R/Write_jags_ECxWeibull2Mod.R
In AIMS/NEC-estimation: A Bayesian No Effect Concentration (NEC) package. R package version 1. doi:10.5281/ZENODO.3966864
Defines functions
write.jags.ECxWeibull2.mod
Documented in
write.jags.ECxWeibull2.mod
# Copyright 2020 Australian Institute of Marine Science
#
# Licensed under the Apache License, Version 2.0 (the "License");
# you may not use this file except in compliance with the License.
# You may obtain a copy of the License at
#
# http://www.apache.org/licenses/LICENSE-2.0
#
# Unless required by applicable law or agreed to in writing, software
# distributed under the License is distributed on an "AS IS" BASIS,
# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
# See the License for the specific language governing permissions and
# limitations under the License.
#' write.jags.ECxWeibull2.mod
#'
#' Writes an ECxWeibull1 model file and generates a function for initial values to pass to jags
#'
#' @inheritParams write.jags.ECx4param.mod
#'
#' @export
#' @return an init function to pass to jags
write.jags.ECxWeibull2.mod <- function(x = "gamma", y, mod.dat) {
# binomial y; gamma x ----
if (x == "gamma" & y == "binomial") {
sink("NECmod.txt")
cat("
model
{
# likelihood
for (i in 1:N)
{
theta[i]<-bot + (top-bot) * (1-exp(-exp(beta*(x[i] - EC50))))
# response is binomial
y[i]~dbin(theta[i],trials[i])
}
# specify model priors
top ~ dunif(0.0001,0.999)
beta ~ dgamma(0.0001,0.0001)
EC50 ~ dgamma(0.0001,0.0001) #d norm(3, 0.0001) T(0,)
bot ~ dunif(0.0001,0.99)
# pearson residuals
for (i in 1:N) {
ExpY[i] <- theta[i]*trials[i]
VarY[i] <- trials[i]*theta[i] * (1 - theta[i])
E[i] <- (y[i] - ExpY[i]) / sqrt(VarY[i])
}
# overdispersion
for (i in 1:N) {
ysim[i] ~ dbin(theta[i],trials[i])
Esim[i] <- (ysim[i] - ExpY[i]) / sqrt(VarY[i])
D[i] <- E[i]^2 #Squared residuals for original data
Dsim[i] <- Esim[i]^2 #Squared residuals for simulated data
}
SS <- sum(D[1:N])
SSsim <- sum(Dsim[1:N])
}
", fill = TRUE)
sink() # Make model in working directory
init.fun <- function(mod.data = mod.data) {
list(
top = rbinom(1, round(mean(mod.dat$trials)), quantile(mod.dat$y / mod.dat$trials, probs = 0.75)) /
round(mean(mod.dat$trials)),
beta = runif(1, 0.0001, 0.999), # rlnorm(1,0,1), #
EC50 = rlnorm(1, log(mean(mod.dat$x)), 1),
bot = runif(1, 0.01, 0.09)
)
} # rgamma(1,0.2,0.001))}
}
# binomial y; gaussian x ----
if (x == "gaussian" & y == "binomial") {
sink("NECmod.txt")
cat("
model
{
# likelihood
for (i in 1:N)
{
theta[i]<-bot + (top-bot) * (1-exp(-exp(beta*(x[i] - EC50))))
# response is binomial
y[i]~dbin(theta[i],trials[i])
}
# specify model priors
top ~ dunif(0.0001,0.999)
beta ~ dgamma(0.0001,0.0001)
EC50 ~ dnorm(0,0.0001)
bot ~ dunif(0.0001,0.99)
# pearson residuals
for (i in 1:N) {
ExpY[i] <- theta[i]*trials[i]
VarY[i] <- trials[i]*theta[i] * (1 - theta[i])
E[i] <- (y[i] - ExpY[i]) / sqrt(VarY[i])
}
# overdispersion
for (i in 1:N) {
ysim[i] ~ dbin(theta[i],trials[i])
Esim[i] <- (ysim[i] - ExpY[i]) / sqrt(VarY[i])
D[i] <- E[i]^2 #Squared residuals for original data
Dsim[i] <- Esim[i]^2 #Squared residuals for simulated data
}
SS <- sum(D[1:N])
SSsim <- sum(Dsim[1:N])
}
", fill = TRUE)
sink() # Make model in working directory
init.fun <- function(mod.data = mod.data) {
list(
top = rbinom(1, round(mean(mod.dat$trials)), quantile(mod.dat$y / mod.dat$trials, probs = 0.75)) /
round(mean(mod.dat$trials)),
beta = runif(1, 0.0001, 0.999),
EC50 = rnorm(1, mean(mod.dat$x), 2),
bot = runif(1, 0.01, 0.09)
)
}
}
# binomial y; beta x ----
if (x == "beta" & y == "binomial") {
sink("NECmod.txt")
cat("
model
{
# likelihood
for (i in 1:N)
{
theta[i]<-bot + (top-bot) * (1-exp(-exp(beta*(x[i] - EC50))))
# response is binomial
y[i]~dbin(theta[i],trials[i])
}
# specify model priors
top ~ dunif(0.0001,0.999)
beta ~ dgamma(0.0001,0.0001)
EC50 ~ dunif(0.0001,0.9999)
bot ~ dunif(0.0001,0.99)
# pearson residuals
for (i in 1:N) {
ExpY[i] <- theta[i]*trials[i]
VarY[i] <- trials[i]*theta[i] * (1 - theta[i])
E[i] <- (y[i] - ExpY[i]) / sqrt(VarY[i])
}
# overdispersion
for (i in 1:N) {
ysim[i] ~ dbin(theta[i],trials[i])
Esim[i] <- (ysim[i] - ExpY[i]) / sqrt(VarY[i])
D[i] <- E[i]^2 #Squared residuals for original data
Dsim[i] <- Esim[i]^2 #Squared residuals for simulated data
}
SS <- sum(D[1:N])
SSsim <- sum(Dsim[1:N])
}
", fill = TRUE)
sink() # Make model in working directory
init.fun <- function(mod.data = mod.data) {
list(
top = rbinom(1, round(mean(mod.dat$trials)), quantile(mod.dat$y / mod.dat$trials, probs = 0.75)) /
round(mean(mod.dat$trials)),
beta = runif(1, 0.0001, 0.999),
EC50 = runif(1, 0.01, 0.9),
bot = runif(1, 0.01, 0.09)
)
}
}
# poisson y; gamma x ----
if (x == "gamma" & y == "poisson") {
sink("NECmod.txt")
cat("
model
{
# likelihood
for (i in 1:N)
{
theta[i]<-bot + (top-bot) * (1-exp(-exp(beta*(x[i] - EC50))))
# response is poisson
y[i]~dpois(theta[i])
}
# specify model priors
top ~ dgamma(1,0.001) # dnorm(0,0.001) T(0,) dnorm(100,0.0001)T(0,) #
beta~dgamma(0.0001,0.0001)
EC50~dgamma(0.0001,0.0001) #dnorm(3, 0.0001) T(0,) dnorm(30, 0.0001) T(0,) #
bot ~ dgamma(1,0.001)
# pearson residuals
for (i in 1:N) {
ExpY[i] <- theta[i]
VarY[i] <- theta[i]
E[i] <- (y[i] - ExpY[i]) / sqrt(VarY[i])
}
# overdispersion
for (i in 1:N) {
ysim[i] ~ dpois(theta[i])
Esim[i] <- (ysim[i] - ExpY[i]) / sqrt(VarY[i])
D[i] <- E[i]^2 #Squared residuals for original data
Dsim[i] <- Esim[i]^2 #Squared residuals for simulated data
}
SS <- sum(D[1:N])
SSsim <- sum(Dsim[1:N])
}
", fill = TRUE)
sink() # Make model in working directory
init.fun <- function(mod.data = mod.data) {
list(
top = rpois(1, max(mod.dat$y)),
beta = runif(1, 0.0001, 0.999), # rlnorm(1,0,1), #rgamma(1,0.2,0.001),
EC50 = rlnorm(1, log(mean(mod.dat$x)), 1),
bot = rpois(1, round(mean(mod.dat$y)))
)
}
}
# poisson y; gaussian x----
if (x == "gaussian" & y == "poisson") {
sink("NECmod.txt")
cat("
model
{
# likelihood
for (i in 1:N)
{
theta[i]<-bot + (top-bot) * (1-exp(-exp(beta*(x[i] - EC50))))
# response is poisson
y[i]~dpois(theta[i])
