R/dd_utils.R

Defines functions rng_respecting_sample check_probs untransform_pars transform_pars optimizer simplex sample2 roundn L2brts phylo2L L2phylo flavec2 flavec conv brts2phylo

Documented in brts2phylo conv L2brts L2phylo optimizer phylo2L rng_respecting_sample roundn sample2 simplex transform_pars untransform_pars

#' Function to convert a set of branching times into a
#' phylogeny with random topology
#' This code is taken from the package TESS by Sebastian Hoehna, where the function
#' is called tess.create.phylo
#' 
#' Converting a set of branching times to a phylogeny
#' 
#' 
#' @param times Set of branching times
#' @param root When root is FALSE, the largest branching time will be assumed to be
#' the crown age. When root is TRUE, it will be the stem age. 
#' @param tip.label Tip labels. If set to NULL, the labels will be t1, t2, etc.
#' @return \item{ phy }{ A phylogeny of the phylo type }
#' @author Rampal S. Etienne
#' @references - Etienne, R.S. et al. 2012, Proc. Roy. Soc. B 279: 1300-1309,
#' doi: 10.1098/rspb.2011.1439 \cr - Etienne, R.S. & B. Haegeman 2012. Am. Nat.
#' 180: E75-E89, doi: 10.1086/667574
#' @keywords models
#' @export brts2phylo
brts2phylo <- function(times,root=FALSE,tip.label=NULL)
{
  times = sort(times)
  n <- as.integer(length(times))+1
  if ( root ) {
    n <- n-1
  }
  nbr <- 2*n - 2

  # create the data types for edges and edge-lengths
  edge <- matrix(NA, nbr, 2)
  edge.length <- numeric(nbr)

  h <- numeric(2*n - 1) # initialized with 0's
  pool <- 1:n
  # VERY VERY IMPORTANT: the root MUST have index n+1 !!!
  nextnode <- 2L*n - 1L
  if ( n > 1) {
    for (i in 1:(n - 1)) {
      # sample two nodes that have no parent yet
      y <- sample(pool, size = 2)
      # compute the edge indices (we just order the edges from 1 to 2n-2)
      ind <- (i - 1)*2 + 1:2
      # set the source node of the new edges (i.e. the new internal node)
      edge[ind, 1] <- nextnode
      # set the destination of the new edges (i.e. the two sampled nodes)
      edge[ind, 2] <- y
      # compute the edge length from the difference between the node heights (child <-> parent)
      edge.length[ind] <- times[i] - h[y]
      # store the node height of this new internal node
      # we cannot use times because then we would get into trouble with the indices and we would need to check for tip nodes ...
      h[nextnode] <- times[i]
      # reset the pool of available nodes to merge
      pool <- c(pool[! pool %in% y], nextnode)
      # increase the node index counter
      nextnode <- nextnode - 1L
    }
  }

  phy <- list(edge = edge, edge.length = edge.length)
  if (is.null(tip.label))
    tip.label <- paste("t", 1:n, sep = "")
  phy$tip.label <- sample(tip.label)
  phy$Nnode <- n - 1L

  if ( root ) {
    phy$root.edge <- times[n] - times[n-1]
    phy$root <- times[n] - times[n-1]
  }

  class(phy) <- "phylo"

  phy <- ape::reorder.phylo(phy)
  ## to avoid crossings when converting with as.hclust:
  phy$edge[phy$edge[, 2] <= n, 2] <- 1:n

  return(phy)
}

#' Function to do convolution of two vectors
#' 
#' Convolution of two vectors
#' 
#' @param x first vector
#' @param y second vector
#' @return vector that is the convolution of x and y
#' @author Rampal S. Etienne
#' @references - Etienne, R.S. et al. 2012, Proc. Roy. Soc. B 279: 1300-1309,
#' doi: 10.1098/rspb.2011.1439 \cr - Etienne, R.S. & B. Haegeman 2012. Am. Nat.
#' 180: E75-E89, doi: 10.1086/667574
#' @keywords models
#' @examples
#' 
#' conv(1:10,1:10)
#' 
#' @export conv
conv = function(x,y)
{
   lx = length(x)
   ly = length(y)
   lxy = length(x) + length(y)
   x = c(x,rep(0,lxy - lx))
   y = c(y,rep(0,lxy - ly))
   cvxy = rep(0,lxy)
   for(i in 2:lxy)
   {
      cvxy[i] = crossprod(x[(i-1):1],y[1:(i-1)])
   }
   return(cvxy[2:lxy])
}

