Nothing
# c212.interim
# Case 2/12: Interim Analysis wrapper
# R. Carragher
# Date: 05/06/2015
Mi1 <- new.env()
Mi1$Id <- "$Id: c212.interim.BB.hier3.lev0.R,v 1.14 2018/10/03 15:40:56 clb13102 Exp clb13102 $"
c212.interim.BB.indep <- function(trial.data, sim_type = "SLICE", burnin = 10000, iter = 60000, nchains = 5,
theta_algorithm = "MH",
global.sim.params = data.frame(type = c("MH", "MH", "MH", "MH", "SLICE", "SLICE", "SLICE"),
param = c("sigma_MH_alpha", "sigma_MH_beta", "sigma_MH_gamma", "sigma_MH_theta",
"w_alpha", "w_beta", "w_gamma"),
value = c(3, 3, 0.2, 0.25, 1, 1, 1), control = c(0, 0, 0, 0, 6, 6, 6),
stringsAsFactors = FALSE),
sim.params = NULL,
monitor = data.frame(variable = c("theta", "gamma", "mu.gamma", "mu.theta",
"sigma2.theta", "sigma2.gamma",
"mu.theta.0", "mu.gamma.0", "tau2.theta.0", "tau2.gamma.0",
"pi", "alpha.pi", "beta.pi"),
monitor = c(1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1),
stringsAsFactors = FALSE),
initial_values = NULL,
hyper_params = list(mu.gamma.0.0 = 0, tau2.gamma.0.0 = 10,
mu.theta.0.0 = 0, tau2.theta.0.0 = 10, alpha.gamma.0.0 = 3, beta.gamma.0.0 = 1, alpha.theta.0.0 = 3,
beta.theta.0.0 = 1, alpha.gamma = 3, beta.gamma = 1, alpha.theta = 3, beta.theta = 1, lambda.alpha = 1.0,
lambda.beta = 1.0),
global.pm.weight = 0.5,
pm.weights = NULL,
adapt_phase=1, memory_model = "HIGH")
{
interim = M_global$INTERIMdata(Mi1, trial.data, iter, nchains, burnin, initial_values)
if (is.null(interim)) {
return(NULL)
}
trial.data = interim$trial.data
cntrl.data = interim$cntrl.data
Mi1$Algo <- theta_algorithm
Mi1$sim_type <- sim_type
if (nrow(global.sim.params[global.sim.params$type == sim_type,]) == 0) {
print("Missing simulation parametetrs");
return(NULL)
}
if (!all(global.sim.params$value > 0)) {
print("Invalid simulation parameter value");
return(NULL)
}
Mi1$global.sim.params <- global.sim.params
Mi1$Level = 0
sp = M_global$INTERIM_sim_paramsBB_3(Mi1, sim.params, pm.weights, sim_type, trial.data, cntrl.data)
sim.params = sp$sim.params
pm.weights = sp$pm.weights
monitor = M_global$INTERIM_monitor_BB_3(monitor)
# Initialise the hyper-parameters
Mi1$mu.gamma.0.0 <- hyper_params$mu.gamma.0.0
Mi1$tau2.gamma.0.0 <- hyper_params$tau2.gamma.0.0
Mi1$alpha.gamma <- hyper_params$alpha.gamma
Mi1$beta.gamma <- hyper_params$beta.gamma
Mi1$alpha.gamma.0.0 <- hyper_params$alpha.gamma.0.0
Mi1$beta.gamma.0.0 <- hyper_params$beta.gamma.0.0
Mi1$mu.theta.0.0 <- hyper_params$mu.theta.0.0
Mi1$tau2.theta.0.0 <- hyper_params$tau2.theta.0.0
Mi1$alpha.theta <- hyper_params$alpha.theta
