#' Runs an adaptive metropolis hasting MCMC on the specified model.
#' Adapted from squire::pmcmc, but handles the weekly death data from excess-mortality.
#' @inheritParams squire::pmcmc
#' @param use_drjacoby Should we use drjacoby to fit the model
#' @param drjacoby_list Parameters to use in drjacoby
#' @param date_Rt_change The dates corresponding to each Rt change
#' @param dur_R Allows the specification of the duration of immunity
#' @param dose_ratio The time dependent number of people with two doses
#' @param date_vaccine_efficacy Dates at which VE changes
#' @param vaccine_efficacies Values for the VE that can vary over time.
#'@export
pmcmc_excess <- function(data,
n_mcmc,
log_likelihood = NULL,
log_prior = NULL,
use_drjacoby = FALSE,
drjacoby_list = NULL,
n_particles = 1e2,
steps_per_day = 1,
output_proposals = FALSE,
n_chains = 1,
squire_model = squire::explicit_model(),
pars_obs = list(phi_cases = 1,
k_cases = 2,
phi_death = 1,
k_death = 2,
exp_noise = 1e7,
likelihood = function(model_deaths, data_deaths){
squire:::ll_nbinom(data_deaths, model_deaths, pars_obs$phi_death,
pars_obs$k_death,
pars_obs$exp_noise)
}
),
pars_init = list('start_date' = as.Date("2020-02-07"),
'R0' = 2.5,
'Meff' = 2,
'Meff_pl' = 3,
"R0_pl_shift" = 0),
pars_min = list('start_date' = as.Date("2020-02-01"),
'R0' = 0,
'Meff' = 1,
'Meff_pl' = 2,
"R0_pl_shift" = -2),
pars_max = list('start_date' = as.Date("2020-02-20"),
'R0' = 5,
'Meff' = 3,
'Meff_pl' = 4,
"R0_pl_shift" = 5),
pars_discrete = list('start_date' = TRUE,
'R0' = FALSE,
'Meff' = FALSE,
'Meff_pl' = FALSE,
"R0_pl_shift" = FALSE),
proposal_kernel = NULL,
scaling_factor = 1,
reporting_fraction = 1,
country = NULL,
population = NULL,
contact_matrix_set = NULL,
baseline_contact_matrix = NULL,
date_contact_matrix_set_change = NULL,
date_Rt_change = NULL,
hosp_bed_capacity = NULL,
baseline_hosp_bed_capacity = NULL,
date_hosp_bed_capacity_change = NULL,
ICU_bed_capacity = NULL,
baseline_ICU_bed_capacity = NULL,
date_ICU_bed_capacity_change = NULL,
date_vaccine_change = NULL,
baseline_max_vaccine = NULL,
max_vaccine = NULL,
date_vaccine_efficacy_infection_change = NULL,
baseline_vaccine_efficacy_infection = NULL,
vaccine_efficacy_infection = NULL,
date_vaccine_efficacy_disease_change = NULL,
baseline_vaccine_efficacy_disease = NULL,
vaccine_efficacy_disease = NULL,
Rt_args = NULL,
burnin = 0,
replicates = 100,
forecast = 0,
required_acceptance_ratio = 0.23,
start_adaptation = round(n_mcmc/2),
gibbs_sampling = FALSE,
gibbs_days = NULL,
dur_R = 365,
dose_ratio = NULL,
date_vaccine_efficacy = NULL,
vaccine_efficacies = NULL,
...) {
#------------------------------------------------------------
# Section 1 of pMCMC Wrapper: Checks & Setup
#------------------------------------------------------------
#--------------------
# assertions & checks
#--------------------
# if nimue keep to 1 step per day
if(inherits(squire_model, "nimue_model")) {
steps_per_day <- 1
}
# we work with pars_init being a list of inital conditions for starting
if(any(c("start_date", "R0") %in% names(pars_init))) {
pars_init <- list(pars_init)
}
# make it same length as chains, which allows us to pass in multiple starting points
if(length(pars_init) != n_chains) {
pars_init <- rep(pars_init, n_chains)
pars_init <- pars_init[seq_len(n_chains)]
}
# data assertions
squire:::assert_dataframe(data)
squire:::assert_in("week_end", names(data))
squire:::assert_in("week_start", names(data))
squire:::assert_in("deaths", names(data))
squire:::assert_date(data$week_start)
squire:::assert_date(data$week_end)
squire:::assert_increasing(as.numeric(as.Date(data$week_start)),
message = "Dates must be in increasing order")
