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#' Estimation of single Michaelis-Menten constant using the Gaussian process method
#' The function estimates single Michaelis-Menten constant using the likelihood
#' function with the Gaussian process method.
#' @param method method selection: T=TQ model, F=SQ model(default = T)
#' @param RAM Robust Adaptive MCMC options (default = F)
#' @param time total time of data
#' @param dat observed dataset (trajectory column)
#' @param enz enzyme concentrate
#' @param subs substrate concentrate
#' @param MM initial value of MM constant
#' @param catal true value of catalytic constant
#' @param nrepeat total number of iteration (default=10000)
#' @param jump length of distance (default = 1)
#' @param burning length of burning period (default=0)
#' @param MM_m_v MM prior gamma mean, variance(default=c(1,10000))
#' @param sig standard deviation of univariate Normal proposal distribution
#' @param va variance of dataset
#' @return A vector of posterior samples of catalytic constant
#' @details The function GP.MM generates a set of MCMC simulation samples from the
#' conditional posterior distribution of Michaelis-Menten constant of enzyme kinetics
#' model. As the MM constant is only parameter to be estimated in the function the user
#' should assign catalytic constant as well as initial enzyme concentration and substrate
#' concentration. The prior information for the parameter can be given. The GP.MM function
#' can select Robust Adaptive Metropolis (RAM) algorithm as well as Metropolis-Hastings
#' algorithm with random walk chain for MCMC procedure. When “RAM” is assigned T then the
#' function use RAM method and the “sig” is used as initial standard deviation of normal
#' proposal distribution. When “RAM” is F, the function use Metropolis-Hastings algorithm
#' with random walk chain and the “sig” can be set to controlled proper mixing and acceptance
#' ratio of the parameter from the conditional posterior distribution. The “va” is the
#' variance of the Gaussian process. The posterior samples are only stored with fixed
#' interval according to set "jump" to reduce serial correlation. The initial iterations
#' are removed for convergence. The “burning” is set the length of initial iterations.
#' The diffusion approximation method is used for construction of the likelihood.
#' @importFrom stats dgamma rgamma rnorm pnorm runif acf sd dnorm
#' @importFrom graphics par plot lines
#' @importFrom utils write.csv
#' @importFrom MASS mvrnorm
#' @importFrom smfsb simpleEuler
#'
#' @examples
#' \dontrun{
#' data('Chymo_low')
#' time1=max(Chymo_low[,1])*1.01
#' sm_GPMH=GP.MM(method=TRUE,time=time1,dat=Chymo_low[,2],enz=4.4e+7,subs=4.4e+7
#' ,MM=4.4e+8,catal=0.05,nrepeat=10000,jump=1,burning=0
#' ,MM_m_v=c(1,1e+10),sig=8e+7,va=var(Chymo_low[,2]))
#' # use RAM algorithm #
#' sm_GPRAM=GP.MM(method=TRUE,RAM=TRUE,time=time1,dat=Chymo_low[,2],enz=4.4e+7,subs=4.4e+7
#' ,MM=4.4e+8,catal=0.05,nrepeat=10000,jump=1,burning=0
#' ,MM_m_v=c(1,1e+10),sig=500,va=var(Chymo_low[,2]))
#'}
#'
#' @export GP.MM
#'
#'
GP.MM = function(method = T, RAM = F, time, dat, enz, subs, MM, catal,
nrepeat = 10000, jump = 1, burning = 0, MM_m_v = c(1, 10000), sig,
va) {
MM_m = MM_m_v[1]
MM_v = MM_m_v[2]
b_MM = MM_m/MM_v
a_MM = MM_m * b_MM
# MM ODE from sQ model #
MM_sQ <- function(x, t, k = c(k_m = 0, k_p = 0, ET = 0)) {
with(as.list(c(x, k)), {
c(-k_p * (ET * ST)/(k_m + ST), k_p * (ET * ST)/(k_m + ST))
})
}
# MM ODE from tQ model #
MM_tQ <- function(x, t, k = c(k_m = 0, k_p = 0, ET = 0)) {
with(as.list(c(x, k)), {
c(-k_p * (1/2) * ((ET + k_m + ST) - sqrt(((ET + k_m + ST)^2) -
4 * ET * ST)), k_p * (1/2) * ((ET + k_m + ST) - sqrt(((ET +
k_m + ST)^2) - 4 * ET * ST)))
})
}
if (method == T) {
M_st = MM_tQ
} else {
M_st = MM_sQ
}
nrepeat = nrepeat + burning
x = rep(0, (nrepeat * jump))
Y = rep(0, nrepeat)
x[1] = MM
Y[1] = MM
count = 0
S = 1
for (i in 2:(nrepeat * jump)) {
while (1) {
u = rnorm(1, 0, sig)
x_s = x[i - 1] + (u * S)
if (x_s >= 0)
break
}
SE = as.data.frame(simpleEuler(t = time, fun = M_st, k = c(k_m = x_s,
k_p = catal, ET = enz), ic = c(ST = subs, P = 0), dt = time/101))
SE2 = as.data.frame(simpleEuler(t = time, fun = M_st, k = c(k_m = x[i -
1], k_p = catal, ET = enz), ic = c(ST = subs, P = 0), dt = time/101))
posterior = (log(dgamma(x_s, a_MM, b_MM)) - sum((dat - SE[, 2])^2)/(2 *
va) - log(dgamma(x[i - 1], a_MM, b_MM)) + sum((dat - SE2[,
2])^2)/(2 * va))
accept = min(1, exp(posterior))
U = runif(1)
if (U < accept) {
x[i] = x_s
count = count + 1
} else {
x[i] = x[i - 1]
}
if (RAM == T) {
S = ramcmc::adapt_S(S, u, accept, i, target = 0.44, gamma = min(1,
(i)^(-2/3)))
} else {
S = 1
}
if (i%%jump == 0) {
rep1 = i/jump
Y[rep1] = x[i]
}
}
theta = Y[(burning + 1):nrepeat]
{
if (method == T) {
main = "TQ model: Michaelis-Menten constant"
} else {
main = "SQ model: Michaelis-Menten constant"
}
}
par(oma = c(0, 0, 4, 0), mar = c(4, 4, 1, 1))
mat = matrix(c(1, 1, 2, 3), 2, 2, byrow = T)
layout(mat)
plot(theta, type = "l", main = "", xlab = "iteration", ylab = "MM constant")
acf(theta, main = "")
plot(density(theta), main = "", xlab = "MM constant")
mtext(side = 3, line = 1, outer = T, text = main, cex = 1.5)
cat("MCMC simulation summary", "\n")
cat("Posterior mean: ", format(mean(theta), digits = 4, justify = "right",
scientific = TRUE), "\n")
cat("Posterior sd: ", format(sd(theta), digits = 4, justify = "right",
scientific = TRUE), "\n")
cat("Credible interval(l): ", format(quantile(theta, probs = 0.025),
digits = 4, justify = "right", scientific = TRUE), "\n")
cat("Credible interval(U): ", format(quantile(theta, probs = 0.975),
digits = 4, justify = "right", scientific = TRUE), "\n")
cat("Relative CV: ", format((sd(theta)/mean(theta))/(sqrt(MM_v)/MM_m),
digits = 4, justify = "right", scientific = TRUE), "\n")
cat("Acceptance ratio: ", format(count/(nrepeat * jump), digits = 4,
justify = "right", scientific = TRUE), "\n")
theta = as.data.frame(theta)
names(theta) = c("MM")
write.csv(theta, "MM_GPMH.csv")
return(theta)
}
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