Mi1$beta.theta <- hyper_params$beta.theta
Mi1$alpha.theta.0.0 <- hyper_params$alpha.theta.0.0
Mi1$beta.theta.0.0 <- hyper_params$beta.theta.0.0
# BB2004 parameters
Mi1$lambda.alpha <- hyper_params$lambda.alpha
Mi1$lambda.beta <- hyper_params$lambda.beta
algo = 1
if (Mi1$Algo == "BB2004") {
algo <- 1;
} else {
if (Mi1$Algo == "MH") {
algo <- 2;
} else {
if (Mi1$Algo == "Adapt") {
algo <- 3;
} else {
if (Mi1$Algo == "Indep") {
algo <- 4;
} else {
algo <- 1;
}
}
}
}
Ret2 = .Call("c212BB_poisson_mc_exec", as.integer(nchains), as.integer(burnin),
as.integer(iter), Mi1$sim_type,
memory_model, Mi1$global.sim.params,
sim.params,
as.numeric(global.pm.weight),
pm.weights,
monitor,
as.integer(Mi1$numIntervals), as.integer(Mi1$Level),
Mi1$maxBs, as.integer(Mi1$numB), as.integer(Mi1$maxAEs),
as.integer(t(Mi1$nAE)), as.integer(aperm(Mi1$x)), as.integer(aperm(Mi1$y)),
as.numeric(aperm(Mi1$C)),
as.numeric(aperm(Mi1$T)),
as.numeric(aperm(Mi1$theta)),
as.numeric(aperm(Mi1$gamma)),
as.numeric(Mi1$mu.gamma.0.0),
as.numeric(Mi1$tau2.gamma.0.0),
as.numeric(Mi1$mu.theta.0.0),
as.numeric(Mi1$tau2.theta.0.0),
as.numeric(Mi1$alpha.gamma.0.0),
as.numeric(Mi1$beta.gamma.0.0),
as.numeric(Mi1$alpha.theta.0.0),
as.numeric(Mi1$beta.theta.0.0),
as.numeric(Mi1$alpha.gamma),
as.numeric(Mi1$beta.gamma),
as.numeric(Mi1$alpha.theta),
as.numeric(Mi1$beta.theta),
as.numeric(aperm(Mi1$mu.gamma.0)),
as.numeric(aperm(Mi1$tau2.gamma.0)),
as.numeric(aperm(Mi1$mu.theta.0)),
as.numeric(aperm(Mi1$tau2.theta.0)),
as.numeric(aperm(Mi1$mu.gamma)),
as.numeric(aperm(Mi1$mu.theta)),
as.numeric(aperm(Mi1$sigma2.gamma)),
as.numeric(aperm(Mi1$sigma2.theta)),
as.numeric(aperm(Mi1$pi)),
as.numeric(aperm(Mi1$alpha.pi)),
as.numeric(aperm(Mi1$beta.pi)),
as.numeric(Mi1$lambda.alpha),
as.numeric(Mi1$lambda.beta),
as.integer(algo),
as.integer(adapt_phase))
mu.gamma.0_samples = NULL
if (monitor[monitor$variable == "mu.gamma.0", ]$monitor == 1) {
mu.gamma.0_samples <- .Call("getMuGamma0SamplesInterimAll")
mu.gamma.0_samples = aperm(mu.gamma.0_samples)
}
mu.theta.0_samples = NULL
if (monitor[monitor$variable == "mu.theta.0", ]$monitor == 1) {
mu.theta.0_samples <- .Call("getMuTheta0SamplesInterimAll")
mu.theta.0_samples = aperm(mu.theta.0_samples)
}
tau2.gamma.0_samples = NULL
if (monitor[monitor$variable == "tau2.gamma.0", ]$monitor == 1) {
tau2.gamma.0_samples <- .Call("getTau2Gamma0SamplesInterimAll")
tau2.gamma.0_samples = aperm(tau2.gamma.0_samples)
}
tau2.theta.0_samples = NULL
if (monitor[monitor$variable == "tau2.theta.0", ]$monitor == 1) {
tau2.theta.0_samples <- .Call("getTau2Theta0SamplesInterimAll")
