R/plot.mitml.R

Defines functions .smoothedACF .movingAverage .restoreDevice plot.mitml

Documented in plot.mitml

plot.mitml <- function(x, print = c("beta", "beta2", "psi", "sigma"), pos = NULL, group = "all",
                       trace = c("imputation", "burnin", "all"), thin = 1, smooth = 3,
                       n.Rhat = 3, export = c("none", "png", "pdf"), dev.args = list(),
                       ...){

# plot method for objects of class "mitml"

  # retrieve data and variable names (predictors)
  vrs <- x$model
  clus <- x$model$clus
  pvrs <- seq_along(attr(vrs, "full.names")$pvrs)
  qvrs <- seq_along(attr(vrs, "full.names")$qvrs)
  names(pvrs) <- attr(vrs, "full.names")$pvrs
  names(qvrs) <- attr(vrs, "full.names")$qvrs
  isML <- attr(x$model, "is.ML")
  isL2 <- attr(x$model, "is.L2")
  if(isL2){
    pvrs.L2 <- seq_along(attr(vrs, "full.names")$pvrs.L2)
    names(pvrs.L2) <- attr(vrs, "full.names")$pvrs.L2
  }

  # match arguments
  print <- match.arg(print, several.ok = TRUE)
  trace <- match.arg(trace)
  export <- match.arg(export)

  # check for random L1
  rl1 <- x$random.L1 == "full"

  # parameter chains (for backwards compatibility)
  kc <- x$keep.chains
  if(is.null(kc)) kc <- "full"

  # check print and position for selected parameters
  if(!is.null(pos) & length(print)>1){
    pos <- NULL
    warning("The 'pos' argument may only be used when 'print' is cleary defined as one of 'beta', 'beta2', 'psi', or 'sigma' (see '?plot').")
  }

  # grouping
  grp.labels <- unique(attr(x$data, "group"))
  if(is.numeric(group)) grp.labels <- grp.labels[group]
  grp <- length(grp.labels)

  # export, graphical parameters
  if(export != "none"){
    wd <- getwd()
    out <- file.path(wd, "mitmlPlots")
    if(!file.exists(out)) dir.create(out)
  }else{
    do.call(dev.new, dev.args)
    devAskNewPage(ask = FALSE)
  }
  oldpar <- par(no.readonly = TRUE)

  # ***
  # start plotting
  #

  for(gg in 1:grp){

  # grouping
  if(grp>1){
    glab <- paste(",Group:", grp.labels[gg], sep = "")
    gfile <- paste("Group-", grp.labels[gg], "_", sep = "")
  }else{
    glab <- gfile <- ""
  }

  # expand targets for multiple categories
  yvrs <- vrs$yvrs
  yvrs.L2 <- vrs$yvrs.L2

  # ... level 1
  cvrs <- intersect(yvrs, attr(x$data, "cvrs"))
  nc <- length(cvrs)
  if(length(cvrs)>=1){
    yvrs <- c(yvrs[!yvrs %in% cvrs], cvrs)
    for(cc in 1:nc){
      cv <- cvrs[cc]
      ci <- which(yvrs == cv)
      yi <- 1:length(yvrs)
      nlev <- attr(x$data, "levels")[gg, cc]
      if(nlev>2){
        newy <- paste0(cv, 1:(nlev-1))
      }else{
        newy <- cv
      }
      sel0 <- yi[yi<ci]
      sel1 <- yi[yi>ci]
      yvrs <- c(yvrs[sel0], newy, yvrs[sel1])
    }
  }
  ynam <- yvrs
  yvrs <- seq_along(yvrs)
  names(yvrs) <- ynam

