Nothing
##
## PURPOSE: Drawing traceplots of selected parameters from fitted objects
## * method for objects of class GLMM_MCMClist
##
## AUTHOR: Arnost Komarek (LaTeX: Arno\v{s}t Kom\'arek)
## arnost.komarek[AT]mff.cuni.cz
##
## CREATED: 09/07/2013
##
## FUNCTIONS: tracePlots.GLMM_MCMClist (09/07/2013)
##
## ======================================================================
## *************************************************************
## tracePlots.GLMM_MCMClist
## *************************************************************
tracePlots.GLMM_MCMClist <- function(x, param=c("Deviance", "Cond.Deviance", "alpha", "Eb", "SDb", "Corb", "sigma_eps", "w_b", "mu_b", "sd_b", "gammaInv_b", "gammaInv_eps"),
relabel=FALSE,
auto.layout=TRUE, xlab="Iteration", ylab, col=c("blue3", "red3"), main="", ...)
{
param <- match.arg(param)
### Determine component in x where to look for required chains
if (param == "Deviance") obj <- "Deviance"
else if (param == "Cond.Deviance") obj <- "Cond.Deviance"
else if (param %in% c("Eb", "SDb", "Corb")) obj <- "mixture_b"
else if (param == "sd_b") obj <- "Sigma_b"
else obj <- param
if (param %in% c("w_b", "mu_b", "sd_b") & x[[1]]$prior.b$priorK != "fixed") stop("Not implemented for this value of param.")
### Number of parameters to plot
if (param %in% c("Deviance", "Cond.Deviance")) nparam <- 1
else if (param == "alpha") nparam <- sum(x[[1]]$p) + sum(x[[1]]$fixed.intercept)
else if (param %in% c("Eb", "SDb")) nparam <- x[[1]]$dimb
else if (param == "Corb") nparam <- (x[[1]]$dimb * (x[[1]]$dimb + 1)) / 2 - x[[1]]$dimb
else if (param == "sigma_eps") nparam <- x[[1]]$R["Rc"]
else if (param == "w_b") nparam <- x[[1]]$K_b[1]
else if (param %in% c("mu_b", "sd_b")) nparam <- x[[1]]$K_b[1] * x[[1]]$dimb
else if (param == "gammaInv_b") nparam <- x[[1]]$dimb
else if (param == "gammaInv_eps") nparam <- x[[1]]$R["Rc"]
if (!nparam){
cat("\nNothing to plot.\n")
return(invisible(x))
}
### Plotting arguments
if (length(col) != 2) stop("col must be of length 2")
if (length(xlab) == 1) xlab <- rep(xlab, nparam)
if (length(main) == 1) main <- rep(main, nparam)
if (length(xlab) != nparam) stop("xlab must be of length", nparam)
if (length(main) != nparam) stop("main must be of length", nparam)
if (!missing(ylab)){
if (length(ylab) == 1) ylab <- rep(ylab, nparam)
if (length(ylab) != nparam) stop("ylab must be of length", nparam)
}
### Layout
if (auto.layout){
oldPar <- par(bty="n")
layout(autolayout(nparam))
on.exit(oldPar)
}
### Iteration index
itIndex <- (x[[1]]$nMCMC["burn"] + 1):(x[[1]]$nMCMC["burn"] + x[[1]]$nMCMC["keep"])
### Traceplots if related to moments of the mixture
if (param %in% c("Eb", "SDb", "Corb")){
if (param == "Eb") COLS <- paste("b.Mean.", 1:nparam, sep="")
else if (param == "SDb") COLS <- paste("b.SD.", 1:nparam, sep="")
else if (param == "Corb"){
Imat <- diag(x[[1]]$dimb)
rowsI <- row(Imat)[lower.tri(row(Imat), diag=FALSE)]
colsI <- col(Imat)[lower.tri(col(Imat), diag=FALSE)]
COLS <- paste("b.Corr.", rowsI, ".", colsI, sep="")
}
if (missing(ylab)) ylab <- COLS
for (i in 1:nparam){
YLIM <- range(c(x[[1]][[obj]][, COLS[i]], x[[2]][[obj]][, COLS[i]]), na.rm = TRUE)
plot(itIndex, x[[1]][[obj]][, COLS[i]], type="l", xlab=xlab[i], ylab=ylab[i], col=col[1], main=main[i], ylim=YLIM, ...)
lines(itIndex, x[[2]][[obj]][, COLS[i]], col=col[2])
}
}
else{
### Traceplots of mixture weights, means or standard deviations (possibly re-labeled)
if (param %in% c("w_b", "mu_b", "sd_b")){
if (relabel){
order1 <- x[[1]]$order_b
order2 <- x[[2]]$order_b
}else{
order1 <- matrix(rep(1:x[[1]]$K_b[1], nrow(x[[1]][[obj]])), ncol=x[[1]]$K_b[1], byrow=TRUE)
order2 <- matrix(rep(1:x[[2]]$K_b[1], nrow(x[[2]][[obj]])), ncol=x[[2]]$K_b[1], byrow=TRUE)
}
if (param == "w_b"){
if (missing(ylab)) ylab <- colnames(x[[1]][[obj]])
for (k in 1:x[[1]]$K_b[1]){
YLIM <- range(c(x[[1]][[obj]][cbind(1:nrow(x[[1]][[obj]]), order1[,k])], x[[2]][[obj]][cbind(1:nrow(x[[2]][[obj]]), order2[,k])]), na.rm = TRUE)
plot(itIndex, x[[1]][[obj]][cbind(1:nrow(x[[1]][[obj]]), order1[,k])],
type="l", xlab=xlab[k], ylab=ylab[k], col=col[1], main=main[k], ylim=YLIM, ...)