tau2.theta.0_samples = aperm(tau2.theta.0_samples)
}
mu.theta_samples = NULL
if (monitor[monitor$variable == "mu.theta", ]$monitor == 1) {
mu.theta_samples <- .Call("getMuThetaSamplesInterimAll")
mu.theta_samples <- aperm(mu.theta_samples)
}
mu.gamma_samples = NULL
if (monitor[monitor$variable == "mu.gamma", ]$monitor == 1) {
mu.gamma_samples <- .Call("getMuGammaSamplesInterimAll")
mu.gamma_samples <- aperm(mu.gamma_samples)
}
sigma2.theta_samples = NULL
if (monitor[monitor$variable == "sigma2.theta", ]$monitor == 1) {
sigma2.theta_samples <- .Call("getSigma2ThetaSamplesInterimAll")
sigma2.theta_samples <- aperm(sigma2.theta_samples)
}
sigma2.gamma_samples = NULL
if (monitor[monitor$variable == "sigma2.gamma", ]$monitor == 1) {
sigma2.gamma_samples <- .Call("getSigma2GammaSamplesInterimAll")
sigma2.gamma_samples <- aperm(sigma2.gamma_samples)
}
pi_samples = NULL
if (monitor[monitor$variable == "pi", ]$monitor == 1) {
pi_samples = .Call("getPiSamplesInterimAll")
pi_samples <- aperm(pi_samples)
}
alpha.pi_samples = NULL
alpha.pi_acc = NULL
if (monitor[monitor$variable == "alpha.pi", ]$monitor == 1) {
alpha.pi_samples = .Call("getAlphaPiSamplesInterimAll")
alpha.pi_samples = aperm(alpha.pi_samples)
alpha.pi_acc = .Call("getAlphaPiAcceptInterimAll")
alpha.pi_acc = aperm(alpha.pi_acc)
}
beta.pi_samples = NULL
beta.pi_acc = NULL
if (monitor[monitor$variable == "beta.pi", ]$monitor == 1) {
beta.pi_samples = .Call("getBetaPiSamplesInterimAll")
beta.pi_samples = aperm(beta.pi_samples)
beta.pi_acc = .Call("getBetaPiAcceptInterimAll")
beta.pi_acc = aperm(beta.pi_acc)
}
gamma_samples = NULL
gamma_acc = NULL
if (monitor[monitor$variable == "gamma", ]$monitor == 1) {
gamma_samples = .Call("getGammaSamplesInterimAll")
gamma_samples = aperm(gamma_samples)
gamma_acc = .Call("getGammaAcceptInterimAll")
gamma_acc <- aperm(gamma_acc)
}
theta_samples = NULL
theta_acc = NULL
if (monitor[monitor$variable == "theta", ]$monitor == 1) {
theta_samples = .Call("getThetaSamplesInterimAll")
theta_samples = aperm(theta_samples)
theta_acc = .Call("getThetaAcceptInterimAll")
theta_acc <- aperm(theta_acc)
}
.C("Release_Interim")
model_fit = list(id = Mi1$Id, sim_type = Mi1$sim_type, chains = nchains, nIntervals = Mi1$numIntervals,
Intervals = Mi1$Intervals, nBodySys = Mi1$numB, maxBs = Mi1$maxBs,
maxAEs = Mi1$maxAEs, nAE = Mi1$nAE, AE=Mi1$AE, B = Mi1$B,
burnin = burnin, iter = iter,
monitor = monitor,
gamma = gamma_samples,
theta = theta_samples,
mu.gamma = mu.gamma_samples,
mu.theta = mu.theta_samples,