  # ... level 2
  if(isL2){
    cvrs.L2 <- intersect(yvrs.L2, attr(x$data, "cvrs"))
    nc.L2 <- length(cvrs.L2)
    if(length(cvrs.L2)>=1){
      yvrs.L2 <- c(yvrs.L2[!yvrs.L2 %in% cvrs.L2], cvrs.L2)
      for(cc in 1:nc.L2){
        cv <- cvrs.L2[cc]
        ci <- which(yvrs.L2 == cv)
        yi <- 1:length(yvrs.L2)
        nlev <- attr(x$data, "levels")[gg, nc+cc]
        if(nlev>2){
          newy <- paste0(cv, 1:(nlev-1))
        }else{
          newy <- cv
        }
        sel0 <- yi[yi<ci]
        sel1 <- yi[yi>ci]
        yvrs.L2 <- c(yvrs.L2[sel0], newy, yvrs.L2[sel1])
      }
    }
    ynam <- yvrs.L2
    yvrs.L2 <- seq_along(yvrs.L2)
    names(yvrs.L2) <- ynam
  }

  # number of iterations
  n <- dim(x$par.burnin[["beta"]])[3]+dim(x$par.imputation[["beta"]])[3]
  nb <- dim(x$par.burnin[["beta"]])[3]
  ni <- dim(x$par.imputation[["beta"]])[3]
  niter <- x$iter[["iter"]]
  # thinned-sample indicators
  s <- seq.int(thin, n, by = thin)
  sb <- seq.int(thin, nb, by = thin)
  si <- seq.int(thin, ni, by = thin)
  lag <- ceiling(niter/thin)

  # *** plots for fixed regression coefficients at level 1
  #

  if("beta" %in% print){

  # check if pos is badly defined
  if(!is.null(pos)){
    if(pos[1] > max(pvrs) | pos[1] < min(pvrs) | pos[2] > max(yvrs) | pos[2] < min(yvrs)){
      .restoreDevice(oldpar, export, close = TRUE)
      stop("There is no entry [", pos[1], ",", pos[2], "] in 'beta'.")
    }
  }

  for(ic in yvrs){
    for(ir in pvrs){

      # skip if individual parameters requested
      if(!is.null(pos)){
        if(!(pos[1] == ir & pos[2] == ic)) next
      }

      if(export != "none"){
        filename <- paste("BETA_", gfile, names(yvrs[ic]), "_ON_", names(pvrs[ir]), ".", export, sep = "")
        filename <- gsub("[(),]", "", filename)
        filename <- gsub("[[:space:]]", "-", filename)
        out.args <- c(list(file = file.path(out, filename)), dev.args)
        do.call(export, out.args)
      }

      layout(matrix(c(1, 2, 3, 4), 2, 2), c(5, 1), c(1.13, 1))

      # choose section of trace
      switch(trace,
        imputation={
          trc <- x$par.imputation[["beta"]][ir,ic,,gg][si]
        },
        burnin={
          trc <- x$par.burnin[["beta"]][ir,ic,,gg][sb]
        },
        all={
          trc <- c(x$par.burnin[["beta"]][ir,ic,,gg],
                   x$par.imputation[["beta"]][ir,ic,,gg])[s]
        }
      )

      # trace plot
      par(mar = c(3, 3, 2, 0)+0.5, mgp = c(2, 1, 0), font.lab = 2)
      ymin <- min(trc)
      ymax <- max(trc)
      yr <- ymax-ymin
      plot(trc, type = ifelse(trace == "all", "n", "l"), ylab = "Trace", xlab = "Iteration",
           xaxt = "n", ylim = c(ymin-yr*.03, ymax+yr*.03),
           ...)
      if(trace == "all"){
        lines(which(s<=nb), trc[s<=nb], col = "grey75")
        lines(which(s>=nb), trc[s>=nb], col = "black")
      }
      axt <- axTicks(1)
      title(main = paste("Beta [", ir, ",", ic, glab, "]: ", names(yvrs[ic]), " ON ", names(pvrs[ir]), sep = ""), cex.main = 1)
      if(trace == "imputation"){
        axl <- sprintf("%d", thin*(axt+nb))
      }else{
        axl <- sprintf("%d", thin*axt)
      }
      axis(side = 1, at = axt, labels = axl)