squire:::assert_increasing(as.numeric(as.Date(data$week_end)),
message = "Dates must be in increasing order")
# check input pars df
squire:::assert_list(pars_init)
squire:::assert_list(pars_init[[1]])
squire:::assert_list(pars_min)
squire:::assert_list(pars_max)
squire:::assert_list(pars_discrete)
squire:::assert_eq(names(pars_init[[1]]), names(pars_min))
squire:::assert_eq(names(pars_min), names(pars_max))
squire:::assert_eq(names(pars_max), names(pars_discrete))
squire:::assert_in(c("R0", "start_date"),names(pars_init[[1]]),
message = "Params to infer must include R0, start_date")
squire:::assert_date(pars_init[[1]]$start_date)
squire:::assert_date(pars_min$start_date)
squire:::assert_date(pars_max$start_date)
if (pars_max$start_date >= as.Date(data$week_start[1])-1) {
stop("Maximum start date must be at least 2 days before the first date in data")
}
# check date variables are as Date class
for(i in seq_along(pars_init)) {
pars_init[[i]]$start_date <- as.Date(pars_init[[i]]$start_date)
}
pars_min$start_date <- as.Date(pars_min$start_date)
pars_max$start_date <- as.Date(pars_max$start_date)
# check bounds
for(var in names(pars_init[[1]])) {
squire:::assert_bounded(as.numeric(pars_init[[1]][[var]]),
left = as.numeric(pars_min[[var]]),
right = as.numeric(pars_max[[var]]),
name = paste(var, "init"))
squire:::assert_single_numeric(as.numeric(pars_min[[var]]), name = paste(var, "min"))
squire:::assert_single_numeric(as.numeric(pars_max[[var]]), name = paste(var, "max"))
squire:::assert_single_numeric(as.numeric(pars_init[[1]][[var]]), name = paste(var, "init"))
}
# additonal checks that R0 is positive as undefined otherwise
squire:::assert_pos(pars_min$R0)
squire:::assert_pos(pars_max$R0)
squire:::assert_pos(pars_init[[1]]$R0)
squire:::assert_bounded(pars_init[[1]]$R0, left = pars_min$R0, right = pars_max$R0)
# check proposal kernel
if(!use_drjacoby){
squire:::assert_matrix(proposal_kernel)
if (gibbs_sampling) {
squire:::assert_eq(colnames(proposal_kernel), names(pars_init[[1]][-1]))
squire:::assert_eq(rownames(proposal_kernel), names(pars_init[[1]][-1]))
} else {
squire:::assert_eq(colnames(proposal_kernel), names(pars_init[[1]]))
squire:::assert_eq(rownames(proposal_kernel), names(pars_init[[1]]))
}
}
# check likelihood items
if ( !(is.null(log_likelihood) | inherits(log_likelihood, "function")) ) {
stop("Log Likelihood (log_likelihood) must be null or a user specified function")
}
if ( !(is.null(log_prior) | inherits(log_prior, "function")) ) {
stop("Log Likelihood (log_likelihood) must be null or a user specified function")
}
squire:::assert_logical(unlist(pars_discrete))
squire:::assert_list(pars_obs)
squire:::assert_in(c("phi_cases", "k_cases", "phi_death", "k_death", "exp_noise"), names(pars_obs))
squire:::assert_numeric(unlist(pars_obs[c("phi_cases", "k_cases", "phi_death", "k_death", "exp_noise")]))
# mcmc items
squire:::assert_pos_int(n_mcmc)
squire:::assert_pos_int(n_chains)
squire:::assert_pos_int(n_particles)
squire:::assert_logical(output_proposals)
# squire and odin
squire:::assert_custom_class(squire_model, "squire_model")
squire:::assert_pos_int(steps_per_day)
squire:::assert_numeric(reporting_fraction)
squire:::assert_bounded(reporting_fraction, 0, 1, inclusive_left = FALSE, inclusive_right = TRUE)
squire:::assert_pos_int(replicates)
# date change items
# checks that dates are not in the future compared to our data
if (!is.null(date_Rt_change)) {
squire:::assert_date(date_Rt_change)
if(as.Date(utils::tail(date_Rt_change,1)) > as.Date(utils::tail(data$week_end, 1))) {
stop("Last date in date_Rt_change is greater than the last date in data")
}
}
