R/initialization.R

Defines functions Logistic FindInitialParms FindLogisticGrids FindHillBounds

Documented in FindHillBounds FindInitialParms FindLogisticGrids Logistic

#' Compute the Hill bounds based on initial parameter estimates and data.
#' 
#' @importFrom Matrix nearPD
#' 
#' @param x Vector of doses.
#' @param y Vector of responses.
#' @param theta Parameters of a 4PL model.
#' @param level Confidence level to be used in computing the Hill bounds.
#' @param use.Hessian Indicator of whether the Hessian matrix (TRUE) or the
#' gradient vector is used in confidence interval computation.
#' 
#' @return Data frame whose first column represents the bounds on the IC50 parameter
#' in log 10 scale and second column represents the bounds on the slope parameter.
#' 
#' @details This function computes the Hill bounds based on initial parameter
#' estimates and data. It basically computes the confidence intervals of the
#' true parameters based on the variance-covariance matrix of a given initial
#' parameter estimates. The half of a hessian matrix is used as a
#' variance-covariance matrix. If matrix inversion of the variance-covariance matrix
#' is infeasible, a variation of the method in Wang et al. (2010) is used. The
#' parameter \code{level} is only for simulation.
#' 
#' @author Hyowon An
#' 
#' @seealso \code{FindInitialParms}
#' 
#' @references \insertRef{Higham2002}{dr4pl} \insertRef{Wang2010}{dr4pl}
#' 
#' @export
FindHillBounds <- function(x, y, theta,
                           use.Hessian = FALSE,
                           level = 0.9999) {
  
  # Check whether function arguments are appropriate.
  if(length(x) != length(y)) {
    
    stop("The numbers of dose levels and responses should be the same.")
  }
  
  n <- length(x)  # Number of observations in data
  retheta <- ParmToLog(theta)
  
  ## Compute confidence intervals of the true parameters.
  residuals <- ResidualLogIC50(retheta, x, y)
  
  ## When the Hessian matrix is used.
  if(use.Hessian) {
    
    Hessian <- HessianLogIC50(retheta, x, y)
    
    # Obtain a positie definite approximation of the Hessian matrix
    C.hat <- nearPD(Hessian)$mat/2
  ## When the gradient vector is used.
  } else {
    
    deriv <- DerivativeFLogIC50(retheta, x)
    
    C.hat <- nearPD(t(deriv)%*%deriv)$mat
  }
  
  ind.mat.inv <- TRUE  # TRUE if matrix inversion is successful, FALSE otherwise
  vcov.mat <- try(solve(C.hat), silent = TRUE)  # Inverse matrix
  
  if(inherits(vcov.mat, "try-error")) {
    
    # Cholesky decomposition
    vcov.Chol <- try(chol(C.hat, silent = TRUE))
    
    if(inherits(vcov.Chol, "try-error")) {
      
      # Cholesky decomposition with a diagonal matrix as a lower bound
      vcov.Chol <- try(chol(0.99*C.hat + 0.01*diag(nrow(C.hat))))
      
      if(inherits(vcov.Chol, "try-error")) {
        
        ind.mat.inv <- FALSE
      } else {
        
        vcov.mat <- chol2inv(vcov.Chol)
      }
      
    } else {
      
      vcov.mat <- chol2inv(vcov.Chol)
    }
  }
  
  ## If matrix inversion is successful, compute the Hill bounds based on the
  ## confidence intervals of the true parameters based on the initial estimates.
  if(ind.mat.inv) {
    
    RSS <- sqrt(sum(residuals^2)/(n - 4))  # Residual sum of squares
    
    q.t <- qt(level, df = n - 4)  # Quantile of the t-distribution
    std.err <- RSS*sqrt(diag(vcov.mat))  # Standard error
    ci <- cbind(retheta - q.t*std.err, retheta + q.t*std.err)  # Confidence intervals
    
    # Perform constrained optimization
    bounds.retheta.2 <- ci[2, ]
    bounds.retheta.3 <- ci[3, ]
  ## If the variance-covariance matrix is unobtainable, mimic the method of
  ## Wang et al. (2010).
  } else {
    
    levels.log10.x <- unique(log10(x))  # Levels of log10 doses
    levels.log10.x <- levels.log10.x[levels.log10.x != -Inf]
    bounds.retheta.2 <- c(min(levels.log10.x), max(levels.log10.x))
    
    range.theta.3 <- c(0.01*retheta[3], 100*retheta[3])
    bounds.retheta.3 <- c(min(range.theta.3), max(range.theta.3))
  }
  
