inst/examples/ricker-oscillate-example.md
In cboettig/nonparametric-bayes: Nonparametric Bayes inference for ecological models
f <- Ricker
p <- c(2.5, 10)
K <- 12.5
We use the Ricker model
sigma_g <- 0.05
z_g <- function(sigma_g) rlnorm(1, 0, sigma_g) #1+(2*runif(1, 0, 1)-1)*sigma_g #
x_grid <- seq(0, 2.5 * K, length=101)
h_grid <- x_grid
profit = function(x,h) pmin(x, h)
delta <- 0.01
OptTime = 20
reward = profit(x_grid[length(x_grid)], x_grid[length(x_grid)]) + 1 / (1 - delta) ^ OptTime
xT <- 0
with parameters 2.5, 10.
x_0_observed <- K
xT <- 0
set.seed(1)
Tobs <- 50
x <- numeric(Tobs)
x[1] <- x_0_observed
for(t in 1:(Tobs-1))
x[t+1] = z_g(sigma_g) * f(x[t], h=0, p=p)
plot(x)
We simulate data under this model, starting from a size of 12.5.
obs <- data.frame(x=c(0,x[1:(Tobs-1)]),y=c(0,x[2:Tobs]))
We consider the observations as ordered pairs of observations of current stock size $x_t$ and observed stock in the following year, $x_{t+1}$. We add the pseudo-observation of $0,0$. Alternatively we could condition strictly on solutions passing through the origin, though in practice the weaker assumption is often sufficient.
estf <- function(p){
mu <- obs$x * p["A"] / (1+ obs$x * p["B"])
-sum(dlnorm(obs$y, log(mu), p["s"]), log=TRUE)
}
o <- optim(par = c(A=2, B=1/mean(x),s=1), estf, method="L", lower=c(1e-3,1e-3,1e-3))
f_alt <- BevHolt
p_alt <- c(A=as.numeric(o$par['A']), B=as.numeric(o$par['B']))
sigma_g_alt <- o$par['s']
s2.p <- c(50,50)
tau2.p <- c(20,1)
d.p = c(10, 1/0.01, 10, 1/0.01)
nug.p = c(10, 1/0.01, 10, 1/0.01)
s2_prior <- function(x) dinvgamma(x, s2.p[1], s2.p[2])
tau2_prior <- function(x) dinvgamma(x, tau2.p[1], tau2.p[2])
d_prior <- function(x) dgamma(x, d.p[1], scale = d.p[2]) + dgamma(x, d.p[3], scale = d.p[4])
nug_prior <- function(x) dgamma(x, nug.p[1], scale = nug.p[2]) + dgamma(x, nug.p[3], scale = nug.p[4])
beta0_prior <- function(x, tau) dnorm(x, 0, tau)
beta = c(0)
Estimate data under the BH model
gp <- bgp(X=obs$x, XX=x_grid, Z=obs$y, verb=0,
meanfn="constant", bprior="b0", BTE=c(2000,16000,2),
m0r1=FALSE, corr="exp", trace=TRUE,
beta = beta, s2.p = s2.p, d.p = d.p, nug.p = nug.p, tau2.p = tau2.p,
s2.lam = "fixed", d.lam = "fixed", nug.lam = "fixed", tau2.lam = "fixed")
Warning: for memory/storage reasons, trace not recommended when
3*(10+d)*(BTE[2]-BTE[1])*R*(nn+1)/BTE[3]=23562000 > 1e+7. Try reducing
nrow(XX)
We fit a Gaussian process with
V <- gp$ZZ.ks2
Ef = gp$ZZ.km
tgp_dat <- data.frame(x = gp$XX[[1]],
y = gp$ZZ.km,
ymin = gp$ZZ.km - 1.96 * sqrt(gp$ZZ.ks2),
ymax = gp$ZZ.km + 1.96 * sqrt(gp$ZZ.ks2))
true <- sapply(x_grid, f, 0, p)
est <- sapply(x_grid, f_alt, 0, p_alt)
models <- data.frame(x=x_grid, GP=tgp_dat$y, Parametric=est, True=true)
models <- melt(models, id="x")
names(models) <- c("x", "method", "value")
# plot
ggplot(tgp_dat) + geom_ribbon(aes(x,y,ymin=ymin,ymax=ymax), fill="gray80") +
geom_line(data=models, aes(x, value, col=method), lwd=2, alpha=0.8) +
geom_point(data=obs, aes(x,y), alpha=0.8) +
xlab(expression(X[t])) + ylab(expression(X[t+1])) +
scale_colour_manual(values=cbPalette)
hyperparameters <- c("index", "s2", "tau2", "beta0", "nug", "d", "ldetK")
posteriors <- melt(gp$trace$XX[[1]][,hyperparameters], id="index")
priors <- list(s2 = s2_prior, tau2 = tau2_prior, beta0 = dnorm, nug = nug_prior, d = d_prior, ldetK = function(x) 0)
prior_curves <- ddply(posteriors, "variable", function(dd){
grid <- seq(min(dd$value), max(dd$value), length = 100)
data.frame(value = grid, density = priors[[dd$variable[1]]](grid))
})
ggplot(posteriors) +
#geom_density(aes(value), lwd=2) +
geom_histogram(aes(x=value, y=..density..), lwd=2) +
geom_line(data=prior_curves, aes(x=value, y=density), col="red", lwd=2) +
facet_wrap(~ variable, scale="free")
stat_bin: binwidth defaulted to range/30. Use 'binwidth = x' to adjust
this.