}
# specify model priors
top ~ dgamma(1,0.001)
beta~dgamma(0.0001,0.0001)
EC50~dnorm(0, 0.0001)
bot ~ dgamma(1,0.001)
# pearson residuals
for (i in 1:N) {
ExpY[i] <- theta[i]
VarY[i] <- theta[i]
E[i] <- (y[i] - ExpY[i]) / sqrt(VarY[i])
}
# overdispersion
for (i in 1:N) {
ysim[i] ~ dpois(theta[i])
Esim[i] <- (ysim[i] - ExpY[i]) / sqrt(VarY[i])
D[i] <- E[i]^2 #Squared residuals for original data
Dsim[i] <- Esim[i]^2 #Squared residuals for simulated data
}
SS <- sum(D[1:N])
SSsim <- sum(Dsim[1:N])
}
", fill = TRUE)
sink() # Make model in working directory
init.fun <- function(mod.data = mod.data) {
list(
top = rpois(1, max(mod.dat$y)),
beta = rgamma(1, 0.2, 0.001),
EC50 = rnorm(1, mean(mod.dat$x), 2),
bot = rpois(1, round(mean(mod.dat$y)))
)
}
}
# poisson y; beta x----
if (x == "beta" & y == "poisson") {
sink("NECmod.txt")
cat("
model
{
# likelihood
for (i in 1:N)
{
theta[i]<-bot + (top-bot) * (1-exp(-exp(beta*(x[i] - EC50))))
# response is poisson
y[i]~dpois(theta[i])
}
# specify model priors
top ~ dgamma(1,0.001) # dnorm(0,0.001) #T(0,) #
beta ~ dgamma(0.0001,0.0001)
EC50 ~ dunif(0.0001,0.9999)
bot ~ dgamma(1,0.001)
# pearson residuals
for (i in 1:N) {
ExpY[i] <- theta[i]
VarY[i] <- theta[i]
E[i] <- (y[i] - ExpY[i]) / sqrt(VarY[i])
}
# overdispersion
for (i in 1:N) {
ysim[i] ~ dpois(theta[i])
Esim[i] <- (ysim[i] - ExpY[i]) / sqrt(VarY[i])
D[i] <- E[i]^2 #Squared residuals for original data
Dsim[i] <- Esim[i]^2 #Squared residuals for simulated data
}
SS <- sum(D[1:N])
SSsim <- sum(Dsim[1:N])
}
", fill = TRUE)
sink() # Make model in working directory
init.fun <- function(mod.data = mod.data) {
list(
top = rpois(1, max(mod.dat$y)), # rnorm(1,0,1),#
beta = rgamma(1, 0.2, 0.001),
EC50 = runif(1, 0.01, 0.9),
bot = rpois(1, round(mean(mod.dat$y)))
)
}
}
# gamma y; beta x -----
if (x == "beta" & y == "gamma") {
sink("NECmod.txt")
cat("
model
{
# likelihood
for (i in 1:N)
{
theta[i]<-bot + (top-bot) * (1-exp(-exp(beta*(x[i] - EC50))))
# response is gamma
y[i]~dgamma(shape, shape / (theta[i]))
}
# specify model priors
top ~ dlnorm(0,0.001) #dgamma(1,0.001) # dnorm(0,0.001) #T(0,) #
beta ~ dgamma(0.0001,0.0001)
EC50 ~ dunif(0.001,0.999) #dbeta(1,1)
shape ~ dlnorm(0,0.001) #dunif(0,1000)
bot ~ dlnorm(0,0.001)
# pearson residuals
for (i in 1:N) {
ExpY[i] <- theta[i]
VarY[i] <- shape/((shape/(shape / (theta[i])))^2)
E[i] <- (y[i] - ExpY[i]) / sqrt(VarY[i])
}
# overdispersion
for (i in 1:N) {
ysim[i] ~ dgamma(shape, shape / (theta[i]))
Esim[i] <- (ysim[i] - ExpY[i]) / sqrt(VarY[i])
D[i] <- E[i]^2 #Squared residuals for original data
Dsim[i] <- Esim[i]^2 #Squared residuals for simulated data
}
SS <- sum(D[1:N])
SSsim <- sum(Dsim[1:N])
}
", fill = TRUE)
sink() # Make model in working directory
init.fun <- function(mod.data = mod.data) {
list(
top = rlnorm(1, log(quantile(mod.dat$y, probs = 0.75)), 0.1),
beta = rgamma(1, 0.2, 0.001),
shape = runif(1, 0, 10),
EC50 = runif(1, 0.3, 0.6),
bot = rlnorm(1, log(quantile(mod.dat$y, probs = 0.25)), 0.1)
)
}
}
# gamma y; gaussian x -----
if (x == "gaussian" & y == "gamma") {
sink("NECmod.txt")
cat("
model
{
# likelihood
for (i in 1:N)
{
theta[i]<-bot + (top-bot) * (1-exp(-exp(beta*(x[i] - EC50))))
# response is gamma
y[i]~dgamma(shape, shape / (theta[i]))
}
# specify model priors
top ~ dlnorm(0,0.001) # dnorm(0,0.001) T(0,) #dgamma(1,0.001) #
beta ~ dgamma(0.0001,0.0001)
EC50 ~ dnorm(0, 0.0001)
shape ~ dlnorm(0,0.001) #dunif(0,1000)
bot ~ dlnorm(0,0.001)
# pearson residuals
for (i in 1:N) {
ExpY[i] <- theta[i]
VarY[i] <- shape/((shape/(shape / (theta[i])))^2)
E[i] <- (y[i] - ExpY[i]) / sqrt(VarY[i])
}
# overdispersion
for (i in 1:N) {
ysim[i] ~ dgamma(shape, shape / (theta[i]))
Esim[i] <- (ysim[i] - ExpY[i]) / sqrt(VarY[i])
D[i] <- E[i]^2 #Squared residuals for original data
Dsim[i] <- Esim[i]^2 #Squared residuals for simulated data
}
SS <- sum(D[1:N])
SSsim <- sum(Dsim[1:N])
}
", fill = TRUE)
sink() # Make model in working directory
init.fun <- function(mod.data = mod.data) {
list(
top = rlnorm(1, log(quantile(mod.dat$y, probs = 0.75)), 0.1),
beta = rgamma(1, 0.2, 0.001),
shape = dlnorm(1, 1 / mean(mod.dat$y), 1),
EC50 = rnorm(1, mean(mod.dat$x), 1),
bot = rlnorm(1, log(quantile(mod.dat$y, probs = 0.25)), 0.1)
)
}
}
# gamma y; gamma x -----
if (x == "gamma" & y == "gamma") {
sink("NECmod.txt")
cat("
model
{
# likelihood
for (i in 1:N)
{
theta[i]<-bot + (top-bot) * (1-exp(-exp(beta*(x[i] - EC50))))
# response is gamma
y[i]~dgamma(shape, shape / (theta[i]))
}
# specify model priors
top ~ dlnorm(0,0.001) #dgamma(1,0.001) # dnorm(0,0.001) #T(0,) #
beta ~ dgamma(0.0001,0.0001)
EC50~dgamma(0.0001,0.0001) #dnorm(3, 0.0001) T(0,) dnorm(30, 0.0001) T(0,) #
shape ~ dlnorm(0,0.001) #dunif(0,1000)
bot ~ dlnorm(0,0.001)
# pearson residuals
for (i in 1:N) {
ExpY[i] <- theta[i]
VarY[i] <- shape/((shape/(shape / (theta[i])))^2)
E[i] <- (y[i] - ExpY[i]) / sqrt(VarY[i])
}
# overdispersion
for (i in 1:N) {
ysim[i] ~ dgamma(shape, shape / (theta[i]))
Esim[i] <- (ysim[i] - ExpY[i]) / sqrt(VarY[i])
D[i] <- E[i]^2 #Squared residuals for original data
Dsim[i] <- Esim[i]^2 #Squared residuals for simulated data
}
SS <- sum(D[1:N])
SSsim <- sum(Dsim[1:N])
}
", fill = TRUE)
sink() # Make model in working directory
init.fun <- function(mod.data = mod.data) {
list(
top = rlnorm(1, log(quantile(mod.dat$y, probs = 0.75)), 0.1),
beta = rgamma(1, 0.2, 0.001),
shape = runif(1, 0, 10),
EC50 = rlnorm(1, log(mean(mod.dat$x)), 1),
bot = rlnorm(1, log(quantile(mod.dat$y, probs = 0.25)), 0.1)
)
}
}
# gaussian y; gamma x ----
if (x == "gamma" & y == "gaussian") {
sink("NECmod.txt")
cat("
model
{
# likelihood
for (i in 1:N)
{
theta[i]<-bot + (top-bot) * (1-exp(-exp(beta*(x[i] - EC50))))
# response is gaussian
y[i]~dnorm(theta[i],tau)
}
# specify model priors
top ~ dnorm(0,0.1) # dnorm(0,0.001) #T(0,)
beta ~ dgamma(0.0001,0.0001)
EC50 ~ dnorm(0, 0.0001) T(0,) #dgamma(0.0001,0.0001) Note we haven't used gamma here as the example didn't result in chain missing.