lines(itIndex, x[[2]][[obj]][cbind(1:nrow(x[[2]][[obj]]), order2[,k])], col=col[2])
}
}
else{
if (param == "mu_b"){ ### Draw traceplots of shifted and scaled mixture means
if (missing(ylab)) ylab <- colnames(x[[1]][[obj]])
for (k in 1:x[[1]]$K_b[1]){
for (j in 1:x[[1]]$dimb){
i <- (k-1)*x[[1]]$dimb + j
YLIM <- range(c(x[[1]]$scale.b$shift[j] + x[[1]]$scale.b$scale[j]*x[[1]][[obj]][cbind(1:nrow(x[[1]][[obj]]), (order1[,k]-1)*x[[1]]$dimb + j)],
x[[2]]$scale.b$shift[j] + x[[2]]$scale.b$scale[j]*x[[2]][[obj]][cbind(1:nrow(x[[2]][[obj]]), (order2[,k]-1)*x[[2]]$dimb + j)]), na.rm = TRUE)
plot(itIndex, x[[1]]$scale.b$shift[j] + x[[1]]$scale.b$scale[j]*x[[1]][[obj]][cbind(1:nrow(x[[1]][[obj]]), (order1[,k]-1)*x[[1]]$dimb + j)],
type="l", xlab=xlab[i], ylab=ylab[i], col=col[1], main=main[i], ylim=YLIM, ...)
lines(itIndex, x[[2]]$scale.b$shift[j] + x[[2]]$scale.b$scale[j]*x[[2]][[obj]][cbind(1:nrow(x[[2]][[obj]]), (order2[,k]-1)*x[[2]]$dimb + j)], col=col[2])
}
}
}
else{
if (param == "sd_b"){ ### Draw traceplots of scaled mixture standard deviations
if (missing(ylab)) ylab <- paste("sd.", rep(1:x[[1]]$K_b[1], each=x[[1]]$dimb), ".", rep(1:x[[1]]$dimb, x[[1]]$K_b[1]), sep="")
LTp <- (x[[1]]$dimb * (x[[1]]$dimb + 1)) / 2
Idiag <- matrix(0, nrow=x[[1]]$dimb, ncol=x[[1]]$dimb)
Idiag[lower.tri(Idiag, diag=TRUE)] <- 1:LTp
jdiag <- diag(Idiag)
for (k in 1:x[[1]]$K_b[1]){
for (j in 1:x[[1]]$dimb){
i <- (k-1)*x[[1]]$dimb + j
YLIM <- range(c(x[[1]]$scale.b$scale[j]*sqrt(x[[1]][[obj]][cbind(1:nrow(x[[1]][[obj]]), (order1[,k]-1)*LTp + jdiag[j])]),
x[[2]]$scale.b$scale[j]*sqrt(x[[2]][[obj]][cbind(1:nrow(x[[2]][[obj]]), (order2[,k]-1)*LTp + jdiag[j])])), na.rm = TRUE)
plot(itIndex, x[[1]]$scale.b$scale[j]*sqrt(x[[1]][[obj]][cbind(1:nrow(x[[1]][[obj]]), (order1[,k]-1)*LTp + jdiag[j])]),
type="l", xlab=xlab[i], ylab=ylab[i], col=col[1], main=main[i], ylim=YLIM, ...)
lines(itIndex, x[[2]]$scale.b$scale[j]*sqrt(x[[2]][[obj]][cbind(1:nrow(x[[2]][[obj]]), (order2[,k]-1)*LTp + jdiag[j])]), col=col[2])
}
}
}
}
}
}
else{
### Traceplots for deviances
if (param %in% c("Deviance", "Cond.Deviance")){
if (missing(ylab)) ylab <- ifelse(param == "Deviance", "Deviance", "Conditional Deviance")
YLIM <- range(c(x[[1]][[obj]], x[[2]][[obj]]), na.rm = TRUE)
plot(itIndex, x[[1]][[obj]], type="l", xlab=xlab[1], ylab=ylab, col=col[1], main=main[1], ylim=YLIM, ...)
lines(itIndex, x[[2]][[obj]], col=col[2])
}
### Traceplots of all other parameters
else{
if (missing(ylab)) ylab <- colnames(x[[1]][[obj]])
for (i in 1:nparam){
YLIM <- range(c(x[[1]][[obj]][, i], x[[2]][[obj]][, i]), na.rm = TRUE)
plot(itIndex, x[[1]][[obj]][, i], type="l", xlab=xlab[i], ylab=ylab[i], col=col[1], main=main[i], ylim=YLIM, ...)
lines(itIndex, x[[2]][[obj]][, i], col=col[2])
}
}
}
}
return(invisible(x))
}
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