  Hill.bounds <- data.frame(LogTheta2 = bounds.retheta.2,
                            Theta3 = bounds.retheta.3)
  return(Hill.bounds)
}

#' Compute the grids on the upper and lower asymptote parameters for the logistic
#' method based on initial parameter estimates and data.
#' 
#' @param x Vector of doses.
#' @param y Vector of responses.
#' @param retheta.init Parameters of a 4PL model among which the EC50 parameter is
#' in the log 10 dose scale.
#' @param use.Hessian Indicator of whether the Hessian matrix (TRUE) or the
#' gradient vector is used in confidence interval computation.
#' 
#' @return Data frame whose first column represents the grid on the upper asymptote
#' parameter and second column represents the grid o the lower asymptote.
#' 
#' @details This function computes the grids on the upper and lower asymptote
#' parameters based on initial parameter
#' estimates and data. It basically computes the confidence intervals of the
#' true parameters based on the variance-covariance matrix of the given initial
#' parameter estimates. If matrix inversion of the variance-covariance matrix
#' is infeasible, a variation of the method in Wang et al. (2010) is used.
#' 
#' @author Hyowon An
#' 
#' @seealso \code{FindHillBounds}, \code{FindInitialParms}
#' 
#' @references
#' \insertRef{Wang2010}{dr4pl}
#' 
#' @export
FindLogisticGrids <- function(x, y, retheta.init, use.Hessian = FALSE) {
  
  n <- length(x)  # Number of observations in data
  
  ## Compute confidence intervals of the true parameters.
  residuals <- ResidualLogIC50(retheta.init, x, y)
  
  ## When the Hessian matrix is used.
  if(use.Hessian) {
    
    Hessian <- HessianLogIC50(retheta.init, x, y)
    
    # Obtain a positie definite approximation of the Hessian matrix
    C.hat <- nearPD(Hessian)$mat/2
    ## When the gradient vector is used.
  } else {
    
    deriv <- DerivativeFLogIC50(retheta.init, x)
    
    C.hat <- t(deriv)%*%deriv
  }
  
  ind.mat.inv <- TRUE  # TRUE if matrix inversion is successful, FALSE otherwise
  vcov.mat <- try(solve(C.hat), silent = TRUE)  # Inverse matrix
  
  if(inherits(vcov.mat, "try-error")) {
    
    # Cholesky decomposition
    vcov.Chol <- try(chol(C.hat, silent = TRUE))
    
    if(inherits(vcov.Chol, "try-error")) {
      
      # Cholesky decomposition with a diagonal matrix as a lower bound
      vcov.Chol <- try(chol(0.99*C.hat + 0.01*diag(nrow(C.hat))))
      
      if(inherits(vcov.Chol, "try-error")) {
        
        ind.mat.inv <- FALSE
      } else {
        
        vcov.mat <- chol2inv(vcov.Chol)
      }
      
    } else {
      
      vcov.mat <- chol2inv(vcov.Chol)
    }
  }
  
  ## If matrix inversion is successful, compute the Hill bounds based on the
  ## confidence intervals of the true parameters based on the initial estimates.
  if(ind.mat.inv) {
    
    RSS <- sqrt(sum(residuals^2)/(n - 4))  # Residual sum of squares
    std.err <- RSS*sqrt(diag(vcov.mat))  # Standard error

    # Sizes of the grids on the upper and lower asymptote parameters
    grid.size.theta.1 <- std.err[1]
    grid.size.theta.4 <- std.err[4]
    
    # Grids on the upper and lower asymptote parameters
    grid.theta.1 <- c(-2*grid.size.theta.1, -grid.size.theta.1, 0,
                      grid.size.theta.1, 2*grid.size.theta.1)
    grid.theta.4 <- c(-2*grid.size.theta.4, -grid.size.theta.4, 0,
                      grid.size.theta.4, 2*grid.size.theta.4)
    
    grid.theta.1 <- retheta.init[1] + grid.theta.1
    grid.theta.4 <- retheta.init[4] + grid.theta.4
    
  ## If the variance-covariance matrix is unobtainable, use the 5% percentile
  ## of responses.
  } else {
    
    y.range <- diff(range(y))
    