      # trend line for trace (moving window average)
      if(all(is.numeric(smooth), smooth>0)){
        B <- floor(niter/(smooth*thin))
        mwa <- .movingAverage(trc, B, fill = TRUE)
        lines(mwa, col = "grey60")
      }

      # blue line
      if(trace == "all") abline(v = ceiling(nb/thin), col = "blue")

      # further plots
      if(trace == "burnin"){
        drw <- x$par.burnin[["beta"]][ir, ic, sb, gg]
      }else{
        drw <- x$par.imputation[["beta"]][ir, ic, si, gg]
      }

      # autocorrelation plot
      par(mar = c(3, 3, 1, 0)+0.5)
      ac <- acf(drw, lag.max = lag+2, plot = F)
      plot(ac[1:lag], ylim = c(-.1, 1), yaxt = "n", main = NULL, ylab = "ACF", ci = 0,
           ...)
      axis(side = 2, at = c(0, .5, 1))
      abline(h = c(-.1, .1), col = "blue")

      # kernel density plot
      par(mar = c(3, 0, 2, 0)+0.5, mgp = c(2, 0, 0))
      ddrw <- density(drw)
      plot(x = ddrw$y, y = ddrw$x, type = "l", xaxt = "n", yaxt = "n", xlab = "", ylab = "",
           ylim = c(ymin-yr*.03, ymax+yr*.03),
           ...)

      # posterior summary
      par(mar = c(1, -0.5, 0, -0.5)+0.5)
      plot.new()
      text(0, 0.5, paste("EAP:   ", sprintf(fmt = "%.3f", mean(drw)), "\n",
                         "MAP:   ", sprintf(fmt = "%.3f", ddrw$x[which.max(ddrw$y)]), "\n",
                         "SD:    ", sprintf(fmt = "%.3f", sd(drw)), "\n",
                         "2.5%:  ", sprintf(fmt = "%.3f", quantile(drw, .025)), "\n",
                         "97.5%: ", sprintf(fmt = "%.3f", quantile(drw, .975)), "\n",
                         "Rhat:  ", sprintf(fmt = "%.3f", .GelmanRubin(t(drw), n.Rhat)), "\n",
                         "ACF-k: ", sprintf(fmt = "%.3f", .smoothedACF(ac, k = lag, sd=.5)), "\n",
                         sep = ""), adj = c(0, .5), cex=.8, family = "mono", font = 2, ...)

      if(export != "none"){
        dev.off()
      }else{
        devAskNewPage(ask = TRUE)
      }
  }}}

  # *** plots for fixed regression coefficients at level 2
  #

  if(isL2 & "beta2" %in% print){

  # check if pos is badly defined
  if(!is.null(pos)){
    if(pos[1] > max(pvrs.L2) | pos[1] < min(pvrs.L2) | pos[2] > max(yvrs.L2) | pos[2] < min(yvrs.L2)){
      .restoreDevice(oldpar, export, close = TRUE)
      stop("There is no entry [", pos[1], ",", pos[2], "] in 'beta2'.")
    }
  }

  for(ic in yvrs.L2){
    for(ir in pvrs.L2){

      # skip if individual parameters requested
      if(!is.null(pos)){
        if(!(pos[1] == ir & pos[2] == ic)) next
      }

      if(export != "none"){
        filename <- paste("BETA2_", gfile, names(yvrs.L2[ic]), "_ON_", names(pvrs.L2[ir]), ".", export, sep = "")
        filename <- gsub("[(),]", "", filename)
        filename <- gsub("[[:space:]]", "-", filename)
        out.args <- c(list(file = file.path(out, filename)), dev.args)
        do.call(export, out.args)
      }

      layout(matrix(c(1, 2, 3, 4), 2, 2), c(5, 1), c(1.13, 1))

