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#' Continuous Response Posterior Probability.
#'
#' \code{gibbs.sampler.posterior.rjags} obtains the ContRespPP method for obtaining the posterior (i.e., all
#' observations have been seen, and this reverts to a traditional Bayesian analysis) using rjags to
#' generate samples instead of base R functions, drastically decreasing the computational time required
#' to obtain predictive draws.
#'
#' @param X Design matrix for the test (matrix of indicator functions defining
#' which model parameters are active in each test event).
#' @param Y A vector of the responses from the test.
#' @param beta.mean Mean vector of the multivariate normal distribution
#' (or the mean of each of the priors on the model parameters), ordered
#' the same as the columns of the design matrix, X. It also serves as
#' the initialization for the model parameters.
#' @param beta.precision Precisions of the multivariate normal distribution
#' (precision of each of the priors on the model parameters), corresponding
#' to the beta.mean values.
#' @param shape Hyperparameter alpha for gamma prior on the precision of the ANOVA model, tau.
#' @param rate Hyperparameter beta for gamma prior on the precision of the ANOVA model, tau.
#' @param b.sim Number of conditional posterior draws used in analysis
#' for each non-conditional draw.
#' @param b.burnin Number of burn-in samples for the conditional posterior.
#' @param phi.0 Threshold value the parameter of interest (BMM) must obtain
#' (i.e., BBM > \code{phi.0}).
#' @param prob Matrix or dataframe of the "likelihood of encountering" (or probability of seeing a
#' factor level); it is a two column matrix (or dataframe), where the first column identifies the
#' factor numerically and the second column defines the probability of seeing each
#' factor level.
#' @param factor.no.2way Optional vector of model parameters (as defined by prob)
#' that are not incorporated in the two way interactions for the model.
#' @param colnames.pick Optional vector of model parameter names in the same order
#' as in the design matrix to label the returned dataframe columns.
#' @param seed Optional selection which will create a reproducible result from the function.
#' @param verbose Allows suppression of sampler progress printing in console.
#' @return Returns a list with three elements:
#' \describe{
#' \item{\code{pp}}{This value will be NA since this function only calculates the posterior}
#' \item{\code{posterior}}{The full dataframe of non-conditional posterior draws}
#' \item{\code{indicator}}{This value will be NA since this function only calculates the posterior}
#' }
#' Printing the result object will display the predicted probability result.
#' @importFrom stats aggregate rgamma rmultinom rnorm
#' @export
gibbs.sampler.posterior.rjags <- function(X, Y, beta.mean, beta.precision, shape, rate,
b.sim, b.burnin, phi.0, prob, factor.no.2way = NA, colnames.pick = NA,
seed = NA, verbose = TRUE) {
# Convert non-matrix inputs to matrix for remainder of function to run smoothly
if(any(class(X) == "data.frame")){ X <- as.matrix(X) }
if(any(class(Y) == "data.frame")){ Y <- as.matrix(Y) }
if(! any(class(Y) == "matrix")){ Y <- matrix(Y, ncol = 1) }
if(! any(class(beta.mean) == "matrix")){ beta.mean <- matrix(beta.mean, ncol = 1) }
if(! any(class(beta.precision) == "matrix")){ beta.precision <- matrix(beta.precision, ncol = 1) }
if(any(class(prob) == "data.frame")){ prob <- as.matrix(prob) }
##### Validation checks to make sure function will run properly
# ERROR: Numeric inputs expected
if(! is.numeric(X)) { stop("X must be a numeric type.") }
if(! is.numeric(Y)) { stop("Y must be a numeric type.") }
if(! is.numeric(beta.mean)) { stop("beta.mean must be a numeric type.") }
if(! is.numeric(shape)) { stop("shape must be a numeric type.") }
if(! is.numeric(rate)) { stop("rate must be a numeric type.") }
if(! is.numeric(b.sim)) { stop("b.sim must be a numeric type.") }
if(! is.numeric(b.burnin)) { stop("b.burnin must be a numeric type.") }
if(! is.numeric(phi.0)) { stop("phi.0 must be a numeric type.") }
if(! is.numeric(prob)) { stop("prob must be a numeric type.") }
if(! is.na(seed) & ! is.numeric(seed)) { stop("seed must be a numeric type.") }
# ERROR: Design matrix should be same size as number of priors
if( ncol(X) != length(beta.mean) ) {
stop("Design matrix X does not have the same number of parameters (columns) as model
initialization vector beta.mean.")