# ------------------------------------
# checks on odin interacting variables
# ------------------------------------
if(!is.null(contact_matrix_set)) {
squire:::assert_list(contact_matrix_set)
}
squire:::assert_same_length(contact_matrix_set, date_contact_matrix_set_change)
squire:::assert_same_length(ICU_bed_capacity, date_ICU_bed_capacity_change)
squire:::assert_same_length(hosp_bed_capacity, date_hosp_bed_capacity_change)
squire:::assert_same_length(max_vaccine, date_vaccine_change)
squire:::assert_same_length(vaccine_efficacy_infection, date_vaccine_efficacy_infection_change)
squire:::assert_same_length(vaccine_efficacy_disease, date_vaccine_efficacy_disease_change)
# handle contact matrix changes
if(!is.null(date_contact_matrix_set_change)) {
squire:::assert_date(date_contact_matrix_set_change)
squire:::assert_list(contact_matrix_set)
if(is.null(baseline_contact_matrix)) {
stop("baseline_contact_matrix can't be NULL if date_contact_matrix_set_change is provided")
}
if(as.Date(utils::tail(date_contact_matrix_set_change,1)) > as.Date(utils::tail(data$week_end, 1))) {
stop("Last date in date_contact_matrix_set_change is greater than the last date in data")
}
# Get in correct format
if(is.matrix(baseline_contact_matrix)) {
baseline_contact_matrix <- list(baseline_contact_matrix)
}
tt_contact_matrix <- c(0, seq_len(length(date_contact_matrix_set_change)))
contact_matrix_set <- append(baseline_contact_matrix, contact_matrix_set)
} else {
tt_contact_matrix <- 0
contact_matrix_set <- baseline_contact_matrix
}
# handle ICU changes
if(!is.null(date_ICU_bed_capacity_change)) {
squire:::assert_date(date_ICU_bed_capacity_change)
squire:::assert_vector(ICU_bed_capacity)
squire:::assert_numeric(ICU_bed_capacity)
if(is.null(baseline_ICU_bed_capacity)) {
stop("baseline_ICU_bed_capacity can't be NULL if date_ICU_bed_capacity_change is provided")
}
squire:::assert_numeric(baseline_ICU_bed_capacity)
if(as.Date(utils::tail(date_ICU_bed_capacity_change,1)) > as.Date(utils::tail(data$week_end, 1))) {
stop("Last date in date_ICU_bed_capacity_change is greater than the last date in data")
}
tt_ICU_beds <- c(0, seq_len(length(date_ICU_bed_capacity_change)))
ICU_bed_capacity <- c(baseline_ICU_bed_capacity, ICU_bed_capacity)
} else {
tt_ICU_beds <- 0
ICU_bed_capacity <- baseline_ICU_bed_capacity
}
# handle vaccine changes
if(!is.null(date_vaccine_change)) {
squire:::assert_date(date_vaccine_change)
squire:::assert_vector(max_vaccine)
squire:::assert_numeric(max_vaccine)
squire:::assert_numeric(baseline_max_vaccine)
if(is.null(baseline_max_vaccine)) {
stop("baseline_max_vaccine can't be NULL if date_vaccine_change is provided")
}
if(as.Date(utils::tail(date_vaccine_change,1)) > as.Date(utils::tail(data$week_end, 1))) {
stop("Last date in date_vaccine_change is greater than the last date in data")
}
tt_vaccine <- c(0, seq_len(length(date_vaccine_change)))
max_vaccine <- c(baseline_max_vaccine, max_vaccine)
} else {
tt_vaccine <- 0
if(!is.null(baseline_max_vaccine)) {
max_vaccine <- baseline_max_vaccine
} else {
max_vaccine <- 0
}
}
# handle vaccine efficacy disease changes
if(!is.null(date_vaccine_efficacy_infection_change)) {
squire:::assert_date(date_vaccine_efficacy_infection_change)
if(!is.list(vaccine_efficacy_infection)) {
vaccine_efficacy_infection <- list(vaccine_efficacy_infection)
}
squire:::assert_vector(vaccine_efficacy_infection[[1]])
squire:::assert_numeric(vaccine_efficacy_infection[[1]])
squire:::assert_numeric(baseline_vaccine_efficacy_infection)
if(is.null(baseline_vaccine_efficacy_infection)) {
stop("baseline_vaccine_efficacy_infection can't be NULL if date_vaccine_efficacy_infection_change is provided")