sigma ~ dunif(0, 20) #sigma is the SD
tau = 1 / (sigma * sigma) #tau is the reciprical of the variance
bot ~ dnorm(0,0.1) # dnorm(0,0.001) #T(0,)
# pearson residuals
for (i in 1:N) {
ExpY[i] <- theta[i]
VarY[i] <- tau^2
E[i] <- (y[i] - ExpY[i]) / sqrt(VarY[i])
}
# overdispersion
for (i in 1:N) {
ysim[i] ~ dnorm(theta[i],tau)
Esim[i] <- (ysim[i] - ExpY[i]) / sqrt(VarY[i])
D[i] <- E[i]^2 #Squared residuals for original data
Dsim[i] <- Esim[i]^2 #Squared residuals for simulated data
}
SS <- sum(D[1:N])
SSsim <- sum(Dsim[1:N])
}
", fill = TRUE)
sink() # Make model in working directory
init.fun <- function(mod.data = mod.data) {
list(
top = rnorm(1, max(mod.dat$y), 1),
beta = rgamma(1, 0.2, 0.001),
EC50 = rlnorm(1, log(mean(mod.dat$x)), 1), # rgamma(1,0.2,0.001),
sigma = runif(1, 0, 5),
bot = rnorm(1, min(mod.dat$y), 1)
)
}
}
# gaussian y; beta x ----
if (x == "beta" & y == "gaussian") {
sink("NECmod.txt")
cat("
model
{
# likelihood
for (i in 1:N)
{
theta[i]<-bot + (top-bot) * (1-exp(-exp(beta*(x[i] - EC50))))
# response is gaussian
y[i]~dnorm(theta[i],tau)
}
# specify model priors
top ~ dnorm(0,0.1) # dnorm(0,0.001) #T(0,)
beta ~ dgamma(0.0001,0.0001)
EC50 ~ dunif(0.001,0.999) #dbeta(1,1)
sigma ~ dunif(0, 20) #sigma is the SD
tau = 1 / (sigma * sigma) #tau is the reciprical of the variance
bot ~ dnorm(0,0.1) # dnorm(0,0.001) #T(0,)
# pearson residuals
for (i in 1:N) {
ExpY[i] <- theta[i]
VarY[i] <- tau^2
E[i] <- (y[i] - ExpY[i]) / sqrt(VarY[i])
}
# overdispersion
for (i in 1:N) {
ysim[i] ~ dnorm(theta[i],tau)
Esim[i] <- (ysim[i] - ExpY[i]) / sqrt(VarY[i])
D[i] <- E[i]^2 #Squared residuals for original data
Dsim[i] <- Esim[i]^2 #Squared residuals for simulated data
}
SS <- sum(D[1:N])
SSsim <- sum(Dsim[1:N])
}
", fill = TRUE)
sink() # Make model in working directory
init.fun <- function(mod.data = mod.data) {
list(
top = rnorm(1, max(mod.dat$y), 1),
beta = rgamma(1, 0.2, 0.001),
EC50 = runif(1, 0.3, 0.6), # rgamma(1,0.2,0.001),
sigma = runif(1, 0, 5),
bot = rnorm(1, min(mod.dat$y), 1)
)
}
}
# gaussian y; gaussian x ----
if (x == "gaussian" & y == "gaussian") {
sink("NECmod.txt")
cat("
model
{
# likelihood
for (i in 1:N)
{
theta[i]<-bot + (top-bot) * (1-exp(-exp(beta*(x[i] - EC50))))
# response is gaussian
y[i]~dnorm(theta[i],tau)
}
# specify model priors
top ~ dnorm(0,0.1) # dnorm(0,0.001) #T(0,)
beta ~ dgamma(0.0001,0.0001)
EC50 ~ dnorm(0,0.01)
sigma ~ dunif(0, 20) #sigma is the SD
tau = 1 / (sigma * sigma) #tau is the reciprical of the variance
bot ~ dnorm(0,0.1) # dnorm(0,0.001) #T(0,)
# pearson residuals
for (i in 1:N) {
ExpY[i] <- theta[i]
VarY[i] <- tau^2
E[i] <- (y[i] - ExpY[i]) / sqrt(VarY[i])
}
# overdispersion
for (i in 1:N) {
ysim[i] ~ dnorm(theta[i],tau)
Esim[i] <- (ysim[i] - ExpY[i]) / sqrt(VarY[i])
D[i] <- E[i]^2 #Squared residuals for original data
Dsim[i] <- Esim[i]^2 #Squared residuals for simulated data
}
SS <- sum(D[1:N])
SSsim <- sum(Dsim[1:N])
}
", fill = TRUE)
sink() # Make model in working directory
init.fun <- function(mod.data = mod.data) {
list(
top = rnorm(1, max(mod.dat$y), 1),
beta = rgamma(1, 0.2, 0.001),
EC50 = rnorm(1, mean(mod.dat$x), 1),
sigma = runif(1, 0, 5),
bot = rnorm(1, min(mod.dat$y), 1)
)
}
}
# beta y; beta x ----
if (x == "beta" & y == "beta") {
sink("NECmod.txt")
cat("
model
{
# likelihood
for (i in 1:N)
{
# response is beta
y[i]~dbeta(shape1[i], shape2[i])
shape1[i] <- theta[i] * phi
shape2[i] <- (1-theta[i]) * phi
theta[i]<-bot + (top-bot) * (1-exp(-exp(beta*(x[i] - EC50))))
}
# specify model priors
top ~ dunif(0.001,0.999)
beta ~ dgamma(0.0001,0.0001)
EC50 ~ dunif(0.001,0.999) #dbeta(1,1)
t0 ~ dnorm(0, 0.010)
phi <- exp(t0)
bot ~ dunif(0.0001,0.99)
# pearson residuals
for (i in 1:N) {
ExpY[i] <- theta[i]
VarY[i] <- (shape1[i]*shape2[i])/((shape1[i]+shape2[i])^2*(shape1[i]+shape2[i]+1))
E[i] <- (y[i] - ExpY[i]) / sqrt(VarY[i])
}
# overdispersion
for (i in 1:N) {
ysim[i] ~ dbeta(shape1[i], shape2[i])
Esim[i] <- (ysim[i] - ExpY[i]) / sqrt(VarY[i])
D[i] <- E[i]^2 #Squared residuals for original data
Dsim[i] <- Esim[i]^2 #Squared residuals for simulated data
}
SS <- sum(D[1:N])
SSsim <- sum(Dsim[1:N])
}
", fill = TRUE)
sink() # Make model in working directory
init.fun <- function(mod.data = mod.data) {
list(
top = quantile(mod.dat$y, probs = 0.75),
beta = rgamma(1, 0.2, 0.001),
t0 = rnorm(0, 100),
EC50 = runif(1, 0.3, 0.6),
bot = quantile(mod.dat$y, probs = 0.25)
)
}
}
# beta y; gamma x ----
if (x == "gamma" & y == "beta") {
sink("NECmod.txt")
cat("
model
{
# likelihood
for (i in 1:N)
{
# response is beta
y[i] ~ dbeta(shape1[i], shape2[i])
shape1[i] <- theta[i] * phi
shape2[i] <- (1-theta[i]) * phi
theta[i]<-bot + (top-bot) * (1-exp(-exp(beta*(x[i] - EC50))))
}
# specify model priors
top ~ dunif(0.001,0.999)
beta ~ dgamma(0.0001,0.0001)
EC50 ~ dgamma(0.0001,0.0001)
t0 ~ dnorm(0, 0.010)
phi <- exp(t0)
bot ~ dunif(0.0001,0.99)
# pearson residuals
for (i in 1:N) {
ExpY[i] <- theta[i]
VarY[i] <- (shape1[i]*shape2[i])/((shape1[i]+shape2[i])^2*(shape1[i]+shape2[i]+1))
E[i] <- (y[i] - ExpY[i]) / sqrt(VarY[i])
}
# overdispersion
for (i in 1:N) {
ysim[i] ~ dbeta(shape1[i], shape2[i])
Esim[i] <- (ysim[i] - ExpY[i]) / sqrt(VarY[i])
D[i] <- E[i]^2 #Squared residuals for original data
Dsim[i] <- Esim[i]^2 #Squared residuals for simulated data
}
SS <- sum(D[1:N])
SSsim <- sum(Dsim[1:N])
}
", fill = TRUE)
sink() # Make model in working directory
init.fun <- function(mod.data = mod.data) {
list(
top = quantile(mod.dat$y, probs = 0.75),