}
# ERROR: prob object probability values should all be 0-1 and should sum to 1 within groups
if(! all(prob[,2] >= 0 & prob[,2] <= 1)) {
stop("prob object contains probability values not within [0,1]")
}
# ERROR: prob object probability values should sum to 1 within groups
if(! all(aggregate(prob[,2], by = list(prob[,1]), sum)[,2] == 1)) {
prob_sumNot1 <- aggregate(prob[,2], by = list(prob[,1]), sum)[aggregate(prob[,2], by = list(prob[,1]), sum)[,2] != 1,]
colnames(prob_sumNot1) <- c("Factor", "Sum")
prob_sumNot1$Label <- paste("Factor", prob_sumNot1$Factor, "sums to", prob_sumNot1$Sum)
prob_sumNot1_errorMsg <- paste(
"prob object contains factor levels with probability values that do not sum to 1: ",
paste(prob_sumNot1$Label, collapse = ", ")
)
stop(prob_sumNot1_errorMsg)
}
# ERROR: Design matrix values should be all 0/1
if(! all(X == 0 | X == 1)) { stop("Not all values in design matrix X are 0 or 1") }
# ERROR: Design matrix should have intercept
if (! (all(X[,1] == 1))) { stop("Model must have an intercept, where the first column of the design matrix contains all 1 values; not all values in the first column of the design matrix are 1") }
# ERROR: gamma prior on tau parameters must be positive
if(! (shape > 0)) { stop("Gamma parameters must be greater than 0 (shape is not)") }
if(! (rate > 0)) { stop("Gamma parameters must be greater than 0 (rate is not)") }
##### Warnings to user when function will run alright but something is strange
if(b.burnin > b.sim) {
warning(
"Burn-in draws (b.burnin) higher than non-conditional posterior draws (b.sim).",
immediate. = TRUE
)
}
##### The user provides b.sim, expecting those to be the number of posterior draws returned; however code uses
# b.sim as the total number sampled. So here we re-define b.sim to be b.sim provided by the user plus b.burnin.
b.sim <- b.sim + b.burnin
##### Create a matrix with the response in the first column, and the remaining columns as the design matrix
full.design <- cbind(Y, X)
##### Get the number of model parameters -- not including tau
num.param <- length(beta.mean)
##### Get column name to assign to results (if not provided, use colnames of design matrix)
if(is.na(colnames.pick[1])) {colnames.pick <- c(colnames(X), "tau")}
############################################################################################################
############################################# MISSION SETS #############################################
############################################################################################################
##### We need a mission set matrix that is num.param columns (1 for each parameter in the model)
# and b.sim - b.burnin rows (1 for each posterior draw that we will keep after burn in).
##### This grabs the mission for each column of the matrix, e.g. the first one grabs nothing but 1's because
# the model parameter eta is the intercept essentially. The rest are generated from binomial or multinomial distributions,
# as defined by the likelihood of encountering the parameter. Once combined, this essentially will create a new design matrix
# of possible scenarios we could see in the field and evlaute one conditional posterior draw against one of the rows in the mission sets.
if(is.na(seed) == FALSE){
set.seed(seed)
}
num.missions <- b.sim - b.burnin
num.maineffects <- length(prob[, 1]) - length(unique(prob[, 1]))
missions <-
matrix(NA, ncol = (1 + num.maineffects), nrow = num.missions)
missions[, 1] <- 1
for (f in 1:max(prob[, 1])) {
sample.mission.set <-
rmultinom(num.missions, 1, prob[prob[, 1] == f, 2])
last.notna.col <- sum(!is.na(missions)) / num.missions
##### This takes the number of rows sampled (again, in case it isn't a two level factor),and puts it in
# the next columns filled with NA. If there is a two level factor it will take the second row of the multinomial
# vector and put it in one column. If it is a three-level factor it will take the second and third row of the multinomial vector
