Matrix::bdiag(get_predVar(fg,variances=list(cov=TRUE)), get_predVar(fp,variances=list(cov=TRUE)))))<1e-5) get_intervals(zut1) get_intervals(zut1, intervals = "respVar") # permutation test (zut1 <- fitmv(submodels=list(mod1=list(formula=npos~treatment+(1|clinic),family=gaussian()), mod2=list(formula=np2~treatment+(1|clinic),family=poisson())), data=climv)) (zut2 <- fitmv(submodels=list(mod2=list(formula=np2~treatment+(1|clinic),family=poisson()), mod1=list(formula=npos~treatment+(1|clinic),family=gaussian())), data=climv)) testthat::expect_true(diff(range(logLik(zut1),logLik(zut2)))<1e-10) testthat::expect_true(diff(range(get_predVar(zut1)-get_predVar(zut2)[outer((1:16),c(16,0),"+")]))<1e-10) testthat::expect_true(diff(range( get_predVar(zut1, newdata=zut1$data)-get_predVar(zut1)))<1e-14) testthat::expect_true(diff(range( get_predVar(zut1, newdata=zut1$data,variances=list(cov=TRUE)) - get_predVar(zut1,variances=list(cov=TRUE))))<1e-14) testthat::expect_true(diff(range( get_predVar(zut2, newdata=zut2$data)-get_predVar(zut2)))<1e-14) } { meth <- "ML(1,1)" # REML seems to work but the tests are OK only with lower accuracy # independent-fit test (fb <- fitme(formula=cbind(npos,nneg)~treatment+(1|clinic),family=binomial(), data=climv, method=meth)) (fp <- fitme(formula=np2~treatment+(1|clinic2),family=poisson(), data=climv, method=meth)) (zut1 <- fitmv(submodels=list(mod1=list(formula=cbind(npos,nneg)~treatment+(1|clinic),family=binomial()), mod2=list(formula=np2~treatment+(1|clinic2),family=poisson())), data=climv, method=meth)) (zut2 <- fitmv(submodels=list(mod2=list(formula=np2~treatment+(1|clinic2),family=poisson()), mod1=list(formula=cbind(npos,nneg)~treatment+(1|clinic),family=binomial())), data=climv, method=meth)) # test simple init (zut3 <- fitmv(submodels=list(mod1=list(formula=cbind(npos,nneg)~treatment+(1|clinic),family=binomial()), mod2=list(formula=np2~treatment+(1|clinic2),family=poisson())), init=list(lambda=c("1"=1.1,"2"=2.2)), data=climv, method=meth)) testthat::expect_true(identical(attr(zut3,"optimInfo")$LUarglist$canon.init, list(lambda=c("1"=1.1,"2"=2.2)))) # inits heeded # test fancy names in init zut4 <- fitmv(submodels=list(mod1=list(formula=cbind(npos,nneg)~treatment+(1|clinic),family=binomial()), mod2=list(formula=np2~treatment+(1|clinic2),family=poisson())), init=list(lambda=c("clinic2"=2.2,"clinic"=1.1)), data=climv, method=meth) testthat::expect_true(identical(attr(zut4,"optimInfo")$LUarglist$canon.init, list(lambda=c("1"=1.1,"2"=2.2)))) # inits heeded testthat::expect_true(diff(range(logLik(zut1),logLik(zut2), logLik(zut3), logLik(zut4), logLik(fb)+logLik(fp)))<2e-6) # 1e-5 for REML # stricter conv check decreased the precision of the comparison. pfb <- get_predVar(fb) pfp <- get_predVar(fp) pzut1 <- get_predVar(zut1) pzut1n <- get_predVar(zut1, newdata = zut1$data) testthat::expect_true(diff(range(c(pfb,pfp)-pzut1, pzut1n-pzut1))<1e-5) pzut2 <- get_predVar(zut2) pzut2n <- get_predVar(zut2, newdata = zut2$data) testthat::expect_true(diff(range(c(pfp,pfb)-pzut2, pzut2n-pzut2))<1e-5) cat(crayon::yellow("deliberate warnings; ")) # (Deliberately generating warnings:) oldopt <- options(warn=0L) (zut5 <- fitmv(submodels=list(mod1=list(formula=cbind(npos,nneg)~treatment+(1|clinic),family=binomial(), init=list(lambda=1.1)), mod2=list(formula=np2~treatment+(1|clinic2),family=poisson(), init=list(lambda=2.2))), data=climv, method=meth)) options(oldopt) testthat::expect_true(identical(attr(zut5,"optimInfo")$LUarglist$canon.init, NULL)) # inits NOT heeded as init is not preprocessed cat(crayon::yellow("rand family and many post-fit fns; "))# rand.family independent-fit test (zut2 <- fitmv(submodels=list(mod2=list(formula=np2~treatment+(1|clinic2),family=poisson(), rand.family=Gamma(log)), mod1=list(formula=cbind(npos,nneg)~treatment+(1|clinic),family=binomial())), data=climv)) (zut1 <- fitmv(submodels=list(mod1=list(formula=cbind(npos,nneg)~treatment+(1|clinic),family=binomial()), mod2=list(formula=np2~treatment+(1|clinic2),family=poisson(), rand.family=Gamma(log))), data=climv)) (fb <- fitme(formula=cbind(npos,nneg)~treatment+(1|clinic),family=binomial(), data=climv)) (fg <- fitme(formula=np2~treatment+(1|clinic2),family=poisson(), data=climv, rand.family=Gamma(log))) testthat::expect_true(diff(range(logLik(zut1), logLik(fb)+logLik(fg)))<5e-6) # stricter conv check decreased the precision of the comparison. cat(crayon::yellow("some extractors; ")) testthat::expect_true(diff(range(residuals(zut1)-c(residuals(fb),residuals(fg))))<1e-5) formula(zut1) # list terms(zut1) # list nobs(zut1) # single value # decision made # rand.family permutation test (rand.family need to be specified in each submodel) (zut1 <- fitmv(submodels=list(mod1=list(cbind(npos,nneg)~treatment+(1|clinic),family=binomial(), rand.family=Gamma(log)), mod2=list(np2~treatment+(1|clinic),family=poisson(), rand.family=Gamma(log))), data=climv)) (zut2 <- fitmv(submodels=list(mod2=list(formula=np2~treatment+(1|clinic),family=poisson(), rand.family=Gamma(log)), mod1=list(formula=cbind(npos,nneg)~treatment+(1|clinic),family=binomial(), rand.family=Gamma(log))), data=climv)) testthat::expect_true(diff(range(logLik(zut1), logLik(zut2)))<1e-9) update_formulas(zut1,formula(zut1)) update(zut1, formula.=formula(zut1)) update(zut1, formula.