beta = rgamma(1, 0.2, 0.001),
t0 = rnorm(0, 100),
EC50 = rlnorm(1, log(mean(mod.dat$x)), 1),
bot = quantile(mod.dat$y, probs = 0.25)
)
}
}
# beta y; gaussian x ----
if (x == "gaussian" & y == "beta") {
sink("NECmod.txt")
cat("
model
{
# likelihood
for (i in 1:N)
{
# response is beta
y[i]~dbeta(shape1[i], shape2[i])
shape1[i] <- theta[i] * phi
shape2[i] <- (1-theta[i]) * phi
theta[i]<-bot + (top-bot) * (1-exp(-exp(beta*(x[i] - EC50))))
}
# specify model priors
top ~ dunif(0.001,0.999)
beta ~ dgamma(0.0001,0.0001)
EC50 ~ dnorm(0, 0.0001)
t0 ~ dnorm(0, 0.010)
phi <- exp(t0)
bot ~ dunif(0.0001,0.99)
# pearson residuals
for (i in 1:N) {
ExpY[i] <- theta[i]
VarY[i] <- (shape1[i]*shape2[i])/((shape1[i]+shape2[i])^2*(shape1[i]+shape2[i]+1))
E[i] <- (y[i] - ExpY[i]) / sqrt(VarY[i])
}
# overdispersion
for (i in 1:N) {
ysim[i] ~ dbeta(shape1[i], shape2[i])
Esim[i] <- (ysim[i] - ExpY[i]) / sqrt(VarY[i])
D[i] <- E[i]^2 #Squared residuals for original data
Dsim[i] <- Esim[i]^2 #Squared residuals for simulated data
}
SS <- sum(D[1:N])
SSsim <- sum(Dsim[1:N])
}
", fill = TRUE)
sink() # Make model in working directory
init.fun <- function(mod.data = mod.data) {
list(
top = quantile(mod.dat$y, probs = 0.75),
beta = rgamma(1, 0.2, 0.001),
t0 = rnorm(0, 100),
EC50 = rnorm(1, 0, 2),
bot = quantile(mod.dat$y, probs = 0.25)
)
}
}
# negbin y; gaussian x ----
if (x == "gaussian" & y == "negbin") {
sink("NECmod.txt")
cat("
model
{
# likelihood
for (i in 1:N)
{
theta[i]<-size/(size+ bot + (top-bot) * (1-exp(-exp(beta*(x[i] - EC50)))) )
# response is begative binomial
y[i]~dnegbin(theta[i], size)
}
# specify model priors
top ~ dgamma(1,0.001) # dnorm(0,0.001) T(0,) dnorm(100,0.0001)T(0,) #
beta ~ dgamma(0.0001,0.0001)
EC50 ~ dnorm(0.0001,0.0001) #dnorm(3, 0.0001) T(0,) dnorm(30, 0.0001) T(0,) #
size ~ dunif(0,50)
bot ~ dgamma(1,0.001)
# pearson residuals
for (i in 1:N) {
ExpY[i] <- theta[i]
VarY[i] <- theta[i] + theta[i] * theta[i] / size
E[i] <- (y[i] - ExpY[i]) / sqrt(VarY[i])
}
# overdispersion
for (i in 1:N) {
ysim[i] ~ dnegbin(theta[i], size)
Esim[i] <- (ysim[i] - ExpY[i]) / sqrt(VarY[i])
D[i] <- E[i]^2 #Squared residuals for original data
Dsim[i] <- Esim[i]^2 #Squared residuals for simulated data
}
SS <- sum(D[1:N])
SSsim <- sum(Dsim[1:N])
}
", fill = TRUE)
sink() # Make model in working directory
init.fun <- function(mod.data = mod.data) {
list(
top = rpois(1, max(mod.dat$y)),
beta = runif(1, 0.0001, 0.999), # rlnorm(1,0,1), #rgamma(1,0.2,0.001),
EC50 = rnorm(1, mean(mod.dat$x), 1), # rnorm(1,30,10))} #rgamma(1,0.2,0.001)),
size = runif(1, 0.1, 40),
bot = rpois(1, min(mod.dat$y))
)
} #
}
# negbin y; gamma x ----
if (x == "gamma" & y == "negbin") {
sink("NECmod.txt")
cat("
model
{
# likelihood
for (i in 1:N)
{
theta[i]<-size/(size+ bot + (top-bot) * (1-exp(-exp(beta*(x[i] - EC50)))) )
# response is begative binomial
y[i]~dnegbin(theta[i], size)
}
# specify model priors
top ~ dgamma(1,0.001) # dnorm(0,0.001) T(0,) dnorm(100,0.0001)T(0,) #
beta ~ dgamma(0.0001,0.0001)
EC50~dgamma(0.0001,0.0001) #dnorm(3, 0.0001) T(0,) dnorm(30, 0.0001) T(0,) #
size ~ dunif(0,50)
bot ~ dgamma(1,0.001)
# pearson residuals
for (i in 1:N) {
ExpY[i] <- theta[i]
VarY[i] <- theta[i] + theta[i] * theta[i] / size
E[i] <- (y[i] - ExpY[i]) / sqrt(VarY[i])
}
# overdispersion
for (i in 1:N) {
ysim[i] ~ dnegbin(theta[i], size)
Esim[i] <- (ysim[i] - ExpY[i]) / sqrt(VarY[i])
D[i] <- E[i]^2 #Squared residuals for original data
Dsim[i] <- Esim[i]^2 #Squared residuals for simulated data
}
SS <- sum(D[1:N])
SSsim <- sum(Dsim[1:N])
}
", fill = TRUE)
sink() # Make model in working directory
init.fun <- function(mod.data = mod.data) {
list(
top = rpois(1, max(mod.dat$y)),
beta = runif(1, 0.0001, 0.999), # rlnorm(1,0,1), #rgamma(1,0.2,0.001),
EC50 = rlnorm(1, log(mean(mod.dat$x)), 1), # rnorm(1,30,10))} #rgamma(1,0.2,0.001)),
size = runif(1, 0.1, 40),
bot = rpois(1, min(mod.dat$y))
)
} #
}
# negbin y; beta x ----
if (x == "beta" & y == "negbin") {
sink("NECmod.txt")
cat("
model
{
# likelihood
for (i in 1:N)
{
theta[i]<-size/(size+ bot + (top-bot) * (1-exp(-exp(beta*(x[i] - EC50)))) )
# response is begative binomial
y[i]~dnegbin(theta[i], size)
}
# specify model priors
top ~ dgamma(1,0.001) # dnorm(0,0.001) T(0,) dnorm(100,0.0001)T(0,) #
beta ~ dgamma(0.0001,0.0001)
EC50 ~ dunif(0.001,0.999) #dbeta(1,1)
size ~ dunif(0,50)
bot ~ dgamma(1,0.001)
# pearson residuals
for (i in 1:N) {
ExpY[i] <- theta[i]
VarY[i] <- theta[i] + theta[i] * theta[i] / size
E[i] <- (y[i] - ExpY[i]) / sqrt(VarY[i])
}
# overdispersion
for (i in 1:N) {
ysim[i] ~ dnegbin(theta[i], size)
Esim[i] <- (ysim[i] - ExpY[i]) / sqrt(VarY[i])
D[i] <- E[i]^2 #Squared residuals for original data
Dsim[i] <- Esim[i]^2 #Squared residuals for simulated data
}
SS <- sum(D[1:N])
SSsim <- sum(Dsim[1:N])
}
", fill = TRUE)
sink() # Make model in working directory
init.fun <- function(mod.data = mod.data) {
list(
top = rpois(1, max(mod.dat$y)),
beta = runif(1, 0.0001, 0.999),
EC50 = runif(1, 0.3, 0.6),
size = runif(1, 0.1, 40),
bot = rpois(1, min(mod.dat$y))
)
} #
}
# return the initial function
if (exists("init.fun")) {
return(init.fun)
}
else {
stop(paste("jagsEC50 does not currently support ", x, " distributed concentration data with ", y,
" distributed response data. Please check this is the correct distribution to use, and if so
feel free to contact the developers to request to add this distribution",
sep = ""
))
}
}
AIMS/NEC-estimation documentation built on Dec. 7, 2020, 10:44 a.m.