      # choose section of trace
      switch(trace,
        imputation={
          trc <- x$par.imputation[["beta2"]][ir,ic,,gg][si]
        },
        burnin={
          trc <- x$par.burnin[["beta2"]][ir,ic,,gg][sb]
        },
        all={
          trc <- c(x$par.burnin[["beta2"]][ir,ic,,gg],
                   x$par.imputation[["beta2"]][ir,ic,,gg])[s]
        }
      )

      # trace plot
      par(mar = c(3, 3, 2, 0)+0.5, mgp = c(2, 1, 0), font.lab = 2)
      ymin <- min(trc)
      ymax <- max(trc)
      yr <- ymax-ymin
      plot(trc, type = ifelse(trace == "all", "n", "l"), ylab = "Trace", xlab = "Iteration",
           xaxt = "n", ylim = c(ymin-yr*.03, ymax+yr*.03),
           ...)
      if(trace == "all"){
        lines(which(s<=nb), trc[s<=nb], col = "grey75")
        lines(which(s>=nb), trc[s>=nb], col = "black")
      }
      axt <- axTicks(1)
      title(main = paste("Beta2 [", ir, ",", ic, glab, "]: ", names(yvrs.L2[ic]), " ON ", names(pvrs.L2[ir]), sep = ""), cex.main = 1)
      if(trace == "imputation"){
        axl <- sprintf("%d", thin*(axt+nb))
      }else{
        axl <- sprintf("%d", thin*axt)
      }
      axis(side = 1, at = axt, labels = axl)

      # trend line for trace (moving window average)
      if(all(is.numeric(smooth), smooth>0)){
        B <- floor(niter/(smooth*thin))
        mwa <- .movingAverage(trc, B, fill = TRUE)
        lines(mwa, col = "grey60")
      }

      # blue line
      if(trace == "all") abline(v = ceiling(nb/thin), col = "blue")

      # further plots
      if(trace == "burnin"){
        drw <- x$par.burnin[["beta2"]][ir,ic,sb,gg]
      }else{
        drw <- x$par.imputation[["beta2"]][ir,ic,si,gg]
      }

      # autocorrelation plot
      par(mar = c(3, 3, 1, 0)+0.5)
      ac <- acf(drw, lag.max = lag+2, plot = F)
      plot(ac[1:lag], ylim = c(-.1, 1), yaxt = "n", main = NULL, ylab = "ACF", ci = 0,
           ...)
      axis(side = 2, at = c(0, .5, 1))
      abline(h = c(-.1, .1), col = "blue")

      # kernel density plot
      par(mar = c(3, 0, 2, 0)+0.5, mgp = c(2, 0, 0))
      ddrw <- density(drw)
      plot(x = ddrw$y, y = ddrw$x, type = "l", xaxt = "n", yaxt = "n", xlab = "", ylab = "",
           ylim = c(ymin-yr*.03, ymax+yr*.03),
           ...)

      # posterior summary
      par(mar = c(1, -0.5, 0, -0.5)+0.5)
      plot.new()
      text(0, 0.5, paste("EAP:   ", sprintf(fmt = "%.3f", mean(drw)), "\n",
                         "MAP:   ", sprintf(fmt = "%.3f", ddrw$x[which.max(ddrw$y)]), "\n",
                         "SD:    ", sprintf(fmt = "%.3f", sd(drw)), "\n",
                         "2.5%:  ", sprintf(fmt = "%.3f", quantile(drw, .025)), "\n",
                         "97.5%: ", sprintf(fmt = "%.3f", quantile(drw, .975)), "\n",
                         "Rhat:  ", sprintf(fmt = "%.3f", .GelmanRubin(t(drw), n.Rhat)), "\n",
                         "ACF-k: ", sprintf(fmt = "%.3f", .smoothedACF(ac, k = lag, sd=.5)), "\n",
                         sep = ""), adj = c(0, .5), cex=.8, family = "mono", font = 2, ...)

