principalstratmod: Fit principal stratification model

Usage Arguments Examples

View source: R/principalstratmod.R

Usage

1
principalstratmod(formula, data, trt, coords, formula_h, denom, nsamp, nburn, thin, tuning = list(A = 0.1, psi = 0.2, theta = 1, alpha0 = alpha0prop, alpha1 = alpha1prop, Y = ypropsd), prior = list(KIG = rep(0.01, 2), psi = rep(0.01, 2), theta1 = rep(0.6, 2), theta2 = rep(10, 2)), starting = list(B = NULL, A = NULL, psi = NULL, theta = NULL, alpha0 = NULL, alpha1 = NULL))

Arguments

formula
data
trt
coords
formula_h
denom
nsamp
nburn
thin
tuning
prior
starting

Examples

  1
  2
  3
  4
  5
  6
  7
  8
  9
 10
 11
 12
 13
 14
 15
 16
 17
 18
 19
 20
 21
 22
 23
 24
 25
 26
 27
 28
 29
 30
 31
 32
 33
 34
 35
 36
 37
 38
 39
 40
 41
 42
 43
 44
 45
 46
 47
 48
 49
 50
 51
 52
 53
 54
 55
 56
 57
 58
 59
 60
 61
 62
 63
 64
 65
 66
 67
 68
 69
 70
 71
 72
 73
 74
 75
 76
 77
 78
 79
 80
 81
 82
 83
 84
 85
 86
 87
 88
 89
 90
 91
 92
 93
 94
 95
 96
 97
 98
 99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
219
220
221
222
223
224
225
226
227
228
229
230
231
232
233
234
235
236
237
238
239
240
241
242
243
244
245
246
247
248
249
250
251
252
253
254
255
256
257
258
259
260
261
262
263
264
265
266
267
268
269
270
271
272
273
274
275
276
277
278
279
280
281
282
283
284
285
286
287
288
289
290
291
292
293
294
295
296
297
298
299
300
301
302
303
304
305
306
307
308
309
310
311
312
313
314
315
316
317
318
319
320
321
322
323
324
325
326
327
328
329
330
331
332
333
334
335
336
337
338
339
340
341
342
343
344
345
346
347
348
349
350
351
352
353
354
355
356
357
358
359
360
361
362
363
364
365
366
367
368
369
370
371
372
373
374
375
376
377
378
379
380
381
382
383
384
385
386
387
388
389
390
391
392
393
394
395
396
397
398
399
400
401
402
403
404
405
406
407
408
409
410
411
412
413
414
415
416
417
418
419
420
421
422
423
424
425
426
427
428
429
430
431
432
433
434
435
436
##---- Should be DIRECTLY executable !! ----
##-- ==>  Define data, use random,
##--	or do  help(data=index)  for the standard data sets.