flavec <- function(ddep,la,mu,K,r,lx,kk)
{
  nn <- (0:(lx - 1)) + kk
  lambdamu_nk <- lambdamu(nn,c(la,mu,K,r),ddep)
  return(lambdamu_nk[[1]])
}

flavec2 = function(ddep,la,mu,K,r,lx,kk,n0)
{
   nn = (0:(lx - 1)) + kk
   if(ddep == 1 | ddep == 5)
   {
       lavec = pmax(rep(0,lx),la - 1/(r + 1) * (la - mu)/K * nn)
   }
   if(ddep == 1.3)
   {
       lavec = pmax(rep(0,lx),la * (1 - nn/K))
   }
   if(ddep == 1.4)
   {
     lavec = pmax(rep(0,lx),la * nn/(nn + K))
   }
   if(ddep == 1.5)
   {
       lavec = pmax(rep(0,lx),la * nn/K * (1 - nn/K))
   }
   if(ddep == 2 | ddep == 2.1 | ddep == 2.2)
   {
       x = -(log(la/mu)/log(K + n0))^(ddep != 2.2)
       lavec = pmax(rep(0,lx),la * (nn + n0)^x)
   }
   if(ddep == 2.3)
   {
       x = -K
       lavec = pmax(rep(0,lx),la * (nn + n0)^x)
   }
   if(ddep == 3 | ddep == 4 | ddep == 4.1 | ddep == 4.2)
   {
       lavec = la * rep(1,lx)
   }
   return(lavec)
}



#' Function to convert a table with speciation and extinction events to a
#' phylogeny
#' 
#' Converting a table with speciation and extinction events to a phylogeny
#' 
#' 
#' @param L Matrix of events as produced by dd_sim: \cr \cr - the first column
#' is the time at which a species is born in Mya\cr - the second column is the
#' label of the parent of the species; positive and negative values indicate
#' whether the species belongs to the left or right crown lineage \cr - the
#' third column is the label of the daughter species itself; positive and
#' negative values indicate whether the species belongs to the left or right
#' crown lineage \cr - the fourth column is the time of extinction of the
#' species; if the fourth element equals -1, then the species is still extant.
#' @param dropextinct Sets whether the phylogeny should drop species that are
#' extinct at the present
#' @return \item{ phy }{ A phylogeny of the phylo type }
#' @author Rampal S. Etienne
#' @references - Etienne, R.S. et al. 2012, Proc. Roy. Soc. B 279: 1300-1309,
#' doi: 10.1098/rspb.2011.1439 \cr - Etienne, R.S. & B. Haegeman 2012. Am. Nat.
#' 180: E75-E89, doi: 10.1086/667574
#' @keywords models
#' @examples
#' 
#' sim = dd_sim(c(0.2,0.1,20),10)
#' phy = L2phylo(sim$L)
#' plot(phy)
#' 
#' @export L2phylo
L2phylo = function(L,dropextinct = T)
# makes a phylogeny out of a matrix with branching times, parent and daughter species, and extinction times
{
   L = L[order(abs(L[,3])),1:4]
   age = L[1,1]
   L[,1] = age - L[,1]
   L[1,1] = -1
   notmin1 = which(L[,4] != -1)
   L[notmin1,4] = age - L[notmin1,4]
   if(dropextinct == T)
   {
      sall = which(L[,4] == -1)
      tend = age
   } else {
      sall = which(L[,4] >= -1)
      tend = (L[,4] == -1) * age + (L[,4] > -1) * L[,4]
   }
   L = L[,-4]
   linlist = cbind(data.frame(L[sall,]),paste("t",abs(L[sall,3]),sep = ""),tend)
   linlist[,4] = as.character(linlist[,4])
   names(linlist) = 1:5
   done = 0
   while(done == 0)
   {
      j = which.max(linlist[,1])
      daughter = linlist[j,3]
      parent = linlist[j,2]
      parentj = which(parent == linlist[,3])
      parentinlist = length(parentj)
      if(parentinlist == 1)
      {
         spec1 = paste(linlist[parentj,4],":",linlist[parentj,5] - linlist[j,1],sep = "")
         spec2 = paste(linlist[j,4],":",linlist[j,5] - linlist[j,1],sep = "")
         linlist[parentj,4] = paste("(",spec1,",",spec2,")",sep = "")
         linlist[parentj,5] = linlist[j,1]
         linlist = linlist[-j,]
      } else {
         #linlist[j,1:3] = L[abs(as.numeric(parent)),1:3]
         linlist[j,1:3] = L[which(L[,3] == parent),1:3]
      }
      if(nrow(linlist) == 1) { done = 1 }
   }
   linlist[4] = paste(linlist[4],":",linlist[5],";",sep = "")
   phy = ape::read.tree(text = linlist[1,4])
   tree = ape::as.phylo(phy)
   return(tree)
}