    # Size of the grids on the upper and lower asymptote parameters
    grid.size <- 0.05*y.range
    
    grid.theta.1.4 <- c(-2*grid.size, -grid.size, 0, grid.size, 2*grid.size)
    grid.theta.1 <- retheta.init[1] + grid.theta.1.4
    grid.theta.4 <- retheta.init[4] + grid.theta.1.4
  }

  logistic.grids <- data.frame(Theta1 = grid.theta.1, Theta4 = grid.theta.4)
  
  return(logistic.grids)
}

#' Find initial parameter estimates for a 4PL model.
#'
#' @param x Vector of dose levels
#' @param y Vector of responses
#' @param trend Indicator of whether the curve is a decreasing \eqn{\theta[3]<0} 
#' or increasing curve \eqn{\theta[3]>0}. See \code{\link{dr4pl}} for detailed 
#' explanation.
#' @param method.init Method of obtaining initial values of the parameters. See
#' \code{\link{dr4pl}} for detailed explanation.
#' @param method.robust Parameter to select loss function for the robust estimation 
#' method to be used to fit a model. See \code{\link{dr4pl}} for detailed
#' explanation.
#'
#' @return Initial parameter estimates of a 4PL model in the order of
#' 'Upper asymptote', 'IC50', 'Slope' and 'Lower asymptote'.
#' 
#' @export
FindInitialParms <- function(x, y, trend, method.init, method.robust) {

  n.grid.cells <- 25
  
  ### Types of available function arguments
  types.trend <- c("auto", "decreasing", "increasing")
  types.method.init <- c("logistic", "Mead")
  types.method.robust <- c("absolute", "Huber", "Tukey")

  ### Check whether function arguments are appropriate.
  if(length(x) == 0 || length(y) == 0 || length(x) != length(y)) {

    stop("The same numbers of dose and response values should be supplied.")
  }
  if(!is.element(trend, types.trend)) {
    
    stop("The type of a dose-response curve should be one of \"auto\", \"decreasing\"
         and \"increasing\".")
  }
  if(!is.element(method.init, types.method.init)) {
    
    stop("The initialization method name should be one of \"logistic\" and \"Mead\".")
  }
  if(!(is.null(method.robust)||is.element(method.robust, types.method.robust))) {
    
    stop("The robust estimation method should be one of NULL, \"absolute\",
         \"Huber\" or \"Tukey\".")
  }
  
  ### Set the upper and lower asymptotes
  y.range <- diff(range(y))
  
  theta.1.4.zero <- 0.001*y.range  # This value will be added to the maximum and minimum

  y.max <- max(y) + theta.1.4.zero  # Maximum of responses
  y.min <- min(y) - theta.1.4.zero  # Minimum of responses
  
  ### Standard logistic method
  if(method.init == "logistic") {

    ## Obtain initial parameter estimates using the logistic method
    theta.Hill <- Logistic(x, y, y.max, y.min)

    retheta.Hill <- theta.Hill
    retheta.Hill[2] <- log10(theta.Hill[2])

    ## Obtain the logistic grids on the upper and lower asymptote parameters
    logistic.grids <- FindLogisticGrids(x, y, retheta.Hill)
    grid.theta.1 <- logistic.grids$Theta1
    grid.theta.4 <- logistic.grids$Theta4
    
    ## Matrix of initial parameter estimates
    theta.mat <- matrix(NA, nrow = nrow(logistic.grids)^2, ncol = 4)
    i.row <- 1
    
    for(theta.1.init in grid.theta.1) {
      
      for(theta.4.init in grid.theta.4) {
        
        # The upper asymptote should always be larger than the lower asymptote.
        if(theta.1.init<=theta.4.init) {
          
          next
        }
        
        theta.logistic <- Logistic(x, y, theta.1.init, theta.4.init)
        
        if(!is.null(theta.logistic)) {
        
          theta.mat[i.row, ] <- theta.logistic
        }
        
        i.row <- i.row + 1
      }
    }
    
    # This restricts approximation to decline curves only
    theta.mat <- theta.mat[!is.na(theta.mat[, 3]), ]
    if(trend == "decreasing") {
      
      theta.mat <- theta.mat[theta.mat[, 3]<0, ]
    } else if(trend == "increasing") {
      
      theta.mat <- theta.mat[theta.mat[, 3]>0, ]
    }
    
    if(nrow(theta.mat) == 0) {
      
      stop("The logistic method is not applicable for the input data. Please try
           Mead's method instead.")
    }
    
    loss.fcn <- ErrFcn(method.robust)
    losses <- rep(0, nrow(theta.mat))   # To save the error values
    
    for(i in 1:nrow(theta.mat)) {
      
      theta <- theta.mat[i, ]
      losses[i] <- loss.fcn(theta, x, y)
    }
    
    theta.init <- theta.mat[which.min(losses), ]
  ### Mead's method
  } else if(method.init == "Mead") {
    
    log.x <- log10(x)
    