=list(cbind(npos,nneg)~1+(1|clinic), np2~1+(1|clinic))) # step(zut1) dos not stop() but does not steps... simulate(zut1,nsim=3) # checks that mv simulate Tpoisson works (possibly depending on same attributes as Tnegbin) update_resp(zut1, newresp=simulate(zut1)) # CI for the variance of the random effect: ( ci <- confint(zut1,parm=function(fit){VarCorr(fit)[1,"Variance"]}, boot_args=list(nb_cores=9, nsim=9, seed=123)) ) # The distribution of bootstrap replicates: plot(ecdf(ci$call$t)) zutnull <- update(zut1, submodels=list(mod1=list(formula=cbind(npos,nneg)~treatment+(1|clinic),family=binomial(), rand.family=Gamma(log)), mod2=list(formula=np2~1+(1|clinic),family=poisson(), rand.family=Gamma(log)))) anova(zut1,zutnull) anova(zut1,zutnull, boot.repl=99, nb_cores=9) anova(zut1,zutnull, boot.repl=99, nb_cores=9) # MSFDR(zutnull,zut1) # documented problem cat(crayon::yellow("Tpoisson; "))# Tpoisson independent-fit test (zut <- fitmv(submodels=list(mod2=list(formula=I(1L+np2)~treatment+(1|clinic2),family=Tpoisson()), mod1=list(formula=cbind(npos,nneg)~treatment+(1|clinic),family=binomial())), data=climv)) (zut <- fitmv(submodels=list(mod1=list(formula=cbind(npos,nneg)~treatment+(1|clinic),family=binomial()), mod2=list(formula=I(1L+np2)~treatment+(1|clinic2),family=Tpoisson())), data=climv)) (fb <- fitme(formula=cbind(npos,nneg)~treatment+(1|clinic),family=binomial(), data=climv)) (fTp <- fitme(formula=I(1L+np2)~treatment+(1|clinic2),family=Tpoisson(), data=climv)) testthat::expect_true(diff(range(logLik(zut), logLik(fb)+logLik(fTp)))<2e-6) # stricter conv check decreased the precision of the comparison. ## negbin(): outer-optimized dispersion parameters. meth <- "ML(1,1)" { # quite slow 2*40s # independent-fit test without fixed effects (zut1 <- fitmv(submodels=list(mod2=list(formula=I(20*np2)~0+(1|clinic2),family=negbin()), mod1=list(formula=cbind(npos,nneg)~0+(1|clinic),family=binomial())), method=meth, data=climv)) (zut2 <- fitmv(submodels=list(mod1=list(formula=cbind(npos,nneg)~0+(1|clinic),family=binomial()), mod2=list(formula=I(20*np2)~0+(1|clinic2),family=negbin())), method=meth, data=climv)) (fb <- fitme(formula=cbind(npos,nneg)~0+(1|clinic),family=binomial(), method=meth, data=climv)) (fn <- fitme(formula=I(20*np2)~0+(1|clinic2),family=negbin(), method=meth, data=climv)) testthat::expect_true(diff(range(logLik(zut1), logLik(zut2), logLik(fb)+logLik(fn)))<1e-06) } cat(crayon::yellow("Tnegbin; "))## independent-fit test Tnegbin; outer-optimized dispersion parameters (zut1 <- fitmv(submodels=list(mod2=list(formula=I(1L+20*np2)~treatment+(1|clinic2),family=Tnegbin()), mod1=list(formula=cbind(npos,nneg)~treatment+(1|clinic),family=binomial())), data=climv)) (zut2 <- fitmv(submodels=list(mod1=list(formula=cbind(npos,nneg)~treatment+(1|clinic),family=binomial()), mod2=list(formula=I(1L+20*np2)~treatment+(1|clinic2),family=Tnegbin())), data=climv)) (fb <- fitme(formula=cbind(npos,nneg)~treatment+(1|clinic),family=binomial(), data=climv)) (fTn <- fitme(formula=I(1L+20*np2)~treatment+(1|clinic2),family=Tnegbin(), data=climv)) testthat::expect_true(diff(range(logLik(zut1), logLik(zut2), logLik(fb)+logLik(fTn)))<1e-06) # This did not work at first by obsInfo bc # there were convergence problems for IRLS but LevM crit was not true => change in crit using pot4improv. ## permutation test Tnegbin; outer-optimized dispersion parameters (zut1 <- fitmv(submodels=list(mod2=list(formula=I(1L+20*np2)~treatment+(1|clinic),family=Tnegbin()), mod1=list(formula=cbind(npos,nneg)~treatment+(1|clinic),family=binomial())), data=climv)) (zut2 <- fitmv(submodels=list(mod1=list(formula=cbind(npos,nneg)~treatment+(1|clinic),family=binomial()), mod2=list(formula=I(1L+20*np2)~treatment+(1|clinic),family=Tnegbin())), data=climv)) testthat::expect_true(diff(range(logLik(zut1), logLik(zut2)))<1e-06) simulate(zut1,nsim=3) # checks that mv simulate Tnegbin keeps required attributes { cat(crayon::yellow("COMPoisson; "))## independent-fit test; outer-optimized dispersion parameters data("freight") ## example from Sellers & Shmueli, Ann. Appl. Stat. 4: 943–961 (2010) (mod1 <- fitme(broken ~ transfers+(1|id), data=freight, family = COMPoisson())) freimv <- freight set.seed(123) freimv$brok2 <- simulate(mod1) (mod2 <- fitme(brok2 ~ transfers,family=poisson(), data=freimv)) (zut1 <- fitmv(submodels=list(mod1=list(broken ~ transfers+(1|id),family=COMPoisson()), mod2=list(brok2 ~ transfers,family=poisson())), data=freimv)) (zut2 <- fitmv(submodels=list(mod2=list(brok2 ~ transfers,family=poisson()), mod1=list(broken ~ transfers+(1|id),family=COMPoisson())), data=freimv)) testthat::expect_true(diff(range(logLik(zut1), logLik(zut2), logLik(mod1)+logLik(mod2)))<1e-06) ## permutation test COMPoisson; outer-optimized dispersion parameters (zut1 <- fitmv(submodels=list(mod1=list(broken ~ transfers+(1|id),family=COMPoisson()), mod2=list(brok2 ~ transfers+(1|id),family=poisson())), data=freimv)) (zut2 <- fitmv(submodels=list(mod2=list(brok2 ~ transfers+(1|id),family=poisson()), mod1=list(broken ~ transfers+(1|id),family=COMPoisson())), data=freimv)) testthat::expect_true(diff(range(logLik(zut1), logLik(zut2)))<1e-6) simulate(zut1,nsim=3) # checks that mv simulate COMPoisson (zutxx <- fitmv(submodels=list(mod2=list(brok2 ~ transfers+(1|id),family=COMPoisson()), mod1=list(broken ~ transfers+(1|id),family=COMPoisson())), data=freimv, lower=list(COMP_nu=c("1"=0.5,"2"=1.1)))) # names needed ! attr(zutxx,"optimInfo")$LUarglist$init.optim$COMP_nu (zutxx <- fitmv(submodels=list(mod2=list(brok2 ~ transfers+(1|id),family=COMPoisson()), mod1=list(broken ~ transfers+(1|id),family=COMPoisson())), data=freimv, lower=list(COMP_nu=c("2"=1.1)))) attr(zutxx,"optimInfo")$LUarglist$init.optim$COMP_nu (zutxx <- fitmv(submodels=list(mod2=list(brok2 ~ transfers+(1|id),family=poisson()), mod1=list(broken ~ transfers+(1|id),family=COMPoisson())), data=freimv, lower=list(COMP_nu=c("2"=1.1)))) attr(zutxx,"optimInfo")$LUarglist$init.optim$COMP_nu (zutxx <- fitmv(submodels=list(mod2=list(brok2 ~ transfers+(1|id),family=poisson()), mod1=list(broken ~ transfers+(1|id),family=COMPoisson(1.1))), data=freimv)) (zutxx <- fitmv(submodels=list(mod2=list(brok2 ~ transfers+(1|id),family=poisson()), mod1=list(broken ~ transfers+(1|id),family=COMPoisson(1.1))), data=freimv, lower=list(COMP_nu=c("2"=1.1)))) (zutxx <- fitmv(submodels=list(mod2=list(brok2 ~ transfers+(1|id),family=COMPoisson(1.1)), mod1=list(broken ~ transfers+(1|id),family=COMPoisson())), data=freimv, lower=list(COMP_nu=c("2"=1.1)))) ## assign("last.warning", NULL, envir = baseenv()) # flush the .COMP_maxn() warnings() } } data("Loaloa") lll <- Loaloa lll$ID <- lll$ID2 <- 1+(seq(nrow(lll)) %% 2) lll$resp <- 1+lll$npos + 10*lll$ID (tnb <- fitme(resp~1+(1|ID), data=lll,family=Tnegbin())) set.seed(124) lll$r1 <- simulate(tnb) lll$r2 <- simulate(tnb) lll$long2 <- lll$longitude ## independent-fit test 2 Tnegbin (tnb1 <- fitme(r1~1+(1|ID), data=lll,family=Tnegbin())) (tnb2 <- fitme(r2~1+(1|ID), data=lll,family=Tnegbin())) (zut1 <- fitmv(submodels=list(mod1=list(r1~1+(1|ID),family=Tnegbin()), mod2=list(r2~1+(1|ID2),family=Tnegbin())), data=lll)) (zut2 <- fitmv(submodels=list(mod2=list(r2~1+(1|ID2),family=Tnegbin()), mod1=list(r1~1+(1|ID),family=Tnegbin())), data=lll)) testthat::expect_true(diff(range(logLik(zut1), logLik(zut2), logLik(tnb1)+logLik(tnb2)))<1e-06) # permutation test (zut1 <- fitmv(submodels=list(mod1=list(r1~1+(1|ID),family=Tnegbin()), mod2=list(r2~1+(1|ID),family=Tnegbin())), data=lll)) (zut2 <- fitmv(submodels=list(mod2=list(r2~1+(1|ID),family=Tnegbin()), mod1=list(r1~1+(1|ID),family=Tnegbin())), data=lll)) testthat::expect_true(diff(range(logLik(zut1), logLik(zut2)))<1e-8) if (FALSE) { # slowish ~4s cat(crayon::yellow("Matern; "))## independent-fit test with a Matern (tp1 <- fitme(r1~1+Matern(1|longitude+latitude), data=lll,family=poisson())) (tp2 <- fitme(r2~1+(1|ID), data=lll,family=poisson())) (zut1 <- fitmv(submodels=list(mod1=list(r1~1+Matern(1|longitude+latitude),family=poisson()), mod2=list(r2~1+(1|ID2),family=poisson())), data=lll, verbose=c(TRACE=TRUE))) (zut2 <- fitmv(submodels=list(mod2=list(r2~1+(1|ID2),family=poisson()), mod1=list(r1~1+Matern(1|longitude+latitude),family=poisson())), data=lll, verbose=c(TRACE=TRUE))) testthat::expect_true(diff(range(logLik(zut1), logLik(zut2), logLik(tp1)+logLik(tp2)))<1e-08) } if (FALSE) { # slow! > 4mn total ## independent-fit test with two Matern (tp1 <- fitme(r1~1+Matern(1|longitude+latitude), data=lll,family=poisson())) (tp2 <- fitme(r2~1+Matern(1|long2+latitude), data=lll,family=poisson())) (zut1 <- fitmv(submodels=list(mod1=list(r1~1+Matern(1|longitude+latitude),family=poisson()), mod2=list(r2~1+Matern(1|long2+latitude),family=poisson())), data=lll, verbose=c(TRACE=TRUE))) (zut2 <- fitmv(submodels=list(mod2=list(r2~1+Matern(1|long2+latitude),family=poisson()), mod1=list(r1~1+Matern(1|longitude+latitude),family=poisson())), data=lll, verbose=c(TRACE=TRUE))) testthat::expect_true(diff(range(logLik(zut1), logLik(zut2), logLik(tp1)+logLik(tp2)))<1e-08) } if (FALSE) { # slow! > 150s total ## independent-fit test with two Matern and fixed nu's (tp1 <- fitme(r1~1+Matern(1|longitude+latitude), data=lll,family=poisson(), fixed=list(nu=0.5))) (tp2 <- fitme(r2~1+Matern(1|long2+latitude), data=lll,family=poisson(), fixed=list(nu=1))) (zut1 <- fitmv(submodels=list(mod1=list(r1~1+Matern(1|longitude+latitude),family=poisson(), fixed=list(nu=0.5)), mod2=list(r2~1+Matern(1|long2+latitude),family=poisson(), fixed=list(nu=1))), data=lll, verbose=c(TRACE=TRUE))) (zut2 <- fitmv(submodels=list(mod2=list(r2~1+Matern(1|long2+latitude),family=poisson(), fixed=list(nu=1)), mod1=list(r1~1+Matern(1|longitude+latitude),family=poisson(), fixed=list(nu=0.5))), data=lll, verbose=c(TRACE=TRUE))) testthat::expect_true(diff(range(logLik(zut1), logLik(zut2), logLik(tp1)+logLik(tp2)))<1e-08) } if (FALSE) { # slow 22s # permutation test (zut1 <- fitmv(submodels=list(mod1=list(r1~1+Matern(1|longitude+latitude),family=poisson(), fixed=list(nu=1)), mod2=list(r2~1+Matern(1|longitude+latitude),family=poisson())), data=lll, verbose=c(TRACE=1))) (zut2 <- fitmv(submodels=list(mod1=list(r1~1+Matern(1|longitude+latitude),family=poisson()), mod2=list(r2~1+Matern(1|longitude+latitude),family=poisson(), fixed=list(nu=1))), data=lll, verbose=c(TRACE=1))) testthat::expect_true(diff(range(logLik(zut1), logLik(zut2)))<1e-08) predict(zut1) simulate(zut1) } # default-name test cat(crayon::yellow("'fixed' both in submodel and global call; ")) (zut1 <- fitmv(submodels=list(mod2=list(r2~1+Matern(1|longitude+latitude),family=poisson()), mod1=list(r1~1+Matern(1|longitude+latitude),family=poisson(), fixed=list(rho=1,nu=1))), data=lll, fixed=list(lambda=c("1"=666)), verbose=c(TRACE=1))) (zut2 <- fitmv(submodels=list(mod1=list(r1~1+Matern(1|longitude+latitude),family=poisson(), fixed=list(rho=1,nu=1)), mod2=list(r2~1+Matern(1|longitude+latitude),family=poisson())), data=lll, fixed=list(lambda=c(666)), verbose=c(TRACE=1))) testthat::expect_true(diff(range(logLik(zut1), logLik(zut2)))<1e-08) { data("blackcap") MLdistMat2 <- as.matrix(proxy::dist(blackcap[,c("latitude","longitude")])) MLcorMat2 <- MaternCorr(proxy::dist(blackcap[,c("latitude","longitude")]), nu=0.6285603,rho=0.0544659) cap_mv <- blackcap cap_mv$name <- as.factor(rownames(blackcap)) cap_mv$grp <- 1L+(blackcap$migStatus>1) set.seed(123) cap_mv$status2 <- blackcap$migStatus+ rnorm(14,sd=0.001) cat(crayon::yellow("corrMatrix