fitGeneticPLGlmm | R Documentation |
Iteratively estimate GLMM fixed and random effect parameters, and variance component parameters using Fisher scoring based on the Pseudo-likelihood approximation to a Normal loglihood. This function incorporates a user-defined covariance matrix, e.g. a kinship matrix for genetic analyses.
fitGeneticPLGlmm(
Z,
X,
K,
muvec,
offsets,
curr_beta,
curr_theta,
curr_u,
curr_sigma,
curr_G,
y,
u_indices,
theta_conv,
rlevels,
curr_disp,
REML,
maxit,
solver,
vardist
)
Z |
mat - sparse matrix that maps random effect variable levels to observations |
X |
mat - sparse matrix that maps fixed effect variables to observations |
K |
mat - sparse matrix that defines the known covariance patterns between individual observations. For example, a kinship matrix will then adjust for the known/estimated genetic relationships between observations. |
muvec |
vec vector of estimated phenotype means |
offsets |
vec vector of model offsets |
curr_beta |
vec vector of initial beta estimates |
curr_theta |
vec vector of initial parameter estimates |
curr_u |
vec of initial u estimates |
curr_sigma |
vec of initial sigma estimates |
curr_G |
mat c X c matrix of variance components |
y |
vec of observed counts |
u_indices |
List a List, each element contains the indices of Z relevant to each RE and all its levels |
theta_conv |
double Convergence tolerance for paramter estimates |
rlevels |
List containing mapping of RE variables to individual levels |
curr_disp |
double Dispersion parameter estimate |
REML |
bool - use REML for variance component estimation |
maxit |
int maximum number of iterations if theta_conv is FALSE |
solver |
string which solver to use - either HE (Haseman-Elston regression) or Fisher scoring |
vardist |
string which variance form to use NB = negative binomial, P=Poisson [not yet implemented]/ |
Fit a NB-GLMM to the counts provided in y. The model uses an iterative approach that
switches between the joint fixed and random effect parameter inference, and the variance component
estimation. A pseudo-likelihood approach is adopted to minimise the log-likelihood of the model
given the parameter estimates. The fixed and random effect parameters are estimated using
Hendersons mixed model equations, and the variance component parameters are then estimated with
the specified solver, i.e. Fisher scoring, Haseman-Elston or constrained Haseman-Elston regression. As
the domain of the variance components is [0, +Inf
], any negative variance component estimates will
trigger the switch to the HE-NNLS solver until the model converges.
A list
containing the following elements (note: return types are dictated by Rcpp, so the R
types are described here):
FE
:numeric
vector of fixed effect parameter estimates.
RE
:list
of the same length as the number of random effect variables. Each slot contains the best
linear unbiased predictors (BLUPs) for the levels of the corresponding RE variable.
Sigma:
numeric
vector of variance component estimates, 1 per random effect variable. For this model the
last variance component corresponds to the input K matrix.
converged:
logical
scalar of whether the model has reached the convergence tolerance or not.
Iters:
numeric
scalar with the number of iterations that the model ran for. Is strictly <= max.iter
.
Dispersion:
numeric
scalar of the dispersion estimate computed off-line
Hessian:
matrix
of 2nd derivative elements from the fixed and random effect parameter inference.
SE:
matrix
of standard error estimates, derived from the hessian, i.e. the square roots of the diagonal elements.
t:
numeric
vector containing the compute t-score for each fixed effect variable.
COEFF:
matrix
containing the coefficient matrix from the mixed model equations.
P:
matrix
containing the elements of the REML projection matrix.
Vpartial:
list
containing the partial derivatives of the (pseudo)variance matrix with respect to each variance
component.
Ginv:
matrix
of the inverse variance components broadcast to the full Z matrix.
Vsinv:
matrix
of the inverse pseudovariance.
Winv:
matrix
of the inverse elements of W = D^-1 V D^-1
VCOV:
matrix
of the variance-covariance for all model fixed and random effect variable parameter estimates.
This is required to compute the degrees of freedom for the fixed effect parameter inference.
CONVLIST:
list
of list
containing the parameter estimates and differences between current and previous
iteration estimates at each model iteration. These are included for each fixed effect, random effect and variance component parameter.
The list elements for each iteration are: ThetaDiff, SigmaDiff, beta, u, sigma.
Mike Morgan
NULL
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.