# and put it in one column. So on and so forth.
missions[, (last.notna.col + 1):(last.notna.col + nrow(sample.mission.set) -
1)] <- t(sample.mission.set)[, 2:ncol(t(sample.mission.set))]
}
##### Label each row by the factor number from the object prob, so that main effects that are not included in the
# two-way interactions can be removed by their factor number value.
colnames(missions) <- c(0, prob[duplicated(prob[, 1]), 1])
##### Remove the factors not needed for two-way interactions
if (!is.na(factor.no.2way)) {
sub.missions <- missions[, colnames(missions) != factor.no.2way]
}
##### Remove the intercept / reference cell number
sub.missions <- sub.missions[, -1]
##### Get the number of two-way interactions needed from the remaining values: (n * (n-1))/2
num.int <- ((ncol(sub.missions)) * (ncol(sub.missions) - 1)) / 2
##### Create a matrix to store the two-way interactions in
missions.int <- matrix(NA, ncol = num.int, nrow = num.missions)
##### Get two-way interactions by multiplying each main effect column (element-wise) by the main effect columns that follow it, one column at a time.
for (t in 1:(ncol(sub.missions) - 1)) {
for (u in (t + 1):ncol(sub.missions)) {
missions.int[, ((sum(!is.na(missions.int)) / num.missions) + 1)] <-
sub.missions[, t] * sub.missions[, u]
}
}
##### Create the full mission set
mission.set <- cbind(missions, missions.int)
mission.set <- t(mission.set)
#### Calculate initial value for tau as mean of gamma distribution
tau.int <- shape / rate
##############################################################################################################
############################################# Posterior Calc #############################################
##############################################################################################################
parameters <- c( "beta", "tau" )
data <- list( "X"=X, "n"=nrow(X), "Y"=Y, "beta.mean"=c(beta.mean), "beta.precision"=c(beta.precision), "m"=length(beta.mean), "shape"=shape, "rate"=rate)
if(is.na(seed) == FALSE){
inits <- list( ".RNG.name"= "base::Wichmann-Hill", ".RNG.seed"= seed, beta=c(beta.mean), tau=tau.int )
} else{
inits <- list( beta=c(beta.mean), tau=tau.int )
}
modelstring <- "model
{
for( i in 1:n ){
Y[i,] ~ dnorm(mu[i], tau)
mu[i]<- inprod(beta[],X[i,])
}
## Define Priors
tau ~ dgamma(shape, rate)
for( j in 1:m){
beta[j]~dnorm(beta.mean[j],beta.precision[j])
}
}"
post.m <- rjags::jags.model( data=data, inits=inits, file=textConnection(modelstring), n.chains=1 , quiet = TRUE)
post.wbi <- rjags::coda.samples(post.m, parameters, n.iter=b.sim, thin=1, n.burn=0, progress.bar = NULL)
post.wbi <- as.matrix(post.wbi)
post.wbi <- cbind(post.wbi, NA)
####################################################################################################################################
####################################################################################################################################
############################################# #############################################
############################################# SAVE VARIOUS OUTPUTS / RETURN VALUES #############################################
############################################# ` #############################################
####################################################################################################################################
####################################################################################################################################
##### Remove Burn in from posterior draws
post.wobi <- post.wbi[-(1:b.burnin),]
##### Calculate mission mean using the conditional posterior draws and mission set matrix. To do this, first row of
# post.wobi multiplied by first column of mission.set, second row of post.wobi multiplied by second column of
# mission.set, etc (alternatively, you could see this as the diagonal of the posterior draws matrix multiplied by the
# mission set matrix). Save the result in the last column of post.wobi.
for (s in 1:nrow(post.wobi)) {
post.wobi[s, (num.param + 2)] <-
post.wobi[s, 1:num.param] %*% mission.set[, s]
}
colnames(post.wobi) <- c(colnames.pick, "m")
###### Calculate the conditional probability of the test being a success at the end of the test; this is, the number
# of mission means that were above phi.0 divided by the total number of mission means to get Pr.
post.prob <- sum(post.wobi[, (num.param + 2)] > phi.0) / nrow(post.wobi)
if(verbose){cat("\n Simulation complete \n")}
output <- structure(
list(
probability = post.prob,
posterior = post.wobi
),
class = "ContRespPP"
)
return(output)
}
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