}
if(as.Date(utils::tail(date_vaccine_efficacy_infection_change,1)) > as.Date(utils::tail(data$week_end, 1))) {
stop("Last date in date_vaccine_efficacy_infection_change is greater than the last date in data")
}
tt_vaccine_efficacy_infection <- c(0, seq_len(length(date_vaccine_efficacy_infection_change)))
vaccine_efficacy_infection <- c(list(baseline_vaccine_efficacy_infection), vaccine_efficacy_infection)
} else {
tt_vaccine_efficacy_infection <- 0
if(!is.null(baseline_vaccine_efficacy_infection)) {
vaccine_efficacy_infection <- baseline_vaccine_efficacy_infection
} else {
vaccine_efficacy_infection <- rep(0.8, 17)
}
}
# handle vaccine efficacy disease changes
if(!is.null(date_vaccine_efficacy_disease_change)) {
squire:::assert_date(date_vaccine_efficacy_disease_change)
if(!is.list(vaccine_efficacy_disease)) {
vaccine_efficacy_disease <- list(vaccine_efficacy_disease)
}
squire:::assert_vector(vaccine_efficacy_disease[[1]])
squire:::assert_numeric(vaccine_efficacy_disease[[1]])
squire:::assert_numeric(baseline_vaccine_efficacy_disease)
if(is.null(baseline_vaccine_efficacy_disease)) {
stop("baseline_vaccine_efficacy_disease can't be NULL if date_vaccine_efficacy_disease_change is provided")
}
if(as.Date(utils::tail(date_vaccine_efficacy_disease_change,1)) > as.Date(utils::tail(data$week_end, 1))) {
stop("Last date in date_vaccine_efficacy_disease_change is greater than the last date in data")
}
tt_vaccine_efficacy_disease <- c(0, seq_len(length(date_vaccine_efficacy_disease_change)))
vaccine_efficacy_disease <- c(list(baseline_vaccine_efficacy_disease), vaccine_efficacy_disease)
} else {
tt_vaccine_efficacy_disease <- 0
if(!is.null(baseline_vaccine_efficacy_disease)) {
vaccine_efficacy_disease <- baseline_vaccine_efficacy_disease
} else {
vaccine_efficacy_disease <- rep(0.95, 17)
}
}
# handle hosp bed changed
if(!is.null(date_hosp_bed_capacity_change)) {
squire:::assert_date(date_hosp_bed_capacity_change)
squire:::assert_vector(hosp_bed_capacity)
squire:::assert_numeric(hosp_bed_capacity)
if(is.null(baseline_hosp_bed_capacity)) {
stop("baseline_hosp_bed_capacity can't be NULL if date_hosp_bed_capacity_change is provided")
}
squire:::assert_numeric(baseline_hosp_bed_capacity)
if(as.Date(utils::tail(date_hosp_bed_capacity_change,1)) > as.Date(utils::tail(data$week_end, 1))) {
stop("Last date in date_hosp_bed_capacity_change is greater than the last date in data")
}
tt_hosp_beds <- c(0, seq_len(length(date_hosp_bed_capacity_change)))
hosp_bed_capacity <- c(baseline_hosp_bed_capacity, hosp_bed_capacity)
} else {
tt_hosp_beds <- 0
hosp_bed_capacity <- baseline_hosp_bed_capacity
}
#----------------
# Generate Odin items
#----------------
# make the date definitely a date
data$week_start <- as.Date(as.character(data$week_start))
data$week_end <- as.Date(as.character(data$week_end))
# adjust for reporting fraction
pars_obs$phi_cases <- reporting_fraction
pars_obs$phi_death <- reporting_fraction
# build model parameters
if("nimue_model" %in% class(squire_model)){
model_params <- squire_model$parameter_func(
country = country,
population = population,
dt = 1/steps_per_day,
contact_matrix_set = contact_matrix_set,
tt_contact_matrix = tt_contact_matrix,
hosp_bed_capacity = hosp_bed_capacity,
tt_hosp_beds = tt_hosp_beds,
ICU_bed_capacity = ICU_bed_capacity,
tt_ICU_beds = tt_ICU_beds,
max_vaccine = max_vaccine,
tt_vaccine = tt_vaccine,
vaccine_efficacy_infection = vaccine_efficacy_infection,
tt_vaccine_efficacy_infection = tt_vaccine_efficacy_infection,
vaccine_efficacy_disease = vaccine_efficacy_disease,
tt_vaccine_efficacy_disease = tt_vaccine_efficacy_disease,
dur_R = dur_R,
...)