sigma2.gamma = sigma2.gamma_samples,
sigma2.theta = sigma2.theta_samples,
pi = pi_samples,
alpha.pi = alpha.pi_samples,
beta.pi = beta.pi_samples,
alpha.pi_acc = alpha.pi_acc,
beta.pi_acc = beta.pi_acc,
mu.gamma.0 = mu.gamma.0_samples,
mu.theta.0 = mu.theta.0_samples,
tau2.gamma.0 = tau2.gamma.0_samples,
tau2.theta.0 = tau2.theta.0_samples,
gamma_acc = gamma_acc,
theta_acc = theta_acc)
# Model is poisson with BB hierarchy and independent intervals
attr(model_fit, "model") = "BB_pois_indep"
return(model_fit)
}
Mi1$initVars = function() {
# Data Structure
Mi1$B <- c()
Mi1$numB <- NA
Mi1$numIntervals <- NA
Mi1$nAE <- c()
Mi1$maxAEs <- NA
# Trial Event Data
Mi1$x <- array()
Mi1$C <- array()
Mi1$y <- array()
Mi1$T <- array()
# Hyperparameters
Mi1$mu.gamma.0.0 <- NA
Mi1$tau2.gamma.0.0 <- NA
Mi1$mu.theta.0.0 <- NA
Mi1$tau2.theta.0.0 <- NA
Mi1$alpha.gamma.0.0 <- NA
Mi1$beta.gamma.0.0 <- NA
Mi1$alpha.theta.0.0 <- NA
Mi1$beta.theta.0.0 <- NA
Mi1$alpha.gamma <- NA
Mi1$beta.gamma <- NA
Mi1$alpha.theta <- NA
Mi1$beta.theta <- NA
# Parameters/Simulated values
# Stage 3
Mi1$mu.gamma.0 <- c()
Mi1$tau2.gamma.0 <- c()
Mi1$mu.theta.0 <- c()
Mi1$tau2.theta.0 <- c()
# Stage 2
Mi1$mu.gamma <- array()
Mi1$mu.theta <- array()
Mi1$sigma2.gamma <- array()
Mi1$sigma2.theta <- array()
# Stage 1
Mi1$theta <- array()
Mi1$gamma <- array()
# Acceptance rates
# BB2004 parameters
Mi1$lambda.alpha <- NA
Mi1$lambda.beta <- NA
Mi1$alpha.pi <- NA
Mi1$beta.pi <- NA
Mi1$pi <- NA
}
Mi1$initChains = function(c) {
# Choose random values for gamma and theta
for (i in 1:Mi1$numIntervals) {
numB = Mi1$numB[i]
for (b in 1:numB) {
Mi1$gamma[c, i, b, 1:Mi1$nAE[i, b]] <- runif(Mi1$nAE[i, b], -10, 10)
Mi1$theta[c, i, b, 1:Mi1$nAE[i, b]] <- runif(Mi1$nAE[i, b], -10, 10)
Mi1$theta[c, i, b, ][is.infinite(Mi1$theta[c, i, b, ])] = -10
Mi1$gamma[c, i, b, ][is.infinite(Mi1$gamma[c, i, b, ])] = -10
Mi1$theta[c, i, b, ][is.nan(Mi1$theta[c, i, b, ])] = -10 # -1000
Mi1$gamma[c, i, b, ][is.nan(Mi1$gamma[c, i, b, ])] = -10 # -1000
}
Mi1$mu.gamma[c, i, 1:numB] = runif(numB, -10, 10)
Mi1$mu.theta[c, i, 1:numB] = runif(numB, -10, 10)
Mi1$sigma2.gamma[c, i, 1:numB] = runif(numB, 5, 20)
Mi1$sigma2.theta[c, i, 1:numB] = runif(numB, 5, 20)
Mi1$pi[c, i, 1:numB] = runif(numB, 0, 1)
Mi1$mu.gamma.0[c, i] = runif(1, -10, 10)
Mi1$tau2.gamma.0[c, i] = runif(1, 5, 20)
Mi1$mu.theta.0[c, i] = runif(1, -10, 10)
Mi1$tau2.theta.0[c, i] = runif(1, 5, 20)
Mi1$alpha.pi[c, i] = runif(1, 1.25, 100)
Mi1$beta.pi[c, i] = runif(1, 1.25, 100)
}
}
Mi1$initialiseChains = function(initial_values, nchains) {
