R/dic.fit.R

Defines functions dweibullOff1 dlnormOff1 dgammaOff1 pweibullOff1 plnormOff1 pgammaOff1 check.data.structure dist.optim.untransform dist.optim.transform single.boot dic.get.boots dic.getSE loglikhd exactlik siclik diclik2.helper2 diclik2.helper1 diclik2 diclik lik fw3 fw1 pl.par2 pl.par1 dic.fit

Documented in dgammaOff1 dic.fit loglikhd pgammaOff1

##' censored survival data
##'
##' \code{dic.fit} fits a parametric accelerated failure time model to survival
##' data. It was developed with the application to estimating incubation periods of infectious diseases
##' in mind but is applicable to many general problems.
##' The data can be a mixture of doubly interval-censored, single
##' interval-censored or exact observations from a single univariate
##' distribution. Currently, three distributions are supported: log-normal,
##' gamma, and Weibull. (The Erlang distribution is supported in the
##' \code{dic.fit.mcmc} function, which implements an MCMC version of this
##' code.) We use a consistent (par1, par2) notation for each distribution, they
##' map in the following manner: \deqn{Log-normal(meanlog=par1, sdlog=par2)}
##' \deqn{Gamma(shape=par1, scale=par2)} \deqn{Weibull(shape=par1, scale=par2)}
##' Standard errors of parameters can be computed using closed-form asymptotic
##' formulae or using a bootstrap routine for log-normal and gamma models.
##' Currently, bootstrap SEs are the only option for the gamma models, which do
##' not have a closed form for the percentiles. \code{dic.fit()} calculates
##' asymptotic SEs by default, or whenever the \code{n.boots} option is set to
##' 0. To compute bootstrap SEs, just set \code{n.boots} to be greater than
##' zero. \code{\link{dic.fit.mcmc}} also allows for Markov Chain Monte Carlo
##' fitting of these three parametric models and Erlang models as well.
##'
##'
##' @param dat a matrix with columns named "EL", "ER", "SL", "SR", corresponding
##'   to the left (L) and right (R) endpoints of the windows of possible
##'   exposure (E) and symptom onset (S). Also, a "type" column must be
##'   specified and have entries with 0, 1, or 2, corresponding to doubly
##'   interval-censored, single interval-censored or exact observations,
##'   respectively.
##' @param start.par2 starting value for 2nd parameter of desired distribution
##' @param opt.method method used by optim
##' @param par1.int the log-scale interval of possible median values (in the
##'   same units as the observations in dat).  Narrowing this interval can help
##'   speed up convergence of the algorithm, but care must be taken so that
##'   possible values are not excluded or that the maximization does not return
##'   a value at an endpoint of this interval.
##' @param par2.int the log-scale interval of possible dispersion values
##' @param ptiles percentiles of interest
##' @param dist what distribution to use to fit the data. Default "L" for
##'   log-normal. "G" for gamma, and "W" for Weibull.
##' @param n.boots number of bootstrap resamples (0 means that asymptotic results are desired)
##' @param ... additional options passed to optim
##' @return a cd.fit S4 object.
##' @importFrom methods is
##' @seealso \code{\link{cd.fit}}, \code{\link{dic.fit.mcmc}}
##' @export
##' @examples
##' data(fluA.inc.per)
##' dic.fit(fluA.inc.per, dist="L")
##' @references Reich NG et al.  Statistics in Medicine.  Estimating incubation
##'   periods with coarse data. 2009.
##'   \url{https://pubmed.ncbi.nlm.nih.gov/19598148/}

dic.fit <- function(dat,
                    start.par2 = log(2),
                    opt.method = "L-BFGS-B",
                    par1.int = log(c(0.5, 13)),
                    par2.int = log(c(1.01, log(5))),
                    ptiles = c(0.05, 0.95, 0.99),
                    dist = "L",
                    n.boots = 0,
                    ...) {
  ## check format of dat
  check.data.structure(dat)

