postPEV: Post-fit prediction error variances and inverse coefficient...

In sommer: Solving Mixed Model Equations in R

Post-fit prediction error variances and inverse coefficient matrix

Description

Computes prediction error variances (PEVs) or the complete inverse of the mixed model coefficient matrix after a model has been fitted with mmes. For PEV-only calculations, the function uses the Takahashi sparse inverse subset approach, avoiding computation of the complete inverse of the coefficient matrix.

Usage

postPEV(object, mode = 1L)

Arguments

object

A fitted model object of class "mmes". The object must contain the final sparse mixed model coefficient matrix and its associated scaling factor.

mode

Integer specifying the post-fit inverse calculation to perform. Use 0 to perform no inverse calculation and clear previously computed inverse-derived outputs, 1 to compute the prediction error variances using the Takahashi sparse inverse subset approach without forming the complete inverse, or 2 to compute the complete inverse of the coefficient matrix and the prediction error variances. The default is 1.

Details

The function is intended for post-processing models fitted with mmes, allowing prediction error variances or the complete inverse of the mixed model coefficient matrix to be calculated only when they are needed.

When mode = 1, the sparse mixed model coefficient matrix stored in the fitted object is factorized and the Takahashi equations are used to obtain the selected elements of its inverse required for the diagonal prediction error variances. The complete inverse is not formed.

When mode = 2, the complete inverse of the mixed model coefficient matrix is computed. The prediction error variances are then obtained from the corresponding diagonal elements of this inverse.

When mode = 0, no matrix factorization or inverse calculation is performed and previously stored inverse-derived results are cleared.

predict.mmes does not require any particular mode: it computes exact standard errors for arbitrary linear combinations of fixed and random effects directly from the stored coefficient matrix C, without using Ci at all (see predict.mmes for details). postPEV() is only needed when the diagonal prediction error variances (uPevList) or the complete inverse (Ci) are wanted for their own sake.

For the sampling variance of the BLUP itself, use postVarU: \operatorname{Var}(\hat u)=G-\operatorname{Var}(u-\hat u). PEV and BLUP sampling variance are different quantities. Neither includes uncertainty from estimating covariance parameters. postVarU() leaves existing PEV outputs unchanged.

For this post-fit calculation to be available, fit the mmes model with control = mmes_control(output = list(coefficientMatrix = TRUE)) so the final coefficient matrix is retained. Models can use control$output$inverse = 0 during fitting, then calculate PEVs or the complete inverse afterwards only if required.

Value

An object of class "mmes" containing the original fitted model together with the requested post-fit inverse information.

With mode = 1, uPevList contains random-effect prediction error variances. Ci may contain the selected inverse entries used to obtain those PEVs, but it does not contain the complete inverse.

With mode = 2, Ci contains the complete inverse of the mixed model coefficient matrix and uPevList contains the corresponding prediction error variances for the random effects.

With mode = 0, inverse-derived outputs are cleared.

The returned object also contains CiComputed and CiMode. CiComputed is TRUE only when the complete inverse was computed; CiMode records the selected mode.

References

Takahashi, K., Fagan, J., and Chin, M. S. (1973). Formation of a sparse bus impedance matrix and its application to short circuit study. Proceedings of the 8th PICA Conference, Minneapolis, Minnesota.

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

Examples

####=========================================####
#### Fit a mixed model without computing PEVs
#### or the complete inverse during estimation
####=========================================####

# mod <- mmes(
#   fixed = Yield ~ 1,
#   random = ~ vsm(ism(Genotype)),
#   rcov = ~ units,
#   data = DT,
#   control = mmes_control(output = list(inverse = 0))
# )

####=========================================####
#### Compute PEVs afterwards using the
#### Takahashi sparse inverse subset
####=========================================####

# mod <- postPEV(mod, mode = 1)
# mod$uPevList

####=========================================####
#### Compute the complete inverse afterwards
####=========================================####

# mod <- postPEV(mod, mode = 2)
# mod$Ci
# mod$uPevList

sommer documentation built on Oct. 25, 2026, 5:06 p.m.