Mi1$theta = array(0, dim=c(nchains, Mi1$numIntervals, Mi1$maxBs, Mi1$maxAEs))
Mi1$gamma = array(0, dim=c(nchains, Mi1$numIntervals, Mi1$maxBs, Mi1$maxAEs))
if (is.null(initial_values)) {
# Initialise the first chain with the data
for (i in 1:Mi1$numIntervals) {
numB = Mi1$numB[i]
for (b in 1:numB) {
Mi1$gamma[1, i, b, ] <- log(Mi1$x[i, b,]/Mi1$C[i, b, ])
Mi1$theta[1, i, b, ] <- log(Mi1$y[i, b,]/Mi1$T[i, b, ]) - Mi1$gamma[1, i, b, ]
Mi1$theta[1, i, b, ][is.infinite(Mi1$theta[1, i, b, ])] = -10 # -1000
Mi1$gamma[1, i, b, ][is.infinite(Mi1$gamma[1, i, b, ])] = -10 # -1000
Mi1$theta[1, i, b, ][is.nan(Mi1$theta[1, i, b, ])] = -10 # -1000
Mi1$gamma[1, i, b, ][is.nan(Mi1$gamma[1, i, b, ])] = -10 # -1000
}
}
Mi1$mu.gamma <- array(0, dim = c(nchains, Mi1$numIntervals, Mi1$maxBs))
Mi1$mu.theta <- array(0, dim = c(nchains, Mi1$numIntervals, Mi1$maxBs))
Mi1$sigma2.gamma <- array(10, dim = c(nchains, Mi1$numIntervals, Mi1$maxBs))
Mi1$sigma2.theta <- array(10, dim = c(nchains, Mi1$numIntervals, Mi1$maxBs))
Mi1$pi <- array(0.5, dim = c(nchains, Mi1$numIntervals, Mi1$maxBs))
Mi1$mu.gamma.0 <- array(0, dim = c(nchains, Mi1$numIntervals))
Mi1$tau2.gamma.0 <- array(10, dim = c(nchains, Mi1$numIntervals))
Mi1$mu.theta.0 <- array(0, dim = c(nchains, Mi1$numIntervals))
Mi1$tau2.theta.0 <- array(10, dim = c(nchains, Mi1$numIntervals))
Mi1$alpha.pi <- array(1.5, dim = c(nchains, Mi1$numIntervals))
Mi1$beta.pi <- array(1.5, dim = c(nchains, Mi1$numIntervals))
if (nchains > 1) {
for (c in 2:nchains) {
Mi1$initChains(c)
}
}
}
else {
Mi1$mu.gamma.0 <- array(0, dim = c(nchains, Mi1$numIntervals))
Mi1$tau2.gamma.0 <- array(10, dim = c(nchains, Mi1$numIntervals))
Mi1$mu.theta.0 <- array(0, dim = c(nchains, Mi1$numIntervals))
Mi1$tau2.theta.0 <- array(10, dim = c(nchains, Mi1$numIntervals))
Mi1$alpha.pi <- array(10, dim = c(nchains, Mi1$numIntervals))
Mi1$beta.pi <- array(10, dim = c(nchains, Mi1$numIntervals))
for (c in 1:nchains) {
for (i in 1:Mi1$numIntervals) {
interval = Mi1$Intervals[i]
data = initial_values$mu.gamma.0[initial_values$mu.gamma.0$chain == c &
initial_values$mu.gamma.0$Interval == interval, ]
Mi1$mu.gamma.0[c, i] = data$value
data = initial_values$mu.theta.0[initial_values$mu.theta.0$chain == c &
initial_values$mu.theta.0$Interval == interval, ]
Mi1$mu.theta.0[c, i] = data$value
data = initial_values$tau2.gamma.0[initial_values$tau2.gamma.0$chain == c &
initial_values$tau2.gamma.0$Interval == interval, ]
Mi1$tau2.gamma.0[c, i] = data$value
data = initial_values$tau2.theta.0[initial_values$tau2.theta.0$chain == c &