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Defines functions write.jags.ECxWeibull2.mod
Documented in write.jags.ECxWeibull2.mod
# Copyright 2020 Australian Institute of Marine Science
#
# Licensed under the Apache License, Version 2.0 (the "License");
# you may not use this file except in compliance with the License.
# You may obtain a copy of the License at
#
# http://www.apache.org/licenses/LICENSE-2.0
#
# Unless required by applicable law or agreed to in writing, software
# distributed under the License is distributed on an "AS IS" BASIS,
# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
# See the License for the specific language governing permissions and
# limitations under the License.
#' write.jags.ECxWeibull2.mod
#'
#' Writes an ECxWeibull1 model file and generates a function for initial values to pass to jags
#'
#' @inheritParams write.jags.ECx4param.mod
#'
#' @export
#' @return an init function to pass to jags
write.jags.ECxWeibull2.mod <- function(x = "gamma", y, mod.dat) {
# binomial y; gamma x ----
if (x == "gamma" & y == "binomial") {
sink("NECmod.txt")
cat("
model
{
# likelihood
for (i in 1:N)
{
theta[i]<-bot + (top-bot) * (1-exp(-exp(beta*(x[i] - EC50))))
# response is binomial
y[i]~dbin(theta[i],trials[i])
}
# specify model priors
top ~ dunif(0.0001,0.999)
beta ~ dgamma(0.0001,0.0001)
EC50 ~ dgamma(0.0001,0.0001) #d norm(3, 0.0001) T(0,)
bot ~ dunif(0.0001,0.99)
# pearson residuals
for (i in 1:N) {
ExpY[i] <- theta[i]*trials[i]
VarY[i] <- trials[i]*theta[i] * (1 - theta[i])
E[i] <- (y[i] - ExpY[i]) / sqrt(VarY[i])
}
# overdispersion
for (i in 1:N) {
ysim[i] ~ dbin(theta[i],trials[i])
Esim[i] <- (ysim[i] - ExpY[i]) / sqrt(VarY[i])
D[i] <- E[i]^2 #Squared residuals for original data
Dsim[i] <- Esim[i]^2 #Squared residuals for simulated data
}
SS <- sum(D[1:N])
SSsim <- sum(Dsim[1:N])
}
", fill = TRUE)
sink() # Make model in working directory
init.fun <- function(mod.data = mod.data) {
list(
top = rbinom(1, round(mean(mod.dat$trials)), quantile(mod.dat$y / mod.dat$trials, probs = 0.75)) /
round(mean(mod.dat$trials)),
beta = runif(1, 0.0001, 0.999), # rlnorm(1,0,1), #
EC50 = rlnorm(1, log(mean(mod.dat$x)), 1),
bot = runif(1, 0.01, 0.09)
)
} # rgamma(1,0.2,0.001))}
}
# binomial y; gaussian x ----
if (x == "gaussian" & y == "binomial") {
sink("NECmod.txt")
cat("
model
{
# likelihood
for (i in 1:N)
{
theta[i]<-bot + (top-bot) * (1-exp(-exp(beta*(x[i] - EC50))))
# response is binomial
y[i]~dbin(theta[i],trials[i])
}
# specify model priors
top ~ dunif(0.0001,0.999)
beta ~ dgamma(0.0001,0.0001)
EC50 ~ dnorm(0,0.0001)
bot ~ dunif(0.0001,0.99)
# pearson residuals
for (i in 1:N) {
ExpY[i] <- theta[i]*trials[i]
VarY[i] <- trials[i]*theta[i] * (1 - theta[i])
E[i] <- (y[i] - ExpY[i]) / sqrt(VarY[i])
}
# overdispersion
for (i in 1:N) {
ysim[i] ~ dbin(theta[i],trials[i])
Esim[i] <- (ysim[i] - ExpY[i]) / sqrt(VarY[i])
D[i] <- E[i]^2 #Squared residuals for original data
Dsim[i] <- Esim[i]^2 #Squared residuals for simulated data
}
SS <- sum(D[1:N])
SSsim <- sum(Dsim[1:N])
}
", fill = TRUE)
sink() # Make model in working directory
init.fun <- function(mod.data = mod.data) {
list(
top = rbinom(1, round(mean(mod.dat$trials)), quantile(mod.dat$y / mod.dat$trials, probs = 0.75)) /
round(mean(mod.dat$trials)),
beta = runif(1, 0.0001, 0.999),
EC50 = rnorm(1, mean(mod.dat$x), 2),
bot = runif(1, 0.01, 0.09)
)
}
}
# binomial y; beta x ----
if (x == "beta" & y == "binomial") {
sink("NECmod.txt")
cat("
model
{
# likelihood
for (i in 1:N)
{
theta[i]<-bot + (top-bot) * (1-exp(-exp(beta*(x[i] - EC50))))
# response is binomial
y[i]~dbin(theta[i],trials[i])
}
# specify model priors
top ~ dunif(0.0001,0.999)
beta ~ dgamma(0.0001,0.0001)
EC50 ~ dunif(0.0001,0.9999)
bot ~ dunif(0.0001,0.99)
# pearson residuals
for (i in 1:N) {
ExpY[i] <- theta[i]*trials[i]
VarY[i] <- trials[i]*theta[i] * (1 - theta[i])
E[i] <- (y[i] - ExpY[i]) / sqrt(VarY[i])
}
# overdispersion
for (i in 1:N) {
ysim[i] ~ dbin(theta[i],trials[i])
Esim[i] <- (ysim[i] - ExpY[i]) / sqrt(VarY[i])
D[i] <- E[i]^2 #Squared residuals for original data
Dsim[i] <- Esim[i]^2 #Squared residuals for simulated data
}
SS <- sum(D[1:N])
SSsim <- sum(Dsim[1:N])
}
", fill = TRUE)
sink() # Make model in working directory
init.fun <- function(mod.data = mod.data) {
list(
top = rbinom(1, round(mean(mod.dat$trials)), quantile(mod.dat$y / mod.dat$trials, probs = 0.75)) /
round(mean(mod.dat$trials)),
beta = runif(1, 0.0001, 0.999),
EC50 = runif(1, 0.01, 0.9),
bot = runif(1, 0.01, 0.09)
)
}
}
# poisson y; gamma x ----
if (x == "gamma" & y == "poisson") {
sink("NECmod.txt")
cat("
model
{
# likelihood
for (i in 1:N)
{
theta[i]<-bot + (top-bot) * (1-exp(-exp(beta*(x[i] - EC50))))
# response is poisson
y[i]~dpois(theta[i])
}
# specify model priors
top ~ dgamma(1,0.001) # dnorm(0,0.001) T(0,) dnorm(100,0.0001)T(0,) #
beta~dgamma(0.0001,0.0001)
EC50~dgamma(0.0001,0.0001) #dnorm(3, 0.0001) T(0,) dnorm(30, 0.0001) T(0,) #
bot ~ dgamma(1,0.001)
# pearson residuals
for (i in 1:N) {
ExpY[i] <- theta[i]
VarY[i] <- theta[i]
E[i] <- (y[i] - ExpY[i]) / sqrt(VarY[i])
}
# overdispersion
for (i in 1:N) {
ysim[i] ~ dpois(theta[i])
Esim[i] <- (ysim[i] - ExpY[i]) / sqrt(VarY[i])
D[i] <- E[i]^2 #Squared residuals for original data
Dsim[i] <- Esim[i]^2 #Squared residuals for simulated data
}
SS <- sum(D[1:N])
SSsim <- sum(Dsim[1:N])
}
", fill = TRUE)
sink() # Make model in working directory
init.fun <- function(mod.data = mod.data) {
list(
top = rpois(1, max(mod.dat$y)),
beta = runif(1, 0.0001, 0.999), # rlnorm(1,0,1), #rgamma(1,0.2,0.001),
EC50 = rlnorm(1, log(mean(mod.dat$x)), 1),
bot = rpois(1, round(mean(mod.dat$y)))
)
}
}
# poisson y; gaussian x----
if (x == "gaussian" & y == "poisson") {
sink("NECmod.txt")
cat("
model
{
# likelihood
for (i in 1:N)
{
theta[i]<-bot + (top-bot) * (1-exp(-exp(beta*(x[i] - EC50))))
# response is poisson
y[i]~dpois(theta[i])
}
# specify model priors
top ~ dgamma(1,0.001)