## The function is currently defined as
function (formula, data, trt, coords, formula_h, denom, nsamp, 
    nburn, thin, tuning = list(A = 0.1, psi = 0.2, theta = 1, 
        alpha0 = alpha0prop, alpha1 = alpha1prop, Y = ypropsd), 
    prior = list(KIG = rep(0.01, 2), psi = rep(0.01, 2), theta1 = rep(0.6, 
        2), theta2 = rep(10, 2)), starting = list(B = NULL, A = NULL, 
        psi = NULL, theta = NULL, alpha0 = NULL, alpha1 = NULL)) 
{
    require(spBayes)
    require(corpcor)
    require(MASS)
    ncov <- dim(model.matrix(formula, data))[2]
    print("Note: function does not accept missing data in covariates.")
    logit = function(theta, a, b) {
        return(log((theta - a)/(b - theta)))
    }
    logitInv = function(z, a, b) {
        return(b - (b - a)/(1 + exp(z)))
    }
    index <- seq(from = (nburn + 1), to = nsamp, by = thin)
    n <- dim(data)[1]
    q <- 2
    names <- colnames(model.matrix(formula, data))
    data$a <- data[, trt]
    data$y <- data[, all.vars(formula)[1]]
    data$ytemp <- 1
    nterm <- length(labels(terms(formula)))
    terms <- NULL
    for (ii in 1:nterm) {
        if (ii == 1) 
            terms <- labels(terms(formula))[ii]
        if (ii > 1) 
            terms <- paste(terms, "+", labels(terms(formula))[ii], 
                sep = " ")
    }
    formulatemp <- as.formula(paste("ytemp ~ ", terms))
    covs <- model.matrix(formulatemp, data)
    names_h <- colnames(model.matrix(formula_h, data))
    data$h <- data[, all.vars(formula_h)[1]]
    data$ytemp <- 1
    nterm <- length(labels(terms(formula_h)))
    terms <- NULL
    for (ii in 1:nterm) {
        if (ii == 1) 
            terms <- labels(terms(formula_h))[ii]
        if (ii > 1) 
            terms <- paste(terms, "+", labels(terms(formula_h))[ii], 
                sep = " ")
    }
    formulatemp <- as.formula(paste("ytemp ~ ", terms))
    covs_h <- model.matrix(formulatemp, data)
    makeXmat = function(Xvals) {
        p = dim(Xvals)[[2]]
        Xout = matrix(0, n * q, p * q)
        Xout[seq(1, n * q, q), 1:p] = Xvals
        Xout[seq(2, n * q, q), (p + 1):(2 * p)] = Xvals
        return(Xout)
    }
    X = makeXmat(covs)
    p = ncol(X)
    X_h = covs_h
    p_h = ncol(X_h) + 1
    y0 = rep(NA, n)
    y1 = rep(NA, n)
    y0[data$a == 0] = data$y[data$a == 0]
    y1[data$a == 1] = data$y[data$a == 1]
    Y = rep(-999, n * q)
    Y[seq(1, n * q, q)] = y0
    Y[seq(2, n * q, q)] = y1
    ismissy = (is.na(Y))
    nwithmissing = sum(ismissy)
    H = rep(-999, n * 2)
    H[seq(1, n * 2, 2)][data$a == 0] = data$h[data$a == 0]
    H[seq(2, n * 2, 2)][data$a == 1] = data$h[data$a == 1]
    denom = data[, denom]
    a = rep(NA, n * q)
    a[seq(1, n * q, q)] = data$a
    a[seq(2, n * q, q)] = data$a
    KIG_a = prior$KIG
    KIG_b = prior$KIG
    psiig_a = prior$psi
    psiig_b = prior$psi
    thetaunif_a = prior$theta1
    thetaunif_b = prior$theta2
    my0 = summary(lm(y0 ~ data$ps))
    my1 = summary(lm(y1 ~ data$ps))
    missy1 = ismissy[seq(1, n * q, q)]
    missy2 = ismissy[seq(2, n * q, q)]
    Y[seq(1, n * q, q)][missy1 == 1] = rnorm(sum(missy1 == 1), 
        mean(Y[seq(1, n * q, q)], na.rm = T), sd(Y[seq(1, n * 
            q, q)], na.rm = T))
    Y[seq(2, n * q, q)][missy2 == 1] = rnorm(sum(missy2 == 1), 
        mean(Y[seq(2, n * q, q)], na.rm = T), sd(Y[seq(2, n * 
            1, q)], na.rm = T))
    H[seq(1, n * 2, 2)][data$a == 1] = rpois(sum(data$a == 1), 
        10)
    H[seq(2, n * 2, 2)][data$a == 0] = rpois(sum(data$a == 0), 
        10)
    if (is.null(starting$B) == F) {
        B = starting$B
    }
    if (is.null(starting$B) == T) {
        B = rep(0, ncov * 2)
    }
    if (is.null(starting$A) == T) {
        initA1 = log(my0$sigma^2)
        initA2 = log(my1$sigma^2)
    }
    else {
        initA1 = starting$A
        initA2 = starting$A
    }
    if (is.null(starting$psi) == T) {
        initpsis = log(c(my0$sigma^2, my1$sigma^2) * 0.1)
    }
    else {
        initpsis = log(rep(starting$psi, 2))
    }
    if (is.null(starting$theta) == T) {