#' Function to convert phylogeny to a table with speciation and extinction
#' events
#' 
#' Converting a phylogeny to a table with speciation and extinction events
#' 
#' 
#' @param phy A phylogeny of the phylo type
#' @return \item{L}{Matrix of events as produced by dd_sim: \cr \cr - the first
#' column is the time at which a species is born in Mya\cr - the second column
#' is the label of the parent of the species; positive and negative values
#' indicate whether the species belongs to the left or right crown lineage \cr
#' - the third column is the label of the daughter species itself; positive and
#' negative values indicate whether the species belongs to the left or right
#' crown lineage \cr - the fourth column is the time of extinction of the
#' species; if the fourth element equals -1, then the species is still extant.
#' }
#' @author Liang Xu
#' @references - Etienne, R.S. et al. 2012, Proc. Roy. Soc. B 279: 1300-1309,
#' doi: 10.1098/rspb.2011.1439 \cr - Etienne, R.S. & B. Haegeman 2012. Am. Nat.
#' 180: E75-E89, doi: 10.1086/667574
#' @keywords models
#' @examples
#' 
#' sim = dd_sim(c(0.2,0.1,20),10)
#' phy = sim$tas
#' L = phylo2L(phy)
#' phy2 = L2phylo(L, dropextinct = FALSE)
#' graphics::par(mfrow = c(1,3))
#' graphics::plot(phy)
#' graphics::plot(phy2)
#' graphics::plot(L2phylo(sim$L, dropextinct = FALSE))
#' 
#' @export phylo2L
phylo2L = function(phy)
{
  emdata = phy
  # compute the relative branching times 
  brt = ape::branching.times(emdata)
  if(min(brt) < 0)
  {
    brt = brt + abs(min(brt))
  }
  # number of species including extinct species.
  num.species = emdata$Nnode+1
  brt_preL = c(brt[emdata$edge[,1] - length(emdata$tip.label)])
  # check if the relative branching times are equal to the real branching times.
  # if not correct it to the real branching times.
  if(min(brt_preL) == 0)
  {
    correction = max(emdata$edge.length[which(brt_preL==0)])
    brt_preL = brt_preL+correction
  }
  # preliminary L table
  pre.Ltable = cbind(brt_preL,emdata$edge,emdata$edge.length,brt_preL-emdata$edge.length)
  # identify the extant species and the extinct species
  extantspecies.index = pre.Ltable[which(pre.Ltable[,5]<=1e-10),3]
  tipsindex = c(1:num.species)
  extinct.index3 = subset(tipsindex,!(tipsindex %in% extantspecies.index))
  # assigen the extinct species with extinct times; the extant species with -1 and
  # the internal nodes with 0.
  eeindicator = matrix(0,length(emdata$edge.length),1)
  eeindicator[match(extantspecies.index,pre.Ltable[,3])]=-1
  ext.pos = match(extinct.index3,pre.Ltable[,3])
  eeindicator[ext.pos] = pre.Ltable[ext.pos,5]
  pre.Ltable = cbind(pre.Ltable,eeindicator)
  
