mash_estimate_corr_em: Fit mash model and estimate residual correlations using EM...

In mashr: Multivariate Adaptive Shrinkage

Fit mash model and estimate residual correlations using EM algorithm

Description

Estimates a residual correlation matrix from data using an ad hoc EM algorithm.

Usage

mash_estimate_corr_em(
  data,
  Ulist,
  init,
  max_iter = 30,
  tol = 1,
  est_cor = TRUE,
  track_fit = FALSE,
  prior = c("nullbiased", "uniform"),
  details = TRUE,
  ...
)

Arguments

data	a mash data object, eg as created by mash_set_data
Ulist	a list of covariance matrices to use
init	the initial value for the residual correlation. If it is not given, we use result from estimate_null_correlation_simple
max_iter	maximum number of iterations to perform
tol	convergence tolerance
est_cor	whether to estimate correlation matrix (TRUE) or the covariance matrix (FALSE)
track_fit	add an attribute trace to output that saves current values of all iterations
prior	indicates what penalty to use on the likelihood, if any
details	whether to return details of the model, if it is TRUE, the mash model, the number of iterations and the value of objective functions will be returned
...	other parameters pass to mash

Details

Returns the estimated residual correlation matrix among conditions. We estimate the residual correlation matrix using an ad hoc em algorithm. The update in the ad hoc M step is not guaranteed to increase the likelihood, therefore, the EM algorithm is stopped before the likelihood drops. The residual correlation matrix V is estimated using the posterior second moment of the noise.

Warning: This method could take some time. The estimate_null_correlation_simple gives a quick approximation for the null correlation matrix.

Value

the estimated correlation matrix and the fitted mash model

V	estimated residual correlation matrix
mash.model	fitted mash model

Examples

simdata = simple_sims(100,5,1)
m.1by1 = mash_1by1(mash_set_data(simdata$Bhat,simdata$Shat))
strong.subset = get_significant_results(m.1by1,0.05)
random.subset = sample(1:nrow(simdata$Bhat),20)
data.strong = mash_set_data(simdata$Bhat[strong.subset,], simdata$Shat[strong.subset,])
data.tmp = mash_set_data(simdata$Bhat[random.subset,], simdata$Shat[random.subset,])
U_pca = cov_pca(data.strong, 3)
U_ed = cov_ed(data.strong, U_pca)
Vhat = mash_estimate_corr_em(data.tmp, U_ed)

mashr documentation built on Oct. 18, 2023, 5:08 p.m.