} else {
model_params <- squire_model$parameter_func(
country = country,
population = population,
dt = 1/steps_per_day,
contact_matrix_set = contact_matrix_set,
tt_contact_matrix = tt_contact_matrix,
hosp_bed_capacity = hosp_bed_capacity,
tt_hosp_beds = tt_hosp_beds,
ICU_bed_capacity = ICU_bed_capacity,
tt_ICU_beds = tt_ICU_beds,
dur_R = dur_R)
}
# collect interventions for odin model likelihood
#check if we are fitting vaccine and durR
if("ves" %in% names(pars_init[[1]])){
interventions <- list(
date_Rt_change = date_Rt_change,
date_contact_matrix_set_change = date_contact_matrix_set_change,
contact_matrix_set = contact_matrix_set,
date_ICU_bed_capacity_change = date_ICU_bed_capacity_change,
ICU_bed_capacity = ICU_bed_capacity,
date_hosp_bed_capacity_change = date_hosp_bed_capacity_change,
hosp_bed_capacity = hosp_bed_capacity,
date_vaccine_change = date_vaccine_change,
max_vaccine = max_vaccine,
date_vaccine_efficacy = date_vaccine_efficacy,
dose_ratio = dose_ratio,
vaccine_efficacies = vaccine_efficacies
)
} else {
interventions <- list(
date_Rt_change = date_Rt_change,
date_contact_matrix_set_change = date_contact_matrix_set_change,
contact_matrix_set = contact_matrix_set,
date_ICU_bed_capacity_change = date_ICU_bed_capacity_change,
ICU_bed_capacity = ICU_bed_capacity,
date_hosp_bed_capacity_change = date_hosp_bed_capacity_change,
hosp_bed_capacity = hosp_bed_capacity,
date_vaccine_change = date_vaccine_change,
max_vaccine = max_vaccine,
date_vaccine_efficacy_disease_change = date_vaccine_efficacy_disease_change,
vaccine_efficacy_disease = vaccine_efficacy_disease,
date_vaccine_efficacy_infection_change = date_vaccine_efficacy_infection_change,
vaccine_efficacy_infection = vaccine_efficacy_infection
)
}
#----------------..
# Collect Odin and MCMC Inputs
#----------------..
if(!use_drjacoby){
#accurate but slow
pars_obs$atol <- 1e-8
pars_obs$rtol <- 1e-8
inputs_pars <- list(pars_obs = pars_obs,
pars_init = pars_init,
pars_min = pars_min,
pars_max = pars_max,
proposal_kernel = proposal_kernel,
scaling_factor = scaling_factor,
pars_discrete = pars_discrete)
} else {
#low tolerance for drjacoby, so it is fast
pars_obs$atol <- 1e-3
pars_obs$rtol <- 1e-3
inputs_pars <- list(pars_obs = pars_obs,
pars_init = pars_init,
pars_min = pars_min,
pars_max = pars_max,
pars_discrete = pars_discrete)
data$date <- data$week_start
}
inputs <- list(
data = data,
n_mcmc = n_mcmc,
model_params = model_params,
interventions = interventions,
pars_obs = pars_obs,
Rt_args = Rt_args,
squire_model = squire_model,
pars = inputs_pars,
n_particles = n_particles)
#----------------
# create prior and likelihood functions given the inputs
#----------------
if(is.null(log_prior)) {
# set improper, uninformative prior
log_prior <- function(pars) log(1e-10)
}
if(use_drjacoby){
calc_lprior <- squire:::convert_log_prior_func_for_drjacoby(
log_prior
)
} else {
calc_lprior <- log_prior
}
if(is.null(log_likelihood)) {
log_likelihood <- squire:::calc_loglikelihood
} else if (!('...' %in% names(formals(log_likelihood)))){
stop('log_likelihood function must be able to take unnamed arguments')
}
# create shorthand function to calc_ll given main inputs
if(use_drjacoby){
calc_ll <- squire:::convert_log_likelihood_func_for_drjacoby(
log_likelihood
)
} else {
calc_ll <- function(pars) {
X <- log_likelihood(pars = pars,
data = data,
squire_model = squire_model,
model_params = model_params,
interventions = interventions,
pars_obs = pars_obs,
n_particles = n_particles,
forecast_days = 0,
Rt_args = Rt_args,
return = "ll"
)
X
}
}
#----------------
# proposals
#----------------
# needs to be a vector to pass to reflecting boundary function
pars_min <- unlist(pars_min)
pars_max <- unlist(pars_max)
pars_discrete <- unlist(pars_discrete)
if(use_drjacoby){
#run the drjacoby functions
# Are we debuggine
if (Sys.getenv("SQUIRE_PARALLEL_DEBUG") == "TRUE") {
# if debug remove the cluster
drjacoby_list$cluster <- NULL
}
message("Running drjacoby...")