stat_bin: binwidth defaulted to range/30. Use 'binwidth = x' to adjust
this.
stat_bin: binwidth defaulted to range/30. Use 'binwidth = x' to adjust
this.
stat_bin: binwidth defaulted to range/30. Use 'binwidth = x' to adjust
this.
stat_bin: binwidth defaulted to range/30. Use 'binwidth = x' to adjust
this.
stat_bin: binwidth defaulted to range/30. Use 'binwidth = x' to adjust
this.
ggplot(prior_curves) +
geom_line(aes(x=value, y=density), col="red", lwd=2) +
facet_wrap(~ variable, scale="free")
#ggplot(subset(posteriors, variable=="nug")) + geom_histogram(aes(x=value, y = ..density..), lwd=2) + stat_function(fun = nug_prior, col="red", lwd=2)
#ggplot(subset(posteriors, variable=="s2")) + geom_histogram(aes(x=value, y = ..density..), lwd=2) + stat_function(fun = s2_prior, col="red", lwd=2)
The transition matrix of the inferred process
X <- numeric(length(x_grid))
X[38] = 1
h <- 0
F_ <- gp_F(h, Ef, V, x_grid)
xt1 <- X %*% F_
xt10 <- xt1
for(s in 1:OptTime)
xt10 <- xt10 %*% F_
qplot(x_grid, xt10[1,]) + geom_point(aes(y=xt1[1,]), col="grey")
F_true <- par_F(h, f, p, x_grid, sigma_g)
yt1 <- X %*% F_true
yt10 <- yt1
for(s in 1:OptTime)
yt10 <- yt10 %*% F_true
qplot(x_grid, yt10[1,]) + geom_point(aes(y=yt1[1,]), col="grey")
transition <- melt(data.frame(x = x_grid, gp = xt1[1,], parametric = yt1[1,]), id="x")
ggplot(transition) + geom_point(aes(x,value, col=variable))
matrices_gp <- gp_transition_matrix(Ef, V, x_grid, h_grid)
opt_gp <- find_dp_optim(matrices_gp, x_grid, h_grid, OptTime, xT, profit, delta, reward=reward)
matrices_true <- f_transition_matrix(f, p, x_grid, h_grid, sigma_g)
opt_true <- find_dp_optim(matrices_true, x_grid, h_grid, OptTime, xT, profit, delta=delta, reward = reward)
matrices_estimated <- f_transition_matrix(f_alt, p_alt, x_grid, h_grid, sigma_g_alt)
opt_estimated <- find_dp_optim(matrices_estimated, x_grid, h_grid, OptTime, xT, profit, delta=delta, reward = reward)
policies <- melt(data.frame(stock=x_grid,
GP = x_grid[opt_gp$D[,1]],
Parametric = x_grid[opt_estimated$D[,1]],
True = x_grid[opt_true$D[,1]]),
id="stock")
names(policies) <- c("stock", "method", "value")
policy_plot <- ggplot(policies, aes(stock, stock - value, color=method)) +
geom_line(lwd=2, alpha=0.8) +
xlab("stock size") + ylab("escapement") +
scale_colour_manual(values=cbPalette)
policy_plot
z_g = function() rlnorm(1, 0, sigma_g)
z_m = function() 1+(2*runif(1, 0, 1)-1) * sigma_m
m <- sapply(1:OptTime, function(i) opt_gp$D[,1])
opt_gp$D <- m
mm <- sapply(1:OptTime, function(i) opt_true$D[,1])
opt_true$D <- mm
mmm <- sapply(1:OptTime, function(i) opt_estimated$D[,1])
