AI: Average Information Algorithm

In sommer: Solving Mixed Model Equations in R

Average Information Algorithm

Description

Univariate version of the average information (AI) algorithm.

Usage

AI(X=NULL,Z=NULL, Zind=NULL, Ai=NULL,y=NULL,S=NULL, H=NULL,
    nIters=80, tolParConvLL=1e-4, tolParConvNorm=.05, tolParInv=1e-6, theta=NULL, 
    thetaC=NULL, thetaF=NULL, addScaleParam=NULL,
    weightInfEMv=NULL, weightInfMat=NULL)

Arguments

X	an incidence matrix for fixed effects.
Z	Z is a list of lists each element contains the Z matrices required for the covariance structure specified for a random effect.
Zind	vector specifying to which random effect each Z matrix belongs to.
Ai	is a list with the inverses of the relationship matrix for each random effect.
y	is the response variable
S	is the list of residual matrices.
H	is the matrix of weights. This will be squared via the cholesky decomposition and apply to the residual matrices.
nIters	number of REML iterations .
tolParConvLL	rule for stoping the optimization problem, difference in log-likelihood between the current and past iteration.
tolParConvNorm	rule for stoping the optimization problem, difference in norms.
tolParInv	value to add to the diagonals of a matrix that cannot be inverted because is not positive-definite.
theta	is the initial values for the vc (matrices should be symmetric).
thetaC	is the constraints for vc: 1 positive, 2 unconstrained, 3 fixed.
thetaF	is the dataframe indicating the fixed constraints as x times another vc, rows indicate the variance components, columns the scale parameters (other VC plus additional ones preferred).
addScaleParam	any additional scale parameter to be included when applying constraints in thetaF.
weightInfEMv	is the vector to be put in a diagonal matrix (a list with as many matrices as iterations) representing the weight assigned to the EM information matrix.
weightInfMat	is a vector of weights to the information matrix for the operation delta = I- * dLu/dLx # unstructured models may require less weight to the information matrix.

Details

This algorithm is based on Jensen, Madsen and Thompson (1997)

Value

If all parameters are correctly indicated the program will return a list with the following information:

res

a list of different outputs

References

Jensen, J., Mantysaari, E. A., Madsen, P., and Thompson, R. (1997). Residual maximum likelihood estimation of (co) variance components in multivariate mixed linear models using average information. Journal of the Indian Society of Agricultural Statistics, 49, 215-236.

Covarrubias-Pazaran G. Genome assisted prediction of quantitative traits using the R package sommer. PLoS ONE 2016, 11(6): doi:10.1371/journal.pone.0156744

See Also

The core functions of the package mmer

Examples

####=========================================####
#### For CRAN time limitations most lines in the 
#### examples are silenced with one '#' mark, 
#### remove them and run the examples
####=========================================####

data("DT_example")
DT <- DT_example
K <- A_example
#### look at the data and fit the model
head(DT)

zz <- with(DT, vsr(dsr(Env),Name))

Z <- c(list(model.matrix(~Name-1, data=DT)),zz$Z)

Zind <- c(1,2,2,2)

A <- list(diag(41), diag(41))#rep(list(diag(41)),4)

Ai <- lapply(A, function(x){solve(x)})

theta <- list(
  matrix(10,1,1),
  diag(10,3,3),
  diag(10,3,3)
);theta

thetaC <- list(
  matrix(1,1,1),
  diag(1,3,3),
  diag(1,3,3)
);thetaC

X <- model.matrix(~Env, data=DT)

y <- as.matrix(DT$Yield)

DTx <- DT; DTx$units <- as.factor(1:nrow(DTx))
ss <- with(DTx, vsr(dsr(Env),units) )

S <- ss$Z 

H <- diag(length(y))

addScaleParam <- 0
nn <- unlist(lapply(thetaC, function(x){length(which(x > 0))}))
nn2 <- sum(nn[1:max(Zind)])
ff <- diag(nn2)
thetaF <- cbind(ff,matrix(0,nn2,1))

## apply the function
weightInfMat=rep(1,40); # weights for the information matrix
weightInfEMv=c(seq(.9,.1,-.1),rep(0,36)); # weights for the EM information matrix

# expr = res3<-AI(X=X,Z=Z, Zind=Zind,
#                 Ai=Ai,y=y,
#                 S=S,
#                 H=H, 
#                 nIters=20, tolParConvLL=1e-5,
#                 tolParConvNorm=0.05,
#                 tolParInv=1e-6,theta=theta,
#                 thetaC=thetaC,thetaF=thetaF,
#                 addScaleParam=addScaleParam, weightInfEMv = weightInfEMv,
#                 weightInfMat = weightInfMat
#                 
# )
# # compare results
# res3$monitor

sommer documentation built on Nov. 13, 2023, 9:05 a.m.