beta~dgamma(0.0001,0.0001)
EC50~dnorm(0, 0.0001)
bot ~ dgamma(1,0.001)
# pearson residuals
for (i in 1:N) {
ExpY[i] <- theta[i]
VarY[i] <- theta[i]
E[i] <- (y[i] - ExpY[i]) / sqrt(VarY[i])
}
# overdispersion
for (i in 1:N) {
ysim[i] ~ dpois(theta[i])
Esim[i] <- (ysim[i] - ExpY[i]) / sqrt(VarY[i])
D[i] <- E[i]^2 #Squared residuals for original data
Dsim[i] <- Esim[i]^2 #Squared residuals for simulated data
}
SS <- sum(D[1:N])
SSsim <- sum(Dsim[1:N])
}
", fill = TRUE)
sink() # Make model in working directory
init.fun <- function(mod.data = mod.data) {
list(
top = rpois(1, max(mod.dat$y)),
beta = rgamma(1, 0.2, 0.001),
EC50 = rnorm(1, mean(mod.dat$x), 2),
bot = rpois(1, round(mean(mod.dat$y)))
)
}
}
# poisson y; beta x----
if (x == "beta" & y == "poisson") {
sink("NECmod.txt")
cat("
model
{
# likelihood
for (i in 1:N)
{
theta[i]<-bot + (top-bot) * (1-exp(-exp(beta*(x[i] - EC50))))
# response is poisson
y[i]~dpois(theta[i])
}
# specify model priors
top ~ dgamma(1,0.001) # dnorm(0,0.001) #T(0,) #
beta ~ dgamma(0.0001,0.0001)
EC50 ~ dunif(0.0001,0.9999)
bot ~ dgamma(1,0.001)
# pearson residuals
for (i in 1:N) {
ExpY[i] <- theta[i]
VarY[i] <- theta[i]
E[i] <- (y[i] - ExpY[i]) / sqrt(VarY[i])
}
# overdispersion
for (i in 1:N) {
ysim[i] ~ dpois(theta[i])
Esim[i] <- (ysim[i] - ExpY[i]) / sqrt(VarY[i])
D[i] <- E[i]^2 #Squared residuals for original data
Dsim[i] <- Esim[i]^2 #Squared residuals for simulated data
}
SS <- sum(D[1:N])
SSsim <- sum(Dsim[1:N])
}
", fill = TRUE)
sink() # Make model in working directory
init.fun <- function(mod.data = mod.data) {
list(
top = rpois(1, max(mod.dat$y)), # rnorm(1,0,1),#
beta = rgamma(1, 0.2, 0.001),
EC50 = runif(1, 0.01, 0.9),
bot = rpois(1, round(mean(mod.dat$y)))
)
}
}
# gamma y; beta x -----
if (x == "beta" & y == "gamma") {
sink("NECmod.txt")
cat("
model
{
# likelihood
for (i in 1:N)
{
theta[i]<-bot + (top-bot) * (1-exp(-exp(beta*(x[i] - EC50))))
# response is gamma
y[i]~dgamma(shape, shape / (theta[i]))
}
# specify model priors
top ~ dlnorm(0,0.001) #dgamma(1,0.001) # dnorm(0,0.001) #T(0,) #
beta ~ dgamma(0.0001,0.0001)
EC50 ~ dunif(0.001,0.999) #dbeta(1,1)
shape ~ dlnorm(0,0.001) #dunif(0,1000)
bot ~ dlnorm(0,0.001)
# pearson residuals
for (i in 1:N) {
ExpY[i] <- theta[i]
VarY[i] <- shape/((shape/(shape / (theta[i])))^2)
E[i] <- (y[i] - ExpY[i]) / sqrt(VarY[i])
}
# overdispersion
for (i in 1:N) {
ysim[i] ~ dgamma(shape, shape / (theta[i]))
Esim[i] <- (ysim[i] - ExpY[i]) / sqrt(VarY[i])
D[i] <- E[i]^2 #Squared residuals for original data
Dsim[i] <- Esim[i]^2 #Squared residuals for simulated data
}
SS <- sum(D[1:N])
SSsim <- sum(Dsim[1:N])
}
", fill = TRUE)
sink() # Make model in working directory
init.fun <- function(mod.data = mod.data) {
list(
top = rlnorm(1, log(quantile(mod.dat$y, probs = 0.75)), 0.1),
beta = rgamma(1, 0.2, 0.001),
shape = runif(1, 0, 10),
EC50 = runif(1, 0.3, 0.6),
bot = rlnorm(1, log(quantile(mod.dat$y, probs = 0.25)), 0.1)
)
}
}
# gamma y; gaussian x -----
if (x == "gaussian" & y == "gamma") {
sink("NECmod.txt")
cat("
model
{
# likelihood
for (i in 1:N)
{
theta[i]<-bot + (top-bot) * (1-exp(-exp(beta*(x[i] - EC50))))
# response is gamma
y[i]~dgamma(shape, shape / (theta[i]))
}
# specify model priors
top ~ dlnorm(0,0.001) # dnorm(0,0.001) T(0,) #dgamma(1,0.001) #
beta ~ dgamma(0.0001,0.0001)
EC50 ~ dnorm(0, 0.0001)
shape ~ dlnorm(0,0.001) #dunif(0,1000)
bot ~ dlnorm(0,0.001)
# pearson residuals
for (i in 1:N) {
ExpY[i] <- theta[i]
VarY[i] <- shape/((shape/(shape / (theta[i])))^2)
E[i] <- (y[i] - ExpY[i]) / sqrt(VarY[i])
}
# overdispersion
for (i in 1:N) {
ysim[i] ~ dgamma(shape, shape / (theta[i]))
Esim[i] <- (ysim[i] - ExpY[i]) / sqrt(VarY[i])
D[i] <- E[i]^2 #Squared residuals for original data
Dsim[i] <- Esim[i]^2 #Squared residuals for simulated data
}
SS <- sum(D[1:N])
SSsim <- sum(Dsim[1:N])
}
", fill = TRUE)
sink() # Make model in working directory
init.fun <- function(mod.data = mod.data) {
list(
top = rlnorm(1, log(quantile(mod.dat$y, probs = 0.75)), 0.1),
beta = rgamma(1, 0.2, 0.001),
shape = dlnorm(1, 1 / mean(mod.dat$y), 1),
EC50 = rnorm(1, mean(mod.dat$x), 1),
bot = rlnorm(1, log(quantile(mod.dat$y, probs = 0.25)), 0.1)
)
}
}
# gamma y; gamma x -----
if (x == "gamma" & y == "gamma") {
sink("NECmod.txt")
cat("
model
{
# likelihood
for (i in 1:N)
{
theta[i]<-bot + (top-bot) * (1-exp(-exp(beta*(x[i] - EC50))))
# response is gamma
y[i]~dgamma(shape, shape / (theta[i]))
}
# specify model priors
top ~ dlnorm(0,0.001) #dgamma(1,0.001) # dnorm(0,0.001) #T(0,) #
beta ~ dgamma(0.0001,0.0001)
EC50~dgamma(0.0001,0.0001) #dnorm(3, 0.0001) T(0,) dnorm(30, 0.0001) T(0,) #
shape ~ dlnorm(0,0.001) #dunif(0,1000)
bot ~ dlnorm(0,0.001)
# pearson residuals
for (i in 1:N) {
ExpY[i] <- theta[i]
VarY[i] <- shape/((shape/(shape / (theta[i])))^2)
E[i] <- (y[i] - ExpY[i]) / sqrt(VarY[i])
}
# overdispersion
for (i in 1:N) {
ysim[i] ~ dgamma(shape, shape / (theta[i]))
Esim[i] <- (ysim[i] - ExpY[i]) / sqrt(VarY[i])
D[i] <- E[i]^2 #Squared residuals for original data
Dsim[i] <- Esim[i]^2 #Squared residuals for simulated data
}
SS <- sum(D[1:N])
SSsim <- sum(Dsim[1:N])
}
", fill = TRUE)
sink() # Make model in working directory
init.fun <- function(mod.data = mod.data) {
list(
top = rlnorm(1, log(quantile(mod.dat$y, probs = 0.75)), 0.1),
beta = rgamma(1, 0.2, 0.001),
shape = runif(1, 0, 10),
EC50 = rlnorm(1, log(mean(mod.dat$x)), 1),
bot = rlnorm(1, log(quantile(mod.dat$y, probs = 0.25)), 0.1)
)
}
}
# gaussian y; gamma x ----
if (x == "gamma" & y == "gaussian") {
sink("NECmod.txt")
cat("
model
{
# likelihood
for (i in 1:N)
{
theta[i]<-bot + (top-bot) * (1-exp(-exp(beta*(x[i] - EC50))))
# response is gaussian
y[i]~dnorm(theta[i],tau)
}
# specify model priors
top ~ dnorm(0,0.1) # dnorm(0,0.001) #T(0,)
beta ~ dgamma(0.0001,0.0001)
EC50 ~ dnorm(0, 0.0001) T(0,) #dgamma(0.0001,0.0001) Note we haven't used gamma here as the example didn't result in chain missing.