        inittheta = c(1, 1)
        inittheta = logit(inittheta, thetaunif_a, thetaunif_b)
    }
    else {
        inittheta = logit(starting$theta, thetaunif_a, thetaunif_b)
    }
    if (is.null(starting$alpha0) == T) {
        initalpha = rep(0, 2 * p_h)
    }
    else {
        initalpha = c(starting$alpha0, starting$alpha1)
    }
    A1propsds = tuning$A
    A2propsds = tuning$A
    psipropsds = rep(tuning$psi, 2)
    thetapropsds = rep(tuning$theta, 2)
    alpha0propcov = tuning$alpha0
    alpha1propcov = tuning$alpha1
    propysds = tuning$Y
    loglike_sp = function(paramvals, Yvals) {
        llike = 0
        K1 = exp(paramvals[Aindex[1]])
        K2 = exp(paramvals[Aindex[2]])
        K = createspatialsig(K1, K2, rho)
        if (!is.na(K)[[1]]) {
            thetatemp = logitInv(paramvals[thetaindex], thetaunif_a, 
                thetaunif_b)
            det = mvCovInvLogDet(coords = coords, cov.model = "exponential", 
                V = K, Psi = diag(exp(paramvals[psiindex]), nrow = q), 
                theta = thetatemp, modified.pp = FALSE, SWM = TRUE)
            llike = llike + sum(-(KIG_a + 1) * paramvals[Aindex] - 
                KIG_b/exp(paramvals[Aindex]) + paramvals[Aindex])
            llike = llike + sum(-(psiig_a + 1) * paramvals[psiindex] - 
                psiig_b/exp(paramvals[psiindex]) + paramvals[psiindex])
            llike = llike + sum(log(thetatemp - thetaunif_a) + 
                log(thetaunif_b - thetatemp))
            outlist = list(llike, det$C, det$C.inv, det$log.det)
            names(outlist) = c("ll", "C", "Cinv", "logdet")
        }
        if (is.na(K)[[1]]) {
            outlist = list(-Inf, 1)
            names(outlist) = c("ll", "notpd")
        }
        return(outlist)
    }
    loglike_norm = function(Yvals, Bvals, Cinvval, logdetval) {
        YXB = (Yvals - X %*% Bvals)
        llike = -0.5 * logdetval - 0.5 * t(YXB) %*% Cinvval %*% 
            YXB
        return(llike)
    }
    loglike_pois = function(Yvals, alphavals, h0vals, h1vals) {
        ya0 = Yvals[seq(1, n * q, q)]
        ya1 = Yvals[seq(2, n * q, q)]
        Xmat0 = as.matrix(cbind(X_h, ya0))
        alpha0 = alphavals[1:p_h]
        lambda0 = exp(Xmat0 %*% alpha0 + log(denom))
        Xmat1 = as.matrix(cbind(X_h, ya1))
        alpha1 = alphavals[(p_h + 1):length(alphavals)]
        lambda1 = exp(Xmat1 %*% alpha1 + log(denom))
        llike = sum(h0vals * log(lambda0) - lambda0 - lfactorial(h0vals))
        llike = llike + sum(h1vals * log(lambda1) - lambda1 - 
            lfactorial(h1vals))
        return(llike)
    }
    MHstep_sp = function(index, paramvals, Bvals, Yvals, Cval, 
        Cinvval, logdetval, currentllsp, currentllnorm) {
        accept = 0
        notpd = 1
        llretsp = currentllsp
        llretnorm = currentllnorm
        currentll = currentllsp + currentllnorm
        Cret = Cval
        Cinvret = Cinvval
        logdetret = logdetval
        currentparams = paramvals
        props = currentparams
        props[index] = rnorm(length(index), paramvals[index], 
            propsds[index])
        llanddet = loglike_sp(props, Yvals)
        Cprop = llanddet$C
        Cinvprop = llanddet$Cinv
        logdetprop = llanddet$logdet
        llpropsp = llanddet$ll
        if (llanddet$ll != -Inf) {
            notpd = 0
            llpropnorm = loglike_norm(Yvals, Bvals, Cinvprop, 
                logdetprop)
            llprop = llpropsp + llpropnorm
            ratio = exp(llprop - currentll)
            ratio[ratio > 1] = 1
            if (runif(1) <= ratio) {
                currentparams[index] = props[index]
                llretsp = llpropsp
                llretnorm = llpropnorm
                Cret = Cprop
                Cinvret = Cinvprop
                logdetret = logdetprop
                accept = 1
            }
        }
        outlist = list(currentparams, llretsp, llretnorm, accept, 
            Cret, Cinvret, logdetret, notpd)
        names(outlist) = c("params", "llsp", "llnorm", "accepted", 