      if(export != "none"){
        dev.off()
      }else{
        devAskNewPage(ask = TRUE)
      }
  }}}

  # *** plots for random effects' variance components
  #

  if(isML & "psi" %in% print){

  # joint set of variables at level 1 and 2
  yvrs.comb <- c(yvrs, if(isL2) yvrs.L2+length(yvrs))

  # index matrix
  bvec <- t(expand.grid(qvrs, yvrs))
  if(isL2) bvec <- cbind(bvec, t(expand.grid(1, yvrs.L2+length(yvrs))))

  # attempt to fix pos if badly defined
  if(!is.null(pos)){
    pos0 <- pos
    if(pos[2]>pos[1]){   # fix if pos is redundant/transposed
      pos[1] <- pos0[2]
      pos[2] <- pos0[1]
    }
    if(any(pos0 > max(yvrs.comb)) | any(pos0 < min(yvrs.comb))){
      .restoreDevice(oldpar, export, close = TRUE)
      stop("There is no entry [", pos0[1], ",", pos0[2], "] in 'psi'.")
    }
    if(!identical(pos, pos0))
      warning("Could not use entry [", pos0[1], ",", pos0[2], "] in 'psi'. Used [", pos[1], ",", pos[2], "] instead.")
  }

  dpsi <- length(yvrs)*length(qvrs)
  if(isL2) dpsi <- dpsi+length(yvrs.L2)

  # if only "diagonal" entries, fix max. column index to 1
  cpsi <- if(kc == "diagonal") 1 else dpsi

  for(ic in 1:cpsi){
    for(ir in ic:dpsi){

      # skip if different individual parameters requested
      if(!is.null(pos)){
        if(!(pos[1] == ir & pos[2] == ic)) next
      }

      # if only "diagonal" entries, use ir for all labels
      ic2 <- if(kc == "diagonal") ir else ic

      # check for residual at L2
      icL2 <- ic > (length(yvrs)*length(qvrs))
      irL2 <- ir > (length(yvrs)*length(qvrs))

      if(export != "none"){
        filename <- paste0("PSI_", gfile,
                           names(yvrs.comb[bvec[2, ir]]),
                           if(!irL2) paste0("_ON_", names(qvrs[bvec[1, ir]])),
                           "_WITH_",
                           names(yvrs.comb[bvec[2, ic2]]),
                           if(!icL2) paste0("_ON_", names(qvrs[bvec[1, ic2]])),
                           ".", export)
        filename <- gsub("[(),]", "", filename)
        filename <- gsub("[[:space:]]", "-", filename)
        out.args <- c(list(file = file.path(out, filename)), dev.args)
        do.call(export, out.args)
      }

      layout(matrix(c(1, 2, 3, 4), 2, 2), c(5, 1), c(1.13, 1))

      switch(trace,
        imputation={
          trc <- x$par.imputation[["psi"]][ir,ic,,gg][si]
        },
        burnin={
          trc <- x$par.burnin[["psi"]][ir,ic,,gg][sb]
        },
        all={
          trc <- c(x$par.burnin[["psi"]][ir,ic,,gg],
                   x$par.imputation[["psi"]][ir,ic,,gg])[s]
        }
      )

      # trace plot
      par(mar = c(3, 3, 2, 0)+0.5, mgp = c(2, 1, 0), font.lab = 2)
      ymin <- min(trc)
      ymax <- max(trc)
      yr <- ymax-ymin
      plot(trc, type = ifelse(trace == "all", "n", "l"), ylab = "Trace", xlab = "Iteration",
           xaxt = "n", ylim = c(ymin-yr*.03, ymax+yr*.03),
           ...)
      if(trace == "all"){
        lines(which(s<=nb), trc[s<=nb], col = "grey75")
        lines(which(s>=nb), trc[s>=nb], col = "black")
      }
      title(main = paste0("Psi [", ir, ",", ic, glab, "]: ",
                        if(!irL2) "(",
                        names(yvrs.comb[bvec[2, ir]]),
                        if(!irL2) paste0(" ON ", names(qvrs[bvec[1, ir]]), ")"),
                        " WITH ",
                        if(!icL2) "(",
                        names(yvrs.comb[bvec[2, ic2]]),
                        if(!icL2) paste0(" ON ", names(qvrs[bvec[1, ic2]]), ")")
                        ),
            cex.main = 1)
      axt <- axTicks(1)
      if(trace == "imputation"){
        axl <- sprintf("%d", thin*(axt+nb))
      }else{
        axl <- sprintf("%d", thin*axt)
      }
      axis(side = 1, at = axt, labels = axl)