  sort.L = pre.Ltable[order(pre.Ltable[,1],decreasing = TRUE),]
  nodesindex = unique(emdata$edge[,1])
  L = sort.L
  realL = NULL
  do = 0
  while(do == 0){
    j = which.min(L[,3])
    daughter = L[j,3]
    parent = L[j,2]
    if(parent %in% nodesindex)
    {
      L[which(L[,2]==parent),2] = daughter
      if(length(which(L[,3] == parent)) == 0){
        realL = rbind(realL,L[j,],row.names = NULL)
        L = L[-j,,drop=FALSE]
      } else {
        L[which(L[,3] == parent),6] = L[j,6]
        L[which(L[,3] == parent),3] = daughter
        L = L[-j,,drop=FALSE]
      }
    } else {
      realL = rbind(realL,L[j,],row.names = NULL)
      L = L[-j,,drop=FALSE]
    }
    
    if(nrow(L) == 0){
      do = 1
    }
  }
  realL = realL[order(realL[,1],decreasing = T),]
  L = realL[,c(1,2,3,6)]
  
  daughter.index = L[,3]
  daughter.realindex = c(1:nrow(L))
  parent.index = L[,2]
  parent.realindex = match(parent.index, daughter.index)
  
  L[,2] = parent.realindex
  L[,3] = daughter.realindex
  L[1,2] = 0
  L[1,3] = -1
  L[2,2] = -1
  for(i in c(2:nrow(L)))
  {
    if(L[i-1,3] < 0){
      mrows = which(L[,2] == abs(L[i-1,3]))
      L[mrows,2] = L[i-1,3]
      L[mrows,3] = -1 * L[mrows,3]
    }
  }
  dimnames(L) = NULL
  return(L)
}



#' Function to convert a table with speciation and extinction events to a set
#' of branching times
#' 
#' Converting a table with speciation and extinction events to a set of
#' branching times
#' 
#' 
#' @param L Matrix of events as produced by dd_sim: \cr \cr - the first column
#' is the time at which a species is born in Mya\cr - the second column is the
#' label of the parent of the species; positive and negative values indicate
#' whether the species belongs to the left or right crown lineage \cr - the
#' third column is the label of the daughter species itself; positive and
#' negative values indicate whether the species belongs to the left or right
#' crown lineage \cr - the fourth column is the time of extinction of the
#' species; if the fourth element equals -1, then the species is still extant.
#' @param dropextinct Sets whether the phylogeny should drop species that are
#' extinct at the present
#' @return \item{ brts }{ A set of branching times }
#' @author Rampal S. Etienne
#' @references - Etienne, R.S. et al. 2012, Proc. Roy. Soc. B 279: 1300-1309,
#' doi: 10.1098/rspb.2011.1439 \cr - Etienne, R.S. & B. Haegeman 2012. Am. Nat.
#' 180: E75-E89, doi: 10.1086/667574
#' @keywords models
#' @examples
#' 
#' sim = dd_sim(c(0.2,0.1,20),10)
#' phy = L2brts(sim$L)
#' plot(phy)
#' 
#' @export L2brts
L2brts = function(L,dropextinct = T)
# makes a phylogeny out of a matrix with branching times, parent and daughter species, and extinction times
{
   brts = NULL
   L = L[order(abs(L[,3])),1:4]
   age = L[1,1]
   L[,1] = age - L[,1]
   L[1,1] = -1
   notmin1 = which(L[,4] != -1)
   L[notmin1,4] = age - L[notmin1,4]
   if(dropextinct == T)
   {
      sall = which(L[,4] == -1)
      tend = age
   } else {
      sall = which(L[,4] >= -1)
      tend = (L[,4] == -1) * age + (L[,4] > -1) * L[,4]
   }
   L = L[,-4]
   linlist = cbind(data.frame(L[sall,]),paste("t",abs(L[sall,3]),sep = ""),tend)
   linlist[,4] = as.character(linlist[,4])
   names(linlist) = 1:5
   done = 0
   while(done == 0)
   {
      j = which.max(linlist[,1])
      daughter = linlist[j,3]
      parent = linlist[j,2]
      parentj = which(parent == linlist[,3])
      parentinlist = length(parentj)
      if(parentinlist == 1)
      {
         spec1 = paste(linlist[parentj,4],":",linlist[parentj,5] - linlist[j,1],sep = "")
         spec2 = paste(linlist[j,4],":",linlist[j,5] - linlist[j,1],sep = "")
         linlist[parentj,4] = paste("(",spec1,",",spec2,")",sep = "")
         linlist[parentj,5] = linlist[j,1]
         brts = c(brts,linlist[j,1])
         linlist = linlist[-j,]
      } else {
         #linlist[j,1:3] = L[abs(as.numeric(parent)),1:3]
         linlist[j,1:3] = L[which(L[,3] == parent),1:3]
      }
      if(nrow(linlist) == 1) { done = 1 }
   }
   #linlist[4] = paste(linlist[4],":",linlist[5],";",sep = "")
   brts = rev(sort(age - brts))
   return(brts)
}