  ## check to make sure distribution is supported
  if (!dist %in% c("G", "W", "L")) stop("Please use one of the following distributions Log-Normal (L) , Weibull (W), or Gamma (G)")

  ## no asymptotic results for gamma disribution at the moment so will need bootstrap to be larger tha 0 if dist != "L"
  if (dist == "G" && n.boots <= 0) stop("You must use bootstraping with this distrbution at the moment.  Please increase n.boots to something larger than 0")

  ## check if ptiles are valid
  if (any(ptiles >= 1, ptiles <= 0)) stop("Sorry the percentiles you are requesting are not valid.")

  ## fix sample size
  n <- nrow(dat)

  ## make sure dat is a matrix
  dat <- as.matrix(dat[, c("EL", "ER", "SL", "SR", "type")])
  if (is(dat, "data.frame")) stop("dat should be a matrix.")

  ## find starting values for DIC analysis using profile likelihoods
  start.par1 <- optimize(
    f = pl.par1, interval = par1.int,
    par2 = start.par2, dat = dat, dist = dist
  )$min
  start.par2 <- optimize(
    f = pl.par2, interval = par2.int, par1 = start.par1,
    dat = dat, dist = dist
  )$min

  # cat("start.par1:", start.par1, " start.par2", start.par2, "\n") ##DEBUG

  ## find MLEs for doubly censored data using optim
  tmp <- list(convergence = 1)
  msg <- NULL
  fail <- FALSE

  tmp <- optim(
    par = c(start.par1, start.par2),
    method = opt.method, hessian = TRUE,
    # lower=c(log(0.5), log(log(1.04))),
    fn = loglikhd, dat = dat, dist = dist, ...
  )

  # LEADS TO BETTER ERROR MESSAGES
  #     tryCatch(tmp <- optim(par=c(start.par1, start.par2),
  #                           method=opt.method, hessian=TRUE,
  #                          # lower=c(log(0.5), log(log(1.04))),
  #                           fn=loglikhd, dat=dat,dist=dist, ...),
  #              error = function(e) {
  #                print(e)
  #                  msg <<- e$message
  #                  fail <<- TRUE
  #              },
  #              warning = function(w){
  #                  msg <<- w$message
  #                  fail <<- TRUE
  #              })

  ## also, to catch a few more errors
  if (tmp$convergence != 0 || all(tmp$hessian == 0)) {
    msg <- tmp$message
    if (all(tmp$hessian == 0)) msg <- paste(msg, "& hessian is singular")
    fail <- TRUE
  }


  ## check if optimaization went well
  if (!fail) {
    ## back transform optim fit
    untransformed.fit.params <- dist.optim.untransform(dist, tmp$par)


    ## always going to report median even if not requested
    ptiles.appended <- sort(union(0.5, ptiles))

    ## get asymtotic CIs and SEs
    if (dist == "L" && n.boots <= 0) {
      med <- exp(untransformed.fit.params[1])
      disp <- exp(untransformed.fit.params[2])

      norm.quants <- qnorm(ptiles.appended)
      ests <- c(
        untransformed.fit.params[1],
        untransformed.fit.params[2],
        med * disp^norm.quants
      )
      Sig <- solve(tmp$hessian)
      ses <- dic.getSE(dat = dat, par1 = log(med), log.par2 = log(log(disp)), Sig = Sig, ptiles = ptiles.appended, dist = dist, opt.method = opt.method)
      ## get cis
      cil <- ests - qt(0.975, n - 1) * ses
      cih <- ests + qt(0.975, n - 1) * ses
      ## save the quantile estimates
      quant.matrix <- matrix(c(ests, cil, cih, ses),
        nrow = 2 + length(ptiles.appended), byrow = FALSE
      )
      ptiles.names <- paste0("p", 100 * ptiles.appended)

      rownames(quant.matrix) <- c("meanlog", "sdlog", ptiles.names)
      colnames(quant.matrix) <- c("est", "CIlow", "CIhigh", "StdErr")
    } else if (dist == "W" && n.boots <= 0) {
      shape <- untransformed.fit.params[1]
      scale <- untransformed.fit.params[2]

      ests <- c(
        shape,
        scale,
        scale * (-log(1 - ptiles.appended))^(1 / shape)
      )