opt_estimated$D <- mmm
set.seed(1)
sim_gp <- lapply(1:100, function(i) ForwardSimulate(f, p, x_grid, h_grid, K, opt_gp$D, z_g, profit=profit))
set.seed(1)
sim_true <- lapply(1:100, function(i) ForwardSimulate(f, p, x_grid, h_grid, K, opt_true$D, z_g, profit=profit))
set.seed(1)
sim_est <- lapply(1:100, function(i) ForwardSimulate(f, p, x_grid, h_grid, K, opt_estimated$D, z_g, profit=profit))
dat <- list(GP = sim_gp, Parametric = sim_est, True = sim_true)
dat <- melt(dat, id=names(dat[[1]][[1]]))
dt <- data.table(dat)
setnames(dt, c("L1", "L2"), c("method", "reps"))
ggplot(dt) +
geom_line(aes(time, fishstock, group=interaction(reps,method), color=method), alpha=.1) +
scale_colour_manual(values=cbPalette, guide = guide_legend(override.aes = list(alpha = 1)))
ggplot(dt) +
geom_line(aes(time, harvest, group=interaction(reps,method), color=method), alpha=.1) +
scale_colour_manual(values=cbPalette, guide = guide_legend(override.aes = list(alpha = 1)))
profits <- dt[, sum(profit), by = c("reps", "method")]
means <- profits[, mean(V1), by = method]
sds <- profits[, sd(V1), by = method]
cbind(means, sd = sds$V1)
method V1 sd
1: GP 25.29 5.683
2: Parametric 12.50 0.000
3: True 266.96 3.542
Myers RA, Barrowman NJ, Hutchings JA and Rosenberg AA (1995).
“Population Dynamics of Exploited Fish Stocks at Low Population Levels.”
Science, 269.
ISSN 0036-8075, http://dx.doi.org/10.1126/science.269.5227.1106.
cboettig/nonparametric-bayes documentation built on May 13, 2019, 2:09 p.m.
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f <- Ricker
p <- c(2.5, 10)
K <- 12.5
We use the Ricker model
sigma_g <- 0.05
z_g <- function(sigma_g) rlnorm(1, 0, sigma_g) #1+(2*runif(1, 0, 1)-1)*sigma_g #
x_grid <- seq(0, 2.5 * K, length=101)
h_grid <- x_grid
profit = function(x,h) pmin(x, h)
delta <- 0.01
OptTime = 20
reward = profit(x_grid[length(x_grid)], x_grid[length(x_grid)]) + 1 / (1 - delta) ^ OptTime
xT <- 0
with parameters 2.5, 10.
x_0_observed <- K
xT <- 0
set.seed(1)
Tobs <- 50
x <- numeric(Tobs)
x[1] <- x_0_observed
for(t in 1:(Tobs-1))
x[t+1] = z_g(sigma_g) * f(x[t], h=0, p=p)
plot(x)
We simulate data under this model, starting from a size of 12.5.
obs <- data.frame(x=c(0,x[1:(Tobs-1)]),y=c(0,x[2:Tobs]))
We consider the observations as ordered pairs of observations of current stock size $x_t$ and observed stock in the following year, $x_{t+1}$. We add the pseudo-observation of $0,0$. Alternatively we could condition strictly on solutions passing through the origin, though in practice the weaker assumption is often sufficient.