            "C", "Cinv", "logdet", "notpd")
        return(outlist)
    }
    MHstep_pois = function(whichalphas, Yvals, alphavals, h0vals, 
        h1vals, currentll) {
        accept = 0
        llret = currentll
        alpharet = alphavals
        alphaprop = alphavals
        index = 1:p_h
        if (whichalphas == 1) {
            index = (p_h + 1):length(alphavals)
        }
        alphaprop[index] = mvrnorm(1, alpharet[index], alphapropcovs[[whichalphas + 
            1]])
        llprop = loglike_pois(Yvals, alphaprop, h0vals, h1vals)
        ratio = exp(llprop - currentll)
        ratio[ratio > 1] = 1
        if (runif(1) <= ratio) {
            alpharet = alphaprop
            llret = llprop
            accept = 1
        }
        outlist = list(alpharet, llret, accept)
        names(outlist) = c("alpha", "ll", "accepted")
        return(outlist)
    }
    updateBeta = function(Cinvval, Yvals) {
        S_beta = solve(t(X) %*% Cinvval %*% X)
        Mu_beta = S_beta %*% t(X) %*% Cinvval %*% Yvals
        return(mvrnorm(1, Mu_beta, S_beta))
    }
    createspatialsig = function(K1mat, K2mat, rho) {
        sig = matrix(0, q, q)
        sig[1, 1] = K1mat
        sig[2, 2] = K2mat
        sig[1, 2] = rho * sqrt(K1mat * K2mat)
        sig[2, 1] = sig[1, 2]
        if (!is.positive.definite(sig)) {
            sig = NA
        }
        return(sig)
    }
    sampleH = function(whicha, alphavals, Yvals) {
        ya0 = Yvals[seq(1, n * q, q)]
        ya1 = Yvals[seq(2, n * q, q)]
        index = 1:p_h
        Xmat = cbind(X_h, ya0)
        if (whicha == 1) {
            index = (p_h + 1):length(alphavals)
            Xmat = cbind(X_h, ya1)
        }
        alphs = alphavals[index]
        lamda = exp(Xmat %*% alphs + log(denom))
        h = rpois(sum(data$a == (1 - whicha)), lamda[data$a == 
            (1 - whicha)])
        return(h)
    }
    sampleY_r = function(ids, Yvals, Bvals, Cinvval, logdetval, 
        alphavals, h0vals, h1vals, currentllpois, currentllnorm) {
        accept = rep(0, length(which(ids)))
        currentll = currentllnorm + currentllpois
        llretnorm = currentllnorm
        llretpois = currentllpois
        Yret = Yvals
        Yprop = Yvals
        Yprop[ids] = rnorm(length(which(ids)), Yvals[ids], propysds[ids])
        llpropnorm = loglike_norm(Yprop, Bvals, Cinvval, logdetval)
        llproppois = loglike_pois(Yprop, alphavals, h0vals, h1vals)
        llprop = llpropnorm + llproppois
        ratio = exp(llprop - currentll)
        ratio[ratio > 1] = 1
        if (runif(1) <= ratio) {
            Yret = Yprop
            llretnorm = llpropnorm
            llretpois = llproppois
            accept = rep(1, length(which(ids)))
        }
        outlist = list(Yret, llretnorm, llretpois, accept)
        names(outlist) = c("Y", "llnorm", "llpois", "accepted")
        return(outlist)
    }
    params = c(initA1, initA2, initpsis, inittheta, initalpha)
    nparams = length(params)
    propsds = c(A1propsds, A2propsds, psipropsds, thetapropsds)
    alphapropcovs = list(alpha0propcov, alpha1propcov)
    Aindex = 1:2
    psiindex = 3:4
    thetaindex = 5:6
    alpha0index = 7:(6 + p_h)
    alpha1index = (max(alpha0index) + 1):(max(alpha0index) + 
        p_h)
    accepted = rep(0, nparams)
    accepted_y = rep(0, n * q)
    binsize = 10
    rho = 0
    notpd = 0
    samples = matrix(NA, nrow = length(index), ncol = nparams + 
        1 + length(B))
    dimnames(samples)[[2]] = c("K[1,1]", "K[2,1]", "K[2,2]", 
        paste("Psi", 1:q, sep = ""), paste("Theta", 1:2, sep = ""), 
        paste("alpha0", (0:(p_h - 1)), sep = ""), paste("alpha1", 
            (0:(p_h - 1)), sep = ""), paste("B0", 0:((p/2) - 
            1), sep = ""), paste("B1", 0:((p/2) - 1), sep = ""))
    ysims = matrix(NA, nrow = length(index), ncol = length(Y))
    hsims = matrix(NA, nrow = length(index), ncol = length(H))
    initsp = loglike_sp(params, Y)
    Cinv = initsp$Cinv
    C = initsp$C
    logdet = initsp$logdet
    llsp = initsp$ll