mcmc_out <- squire:::run_drjacoby_mcmc(loglike = calc_ll,
logprior = calc_lprior,
inputs = inputs,
burnin = burnin,
chains = n_chains,
drjacoby_list = drjacoby_list)
# process output to play with rest of squire
chains <- squire:::convert_drjacoby_mcmc(mcmc_out)
if(n_chains > 1) {
pmcmc <- list(inputs = inputs,
chains = chains,
drjacoby_out = mcmc_out)
# drjaciby separates these so add them to align with pmcmc
pmcmc$inputs$n_mcmc <- burnin + n_chains
class(pmcmc) <- 'squire_pmcmc_list'
} else {
pmcmc <- chains$chain1
pmcmc$inputs <- inputs
pmcmc$drjacoby_out <- mcmc_out
class(pmcmc) <- 'squire_pmcmc'
}
#we sample with the normal function as we leave the likelihood how it is
} else {
#go ahead as usual
#----------------
# create mcmc run functions depending on whether Gibbs Sampling
#----------------
if(gibbs_sampling) {
# checking gibbs days is specified and is an integer
if (is.null(gibbs_days)) {
stop("if gibbs_sampling == TRUE, gibbs_days must be specified")
}
squire:::assert_int(gibbs_days)
# create our gibbs run func wrapper
run_mcmc_func <- function(...) {
force(gibbs_days)
squire:::run_mcmc_chain_gibbs(..., gibbs_days = gibbs_days)
}
} else {
run_mcmc_func <- squire:::run_mcmc_chain
}
#--------------------------------------------------------
# Section 2 of pMCMC Wrapper: Run pMCMC
#--------------------------------------------------------
# Run the chains in parallel
message("Running pMCMC...")
if (Sys.getenv("SQUIRE_PARALLEL_DEBUG") == "TRUE") {
chains <- purrr::pmap(
.l = list(n_mcmc = rep(n_mcmc, n_chains),
curr_pars = pars_init),
.f = run_mcmc_func,
inputs = inputs,
calc_lprior = calc_lprior,
calc_ll = calc_ll,
first_data_date = data$week_start[1],
output_proposals = output_proposals,
required_acceptance_ratio = required_acceptance_ratio,
start_adaptation = start_adaptation,
proposal_kernel = proposal_kernel,
scaling_factor = scaling_factor,
pars_discrete = pars_discrete,
pars_min = pars_min,
pars_max = pars_max)
} else {
chains <- furrr::future_pmap(
.l = list(n_mcmc = rep(n_mcmc, n_chains),
curr_pars = pars_init),
.f = run_mcmc_func,
inputs = inputs,
calc_lprior = calc_lprior,
calc_ll = calc_ll,
first_data_date = data$week_start[1],
output_proposals = output_proposals,
required_acceptance_ratio = required_acceptance_ratio,
start_adaptation = start_adaptation,
proposal_kernel = proposal_kernel,
scaling_factor = scaling_factor,
pars_discrete = pars_discrete,
pars_min = pars_min,
pars_max = pars_max,
.progress = TRUE,
.options = furrr::furrr_options(seed = NULL))
}
#----------------
# MCMC diagnostics and tidy
#----------------
if (n_chains > 1) {
names(chains) <- paste0('chain', seq_len(n_chains))
# calculating rhat
# convert parallel chains to a coda-friendly format
chains_coda <- lapply(chains, function(x) {
traces <- x$results
if('start_date' %in% names(pars_init[[1]])) {
traces$start_date <- squire:::start_date_to_offset(data$week_start[1], traces$start_date)
}
coda::as.mcmc(traces[, names(pars_init[[1]])])
})
rhat <- tryCatch(expr = {
x <- coda::gelman.diag(chains_coda)
x
}, error = function(e) {
message('unable to calculate rhat')
})
pmcmc <- list(inputs = chains[[1]]$inputs,
rhat = rhat,
chains = lapply(chains, '[', -1))
class(pmcmc) <- 'squire_pmcmc_list'
} else {
pmcmc <- chains[[1]]
class(pmcmc) <- "squire_pmcmc"
}
#--------------------------------------------------------