      # trend line for trace (moving window average)
      if(all(is.numeric(smooth), smooth>0)){
        B <- floor(niter/(smooth*thin))
        mwa <- .movingAverage(trc, B, fill = TRUE)
        lines(mwa, col = "grey60")
      }

      # blue line
      if(trace == "all") abline(v = ceiling(nb/thin), col = "blue")

      # further plots
      if(trace == "burnin"){
        drw <- x$par.burnin[["psi"]][ir,ic,sb,gg]
      }else{
        drw <- x$par.imputation[["psi"]][ir,ic,si,gg]
      }

      # autocorrelation plot
      par(mar = c(3, 3, 1, 0)+0.5)
      ac <- acf(drw, lag.max = lag+2, plot = F)
      plot(ac[1:lag], ylim = c(-.1, 1), yaxt = "n", main = NULL, ylab = "ACF", ci = 0,
           ...)
      axis(side = 2, at = c(0, .5, 1))
      abline(h = c(-.1, .1), col = "blue")

      # kernel density plot
      par(mar = c(3, 0, 2, 0)+0.5, mgp = c(2, 0, 0))
      ddrw <- density(drw)
      plot(x = ddrw$y, y = ddrw$x, type = "l", xaxt = "n", yaxt = "n", xlab = "", ylab = "", ylim = c(ymin-yr*.03, ymax+yr*.03), ...)

      # posterior summary
      par(mar = c(1, -0.5, 0, -0.5)+0.5)
      plot.new()
      text(0, 0.5, paste("EAP:   ", sprintf(fmt = "%.3f", mean(drw)), "\n",
                         "MAP:   ", sprintf(fmt = "%.3f", ddrw$x[which.max(ddrw$y)]), "\n",
                         "SD:    ", sprintf(fmt = "%.3f", sd(drw)), "\n",
                         "2.5%:  ", sprintf(fmt = "%.3f", quantile(drw, .025)), "\n",
                         "97.5%: ", sprintf(fmt = "%.3f", quantile(drw, .975)), "\n",
                         "Rhat:  ", sprintf(fmt = "%.3f", .GelmanRubin(t(drw), n.Rhat)), "\n",
                         "ACF-k: ", sprintf(fmt = "%.3f", .smoothedACF(ac, k = lag, sd=.5)), "\n",
                         sep = ""), adj = c(0, .5), cex=.8, family = "mono", font = 2, ...)

    if(export != "none"){
      dev.off()
    }else{
      devAskNewPage(ask = TRUE)
    }
  }}}

  # *** plots for residual variance components
  #

  if("sigma" %in% print){

  # cluster-specific covariance matrices stacked in rows
  gind <- attr(x$data, "group") == grp.labels[gg]
  clus2 <- unique(x$data[gind, clus])
  clus3 <- if(rl1) seq_along(clus2) else 1