vs Matern; (map_ranef too)"))# corrMatrix ## independent-fit test with compar to equivalent Matern: # need to fix this phi to avoid logLik uncertainty for low phi: (mod1 <- fitme(migStatus ~ 1+ corrMatrix(1|name),data=cap_mv, corrMatrix=MLcorMat2, fixed=list(phi=0.1))) (mod2 <- fitme(status2 ~ 1+ (1|grp),data=cap_mv)) (zut1 <- fitmv(submodels=list(mod1=list(migStatus ~ 1+ corrMatrix(1|name), fixed=list(phi=0.1)), mod2=list(status2 ~ 1+ (1|grp))), data=cap_mv, corrMatrix=MLcorMat2)) (zut1b <- fitmv(submodels=list(mod1=list(migStatus ~ 1+ corrMatrix(1|name), fixed=list(phi=0.1), corrMatrix=MLcorMat2), mod2=list(status2 ~ 1+ (1|grp))), data=cap_mv)) (zut1c <- fitmv(submodels=list(mod1=list(migStatus ~ 1+ corrMatrix(1|name), fixed=list(phi=0.1)), mod2=list(status2 ~ 1+ (1|grp))), data=cap_mv, covStruct=list(corrMatrix=MLcorMat2,NULL,corrMatrix=NULL))) # a bit of abuse... (zut2 <- fitmv(submodels=list(mod2=list(status2 ~ 1+ (1|grp)), mod1=list(migStatus ~ 1+ corrMatrix(1|name),fixed=list(phi=0.1))), data=cap_mv, corrMatrix=MLcorMat2)) (zut3 <- fitmv(submodels=list(mod1=list(migStatus ~ 1+ Matern(1|longitude+latitude), fixed=list(phi=0.1)), mod2=list(status2 ~ 1+ (1|grp))), data=cap_mv, fixed=list(rho=0.0544659,nu=0.6285603))) (zut4 <- fitmv(submodels=list(mod1=list(migStatus ~ 1+ Matern(1|longitude+latitude), fixed=list(phi=0.1,rho=0.0544659,nu=0.6285603)), mod2=list(status2 ~ 1+ (1|grp))), data=cap_mv)) map_ranef(zut4) get_predVar(zut4, variances=list(cov=TRUE)) if (FALSE) { get_predVar(zut4, variances=list(cov=TRUE)) -> bla bli <- bla dim(bli) <- c(14,2,14,2) bli[,1,,2] bli[,1,,1] bli[,2,,2] } testthat::expect_true(diff(range(logLik(zut1), logLik(zut1b), logLik(zut1c), logLik(zut2), logLik(zut3), logLik(zut4), logLik(mod1)+logLik(mod2)))<1e-10) testthat::expect_true(diff(range( predict(zut1, newdata=zut1$data)-predict(zut1)))<1e-14) ## permutation test with compar to equivalent Matern: (zut1 <- fitmv(submodels=list(mod1=list(migStatus ~ 1+corrMatrix(1|name), fixed=list(phi=0.1)), mod2=list(status2 ~ 1+ corrMatrix(1|name))), data=cap_mv, corrMatrix=MLcorMat2)) (zut2 <- fitmv(submodels=list(mod2=list(status2 ~ 1+ corrMatrix(1|name)), mod1=list(migStatus ~ 1+corrMatrix(1|name), fixed=list(phi=0.1))), data=cap_mv, corrMatrix=MLcorMat2)) (zut3 <- fitmv(submodels=list(mod1=list(migStatus ~ 1+ Matern(1|longitude+latitude), fixed=list(phi=0.1,rho=0.0544659,nu=0.6285603)), mod2=list(status2 ~ 1+ Matern(1|longitude+latitude))), data=cap_mv)) (zut4 <- fitmv(submodels=list(mod2=list(status2 ~ 1+ Matern(1|longitude+latitude)), mod1=list(migStatus ~ 1+ Matern(1|longitude+latitude),fixed=list(phi=0.1,rho=0.0544659,nu=0.6285603))), data=cap_mv)) testthat::expect_true(diff(range(logLik(zut1), logLik(zut2), logLik(zut3), logLik(zut4)))<1e-9) testthat::expect_true(diff(range( predict(zut1, newdata=zut1$data)-predict(zut1)))<1e-14) get_predVar(zut4, variances=list(cov=TRUE)) if (FALSE) { # may be used to check the mapping, but to have asym off-diag blocks, use migStatus ~ 1+ Matern(1|longitude+latitude)+(1|grp), the latter with fixed large variance get_predVar(zut4, variances=list(cov=TRUE)) -> bli nresp <- length(attr(bli, "respnames")) nobs <- nrow(bli)/nresp dim(bli) <- c(nobs,nresp,nobs,nresp) dimnames(bli)[[2]] <- dimnames(bli)[[4]] <- attr(bli, "respnames") bli[,1,,2] bli[,1,,1] bli[,2,,2] bli[1,,1,] } cat(crayon::yellow("distMatrix; ")) (zut1 <- fitmv(submodels=list(mod1=list(migStatus ~ 1+Matern(1|name), fixed=list(phi=0.1)), mod2=list(status2 ~ 1+ Matern(1|name))), distMatrix=MLdistMat2, fixed=list(rho=0.0544659,nu=0.6285603), data=cap_mv)) (zut2 <- fitmv(submodels=list(mod1=list(migStatus ~ 1+Matern(1|name), fixed=list(phi=0.1)), mod2=list(status2 ~ 1+ Matern(1|name))), distMatrix=2*MLdistMat2, fixed=list(rho=0.0544659/2,nu=0.6285603), data=cap_mv)) testthat::expect_true(diff(range(logLik(zut1), logLik(zut2)))<1e-9) if (FALSE) { # Amusingly one can fit the same data by two sub-models (even tow diferent ones). # we have twice the conditional likelihood, and once the ranef lik, so (as in any mv model with shared ranefs) marginal likelihoods do not add up. # The phi's are low and they lower value must be controlled in order to make detailed numerical comparisons (mod1 <- fitme(migStatus ~ 1+ corrMatrix(1|name),data=cap_mv, corrMatrix=MLcorMat)) (zut1 <- fitmv(submodels=list(mod1=list(migStatus ~ 1+ corrMatrix(1|name)), mod2=list(migStatus ~ 1+ corrMatrix(1|name))), data=cap_mv, corrMatrix=MLcorMat2)) vcov(zut1) # with phi->0 and a common ranef, this may be logical } cat(crayon::yellow("corrMatrix vs Cauchy; ")) MLcorMat3 <- CauchyCorr(proxy::dist(blackcap[,c("latitude","longitude")]), shape=1,longdep=0.5) # and default rho=1! ## independent-fit test with compar to equivalent Matern: # need to fix this phi to avoid logLik uncertainty for low phi: (mod1 <- fitme(migStatus ~ 1+ corrMatrix(1|name),data=cap_mv, corrMatrix=MLcorMat3, fixed=list(phi=0.1))) (mod2 <- fitme(status2 ~ 1+ (1|grp),data=cap_mv)) (zut1 <- fitmv(submodels=list(mod1=list(migStatus ~ 1+ corrMatrix(1|name), fixed=list(phi=0.1)), mod2=list(status2 ~ 1+ (1|grp))), data=cap_mv, corrMatrix=MLcorMat3)) (zut1b <- fitmv(submodels=list(mod1=list(migStatus ~ 1+ corrMatrix(1|name), fixed=list(phi=0.1), corrMatrix=MLcorMat3), mod2=list(status2 ~ 1+ (1|grp))), data=cap_mv)) (zut1c <- fitmv(submodels=list(mod1=list(migStatus ~ 1+ corrMatrix(1|name), fixed=list(phi=0.1)), mod2=list(status2 ~ 1+ (1|grp))), data=cap_mv, covStruct=list(corrMatrix=MLcorMat3,NULL,corrMatrix=NULL))) # a bit of abuse... (zut2 <- fitmv(submodels=list(mod2=list(status2 ~ 1+ (1|grp)), mod1=list(migStatus ~ 1+ corrMatrix(1|name),fixed=list(phi=0.1))), data=cap_mv, corrMatrix=MLcorMat3)) (zut3 <- fitmv(submodels=list(mod1=list(migStatus ~ 1+ Cauchy(1|longitude+latitude), fixed=list(phi=0.1)), mod2=list(status2 ~ 1+ (1|grp))), data=cap_mv, fixed=list(shape=1,rho=1,longdep=0.5))) (zut4 <- fitmv(submodels=list(mod1=list(migStatus ~ 1+ Cauchy(1|longitude+latitude), fixed=list(phi=0.1,rho=1,shape=1,longdep=0.5)), mod2=list(status2 ~ 1+ (1|grp))), data=cap_mv)) testthat::expect_true(diff(range(logLik(zut1), logLik(zut1b), logLik(zut1c), logLik(zut2), logLik(zut3), logLik(zut4), logLik(mod1)+logLik(mod2)))<1e-10) testthat::expect_true(diff(range( predict(zut1, newdata=zut1$data)-predict(zut1)))<1e-14) ## permutation test with compar to equivalent Cauchy: (zut1 <- fitmv(submodels=list(mod1=list(migStatus ~ 1+corrMatrix(1|name), fixed=list(phi=0.1)), mod2=list(status2 ~ 1+ corrMatrix(1|name))), data=cap_mv, corrMatrix=MLcorMat3)) (zut2 <- fitmv(submodels=list(mod2=list(status2 ~ 1+ corrMatrix(1|name)), mod1=list(migStatus ~ 1+corrMatrix(1|name), fixed=list(phi=0.1))), data=cap_mv, corrMatrix=MLcorMat3)) (zut3 <- fitmv(submodels=list(mod1=list(migStatus ~ 1+ Cauchy(1|longitude+latitude), fixed=list(phi=0.1,rho=1,shape=1,longdep=0.5)), mod2=list(status2 ~ 1+ Cauchy(1|longitude+latitude))), data=cap_mv)) (zut4 <- fitmv(submodels=list(mod2=list(status2 ~ 1+ Cauchy(1|longitude+latitude)), mod1=list(migStatus ~ 1+ Cauchy(1|longitude+latitude),fixed=list(phi=0.1,rho=1,shape=1,longdep=0.5))), data=cap_mv)) testthat::expect_true(diff(range(logLik(zut1), logLik(zut2), logLik(zut3), logLik(zut4)))<1e-8) testthat::expect_true(diff(range( predict(zut1, newdata=zut1$data)-predict(zut1)))<1e-14) cat(crayon::yellow("distMatrix with Cauchy; ")) (zut1 <- fitmv(submodels=list(mod1=list(migStatus ~ 1+Cauchy(1|name), fixed=list(phi=0.1)), mod2=list(status2 ~ 1+ Cauchy(1|name))), distMatrix=MLdistMat2, fixed=list(rho=1,shape=1,longdep=0.5), data=cap_mv)) (zut2 <- fitmv(submodels=list(mod1=list(migStatus ~ 1+Cauchy(1|name), fixed=list(phi=0.1)), mod2=list(status2 ~ 1+ Cauchy(1|name))), distMatrix=2*MLdistMat2, fixed=list(rho=1/2,shape=1,longdep=0.5), data=cap_mv)) testthat::expect_true(diff(range(logLik(zut1), logLik(zut2)))<1e-9) } {cat(crayon::yellow("IMRF; "))# fit IMRF { # create IMRF model ## Creating the mesh oldMDCopt <- options(Matrix.warnDeprecatedCoerce = 0) # INLA issue mesh <- INLA::inla.mesh.2d(loc = blackcap[, c("longitude", "latitude")], cutoff=30, max.edge = c(3, 20)) mesh$n ## 40 matern <- INLA::inla.spde2.matern(mesh) options(oldMDCopt) } { # Aim was first to check mv IMRF predictions, but putting a (G)LM as first model caught many problems (zut1 <- fitmv(submodels=list(mod1=list(migStatus ~ 1), mod2=list(status2 ~ 1+ IMRF(1|longitude+latitude, model=matern))), fixed=list(phi=c(0.02,0.02)), data=cap_mv)) p1 <- predict(zut1) p2 <- predict(zut1, newdata=zut1$data) # note difference in frame attribute. What do we want? _FIXME_ testthat::expect_true(diff(range(p2-p1))<1e-14) } { # independent-fit test # a bit tricky bc nloptr does not find the univariate optimum without some help (... tiny blackcap data) # and in mv case, it finds it by default or not depending on order... (mod1 <- fitme(migStatus ~ means + IMRF(1|longitude+latitude, model=matern), init=list(lambda=0.02), data=cap_mv, verbose=c(TRACE=FALSE))) (mod2 <- fitme(status2 ~ 1+ Matern(1|longitude+latitude), fixed=list(phi=0.1,rho=0.0544659,nu=0.6285603), data=cap_mv, verbose=c(TRACE=FALSE))) (zut1 <- fitmv(submodels=list(mod1=list(migStatus ~ means + IMRF(1|longitude+latitude, model=matern)), mod2=list(status2 ~ 1+ Matern(1|longitude+latitude), fixed=list(phi=0.1))), data=cap_mv, fixed=list(rho=0.0544659,nu=0.6285603), init=list(lambda=c(0.02,NA)))) # Matern in spprec... (zut2 <- fitmv(submodels=list(mod2=list(status2 ~ 1+ Matern(1|longitude+latitude), fixed=list(phi=0.1)), mod1=list(migStatus ~ means + IMRF(1|longitude+latitude, model=matern))), data=cap_mv, fixed=list(rho=0.0544659,nu=0.6285603), init=list(lambda=c(NA,0.02)))) # Matern in spprec... testthat::expect_true(diff(range(logLik(zut1), logLik(zut2), logLik(mod1)+logLik(mod2)))<1e-08) } { # permutation test (zut1 <- fitmv(submodels=list(mod1=list(migStatus ~ means + IMRF(1|longitude+latitude, model=matern)), mod2=list(status2 ~ means+ IMRF(1|longitude+latitude, model=matern))), data=cap_mv)) (zut2 <- fitmv(submodels=list(mod2=list(status2 ~ means+ IMRF(1|longitude+latitude, model=matern)), mod1=list(migStatus ~ means + IMRF(1|longitude+latitude, model=matern))), data=cap_mv)) # sensitive to .solve_crossr22( ., use_crossr22=TRUE) testthat::expect_true(diff(range(logLik(zut1), logLik(zut2)))<1e-07) # The following with status2 ~ 1+ ... rather than status2 ~ means+ ... makes lambda diverge (jointly with kappa: does not occur for fixed kappa). # Then all comparisons are sensitive to floating point precision (and no stringent permutation test is passed). # but let us keep the zut2_testr22 computation as it has been useful in the past to 'torture-test' .calc_r22() algorithms (zut1 <- fitmv(submodels=list(mod1=list(migStatus ~ means + IMRF(1|longitude+latitude, model=matern)), mod2=list(status2 ~ 1+ IMRF(1|longitude+latitude, model=matern))), init=list(lambda=c(0.02),phi=c(0.02,0.02)), data=cap_mv)) crit <- diff(range(logLik(zut1), -6.48825776602)) try(testthat::test_that(paste0("criterion was ",signif(crit,6)," from -6.48825776602"), # affected by use_ZA_L or .calc_r22() ... and minKappa... testthat::expect_true(crit<1e-08))) (zut2_testr22 <- fitmv(submodels=list(mod2=list(status2 ~ 1+ IMRF(1|longitude+latitude, model=matern)), mod1=list(migStatus ~ means + IMRF(1|longitude+latitude, model=matern))), init=list(lambda=c(0.02),phi=c(0.02,0.02)), data=cap_mv)) # has been sensitive to .solve_crossr22( ., use_crossr22=TRUE) crit <- diff(range(-6.48825776601 , logLik(zut2_testr22))) try(testthat::test_that(paste0("criterion was ",signif(crit,6)," from -6.48830317593"), # affected by use_ZA_L or .calc_r22() ... and minKappa... testthat::expect_true(crit<1e-08))) } if (spaMM.getOption("example_maxtime")>87) { cat(crayon::yellow("multIMRF indep-fit tests; ")) (mrf1fixx <- fitme(migStatus ~ 1 + (1|pos) + multIMRF(1|longitude+latitude,margin=5,levels=2), data=blackcap, fixed=list(phi=1,lambda=c("1"=0.5), hyper=list("1"=list(hy_kap=0.1,hy_lam=1)))) ) (mrf2 <- fitme(status2 ~ 1+ IMRF(1|longitude+latitude, model=matern), data=cap_mv)) (zut1 <- fitmv(submodels=list(mod1=list(migStatus ~ 1 + (1|pos) + multIMRF(1|longitude+latitude,margin=5,levels=2)), mod2=list(status2 ~ 1+ IMRF(1|longitude+latitude, model=matern))), fixed=list(phi=1,lambda=c("1"=0.5), hyper=list("1"=list(hy_kap=0.1,hy_lam=1))), data=cap_mv)) testthat::expect_true(diff(range(logLik(zut1), logLik(mrf1fixx)+logLik(mrf2)))<1e-7) # precision modified (effect of changing bobyqa's rhoend?) # (mrf1fix <- fitme(migStatus ~ 1 + multIMRF(1|longitude+latitude,margin=5,levels=2), data=blackcap, fixed=list(hyper=list("1"=list(hy_kap=0.1,hy_lam=1)))) ) (mrf2 <- fitme(status2 ~ 1, data=cap_mv)) (zut1 <- fitmv(submodels=list(mod1=list(migStatus ~ 1 + multIMRF(1|longitude+latitude,margin=5,levels=2)), mod2=list(status2 ~ 1)), fixed=list(hyper=list("1"=list(hy_kap=0.1,hy_lam=1))), data=cap_mv)) testthat::expect_true(diff(range(logLik(zut1), logLik(mrf1fix)+logLik(mrf2)))<1e-10) (mrf1fix <- fitme(migStatus ~ 1 + multIMRF(1|longitude+latitude,margin=5,levels=2), data=blackcap, fixed=list(hyper=list("1"=list(hy_kap=0.1)))) ) (mrf2 <- fitme(status2 ~ 1, data=cap_mv)) (zut1 <- fitmv(submodels=list(mod1=list(migStatus ~ 1 + multIMRF(1|longitude+latitude,margin=5,levels=2)), mod2=list(status2 ~ 1)), fixed=list(hyper=list("1"=list(hy_kap=0.1))), data=cap_mv)) testthat::expect_true(diff(range(logLik(zut1), logLik(mrf1fix)+logLik(mrf2)))<1e-10) (mrf1fix <- fitme(migStatus ~ 1 + multIMRF(1|longitude+latitude,margin=5,levels=2), data=blackcap, fixed=list(hyper=list("1"=list(hy_lam=1)))) ) (mrf2 <- fitme(status2 ~ 1, data=cap_mv)) (zut1 <- fitmv(submodels=list(mod1=list(migStatus ~ 1 + multIMRF(1|longitude+latitude,margin=5,levels=2)), mod2=list(status2 ~ 1)), fixed=list(hyper=list("1"=list(hy_lam=1))), data=cap_mv)) testthat::expect_true(diff(range(logLik(zut1), logLik(mrf1fix)+logLik(mrf2)))<1e-10) { # particularly slow { # now there is a global maximum at phi=0 which may be missed when phi outer optim is used, # But not missed when default augZXy is used. augZXy is used by default for mrf1, but not in mv => discrepancy spaMM.options(allow_augZXy=FALSE) logLik(mrf1F <- fitme(migStatus ~ 1 +multIMRF(1|longitude+latitude,margin=5,levels=2),data=cap_mv)) # bad logLik(fitme(migStatus ~ 1 +multIMRF(1|longitude+latitude,margin=5,levels=2),data=cap_mv, init=list(phi=(1e-4)))) # good spaMM.options(allow_augZXy=NULL) # # This may lose accuracy when .calc_r22() is modified! : logLik(mrf1T <- fitme(migStatus ~ 1 +multIMRF(1|longitude+latitude,margin=5,levels=2),data=cap_mv)) # good; use y-augmented matrix logLik(mrf1I <- fitme(migStatus ~ 1 +multIMRF(1|longitude+latitude,margin=5,levels=2),data=cap_mv, init.HLfit=list(phi=1))) # good; use y-augmented matrix ! # so to compare with mv fit we must provide a low init phi to the submodel } (mrf2 <- fitme(status2 ~ 1, data=cap_mv)) (zut0 <- fitmv(submodels=list(mod1=list(migStatus ~ 1 + multIMRF(1|longitude+latitude,margin=5,levels=2)), mod2=list(status2 ~ 1)), data=cap_mv, init=list(phi=list("1"=1e-4)))) testthat::expect_true(diff(range(logLik(zut0), logLik(mrf1T)+logLik(mrf2)))<1e-5) (mrf3 <- fitme(status2 ~ 1+ IMRF(1|longitude+latitude, model=matern), data=cap_mv)) # inits to try to speed the fit () (and lambda=c("3"=.) works as it should) (zut1 <- fitmv(submodels=list(mod1=list(migStatus ~ 1 + multIMRF(1|longitude+latitude,margin=5,levels=2)), mod2=list(status2 ~ 1+ IMRF(1|longitude+latitude, model=matern))), data=cap_mv, init=list(lambda=c("3"=5),phi=list("1"=1e-4,"2"=0.05)),verbose=c(TRACE=0.5))) (zut2 <- fitmv(submodels=list(mod2=list(status2 ~ 1+ IMRF(1|longitude+latitude, model=matern)), mod1=list(migStatus ~ 1 + multIMRF(1|longitude+latitude,margin=5,levels=2))), data=cap_mv, init=list(lambda=c("1"=5),phi=list("1"=0.05,"2"=1e-4)))) testthat::expect_true(diff(range(logLik(zut1), logLik(zut2), logLik(mrf1T)+logLik(mrf3)))<1e-5) } } else cat(crayon::bgGreen("\n multIMRF indep-fit tests are slow (~87s). Run them once in a while; ")) { cat(crayon::yellow("multIMRF permutation tests; ")) # ~ 13s # reason for init phi as above: to avoid a local maximum (zut1 <- fitmv(submodels=list(mod1=list(migStatus ~ 1 + multIMRF(1|longitude+latitude,margin=5,levels=2)), mod2=list(status2 ~ 1+ multIMRF(1|longitude+latitude,margin=5,levels=2))), data=cap_mv, init=list(phi=list("1"=1e-4,"2"=1e-4)))) (zut2 <- fitmv(submodels=list(mod2=list(status2 ~ 1+ multIMRF(1|longitude+latitude,margin=5,levels=2)), mod1=list(migStatus ~ 1 + multIMRF(1|longitude+latitude,margin=5,levels=2))), data=cap_mv, init=list(phi=list("1"=1e-4,"2"=1e-4)))) testthat::expect_true(diff(range(logLik(zut1), logLik(zut2)))<1e-08) if (FALSE) { # The following code fits a single (repeated) kappa value, and only one lambda