    # Subtract the minimum response from responses to obtain positive values
    y.positive <- y - y.min
    
    # The grid on the slope parameter varies according to the trend option
    if(trend == "auto") {
      
      mu.3.vec <- 10^qcauchy(seq(from = 0, to = 1, length.out = n.grid.cells + 2))
    } else if(trend == "decreasing") {
      
      mu.3.vec <- 10^qcauchy(seq(from = 0.5, to = 1, length.out = n.grid.cells + 2))
    } else {
      
      mu.3.vec <- 10^qcauchy(seq(from = 0, to = 0.5, length.out = n.grid.cells + 2))
    }
    mu.3.vec <- mu.3.vec[-c(1, n.grid.cells + 2)]
    mu.3.vec <- mu.3.vec[mu.3.vec != 1]

    theta.mat <- matrix(0, nrow = length(mu.3.vec), ncol = 4)
    
    for(i in 1:length(mu.3.vec)) {
      
      mu.3 <- mu.3.vec[i]  # Current mu.3 value
      
      # Apply Mead's method
      data.Mead <- data.frame(Y = y.positive,
                              YMuX = y.positive*mu.3^log.x,
                              Response = 1)
      
      if(mu.3 < 1) {
        
        data.Mead <- data.Mead[data.Mead$YMuX != Inf, ]
      }
            
      lm.init <- stats::lm(Response ~ -1 + Y + YMuX, data = data.Mead)
      
      lm.init.coef <- lm.init$coefficients
      mu.1 <- lm.init.coef[1]
      mu.2 <- lm.init.coef[2]
      
      # The signs of mu.1 and mu.2 should be the same.
      if(sign(mu.1) != sign(mu.2)) {
        
        next
      }
      
      theta.mat[i, 1] <- 1/mu.1
      theta.mat[i, 2] <- (mu.1/mu.2)^(1/log10(mu.3))
      theta.mat[i, 3] <- -log10(mu.3)
    }
    
    theta.mat[, 1] <- theta.mat[, 1] + y.min
    theta.mat[, 4] <- theta.mat[, 4] + y.min
    
    theta.mat <- theta.mat[theta.mat[, 3] != 0, ]
    
    if(nrow(theta.mat) == 0) {
      
      stop("Mead's method is not applicable for the inupt data. Please try
           the logistic method instead.")
    }
    
    loss.fcn <- ErrFcn(method.robust)
    losses <- rep(0, nrow(theta.mat))   # To save the loss values
    
    for(i in 1:nrow(theta.mat)) {
      
      theta <- theta.mat[i, ]
      losses[i] <- loss.fcn(theta, x, y)
    }
    
    theta.init <- theta.mat[which.min(losses), ]
  }

  if(theta.init[3] <= 0) {
    
    names(theta.init) <- c("Upper limit", "IC50", "Slope", "Lower limit")
  } else {
    
    names(theta.init) <- c("Upper limit", "EC50", "Slope", "Lower limit")
  }
  
  return(theta.init)
}

#' Find initial parameter estimates by the logistic method.
#'
#' @param x Vector of dose levels
#' @param y Vector of responses
#' @param theta.1 Estimate of the upper asymptote parameter
#' @param theta.4 Estimate of the lower asymptote parameter
#'
#' @return Parameter estimates of a 4Pl model in the order from the upper asymptote,
#' IC50, slope and lower asymptote.
Logistic <- function(x, y, theta.1, theta.4) {
  
  data.Hill <- data.frame(x = x, y = y)
  data.Hill <- subset(data.Hill, subset = (data.Hill$y<theta.1)&
                                          (data.Hill$y>theta.4)&
                                          (data.Hill$x>0))
  
  # There are not enough data to estimate paramter estimates
  if(nrow(data.Hill) <= 4) {
    
    return(NULL)
  }

  # Logit transformed responses  
  data.Hill$LogitY <- log((data.Hill$y - theta.4)/(theta.1 - data.Hill$y))
  data.Hill$LogX <- log(data.Hill$x)  # Log transformed doses
  
  lm.Hill <- lm(LogitY ~ LogX, data = data.Hill)
  
  coef.Hill <- lm.Hill$coefficients
  theta.3 <- coef.Hill[2]
  theta.2 <- exp(-coef.Hill[1]/coef.Hill[2])
  
  theta.init <- c(theta.1, theta.2, theta.3, theta.4)

  return(theta.init)
}
ahwbest/DR4PL documentation built on Oct. 20, 2017, 5:18 a.m.