#' Rounds up in the usual manner
#' 
#' The standard round function in R rounds x.5 to the nearest even integer.
#' This is odd behavior that is corrected in roundn
#' 
#' 
#' @param x Number to be rounded
#' @param digits Sets the number of decimals in rounding.
#' @return \item{n}{ A number }
#' @author Rampal S. Etienne
#' @keywords models
#' @examples
#' 
#' round(2.5)
#' roundn(2.5)
#' round(3.5)
#' roundn(3.5)
#' round(2.65,digits = 1)
#' roundn(2.65,digits = 1)
#' round(2.75,digits = 1)
#' roundn(2.75,digits = 1)
#' 
#' @export roundn
roundn = function(x, digits = 0)
{
    fac = 10^digits
    n = trunc(fac * x + 0.5)/fac
    return(n)
}



#' Takes samples in the usual manner
#' 
#' The standard sample function in R samples from n numbers when x = n. This is
#' unwanted behavior when the size of the vector to sample from changes
#' dynamically. This is corrected in sample2
#' 
#' 
#' @param x A vector of one or more elements
#' @param size A non-negative integer giving the number of items to choose.
#' @param replace Should sampling be with replacement?
#' @param prob A vector of probability weights for obtaining the elements of
#' the vector being sampled.
#' @return \item{sam}{A vector of length \code{size} that is sampled from
#' \code{x}. }
#' @author Rampal S. Etienne
#' @keywords models
#' @examples
#' 
#' sample(x = 10,size = 5,replace = TRUE)
#' sample2(x = 10,size = 5,replace = TRUE)
#' 
#' @export sample2
sample2 = function(x,size,replace = FALSE,prob = NULL)
{
    if(length(x) == 1)
    { 
        x = c(x,x)
        prob = c(prob,prob)
        if(is.null(size))
        {
          size = 1
        }
        if(replace == FALSE & size > 1)
        {
          stop('It is not possible to sample without replacement multiple times from a single item.')
        }
    }
    sam = sample(x,size,replace,prob)
    return(sam)
}

#' Carries out optimization using a simplex algorithm (finding a minimum)
#' 
#' Function to optimize target function using a
#' simplex method adopted from Matlab
#' 
#' @param fun Function to be optimized
#' @param trparsopt Initial guess of the parameters to be optimized
#' @param ... Any other arguments of the function to be optimimzed, or settings
#' of the optimization routine
#' @param optimpars Parameters of the optimization: relative tolerance in
#' function arguments, relative tolerance in function value, absolute tolerance
#' in function arguments, and maximum number of iterations
#' @return \item{out}{ A list containing optimal function arguments
#' (\code{par}, the optimal function value (\code{fvalues}) and whether the
#' optimization converged (\code{conv})}.
#' @author Rampal S. Etienne
#' @keywords models
#' @examples
#' 
#' cat("No examples")
#' 
#' @export simplex
simplex = function(fun,trparsopt,optimpars,...)
{
  numpar = length(trparsopt)
  reltolx = optimpars[1]
  reltolf = optimpars[2]
  abstolx = optimpars[3]
  maxiter = optimpars[4]