hyperparam. # So the single IMRF from multIMRF(. ,levels=1) is possibly # recognized as first level of multIMRF(. ,levels=2). Which may be nice, or may not be the intent. (__FIXME__). # (What does .calc_normalized_ZAlist() do ?) # Adding a fictitious argument bla=666 has no effect as it is not retained in the expanded formula. (zut2 <- fitmv(submodels=list(mod2=list(status2 ~ 1+ multIMRF(1|longitude+latitude,margin=5,levels=1)), mod1=list(migStatus ~ 1 + multIMRF(1|longitude+latitude,margin=5,levels=2))), data=cap_mv, init=list(phi=list("1"=1e-4,"2"=1e-4)))) } } } { cat(crayon::yellow("adjacency; ")) data("scotlip") (mod1 <- fitme(cases ~ I(prop.ag/10)+adjacency(1|gridcode)+offset(log(expec)), adjMatrix=Nmatrix, family=poisson(), data=scotlip) ) scotmv <- scotlip set.seed(123) scotmv$cases2 <- simulate(mod1) scotmv$code2 <- scotmv$gridcode (mod2 <- fitme(cases2 ~ I(prop.ag/10)+adjacency(1|gridcode)+offset(log(expec)), adjMatrix=Nmatrix, family=poisson(), data=scotmv) ) { # independent-fit test # a bit tricky bc nloptr does not find the univariate optimum without some help (... tiny blackcap data) # and in mv case, it finds it by default or not depending on order... (zut1 <- fitmv(submodels=list(mod1=list(cases ~ I(prop.ag/10)+adjacency(1|gridcode)+offset(log(expec)), family=poisson()), mod2=list(cases2 ~ I(prop.ag/10)+adjacency(1|code2)+offset(log(expec)), family=poisson())), data=scotmv,covStruct=list(adjMatrix=Nmatrix,adjMatrix=Nmatrix))) # Matern in spprec... (zut2 <- fitmv(submodels=list(mod1=list(cases2 ~ I(prop.ag/10)+adjacency(1|code2)+offset(log(expec)), family=poisson()), mod2=list(cases ~ I(prop.ag/10)+adjacency(1|gridcode)+offset(log(expec)), family=poisson())), data=scotmv,covStruct=list(adjMatrix=Nmatrix,adjMatrix=Nmatrix))) # Matern in spprec... testthat::expect_true(diff(range(logLik(zut1), logLik(zut2), logLik(mod1)+logLik(mod2)))<1e-04) # __F I X M E__ was more accurate by outer lambda } { # permutation test # here to the order affects nloptr... tiny blackcap data again. Note lambda divergence. # we can avoid that by either providing fixed or init phi (the latter slow) (zut1 <- fitmv(submodels=list(mod1=list(cases ~ I(prop.ag/10)+adjacency(1|gridcode)+offset(log(expec)), family=poisson()), mod2=list(cases2 ~ I(prop.ag/10)+adjacency(1|gridcode)+offset(log(expec)), family=poisson())), data=scotmv,adjMatrix=Nmatrix)) (zut2 <- fitmv(submodels=list(mod2=list(cases2 ~ I(prop.ag/10)+adjacency(1|gridcode)+offset(log(expec)), family=poisson()), mod1=list(cases ~ I(prop.ag/10)+adjacency(1|gridcode)+offset(log(expec)), family=poisson())), data=scotmv,adjMatrix=Nmatrix)) testthat::expect_true(diff(range(logLik(zut1), logLik(zut2)))<1e-08) # (zut1 <- fitmv(submodels=list(mod1=list(cases ~ I(prop.ag/10)+adjacency(1|gridcode)+offset(log(expec))), mod2=list(cases2 ~ I(prop.ag/10)+adjacency(1|gridcode)+offset(log(expec)))), data=scotmv,adjMatrix=Nmatrix)) confint(zut1, parm="(Intercept)_1") } } { data("sleepstudy",package = "lme4") (mod0 <- fitme(Reaction ~ Days + AR1(1|Days), data = sleepstudy, fixed=list(ARphi=0.5,lambda=1000))) # bc the unconstrained fit has essentially lambda=0, which cause later ambiguities # Don't give to much importance to the result: the fixed Days capture the trend and the 'correlated' rnaefs are not really correlated # plot(ranef(mod0)[[1]]) sleepmv <- sleepstudy set.seed(124) sleepmv$Reaction <- simulate(mod0) sleepmv$reac2 <- simulate(mod0) sleepmv$days2 <- sleepmv$Days cat(crayon::yellow("non-standard REML (both ways); ")) (re1 <- fitme(Reaction ~ 1 + (1|Days), REMLformula=~Days, data = sleepmv, method="REML")) (re2 <- fitme(reac2 ~ Days + (1|days2), REMLformula=~1, data = sleepmv, method="REML")) (rezut1 <- fitmv(submodels=list(mod1=list(Reaction ~ 1 + (1|Days), REMLformula=~Days), mod2=list(reac2 ~ Days + (1|days2), REMLformula=~1)), data=sleepmv, method="REML")) testthat::expect_true(diff(range(logLik(rezut1), logLik(re1)+logLik(re2)))<1e-08) cat(crayon::yellow("AR1; ")) (mod1 <- fitme(Reaction ~ Days + AR1(1|Days), data = sleepmv)) (mod2 <- fitme(reac2 ~ Days + AR1(1|Days), data = sleepmv)) (zut1 <- fitmv(submodels=list(mod1=list(Reaction ~ Days + AR1(1|Days)), mod2=list(reac2 ~ Days + AR1(1|days2))), data=sleepmv)) testthat::expect_true(diff(range(logLik(zut1), logLik(mod1)+logLik(mod2)))<1e-08) (zut1 <- fitmv(submodels=list(mod1=list(Reaction ~ Days + AR1(1|Days)), mod2=list(reac2 ~ Days + AR1(1|Days))), data=sleepmv)) (zut2 <- fitmv(submodels=list(mod2=list(reac2 ~ Days + AR1(1|Days)), mod1=list(Reaction ~ Days + AR1(1|Days))), data=sleepmv)) testthat::expect_true(diff(range(logLik(zut1), logLik(zut2)))<1e-08) } if(FALSE) { cat(crayon::yellow("simulation study; ")) { set.seed(123) replic <- function(nind=1000L, cor=-0.5, lambda=c(1,0.2), binsize=1L, method=if (binsize<4L) {"PQL/L"} else {"ML"}, return.fit=FALSE, ...) { cat(".") u1 <- rnorm(nind) u2 <- rnorm(nind) lam1 <- lambda[1] lam2 <- lambda[2] L <- chol(matrix(c(lam1,sqrt(lam1*lam2)*cor,sqrt(lam1*lam2)*cor,lam2),ncol=2)) v <- t(L) %*% rbind(u1,u2) eta1 <- v[1,] eta2 <- 1+v[2,] surv <- rbinom(length(eta1),binsize,inv.logit(eta1)) # was it boot::inv.logit ?? Also called once more below. feco <- rpois(length(eta2), lambda = exp(eta2)) lfh <- data.frame(id=seq_along(eta1), surv=surv, feco=feco, binsize=binsize) (fitlfh <- fitmv(submodels=list(list(cbind(surv,binsize-surv) ~ 1+(mv(1,2)|id), family=binomial()), list(feco ~ 1+(mv(1,2)|id), family=poisson())), data=lfh, method=method, ...)) if (return.fit) { return(fitlfh) } else { corr <- VarCorr(fitlfh)[2,"Corr."] cat(corr) corr } } replicate(3L, replic(nind=1000L)) replicate(10L, replic(nind=3000L, binsize=10)) # much better... replicate(10L, replic(nind=300L, binsize=10)) # much better... PQLLdist <- replicate(50L, replic(nind=300L, binsize=2)) # passable PQLdist <- replicate(50L, replic(nind=300L, binsize=2, method="PQL")) # passable # one can guess a *small* advantage of REML: plot(ecdf(PQLdist)) plot(ecdf(PQLLdist), add=TRUE, col="red") # PQLdist <- replicate(10L, replic(nind=1000L, binsize=1, method="PQL")) # binary... PQLdist <- replicate(10L, replic(nind=1000L, cor=0, binsize=1, method="PQL")) # binary... PQLdist <- replicate(10L, replic(nind=300L, cor=-0.5, binsize=1, method="PQL")) # binary & small sample size -> extreme negative PQLdist <- replicate(10L, replic(nind=10000L, cor=-0.5, binsize=1, method="PQL")) # large sample size does not improve this (zut <- replic(nind=300L, cor=-0.5, binsize=1, method="PQL", return.fit=TRUE, verbose=c(TRACE=TRUE))) replic(nind=1000L, binsize=1, return.fit=TRUE) plot(eta1,eta2) cov(t(v)) plot(eta1,surv) plot(eta2,feco) plot(eta1,feco) cov(cbind(surv,feco)) } { set.seed(123) replic2 <- function(nind=1000L, lambda=0.2, binsize=1L, method=if (binsize<4L) {"PQL/L"} else {"ML"}, return.fit=FALSE, ...) { cat(".") u1 <- sqrt(lambda)*rnorm(nind) eta_f <- 1+u1 feco <- rpois(length(eta_f), lambda = exp(eta_f)) surv <- rbinom(length(eta_f),binsize,inv.logit(-(log(feco)-1))) lfh <- data.frame(id=seq_along(eta_f), id2=seq_along(eta_f), surv=surv, feco=feco, binsize=binsize) (fitlfh <- fitmv(submodels=list(list(cbind(surv,binsize-surv) ~ 1+(mv(1,2)|id), family=binomial()), list(feco ~ 1+(mv(1,2)|id), family=poisson())), data=lfh, method=method, ...)) if (return.fit) { return(fitlfh) } else { corr <- VarCorr(fitlfh)[2,"Corr."] cat(corr) corr } } replicate(10L, replic2(nind=1000L)) replicate(10L, replic2(nind=1000L, binsize=10)) replicate(10L, replic2(nind=3000L)) replicate(10L, replic2(nind=3000L, binsize=10)) # (zut <- replic2(nind=3000L, binsize=10, return.fit=TRUE)) with(zut$data, plot(surv,feco)) fitme(cbind(surv,binsize-surv) ~ 1+(1|id), family=binomial(), data=zut$data) fitmv(submodels=list(list(cbind(surv,binsize-surv) ~ 1+(1|id), family=binomial()), list(feco ~ 1+(1|id2), family=poisson())), data=zut$data) fitmv(submodels=list(list(cbind(surv,binsize-surv) ~ 1+(mv(1,2)|id), family=binomial()), list(feco ~ 1+(mv(1,2)|id), family=poisson())), data=zut$data) (debu <- fitmv(submodels=list(list(cbind(surv,binsize-surv) ~ 1+(mv(1,2)|id), family=binomial()), list(feco ~ 1+(mv(1,2)|id2), family=poisson())), data=zut$data[1:20,])) plot(eta1,eta2) cov(t(v)) plot(eta1,surv) plot(eta2,feco) plot(eta1,feco) cov(cbind(surv,feco)) } { simfun <- function(nind=570L, cor=-0.5, lambda=c(0.2,0.1), return.fit=FALSE, ...) { cat(".") u <- rnorm(2*nind) lam1 <- lambda[1] lam2 <- lambda[2] L <- t(chol(matrix(c(lam1,sqrt(lam1*lam2)*cor,sqrt(lam1*lam2)*cor,lam2),ncol=2))) v <- L %*% matrix(u,nrow=2) if (return.fit) plot(t(v)) lfh <- data.frame(id=seq_len(nind), id2=seq_len(nind), feco= rpois(nind, lambda = exp(1+v[1,])), growth=rgamma(nind,shape=1/0.2, scale=0.2*exp(1+v[2,]))) # mean=exp(1+v[2,]), var= 0.2*mean^2 (fitlfh <- fitmv(submodels=list(list(feco ~ 1+(0+mv(1,2)|id), family=poisson()), list(growth ~ 1+(0+mv(1,2)|id), family=Gamma(log))), data=lfh, method=method, ...)) if (return.fit) { return(fitlfh) } else { corr <- VarCorr(fitlfh)[2,"Corr."] cat(corr) corr } } set.seed(123) (zut <- simfun(cor=-0.5,return.fit=TRUE)) plot(zut$data) replicate(3L, simfun(3000)) replicate(3L, simfun(10000)) } } if (FALSE) { library(aster) data(echinacea) asNA.acyclic <- function(data, pred) { order_pred <- order(pred) predvars <- names(pred) ord_desc_vars <- names(pred[order_pred]) for (ordered_it in order_pred) { descvar <- ord_desc_vars[ordered_it] predecessor <- pred[descvar] if (predecessor>0L) { predvar <- predvars[predecessor] # Predecessor variable being 0 (no survival, or no flowers) means # that descendant variable cannot be observed: data[is.na(data[[predvar]]) | data[[predvar]]==0L, descvar] <- NA } } return(data) } # Note the names, important here: varpred <- c(ld02=0, ld03=1, ld04=2, fl02=1, fl03=2, fl04=3, hdct02=4, hdct03=5, hdct04=6) NAechin <- asNA.acyclic(echinacea, pred=varpred) yearvars <- c("ld02", "ld03", "ld04") byyear <- reshape(NAechin, varying = list(yearvars), direction = "long", timevar = "varld",times = as.factor(yearvars), v.names = "respld") yearvars <- c("fl02", "fl03", "fl04") flbyyear <- reshape(NAechin, varying = list(yearvars), direction = "long", timevar = "varfl",times = as.factor(yearvars), v.names = "respfl") yearvars <- c("hdct02", "hdct03", "hdct04") hdctbyyear <- reshape(NAechin, varying = list(yearvars), direction = "long", timevar = "varhdct",times = as.factor(yearvars), v.names = "resphdct") byyear$varfl <- flbyyear$varfl byyear$varhdct <- hdctbyyear$varhdct byyear$respfl <- flbyyear$respfl byyear$resphdct <- hdctbyyear$resphdct byyear <- byyear[ ,c(12,4:6,10,13,14,11,15,16)] head(byyear) ## ----asMM, size="small"--------------------------------------------------------------------------------------------------------------------------------------- asMM <- fitmv(submodels=list( list(respld ~ varld + nsloc + ewloc+(1|id), family=binomial()), list(respfl ~ varfl + nsloc + ewloc+(1|id), family=binomial()), list(resphdct ~ varhdct + nsloc + ewloc+pop, family=Tpoisson())), data=byyear) if (requireNamespace("multcomp", quietly = TRUE)) { library(multcomp) #summary(glht(asMM,mcp("varld" = "Tukey"), coef.=fixef.HLfit)) # documented limitation } } spaMM.options(spaMM_tol=spaMM_tol) summary(warnings())