    llnorm = loglike_norm(Y, B, Cinv, logdet)
    llpois = loglike_pois(Y, params[c(alpha0index, alpha1index)], 
        H[seq(1, n * 2, 2)], H[seq(2, n * 2, 2)])
    ll = llsp + llnorm + llpois
    iterno = 1
    donesampling = FALSE
    kk = 1
    while (donesampling == FALSE) {
        B = updateBeta(Cinv, Y)
        llnorm = loglike_norm(Y, B, Cinv, logdet)
        ll = llsp + llnorm + llpois
        paramindex = c(Aindex[1], psiindex[1], thetaindex[1])
        mhstep = MHstep_sp(paramindex, params, B, Y, C, Cinv, 
            logdet, llsp, llnorm)
        params = mhstep$params
        llsp = mhstep$llsp
        llnorm = mhstep$llnorm
        Cinv = mhstep$Cinv
        C = mhstep$C
        logdet = mhstep$logdet
        accepted[paramindex] = accepted[paramindex] + mhstep$accepted
        notpd = notpd + mhstep$notpd
        paramindex = c(Aindex[2], psiindex[2], thetaindex[2])
        mhstep = MHstep_sp(paramindex, params, B, Y, C, Cinv, 
            logdet, llsp, llnorm)
        params = mhstep$params
        llsp = mhstep$llsp
        llnorm = mhstep$llnorm
        Cinv = mhstep$Cinv
        C = mhstep$C
        logdet = mhstep$logdet
        accepted[paramindex] = accepted[paramindex] + mhstep$accepted
        notpd = notpd + mhstep$notpd
        ll = llsp + llnorm + llpois
        mhstep = MHstep_pois(0, Y, params[c(alpha0index, alpha1index)], 
            H[seq(1, 2 * n, 2)], H[seq(2, 2 * n, 2)], llpois)
        params[c(alpha0index, alpha1index)] = mhstep$alpha
        llpois = mhstep$ll
        accepted[alpha0index] = accepted[alpha0index] + mhstep$accepted
        mhstep = MHstep_pois(1, Y, params[c(alpha0index, alpha1index)], 
            H[seq(1, 2 * n, 2)], H[seq(2, 2 * n, 2)], llpois)
        params[c(alpha0index, alpha1index)] = mhstep$alpha
        llpois = mhstep$ll
        accepted[alpha1index] = accepted[alpha1index] + mhstep$accepted
        for (whichysamp in which(ismissy)) {
            whichy = rep(FALSE, n * q)
            whichy[whichysamp] = TRUE
            mhstep = sampleY_r(whichy, Y, B, Cinv, logdet, params[c(alpha0index, 
                alpha1index)], H[seq(1, n * 2, 2)], H[seq(2, 
                n * 2, 2)], llpois, llnorm)
            Y = mhstep$Y
            llnorm = mhstep$llnorm
            llpois = mhstep$llpois
            accepted_y[whichy] = accepted_y[whichy] + mhstep$accepted
        }
        H[seq(1, 2 * n, 2)][data$a == 1] = sampleH(0, params[c(alpha0index, 
            alpha1index)], Y)
        H[seq(2, 2 * n, 2)][data$a == 0] = sampleH(1, params[c(alpha0index, 
            alpha1index)], Y)
        llpois = loglike_pois(Y, params[c(alpha0index, alpha1index)], 
            H[seq(1, n * 2, 2)], H[seq(2, n * q, 2)])
        ll = llsp + llnorm + llpois
        K1out = exp(params[Aindex[1]])
        K2out = exp(params[Aindex[2]])
        Kout = createspatialsig(K1out, K2out, rho)
        thetaout = logitInv(params[thetaindex], thetaunif_a, 
            thetaunif_b)
        if (iterno %in% index) {
            samples[kk, ] = c(Kout[lower.tri(diag(1, q), TRUE)], 
                exp(params[psiindex]), thetaout, params[c(alpha0index, 
                  alpha1index)], B)
            ysims[kk, ] = Y
            hsims[kk, ] = H
            kk <- kk + 1
        }
        if (iterno%%binsize == 0) {
            print(paste("Iteration:", iterno))
            print(c("Accepted:", round(accepted/iterno, 3), round(mean(accepted_y[ismissy]/iterno), 
                3)))
            print(c("Number of not PD:", notpd))
        }
        if (iterno >= nsamp) {
            donesampling = TRUE
        }
        iterno = iterno + 1
    }
    out <- list()
    out$samples <- samples
    out$y0 <- ysims[, seq(1, n * q, q)]
    out$y1 <- ysims[, seq(2, n * q, q)]
    out$h0 <- hsims[, seq(1, n * 2, 2)]
    out$h1 <- hsims[, seq(2, n * 2, 2)]
    out$coords <- coords
    out$trt <- data$a
    out$formula <- formula
    out$formula_h <- formula_h
    return(out)
  }

czigler/HEIfunctions documentation built on May 12, 2017, 2:29 p.m.