estf <- function(p){
mu <- obs$x * p["A"] / (1+ obs$x * p["B"])
-sum(dlnorm(obs$y, log(mu), p["s"]), log=TRUE)
}
o <- optim(par = c(A=2, B=1/mean(x),s=1), estf, method="L", lower=c(1e-3,1e-3,1e-3))
f_alt <- BevHolt
p_alt <- c(A=as.numeric(o$par['A']), B=as.numeric(o$par['B']))
sigma_g_alt <- o$par['s']
s2.p <- c(50,50)
tau2.p <- c(20,1)
d.p = c(10, 1/0.01, 10, 1/0.01)
nug.p = c(10, 1/0.01, 10, 1/0.01)
s2_prior <- function(x) dinvgamma(x, s2.p[1], s2.p[2])
tau2_prior <- function(x) dinvgamma(x, tau2.p[1], tau2.p[2])
d_prior <- function(x) dgamma(x, d.p[1], scale = d.p[2]) + dgamma(x, d.p[3], scale = d.p[4])
nug_prior <- function(x) dgamma(x, nug.p[1], scale = nug.p[2]) + dgamma(x, nug.p[3], scale = nug.p[4])
beta0_prior <- function(x, tau) dnorm(x, 0, tau)
beta = c(0)
Estimate data under the BH model
gp <- bgp(X=obs$x, XX=x_grid, Z=obs$y, verb=0,
meanfn="constant", bprior="b0", BTE=c(2000,16000,2),
m0r1=FALSE, corr="exp", trace=TRUE,
beta = beta, s2.p = s2.p, d.p = d.p, nug.p = nug.p, tau2.p = tau2.p,
s2.lam = "fixed", d.lam = "fixed", nug.lam = "fixed", tau2.lam = "fixed")
Warning: for memory/storage reasons, trace not recommended when
3*(10+d)*(BTE[2]-BTE[1])*R*(nn+1)/BTE[3]=23562000 > 1e+7. Try reducing
nrow(XX)
We fit a Gaussian process with
V <- gp$ZZ.ks2
Ef = gp$ZZ.km
tgp_dat <- data.frame(x = gp$XX[[1]],
y = gp$ZZ.km,
ymin = gp$ZZ.km - 1.96 * sqrt(gp$ZZ.ks2),
ymax = gp$ZZ.km + 1.96 * sqrt(gp$ZZ.ks2))
true <- sapply(x_grid, f, 0, p)
est <- sapply(x_grid, f_alt, 0, p_alt)
models <- data.frame(x=x_grid, GP=tgp_dat$y, Parametric=est, True=true)
models <- melt(models, id="x")
names(models) <- c("x", "method", "value")
# plot
ggplot(tgp_dat) + geom_ribbon(aes(x,y,ymin=ymin,ymax=ymax), fill="gray80") +
geom_line(data=models, aes(x, value, col=method), lwd=2, alpha=0.8) +
geom_point(data=obs, aes(x,y), alpha=0.8) +
xlab(expression(X[t])) + ylab(expression(X[t+1])) +
scale_colour_manual(values=cbPalette)
hyperparameters <- c("index", "s2", "tau2", "beta0", "nug", "d", "ldetK")
posteriors <- melt(gp$trace$XX[[1]][,hyperparameters], id="index")
priors <- list(s2 = s2_prior, tau2 = tau2_prior, beta0 = dnorm, nug = nug_prior, d = d_prior, ldetK = function(x) 0)
prior_curves <- ddply(posteriors, "variable", function(dd){
grid <- seq(min(dd$value), max(dd$value), length = 100)
data.frame(value = grid, density = priors[[dd$variable[1]]](grid))
})
ggplot(posteriors) +
#geom_density(aes(value), lwd=2) +
geom_histogram(aes(x=value, y=..density..), lwd=2) +
geom_line(data=prior_curves, aes(x=value, y=density), col="red", lwd=2) +
facet_wrap(~ variable, scale="free")
stat_bin: binwidth defaulted to range/30. Use 'binwidth = x' to adjust
this.
stat_bin: binwidth defaulted to range/30. Use 'binwidth = x' to adjust
this.
stat_bin: binwidth defaulted to range/30. Use 'binwidth = x' to adjust
this.
stat_bin: binwidth defaulted to range/30. Use 'binwidth = x' to adjust
this.
stat_bin: binwidth defaulted to range/30. Use 'binwidth = x' to adjust
this.
stat_bin: binwidth defaulted to range/30. Use 'binwidth = x' to adjust
this.