sigma ~ dunif(0, 20) #sigma is the SD
tau = 1 / (sigma * sigma) #tau is the reciprical of the variance
bot ~ dnorm(0,0.1) # dnorm(0,0.001) #T(0,)
# pearson residuals
for (i in 1:N) {
ExpY[i] <- theta[i]
VarY[i] <- tau^2
E[i] <- (y[i] - ExpY[i]) / sqrt(VarY[i])
}
# overdispersion
for (i in 1:N) {
ysim[i] ~ dnorm(theta[i],tau)
Esim[i] <- (ysim[i] - ExpY[i]) / sqrt(VarY[i])
D[i] <- E[i]^2 #Squared residuals for original data
Dsim[i] <- Esim[i]^2 #Squared residuals for simulated data
}
SS <- sum(D[1:N])
SSsim <- sum(Dsim[1:N])
}
", fill = TRUE)
sink() # Make model in working directory
init.fun <- function(mod.data = mod.data) {
list(
top = rnorm(1, max(mod.dat$y), 1),
beta = rgamma(1, 0.2, 0.001),
EC50 = rlnorm(1, log(mean(mod.dat$x)), 1), # rgamma(1,0.2,0.001),
sigma = runif(1, 0, 5),
bot = rnorm(1, min(mod.dat$y), 1)
)
}
}
# gaussian y; beta x ----
if (x == "beta" & y == "gaussian") {
sink("NECmod.txt")
cat("
model
{
# likelihood
for (i in 1:N)
{
theta[i]<-bot + (top-bot) * (1-exp(-exp(beta*(x[i] - EC50))))
# response is gaussian
y[i]~dnorm(theta[i],tau)
}
# specify model priors
top ~ dnorm(0,0.1) # dnorm(0,0.001) #T(0,)
beta ~ dgamma(0.0001,0.0001)
EC50 ~ dunif(0.001,0.999) #dbeta(1,1)
sigma ~ dunif(0, 20) #sigma is the SD
tau = 1 / (sigma * sigma) #tau is the reciprical of the variance
bot ~ dnorm(0,0.1) # dnorm(0,0.001) #T(0,)
# pearson residuals
for (i in 1:N) {
ExpY[i] <- theta[i]
VarY[i] <- tau^2
E[i] <- (y[i] - ExpY[i]) / sqrt(VarY[i])
}
# overdispersion
for (i in 1:N) {
ysim[i] ~ dnorm(theta[i],tau)
Esim[i] <- (ysim[i] - ExpY[i]) / sqrt(VarY[i])
D[i] <- E[i]^2 #Squared residuals for original data
Dsim[i] <- Esim[i]^2 #Squared residuals for simulated data
}
SS <- sum(D[1:N])
SSsim <- sum(Dsim[1:N])
}
", fill = TRUE)
sink() # Make model in working directory
init.fun <- function(mod.data = mod.data) {
list(
top = rnorm(1, max(mod.dat$y), 1),
beta = rgamma(1, 0.2, 0.001),
EC50 = runif(1, 0.3, 0.6), # rgamma(1,0.2,0.001),
sigma = runif(1, 0, 5),
bot = rnorm(1, min(mod.dat$y), 1)
)
}
}
# gaussian y; gaussian x ----
if (x == "gaussian" & y == "gaussian") {
sink("NECmod.txt")
cat("
model
{
# likelihood
for (i in 1:N)
{
theta[i]<-bot + (top-bot) * (1-exp(-exp(beta*(x[i] - EC50))))
# response is gaussian
y[i]~dnorm(theta[i],tau)
}
# specify model priors
top ~ dnorm(0,0.1) # dnorm(0,0.001) #T(0,)
beta ~ dgamma(0.0001,0.0001)
EC50 ~ dnorm(0,0.01)
sigma ~ dunif(0, 20) #sigma is the SD
tau = 1 / (sigma * sigma) #tau is the reciprical of the variance
bot ~ dnorm(0,0.1) # dnorm(0,0.001) #T(0,)
# pearson residuals
for (i in 1:N) {
ExpY[i] <- theta[i]
VarY[i] <- tau^2
E[i] <- (y[i] - ExpY[i]) / sqrt(VarY[i])
}
# overdispersion
for (i in 1:N) {
ysim[i] ~ dnorm(theta[i],tau)
Esim[i] <- (ysim[i] - ExpY[i]) / sqrt(VarY[i])
D[i] <- E[i]^2 #Squared residuals for original data
Dsim[i] <- Esim[i]^2 #Squared residuals for simulated data
}
SS <- sum(D[1:N])
SSsim <- sum(Dsim[1:N])
}
", fill = TRUE)
sink() # Make model in working directory
init.fun <- function(mod.data = mod.data) {
list(
top = rnorm(1, max(mod.dat$y), 1),
beta = rgamma(1, 0.2, 0.001),
EC50 = rnorm(1, mean(mod.dat$x), 1),
sigma = runif(1, 0, 5),
bot = rnorm(1, min(mod.dat$y), 1)
)
}
}
# beta y; beta x ----
if (x == "beta" & y == "beta") {
sink("NECmod.txt")
cat("
model
{
# likelihood
for (i in 1:N)
{
# response is beta
y[i]~dbeta(shape1[i], shape2[i])
shape1[i] <- theta[i] * phi
shape2[i] <- (1-theta[i]) * phi
theta[i]<-bot + (top-bot) * (1-exp(-exp(beta*(x[i] - EC50))))
}
# specify model priors
top ~ dunif(0.001,0.999)
beta ~ dgamma(0.0001,0.0001)
EC50 ~ dunif(0.001,0.999) #dbeta(1,1)
t0 ~ dnorm(0, 0.010)
phi <- exp(t0)
bot ~ dunif(0.0001,0.99)
# pearson residuals
for (i in 1:N) {
ExpY[i] <- theta[i]
VarY[i] <- (shape1[i]*shape2[i])/((shape1[i]+shape2[i])^2*(shape1[i]+shape2[i]+1))
E[i] <- (y[i] - ExpY[i]) / sqrt(VarY[i])
}
# overdispersion
for (i in 1:N) {
ysim[i] ~ dbeta(shape1[i], shape2[i])
Esim[i] <- (ysim[i] - ExpY[i]) / sqrt(VarY[i])
D[i] <- E[i]^2 #Squared residuals for original data
Dsim[i] <- Esim[i]^2 #Squared residuals for simulated data
}
SS <- sum(D[1:N])
SSsim <- sum(Dsim[1:N])
}
", fill = TRUE)
sink() # Make model in working directory
init.fun <- function(mod.data = mod.data) {
list(
top = quantile(mod.dat$y, probs = 0.75),
beta = rgamma(1, 0.2, 0.001),
t0 = rnorm(0, 100),
EC50 = runif(1, 0.3, 0.6),
bot = quantile(mod.dat$y, probs = 0.25)
)
}
}
# beta y; gamma x ----
if (x == "gamma" & y == "beta") {
sink("NECmod.txt")
cat("
model
{
# likelihood
for (i in 1:N)
{
# response is beta
y[i] ~ dbeta(shape1[i], shape2[i])
shape1[i] <- theta[i] * phi
shape2[i] <- (1-theta[i]) * phi
theta[i]<-bot + (top-bot) * (1-exp(-exp(beta*(x[i] - EC50))))
}
# specify model priors
top ~ dunif(0.001,0.999)
beta ~ dgamma(0.0001,0.0001)
EC50 ~ dgamma(0.0001,0.0001)
t0 ~ dnorm(0, 0.010)
phi <- exp(t0)
bot ~ dunif(0.0001,0.99)
# pearson residuals
for (i in 1:N) {
ExpY[i] <- theta[i]
VarY[i] <- (shape1[i]*shape2[i])/((shape1[i]+shape2[i])^2*(shape1[i]+shape2[i]+1))
E[i] <- (y[i] - ExpY[i]) / sqrt(VarY[i])
}
# overdispersion
for (i in 1:N) {
ysim[i] ~ dbeta(shape1[i], shape2[i])
Esim[i] <- (ysim[i] - ExpY[i]) / sqrt(VarY[i])
D[i] <- E[i]^2 #Squared residuals for original data
Dsim[i] <- Esim[i]^2 #Squared residuals for simulated data
}
SS <- sum(D[1:N])
SSsim <- sum(Dsim[1:N])
}
", fill = TRUE)
sink() # Make model in working directory
init.fun <- function(mod.data = mod.data) {
list(
top = quantile(mod.dat$y, probs = 0.75),