  ## Setting up initial simplex
  v = t(matrix(rep(trparsopt,each = numpar + 1),nrow = numpar + 1))
  for(i in 1:numpar)
  {
      parsoptff = 1.05 * untransform_pars(trparsopt[i])
      trparsoptff = transform_pars(parsoptff)
      fac = trparsoptff/trparsopt[i]
      if(v[i,i + 1] == 0)
      {
         v[i,i + 1] = 0.00025
      } else {
         v[i,i + 1] = v[i,i + 1] * min(1.05,fac)
      }
  }
  
  fv = rep(0,numpar + 1)
  for(i in 1:(numpar + 1))
  {
     fv[i] = -fun(trparsopt = v[,i], ...)
  }
  
  how = "initial"
  itercount = 1
  string = itercount
  for(i in 1:numpar)
  {
     string = paste(string, untransform_pars(v[i,1]), sep = " ")
  }
  string = paste(string, -fv[1], how, "\n", sep = " ")
  cat(string)
  utils::flush.console()
  
  tmp = order(fv)
  if(numpar == 1)
  {
     v = matrix(v[tmp],nrow = 1,ncol = 2)
  } else {
     v = v[,tmp]
  }
  fv = fv[tmp]
  
  ## Iterate until stopping criterion is reached
  rh = 1
  ch = 2
  ps = 0.5
  si = 0.5
  
  v2 = t(matrix(rep(v[,1],each = numpar + 1),nrow = numpar + 1))
  
  while(itercount <= maxiter & ( ( is.nan(max(abs(fv - fv[1]))) | (max(abs(fv - fv[1])) - reltolf * abs(fv[1]) > 0) ) + ( (max(abs(v - v2) - reltolx * abs(v2)) > 0) | (max(abs(v - v2)) - abstolx > 0) ) ) )
  { 
     ## Calculate reflection point
  
     if(numpar == 1)
     {
         xbar = v[1]
     } else {
         xbar = rowSums(v[,1:numpar])/numpar
     }
     xr = (1 + rh) * xbar - rh * v[,numpar + 1]
     fxr = -fun(trparsopt = xr, ...)
   
     if(fxr < fv[1])
     {
         ## Calculate expansion point
         xe = (1 + rh * ch) * xbar - rh * ch * v[,numpar + 1]
         fxe = -fun(trparsopt = xe, ...)
         if(fxe < fxr)
         {
             v[,numpar + 1] = xe
             fv[numpar + 1] = fxe
             how = "expand"
         } else {
             v[,numpar + 1] = xr
             fv[numpar + 1] = fxr
             how = "reflect"
         }
     } else {
         if(fxr < fv[numpar])
         {      
             v[,numpar + 1] = xr
             fv[numpar + 1] = fxr
             how = "reflect"
         } else {
             if(fxr < fv[numpar + 1])
             {
                ## Calculate outside contraction point
                xco = (1 + ps * rh) * xbar - ps * rh * v[,numpar + 1]
                fxco = -fun(trparsopt = xco, ...)
                if(fxco <= fxr)
                {
                   v[,numpar + 1] = xco
                   fv[numpar + 1] = fxco            
                   how = "contract outside"
                } else {
                   how = "shrink"
                }
             } else {
                ## Calculate inside contraction point
                xci = (1 - ps) * xbar + ps * v[,numpar + 1]
                fxci = -fun(trparsopt = xci, ...)
                if(fxci < fv[numpar + 1])
                {  
                   v[,numpar + 1] = xci
                   fv[numpar + 1] = fxci
                   how = "contract inside"
                } else {
                   how = "shrink"
                }
             }
             if(how == "shrink")
             {
                 for(j in 2:(numpar + 1))
                 {
  
                     v[,j] = v[,1] + si * (v[,j] - v[,1])
                     fv[j] = -fun(trparsopt = v[,j], ...)
                 }
             }
         }
     }
     tmp = order(fv)
     if(numpar == 1)
     {
        v = matrix(v[tmp],nrow = 1,ncol = 2)
     } else {
        v = v[,tmp]
     }
     fv = fv[tmp]
     itercount = itercount + 1
     string = itercount;
     for(i in 1:numpar)
     {
         string = paste(string, untransform_pars(v[i,1]), sep = " ")
     }
     string = paste(string, -fv[1], how, "\n", sep = " ")
     cat(string)
     utils::flush.console()
     v2 = t(matrix(rep(v[,1],each = numpar + 1),nrow = numpar + 1))
  }
  if(itercount < maxiter)
  {
     cat("Optimization has terminated successfully.","\n")
  } else {
     cat("Maximum number of iterations has been exceeded.","\n")
  }
  out = list(par = v[,1], fvalues = -fv[1], conv = as.numeric(itercount > maxiter))
  invisible(out)
}