ggplot(prior_curves) +
geom_line(aes(x=value, y=density), col="red", lwd=2) +
facet_wrap(~ variable, scale="free")
#ggplot(subset(posteriors, variable=="nug")) + geom_histogram(aes(x=value, y = ..density..), lwd=2) + stat_function(fun = nug_prior, col="red", lwd=2)
#ggplot(subset(posteriors, variable=="s2")) + geom_histogram(aes(x=value, y = ..density..), lwd=2) + stat_function(fun = s2_prior, col="red", lwd=2)
The transition matrix of the inferred process
X <- numeric(length(x_grid))
X[38] = 1
h <- 0
F_ <- gp_F(h, Ef, V, x_grid)
xt1 <- X %*% F_
xt10 <- xt1
for(s in 1:OptTime)
xt10 <- xt10 %*% F_
qplot(x_grid, xt10[1,]) + geom_point(aes(y=xt1[1,]), col="grey")
F_true <- par_F(h, f, p, x_grid, sigma_g)
yt1 <- X %*% F_true
yt10 <- yt1
for(s in 1:OptTime)
yt10 <- yt10 %*% F_true
qplot(x_grid, yt10[1,]) + geom_point(aes(y=yt1[1,]), col="grey")
transition <- melt(data.frame(x = x_grid, gp = xt1[1,], parametric = yt1[1,]), id="x")
ggplot(transition) + geom_point(aes(x,value, col=variable))
matrices_gp <- gp_transition_matrix(Ef, V, x_grid, h_grid)
opt_gp <- find_dp_optim(matrices_gp, x_grid, h_grid, OptTime, xT, profit, delta, reward=reward)
matrices_true <- f_transition_matrix(f, p, x_grid, h_grid, sigma_g)
opt_true <- find_dp_optim(matrices_true, x_grid, h_grid, OptTime, xT, profit, delta=delta, reward = reward)
matrices_estimated <- f_transition_matrix(f_alt, p_alt, x_grid, h_grid, sigma_g_alt)
opt_estimated <- find_dp_optim(matrices_estimated, x_grid, h_grid, OptTime, xT, profit, delta=delta, reward = reward)
policies <- melt(data.frame(stock=x_grid,
GP = x_grid[opt_gp$D[,1]],
Parametric = x_grid[opt_estimated$D[,1]],
True = x_grid[opt_true$D[,1]]),
id="stock")
names(policies) <- c("stock", "method", "value")
policy_plot <- ggplot(policies, aes(stock, stock - value, color=method)) +
geom_line(lwd=2, alpha=0.8) +
xlab("stock size") + ylab("escapement") +
scale_colour_manual(values=cbPalette)
policy_plot
z_g = function() rlnorm(1, 0, sigma_g)
z_m = function() 1+(2*runif(1, 0, 1)-1) * sigma_m
m <- sapply(1:OptTime, function(i) opt_gp$D[,1])
opt_gp$D <- m
mm <- sapply(1:OptTime, function(i) opt_true$D[,1])
opt_true$D <- mm
mmm <- sapply(1:OptTime, function(i) opt_estimated$D[,1])
opt_estimated$D <- mmm
set.seed(1)
sim_gp <- lapply(1:100, function(i) ForwardSimulate(f, p, x_grid, h_grid, K, opt_gp$D, z_g, profit=profit))
set.seed(1)
sim_true <- lapply(1:100, function(i) ForwardSimulate(f, p, x_grid, h_grid, K, opt_true$D, z_g, profit=profit))
set.seed(1)
sim_est <- lapply(1:100, function(i) ForwardSimulate(f, p, x_grid, h_grid, K, opt_estimated$D, z_g, profit=profit))
dat <- list(GP = sim_gp, Parametric = sim_est, True = sim_true)
dat <- melt(dat, id=names(dat[[1]][[1]]))
dt <- data.table(dat)
setnames(dt, c("L1", "L2"), c("method", "reps"))
ggplot(dt) +
geom_line(aes(time, fishstock, group=interaction(reps,method), color=method), alpha=.1) +
scale_colour_manual(values=cbPalette, guide = guide_legend(override.aes = list(alpha = 1)))
ggplot(dt) +
geom_line(aes(time, harvest, group=interaction(reps,method), color=method), alpha=.1) +
scale_colour_manual(values=cbPalette, guide = guide_legend(override.aes = list(alpha = 1)))
profits <- dt[, sum(profit), by = c("reps", "method")]
means <- profits[, mean(V1), by = method]
sds <- profits[, sd(V1), by = method]
cbind(means, sd = sds$V1)
method V1 sd
1: GP 25.29 5.683
2: Parametric 12.50 0.000
3: True 266.96 3.542
Myers RA, Barrowman NJ, Hutchings JA and Rosenberg AA (1995). “Population Dynamics of Exploited Fish Stocks at Low Population Levels.” Science, 269. ISSN 0036-8075, http://dx.doi.org/10.1126/science.269.5227.1106.
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