beta = rgamma(1, 0.2, 0.001),
t0 = rnorm(0, 100),
EC50 = rlnorm(1, log(mean(mod.dat$x)), 1),
bot = quantile(mod.dat$y, probs = 0.25)
)
}
}
# beta y; gaussian x ----
if (x == "gaussian" & y == "beta") {
sink("NECmod.txt")
cat("
model
{
# likelihood
for (i in 1:N)
{
# response is beta
y[i]~dbeta(shape1[i], shape2[i])
shape1[i] <- theta[i] * phi
shape2[i] <- (1-theta[i]) * phi
theta[i]<-bot + (top-bot) * (1-exp(-exp(beta*(x[i] - EC50))))
}
# specify model priors
top ~ dunif(0.001,0.999)
beta ~ dgamma(0.0001,0.0001)
EC50 ~ dnorm(0, 0.0001)
t0 ~ dnorm(0, 0.010)
phi <- exp(t0)
bot ~ dunif(0.0001,0.99)
# pearson residuals
for (i in 1:N) {
ExpY[i] <- theta[i]
VarY[i] <- (shape1[i]*shape2[i])/((shape1[i]+shape2[i])^2*(shape1[i]+shape2[i]+1))
E[i] <- (y[i] - ExpY[i]) / sqrt(VarY[i])
}
# overdispersion
for (i in 1:N) {
ysim[i] ~ dbeta(shape1[i], shape2[i])
Esim[i] <- (ysim[i] - ExpY[i]) / sqrt(VarY[i])
D[i] <- E[i]^2 #Squared residuals for original data
Dsim[i] <- Esim[i]^2 #Squared residuals for simulated data
}
SS <- sum(D[1:N])
SSsim <- sum(Dsim[1:N])
}
", fill = TRUE)
sink() # Make model in working directory
init.fun <- function(mod.data = mod.data) {
list(
top = quantile(mod.dat$y, probs = 0.75),
beta = rgamma(1, 0.2, 0.001),
t0 = rnorm(0, 100),
EC50 = rnorm(1, 0, 2),
bot = quantile(mod.dat$y, probs = 0.25)
)
}
}
# negbin y; gaussian x ----
if (x == "gaussian" & y == "negbin") {
sink("NECmod.txt")
cat("
model
{
# likelihood
for (i in 1:N)
{
theta[i]<-size/(size+ bot + (top-bot) * (1-exp(-exp(beta*(x[i] - EC50)))) )
# response is begative binomial
y[i]~dnegbin(theta[i], size)
}
# specify model priors
top ~ dgamma(1,0.001) # dnorm(0,0.001) T(0,) dnorm(100,0.0001)T(0,) #
beta ~ dgamma(0.0001,0.0001)
EC50 ~ dnorm(0.0001,0.0001) #dnorm(3, 0.0001) T(0,) dnorm(30, 0.0001) T(0,) #
size ~ dunif(0,50)
bot ~ dgamma(1,0.001)
# pearson residuals
for (i in 1:N) {
ExpY[i] <- theta[i]
VarY[i] <- theta[i] + theta[i] * theta[i] / size
E[i] <- (y[i] - ExpY[i]) / sqrt(VarY[i])
}
# overdispersion
for (i in 1:N) {
ysim[i] ~ dnegbin(theta[i], size)
Esim[i] <- (ysim[i] - ExpY[i]) / sqrt(VarY[i])
D[i] <- E[i]^2 #Squared residuals for original data
Dsim[i] <- Esim[i]^2 #Squared residuals for simulated data
}
SS <- sum(D[1:N])
SSsim <- sum(Dsim[1:N])
}
", fill = TRUE)
sink() # Make model in working directory
init.fun <- function(mod.data = mod.data) {
list(
top = rpois(1, max(mod.dat$y)),
beta = runif(1, 0.0001, 0.999), # rlnorm(1,0,1), #rgamma(1,0.2,0.001),
EC50 = rnorm(1, mean(mod.dat$x), 1), # rnorm(1,30,10))} #rgamma(1,0.2,0.001)),
size = runif(1, 0.1, 40),
bot = rpois(1, min(mod.dat$y))
)
} #
}
# negbin y; gamma x ----
if (x == "gamma" & y == "negbin") {
sink("NECmod.txt")
cat("
model
{
# likelihood
for (i in 1:N)
{
theta[i]<-size/(size+ bot + (top-bot) * (1-exp(-exp(beta*(x[i] - EC50)))) )
# response is begative binomial
y[i]~dnegbin(theta[i], size)
}
# specify model priors
top ~ dgamma(1,0.001) # dnorm(0,0.001) T(0,) dnorm(100,0.0001)T(0,) #
beta ~ dgamma(0.0001,0.0001)
EC50~dgamma(0.0001,0.0001) #dnorm(3, 0.0001) T(0,) dnorm(30, 0.0001) T(0,) #
size ~ dunif(0,50)
bot ~ dgamma(1,0.001)
# pearson residuals
for (i in 1:N) {
ExpY[i] <- theta[i]
VarY[i] <- theta[i] + theta[i] * theta[i] / size
E[i] <- (y[i] - ExpY[i]) / sqrt(VarY[i])
}
# overdispersion
for (i in 1:N) {
ysim[i] ~ dnegbin(theta[i], size)
Esim[i] <- (ysim[i] - ExpY[i]) / sqrt(VarY[i])
D[i] <- E[i]^2 #Squared residuals for original data
Dsim[i] <- Esim[i]^2 #Squared residuals for simulated data
}
SS <- sum(D[1:N])
SSsim <- sum(Dsim[1:N])
}
", fill = TRUE)
sink() # Make model in working directory
init.fun <- function(mod.data = mod.data) {
list(
top = rpois(1, max(mod.dat$y)),
beta = runif(1, 0.0001, 0.999), # rlnorm(1,0,1), #rgamma(1,0.2,0.001),
EC50 = rlnorm(1, log(mean(mod.dat$x)), 1), # rnorm(1,30,10))} #rgamma(1,0.2,0.001)),
size = runif(1, 0.1, 40),
bot = rpois(1, min(mod.dat$y))
)
} #
}
# negbin y; beta x ----
if (x == "beta" & y == "negbin") {
sink("NECmod.txt")
cat("
model
{
# likelihood
for (i in 1:N)
{
theta[i]<-size/(size+ bot + (top-bot) * (1-exp(-exp(beta*(x[i] - EC50)))) )
# response is begative binomial
y[i]~dnegbin(theta[i], size)
}
# specify model priors
top ~ dgamma(1,0.001) # dnorm(0,0.001) T(0,) dnorm(100,0.0001)T(0,) #
beta ~ dgamma(0.0001,0.0001)
EC50 ~ dunif(0.001,0.999) #dbeta(1,1)
size ~ dunif(0,50)
bot ~ dgamma(1,0.001)
# pearson residuals
for (i in 1:N) {
ExpY[i] <- theta[i]
VarY[i] <- theta[i] + theta[i] * theta[i] / size
E[i] <- (y[i] - ExpY[i]) / sqrt(VarY[i])
}
# overdispersion
for (i in 1:N) {
ysim[i] ~ dnegbin(theta[i], size)
Esim[i] <- (ysim[i] - ExpY[i]) / sqrt(VarY[i])
D[i] <- E[i]^2 #Squared residuals for original data
Dsim[i] <- Esim[i]^2 #Squared residuals for simulated data
}
SS <- sum(D[1:N])
SSsim <- sum(Dsim[1:N])
}
", fill = TRUE)
sink() # Make model in working directory
init.fun <- function(mod.data = mod.data) {
list(
top = rpois(1, max(mod.dat$y)),
beta = runif(1, 0.0001, 0.999),
EC50 = runif(1, 0.3, 0.6),
size = runif(1, 0.1, 40),
bot = rpois(1, min(mod.dat$y))
)
} #
}
# return the initial function
if (exists("init.fun")) {
return(init.fun)
}
else {
stop(paste("jagsEC50 does not currently support ", x, " distributed concentration data with ", y,
" distributed response data. Please check this is the correct distribution to use, and if so
feel free to contact the developers to request to add this distribution",
sep = ""
))
}
}
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