#' Carries out optimization (finding a minimum)
#' 
#' A wrapper to use several optimization routines, currently only 'simplex' (a
#' method adopted from Matlab, or 'subplex', from the R package subplex). The
#' function is called from several packages by the same author.
#' 
#' 
#' @param optimmethod The method to use for optimization, either 'simplex' or
#' 'subplex'
#' @param optimpars Parameters of the optimization: relative tolerance in
#' function arguments, relative tolerance in function value, absolute tolerance
#' in function arguments, and maximum number of iterations
#' @param num_cycles Number of cycles of the optimization. When set to Inf, the
#' optimization will be repeated until the result is, within the tolerance,
#' equal to the starting values, with a maximum of 10 cycles.
#' @param fun Function to be optimized
#' @param trparsopt Initial guess of the parameters to be optimized
#' @param jitter Perturbation of an initial parameter value when precisely equal to 0.5;
#' this is only relevant when subplex is chosen. The default value is 0, so no jitter
#' is applied. A recommended value when using it is 1E-5.
#' @param ... Any other arguments of the function to be optimimzed, or settings
#' of the optimization routine
#' @return \item{out}{ A list containing optimal function arguments
#' (\code{par}, the optimal function value (\code{fvalues}) and whether the
#' optimization converged (\code{conv})}.
#' @author Rampal S. Etienne
#' @keywords models
#' @examples
#' 
#' cat("No examples")
#' 
#' @export optimizer
optimizer <- function(
    optimmethod = 'simplex',
    optimpars = c(1E-4,1E-4,1E-6,1000),
    num_cycles = 1,
    fun,
    trparsopt,
    jitter = 0,
    ...)
{
  if(num_cycles == Inf)
  {
    max_cycles <- 10
  } else
  {
    max_cycles <- num_cycles
  }
  if(optimmethod == 'DEoptim')
  {
    max_cycles <- 1 # cycles are of no use in global optimization
  }
  cy <- 1
  fvalue <- rep(-Inf,max_cycles)
  out <- NULL
  while(cy <= max_cycles)
  {
    if(max_cycles > 1) cat(paste('Cycle ',cy,'\n',sep =''))
    if(optimmethod == 'simplex')
    {
      outnew <- suppressWarnings(simplex(fun = fun,
                                         trparsopt = trparsopt,
                                         optimpars = optimpars,
                                         ...))
    } else if(optimmethod == 'subplex')
    {
      minfun1 <- function(fun,trparsopt,...)
      {           
        return(-fun(trparsopt = trparsopt,...))
      }
      trparsopt[trparsopt == 0.5] <- 0.5 - jitter
      outnew <- suppressWarnings(subplex::subplex(par = trparsopt,
                                                  fn = minfun1,
                                                  control = list(abstol = optimpars[3],reltol = optimpars[1],maxit = optimpars[4]),
                                                  fun = fun,
                                                  ...))
      outnew <- list(par = outnew$par, fvalues = -outnew$value, conv = outnew$convergence)
    } else if(optimmethod == 'DEoptim')
    {
      minfun2 <- function(trparsopt, fun, ...)
      {           
        return(-fun(trparsopt = trparsopt, ...))
      }
      outnew <- suppressWarnings(DEoptim::DEoptim(fn = minfun2,
                                                  lower = rep(0, length(trparsopt)),
                                                  upper = rep(1, length(trparsopt)),
                                                  control = list(reltol = optimpars[1],
                                                                 strategy = 2,
                                                                 steptol = 100,
                                                                 trace = FALSE,
                                                                 itermax = optimpars[4],
                                                                 packages = c('DDD')),
                                                  fun = fun,
  