  # attempt to fix pos if badly defined
  if(!is.null(pos)){
    pos0 <- pos
    dims <- dim(x$par.imputation$sigma)
    if(pos[2] > length(yvrs)){   # fix if pos is transposed
      pos[1] <- pos0[2]
      pos[2] <- pos0[1]
      pos0 <- pos
    }
    if(pos[2] > ((pos[1]-1)%%length(yvrs))+1){   # fix if pos is redundant
      pos[1] <- pos0[1] - pos0[1]%%length(yvrs) + pos0[2]
      pos[2] <- pos0[1]%%length(yvrs)
    }
    if(all(pos0 > max(yvrs)) | any(pos0 < min(yvrs)) | max(pos0) > dims[1]){
      .restoreDevice(oldpar, export, close = TRUE)
      stop("There is no entry [", pos0[1], ",", pos0[2], "] in 'sigma'.")
    }
    if(!identical(pos, pos0))
      warning("Could not use entry [", pos0[1], ",", pos0[2], "] in 'sigma'. Used [", pos[1], ",", pos[2], "] instead.")
  }

  # if only "diagonal" entries, fix max. column index to 1
  csig <- if(kc == "diagonal") 1 else length(yvrs)

  for(icl in clus3){

  for(ic in 1:csig){
    for(ir in ic:length(yvrs)){

      # adjust row index for cluster-specific covariance matrices
      ir2 <- ir+(icl-1)*length(yvrs)

      # if only "diagonal" entries, use ir for all labels
      ic2 <- if(kc == "diagonal") ir else ic

      # skip if individual parameters requested
      if(!is.null(pos)){
        if(!(pos[1] == ir2 & pos[2] == ic)) next
      }

      if(export != "none"){
        filename <- paste0("SIGMA_", gfile,
                           names(yvrs[ir]),
                           "_WITH_",
                           names(yvrs[ic2]),
                           if(rl1) paste0("_", clus, clus2[icl]),
                           ".", export)
        filename <- gsub("[(),]", "", filename)
        filename <- gsub("[[:space:]]", "-", filename)
        out.args <- c(list(file = file.path(out, filename)), dev.args)
        do.call(export, out.args)
      }

      layout(matrix(c(1, 2, 3, 4), 2, 2), c(5, 1), c(1.13, 1))

      switch(trace,
        imputation={
          trc <- x$par.imputation[["sigma"]][ir2,ic,,gg][si]
        },
        burnin={
          trc <- x$par.burnin[["sigma"]][ir2,ic,,gg][sb]
        },
        all={
          trc <- c(x$par.burnin[["sigma"]][ir2,ic,,gg],
                   x$par.imputation[["sigma"]][ir2,ic,,gg])[s]
        }
      )

      # trace plots
      par(mar = c(3, 3, 2, 0)+0.5, mgp = c(2, 1, 0), font.lab = 2)
      ymin <- min(trc)
      ymax <- max(trc)
      yr <- ymax-ymin
      plot(trc, type = ifelse(trace == "all", "n", "l"), ylab = "Trace", xlab = "Iteration",
           xaxt = "n", ylim = c(ymin-yr*.03, ymax+yr*.03),
           ...)
      if(trace == "all"){
        lines(which(s<=nb), trc[s<=nb], col = "grey75")
        lines(which(s>=nb), trc[s>=nb], col = "black")
      }
      title(main = paste0("Sigma [", ir2, ",", ic, glab, "]: ",
                        names(yvrs[ir]),
                        " WITH ",
                        names(yvrs[ic2]),
                        if(rl1) paste0(" [", clus, ":", clus2[icl], "]")),
            cex.main = 1)
      axt <- axTicks(1)
      if(trace == "imputation"){
        axl <- sprintf("%d", thin*(axt+nb))
      }else{
        axl <- sprintf("%d", thin*axt)
      }
      axis(side = 1, at = axt, labels = axl)

      # trend line for trace (moving window average)
      if(all(is.numeric(smooth), smooth>0)){
        B <- floor(niter/(smooth*thin))
        mwa <- .movingAverage(trc, B, fill = TRUE)
        lines(mwa, col = "grey60")
      }

