In boyiguo1/BHAM: Bayesian Hierarchical Additive Model

knitr::opts_chunk$set(echo = TRUE, eval = F)

# library(BhGLM)
library(tidyverse)

Test if marginal fitting is similar

Simulate desgin matrix

N = 1000
K = 10
x = sim.x(n=N, m=K, corr=0.6) # simulate correlated continuous variables  
h = rep(0.1, 4) # assign four non-zero main effects to have the assumed heritabilty 
nz = as.integer(seq(5, K, by=K/length(h))); nz
yy = sim.y(x=x[, nz], mu=0, herit=h, p.neg=0.5, sigma=1.6) # simulate responses
yy$coefs

# y = yy$y.normal; fam = "gaussian"; y = scale(y)
y = yy$y.ordinal; fam = "binomial"
# y = yy$y.surv; fam = "cox" 

f1 = glmNet(x, y, family = fam, ncv = 1) 
c(f1$lambda, f1$prior.scale)


f2 <- bglm(y ~ ., data= x, family = fam, prior = mt(df=Inf))

# f3 <- bglm(y ~ ., data= x, family = fam, prior = mt(df=Inf), group = 2)
f3 <- bglm(y ~ ., data= x, family = fam, prior = mt(df=Inf), group = 1)

f4 <- bglm_spline(y ~ ., data= x, family = fam, prior = mt(df=Inf), group = 10)

f5 <- bmlasso_spline(x, y, family = fam, group = 10)
f6 <- bmlasso(x, y ,  family = fam, group = 10)

calculate_EDF(f2, vars = names(x))
calculate_EDF(f3, vars = names(x))
calculate_EDF(f4, vars = names(x))


df.adj(f2)
df.adj(f3)
df.adj(f4)