bnpmr: Monotonic regression

In bnpmr: Bayesian Monotonic Nonparametric Regression

Description

Bayesian monotonic regression as described in Bornkamp and Ickstadt (2009).

Usage

bnpmr(y, x, prior = NULL, start = NULL, niter = 10000, pMoves = NULL,
      thin = 1, burnIn = 0, prop = NULL, seed = 1, size = 50)

Arguments

y	vector of dependent values
x	vector of independent values (the code internally standardizes x to [0,1])
prior	A list specifying prior parameters V, m, d, a - as defined in Biometrics paper p. 201 by default the noninformative choice of eqn (6) is chosen. vL, vU - lower and upper bound for uniform distribution of nu la, lb - alpha, beta parameter of beta prior for m (the TSP distribution mode) alpha - prior parameter for Dirichlet distribution (called gamma in the Biometrics paper) lambda - prior parameter for truncated Poisson distr
start	starting values for nJ: number of components jl: modes of TSP distributions (called m in the Biometrics paper see eqn (5)) jv: called nu in the Biometrics paper (eqn (5)) jh: weights of the components (sum to 1) called w_i in the Biometrics paper
niter,burnIn,thin	number of iterations, thinning and burn-in
pMoves	probabilities for the different move types
prop
seed
size	size of the vectors in C++ code (all vectors only have finite size determined by size)

Value

A list with entries (among others)
dimcount - posterior simulations of number of components
jl - posterior sims of m
jv - posterior sims of nu
jh - posterior sims of w
beta - posterior sims of beta vector
s2 - posterior sims of s**2

Author(s)

Bjoern Bornkamp

References

Bornkamp, B. and Ickstadt, K. (2009). Bayesian Nonparametric Estimation of Continuous Monotone Functions with Applications to DoseResponse Analysis. Biometrics, 65, 198-205

See Also

pred.bnpmr

Examples

########################################################################
## example 1
## generate some example data
x <- seq(0,1,length=100) 
y <- 2+3*x/(0.05+x)+rnorm(100, 0, 1)
## run bnpmr function (with "default" parameters and priors)
res <- bnpmr(y, x)
sq <- seq(0,1,length=101)
aa <- pred.bnpmr(sq, res)
out005 <- apply(aa, 2, quantile, prob = 0.05)
out050 <- apply(aa, 2, median)
out095 <- apply(aa, 2, quantile, prob = 0.95)
## plot result
plot(x,y)
lines(sq, out005)
lines(sq, out050)
lines(sq, out095)
curve(2+3*x/(x+0.05), add=TRUE, col=2)

########################################################################
## example 2 with a sparse dose-design
## closer to what we actually see in pharmaceutical dose-finding trials
x <- rep(c(0,0.05,0.2,0.6,1), each = 10)
y <- 2+3*x^5/(0.05^5+x^5)+rnorm(length(x), 0, 1)

res <- bnpmr(y, x)
sq <- seq(0,1,length=101)
aa <- pred.bnpmr(sq, res)
out005 <- apply(aa, 2, quantile, prob = 0.05)
out050 <- apply(aa, 2, median)
out095 <- apply(aa, 2, quantile, prob = 0.95)

plot(x,y, ylim = c(0,8))
lines(sq, out005)
lines(sq, out050)
lines(sq, out095)
curve(2+3*x^5/(x^5+0.05^5), add=TRUE, col=2)

#### now reanalyse using different prior
## use prior that says placebo response = 0 with small uncertainty
## (just to check code)
V <- matrix(c(0.01,0,0,10), nrow=2)
prior <- list(alpha = 1, lambda = 0.5, m = c(0, 1), V=V, a=3.6, d=4, la=1,lb=2)
res2 <- bnpmr(y, x, prior = prior)
aa <- pred.bnpmr(sq, res2)
out005 <- apply(aa, 2, quantile, prob = 0.05)
out050 <- apply(aa, 2, median)
out095 <- apply(aa, 2, quantile, prob = 0.95)
lines(sq, out005, col = "green")
lines(sq, out050, col = "green")
lines(sq, out095, col = "green")

bnpmr documentation built on May 1, 2019, 10:09 p.m.