      # blue line
      if(trace == "all") abline(v = ceiling(nb/thin), col = "blue")

      # further plots
      if(trace == "burnin"){
        drw <- x$par.burnin[["sigma"]][ir2,ic,sb,gg]
      }else{
        drw <- x$par.imputation[["sigma"]][ir2,ic,si,gg]
      }

      # autocorrelation plot
      par(mar = c(3, 3, 1, 0)+0.5)
      ac <- acf(drw, lag.max = lag+2, plot = F)
      plot(ac[1:lag], ylim = c(-.1, 1), yaxt = "n", main = NULL, ylab = "ACF", ci = 0,
           ...)
      axis(side = 2, at = c(0, .5, 1))
      abline(h = c(-.1, .1), col = "blue")

      # kernel density plot
      par(mar = c(3, 0, 2, 0)+0.5, mgp = c(2, 0, 0))
      ddrw <- density(drw)
      plot(x = ddrw$y, y = ddrw$x, type = "l", xaxt = "n", yaxt = "n", xlab = "", ylab = "", ylim = c(ymin-yr*.03, ymax+yr*.03), ...)

      # posterior summary
      par(mar = c(1, -0.5, 0, -0.5)+0.5)
      plot.new()
      text(0, 0.5, paste("EAP:   ", sprintf(fmt = "%.3f", mean(drw)), "\n",
                         "MAP:   ", sprintf(fmt = "%.3f", ddrw$x[which.max(ddrw$y)]), "\n",
                         "SD:    ", sprintf(fmt = "%.3f", sd(drw)), "\n",
                         "2.5%:  ", sprintf(fmt = "%.3f", quantile(drw, .025)), "\n",
                         "97.5%: ", sprintf(fmt = "%.3f", quantile(drw, .975)), "\n",
                         "Rhat:  ", sprintf(fmt = "%.3f", .GelmanRubin(t(drw), n.Rhat)), "\n",
                         "ACF-k: ", sprintf(fmt = "%.3f", .smoothedACF(ac, k = lag, sd=.5)), "\n",
                         sep = ""), adj = c(0, .5), cex=.8, family = "mono", font = 2, ...)

    if(export != "none"){
      dev.off()
    }else{
      devAskNewPage(ask = TRUE)
    }
  }}}}

  }

  plot.new()
  par(oldpar)
  if(export == "none") devAskNewPage(ask = FALSE)
  dev.off()
  invisible()

}

# restore and shut down parameters upon error
.restoreDevice <- function(pars, export, close = TRUE){

  par(pars)
  if(export == "none") devAskNewPage(ask = FALSE)
  if(close) dev.off()
  invisible()

}

# moving window average for time series
.movingAverage <- function(x, B, fill = TRUE){

    x1 <- cumsum(x)
    N <- length(x)
    y <- rep(NA, N)
    i <- seq(B+1 , N-B)
    xdiff <- x1[ -seq(1, B) ] - x1[ -seq(N-B+1, N) ]
    xdiff <- xdiff[ - seq(1, B) ]

    y[i]  <- ( x1[i] + xdiff - c(0, x1[ -seq(N-2*B, N) ]) ) / (2*B+1)

  # fill NAs at beginning and end of time series
  if(fill){
    j <- seq(0, B-1)
    ybeg <- sapply(j, function(z) sum( x[ seq(1, (2*z+1)) ]) / (2*z+1) )
    yend <- sapply(rev(j), function(z) sum( x[ seq(N-2*z, N) ] ) / (2*z+1) )
    y[j+1] <- ybeg
    y[rev(N-j)] <- yend
  }

  y
}

# lag-k autocorrelation smoothed by values of a normal density
.smoothedACF <- function(x, k, sd=.5){

  x0 <- x$ac[-1, 1, 1]
  n <- length(x0)
  add <- n-k
  x0 <- x0[(k-add):n]

  # weights based on normal density
  w <- dnorm(-add:add, 0, sd)
  y <- sum( x0 * (w/sum(w)) )

  y

}

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mitml documentation built on Jan. 6, 2023, 5:17 p.m.