                                                  ...))$optim
      outnew <- list(par = outnew$bestmem, fvalues = -outnew$bestval, conv = 0)
    }
    if(cy > 1 & (any(is.na(outnew$par)) | any(is.nan(outnew$par)) | is.na(outnew$fvalues) | is.nan(outnew$fvalues) | outnew$conv != 0))
    {
      cat('The last cycle failed; second last cycle result is returned.\n')
      return(out) 
    } else
    {
      out <- outnew
      trparsopt <- out$par
      fvalue[cy] <- out$fvalues
    }  
    if(cy > 1)
    {
      if(abs(fvalue[cy] - fvalue[cy - 1]) < optimpars[3])
      {
        if(cy < max_cycles) cat('No more cycles needed.\n')
        cy <- max_cycles
      } else if(cy == max_cycles)
      {
        cat('More cycles in optimization recommended.\n')
      }
    }
    cy <- cy + 1
  }
  return(out)
}
#' @name transform_pars
#' @title Transforming parameters from -Inf to Inf into parameters
#' from -1 to 1
#' @description Function to transform pars in a way that is more
#' useful for optimization: trpars <- sign(pars) * pars/(sign(pars) + pars);
#' @param pars Parameters to be transformed
#' @return Transformed parameters
#' @author Rampal S. Etienne
#' @export transform_pars
transform_pars <- function(pars)
{
  trpars1 <- sign(pars) * pars/(sign(pars) + pars);
  trpars1[which(pars == 0)] <- 0;
  trpars1[which(pars == -Inf)] <- -1;
  trpars1[which(pars == Inf)] <- 1;
  return(trpars1);
}

#' @name untransform_pars
#' @title Untransforming parameters from -1 to 1 into parameters
#' from -Inf to Inf.
#' @description Function to untransform pars after optimization:
#' pars <- sign(trpars) * trpars/(sign(trpars) - trpars);
#' @param trpars Parameters to be untransformed
#' @return Untransformed parameters
#' @author Rampal S. Etienne
#' @export untransform_pars
untransform_pars <- function(trpars)
{
  pars <- sign(trpars) * trpars/(sign(trpars) - trpars);
  pars[which(trpars == 0)] <- 0;
  pars[which(trpars == 1)] <- Inf;
  pars[which(trpars == -1)] <- -Inf;
  return(pars)
}

check_probs <- function(loglik,probs,verbose)
{
  probs <- probs * (probs > 0)
  if(is.na(sum(probs)) | is.nan(sum(probs)))
  {
    if(verbose) cat('NA or NaN issues encountered.\n')
    loglik <- -Inf
    probs <- rep(-Inf,length(probs))
  } else if(sum(probs) <= 0)
  {
    if(verbose) cat('Probabilities smaller than 0 encountered\n')
    loglik <- -Inf
    probs <- rep(-Inf,length(probs))
  } else {
    loglik <- loglik + log(sum(probs))
    probs <- probs/sum(probs)
  }   
  return(list(loglik,probs))
}  

#' Sampling in which zero probabilities are removed
#' @inheritParams base::sample
#' @return a vector of length size with elements drawn 
#'   from either x or from the integers 1:x.
#' @examples 
#'   # Number of draws
#'   n <- 1000
#'   
#'   # Do normal sampling
#'   set.seed(42)
#'   draws_1 <- DDD:::rng_respecting_sample(
#'     1:3, size = n, replace = TRUE, prob = c(1.0, 1.0, 1.0)
#'   )
#'   
#'   # Do a sampling with one element of probability zero
#'   set.seed(42)
#'   draws_2 <- DDD:::rng_respecting_sample(
#'     1:4, size = n, replace = TRUE, prob = c(1.0, 1.0, 1.0, 0.0)
#'   )
#'   testit::assert(sum(draws_2 == 4) == 0)
#'   testit::assert(draws_1 == draws_2)
#'   
#'   # Use base sampling will give different results,
#'   # as it results in different RNG values
#'   set.seed(42)
#'   draws_3 <- sample(
#'     1:4, size = n, replace = TRUE, prob = c(1.0, 1.0, 1.0, 0.0)
#'   )
#'   testit::assert(sum(draws_3 == 4) == 0)
#'   testit::assert(!all(draws_1 == draws_3))
#'   
#' @author Richel J.C. Bilderbeek
#' @seealso See \code{\link[base]{sample}} for more details
#' @note thanks to Pedro Neves for finding this feature in base::sample
#' @export
rng_respecting_sample <- function(x, size, replace, prob) {
  which_non_zero <- prob > 0.0
  non_zero_prob <- prob[which_non_zero]
  non_zero_x <- x[which_non_zero]
  return(sample(x = non_zero_x, size = size, replace = replace, prob = non_zero_prob))
}

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DDD documentation built on July 26, 2023, 5:25 p.m.