# Section 3 of pMCMC Wrapper: Sample PMCMC Results
#--------------------------------------------------------
#change to ley the following work
pmcmc$inputs$data$date <- pmcmc$inputs$data$week_start
}
pmcmc_samples <- squire:::sample_pmcmc(pmcmc_results = pmcmc,
burnin = burnin,
n_chains = n_chains,
n_trajectories = replicates,
log_likelihood = log_likelihood,
n_particles = n_particles,
forecast_days = forecast)
#remove the added dates so that its not confusing
pmcmc$inputs$data$date <- NULL
#--------------------------------------------------------
# Section 4 of pMCMC Wrapper: Tidy Output
#--------------------------------------------------------
#----------------
# Pull Sampled results and "recreate" squire models
#----------------
# create a fake run object and fill in the required elements
if("nimue_model" %in% class(squire_model)){
r <- squire_model$run_func(country = country,
contact_matrix_set = contact_matrix_set,
tt_contact_matrix = tt_contact_matrix,
hosp_bed_capacity = hosp_bed_capacity,
tt_hosp_beds = tt_hosp_beds,
ICU_bed_capacity = ICU_bed_capacity,
tt_ICU_beds = tt_ICU_beds,
max_vaccine = max_vaccine,
tt_vaccine = tt_vaccine,
vaccine_efficacy_infection = vaccine_efficacy_infection,
tt_vaccine_efficacy_infection = tt_vaccine_efficacy_infection,
vaccine_efficacy_disease = vaccine_efficacy_disease,
tt_vaccine_efficacy_disease = tt_vaccine_efficacy_disease,
population = population,
replicates = 1,
day_return = TRUE,
time_period = nrow(pmcmc_samples$trajectories),
dur_R = dur_R,
...)
} else {
r <- squire_model$run_func(country = country,
contact_matrix_set = contact_matrix_set,
tt_contact_matrix = tt_contact_matrix,
hosp_bed_capacity = hosp_bed_capacity,
tt_hosp_beds = tt_hosp_beds,
ICU_bed_capacity = ICU_bed_capacity,
tt_ICU_beds = tt_ICU_beds,
population = population,
replicates = 1,
day_return = TRUE,
time_period = nrow(pmcmc_samples$trajectories),
dur_R = dur_R
)
}
# and add the parameters that changed between each simulation, i.e. posterior draws
r$replicate_parameters <- pmcmc_samples$sampled_PMCMC_Results
# as well as adding the pmcmc chains so it's easy to draw from the chains again in the future
r$pmcmc_results <- pmcmc
# then let's create the output that we are going to use
names(pmcmc_samples)[names(pmcmc_samples) == "trajectories"] <- "output"
dimnames(pmcmc_samples$output) <- list(dimnames(pmcmc_samples$output)[[1]], dimnames(r$output)[[2]], NULL)
r$output <- pmcmc_samples$output
# and adjust the time as before
full_row <- match(0, apply(r$output[,"time",],2,function(x) { sum(is.na(x)) }))
saved_full <- r$output[,"time",full_row]
for(i in seq_len(replicates)) {
na_pos <- which(is.na(r$output[,"time",i]))
full_to_place <- saved_full - which(rownames(r$output) == as.Date(max(data$week_start))) + 1L
if(length(na_pos) > 0) {
full_to_place[na_pos] <- NA
}
r$output[,"time",i] <- full_to_place
}
# second let's recreate the output
r$model <- pmcmc_samples$inputs$squire_model$odin_model(
user = pmcmc_samples$inputs$model_params, unused_user_action = "ignore"
)
# we will add the interventions here so that we know what times are needed for projection
r$interventions <- interventions
# and fix the replicates
r$parameters$replicates <- replicates
r$parameters$time_period <- as.numeric(diff(as.Date(range(rownames(r$output)))))
r$parameters$dt <- model_params$dt
#--------------------..
# out
#--------------------..
return(r)
}
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