initial_values$tau2.theta.0$Interval == interval, ]
Mi1$tau2.theta.0[c, i] = data$value
data = initial_values$alpha.pi[initial_values$alpha.pi$chain == c &
initial_values$alpha.pi$Interval == interval, ]
Mi1$alpha.pi[c, i] = data$value
data = initial_values$beta.pi[initial_values$beta.pi$chain == c &
initial_values$beta.pi$Interval == interval, ]
Mi1$beta.pi[c, i] = data$value
}
}
Mi1$mu.gamma <- array(0, dim = c(nchains, Mi1$numIntervals, Mi1$maxBs))
Mi1$mu.theta <- array(0, dim = c(nchains, Mi1$numIntervals, Mi1$maxBs))
Mi1$sigma2.gamma <- array(0, dim = c(nchains, Mi1$numIntervals, Mi1$maxBs))
Mi1$sigma2.theta <- array(0, dim = c(nchains, Mi1$numIntervals, Mi1$maxBs))
Mi1$pi <- array(0.5, dim = c(nchains, Mi1$numIntervals, Mi1$maxBs))
for (c in 1:nchains) {
for (i in 1:Mi1$numIntervals) {
interval = Mi1$Intervals[i]
for (b in 1:Mi1$numB[i]) {
data = initial_values$mu.gamma[initial_values$mu.gamma$chain == c &
initial_values$mu.gamma$Interval == interval
& initial_values$mu.gamma$B == Mi1$B[i, b],]
Mi1$mu.gamma[c, i, b] = data$value
data = initial_values$mu.theta[initial_values$mu.theta$chain == c &
initial_values$mu.theta$Interval == interval
& initial_values$mu.theta$B == Mi1$B[i, b],]
Mi1$mu.theta[c, i, b] = data$value
data = initial_values$sigma2.gamma[initial_values$sigma2.gamma$chain == c &
initial_values$sigma2.gamma$Interval == interval
& initial_values$sigma2.gamma$B == Mi1$B[i, b],]
Mi1$sigma2.gamma[c, i, b] = data$value
data = initial_values$sigma2.theta[initial_values$sigma2.theta$chain == c &
initial_values$sigma2.theta$Interval == interval
& initial_values$sigma2.theta$B == Mi1$B[i, b],]
Mi1$sigma2.theta[c, i, b] = data$value
data = initial_values$pi[initial_values$pi$chain == c &
initial_values$pi$Interval == interval
& initial_values$pi$B == Mi1$B[i, b],]
Mi1$pi[c, i, b] = data$value
}
}
}
for (c in 1:nchains) {
for (i in 1:Mi1$numIntervals) {
interval = Mi1$Intervals[i]
for (b in 1:Mi1$numB[i]) {
for (j in 1:Mi1$nAE[i, b]) {
ae = Mi1$AE[i, b, j]
data = initial_values$gamma[initial_values$gamma$chain == c
& initial_values$gamma$Interval == interval
& initial_values$gamma$B == Mi1$B[i, b]
& initial_values$gamma$AE == ae,]
Mi1$gamma[c, i, b, j] = data$value
data = initial_values$theta[initial_values$theta$chain == c
& initial_values$theta$Interval == interval
& initial_values$theta$B == Mi1$B[i, b]
& initial_values$theta$AE == ae,]
Mi1$theta[c, i, b, j] = data$value
}
}
}
}
}
}
Any scripts or data that you put into this service are public.
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.