      Sig <- solve(tmp$hessian)
      ses <- dic.getSE(
        dat = dat,
        par1 = shape,
        log.par2 = log(scale),
        Sig = Sig,
        ptiles = ptiles.appended,
        dist = dist,
        opt.method = opt.method
      )
      ## get cis
      cil <- ests - qt(0.975, n - 1) * ses
      cih <- ests + qt(0.975, n - 1) * ses

      ## save the quantile estimates
      quant.matrix <- matrix(c(ests, cil, cih, ses),
        nrow = 2 + length(ptiles.appended), byrow = FALSE
      )

      ptiles.names <- paste0("p", 100 * ptiles.appended)

      rownames(quant.matrix) <- c("shape", "scale", ptiles.names)
      colnames(quant.matrix) <- c("est", "CIlow", "CIhigh", "StdErr")
    } else { ## running bootstrap

      Sig <- solve(tmp$hessian)

      ## get estimates and cis for shape and scale
      boot.params <- dic.get.boots(
        dat = dat,
        par1 = untransformed.fit.params[1],
        par2 = untransformed.fit.params[2], # keeping it logged to stay consistent with previous function
        dist = dist,
        opt.method = opt.method,
        n.boots = n.boots
      )

      na.rows <- is.na(rowSums(boot.params))
      ## if we have any bootstraps that we couldn't get the MLE for:
      if (sum(na.rows) > 0) {
        warning(sprintf("Could not estimate the MLEs for %.0f of %.0f bootstrap replications. Excluding these from the calculation of confidence intervals and standard errors so interpret with caution. \n", sum(na.rows), n.boots))
        boot.params <- boot.params[-which(na.rows), ]
      }

      cis.params <- apply(boot.params, 2, function(x) quantile(x, c(0.025, 0.975)))

      ## adding median to  below since the exp(shape) paramter no longer has the nice interpretration
      ## of the log-normal model

      if (dist == "L") {
        boot.funcs <- apply(boot.params, 1, function(x) qlnorm(ptiles.appended, meanlog = x[1], sdlog = x[2]))
        ests <- qlnorm(ptiles.appended, untransformed.fit.params[1], untransformed.fit.params[2])
        param1.name <- "meanlog"
        param2.name <- "sdlog"
      } else if (dist == "W") {
        boot.funcs <- apply(boot.params, 1, function(x) qweibull(ptiles.appended, shape = x[1], scale = x[2]))
        ests <- qweibull(ptiles.appended, shape = untransformed.fit.params[1], scale = untransformed.fit.params[2])
        param1.name <- "shape"
        param2.name <- "scale"
      } else if (dist == "G") {
        boot.funcs <- apply(boot.params, 1, function(x) qgamma(ptiles.appended, shape = x[1], scale = x[2]))
        ests <- qgamma(ptiles.appended, shape = untransformed.fit.params[1], scale = untransformed.fit.params[2])
        param1.name <- "shape"
        param2.name <- "scale"
      }

      ## std deviations of bootstraps for parameters
      sds.params <- apply(boot.params, 2, sd)

      ## get percentile estimates
      cis.ptiles <- apply(boot.funcs, 1, function(x) quantile(x, c(0.025, 0.975)))
      sds.ptiles <- apply(boot.funcs, 1, sd)

      quant.matrix <- matrix(c(untransformed.fit.params, ests, cis.params[1, ], cis.ptiles[1, ], cis.params[2, ], cis.ptiles[2, ], sds.params, sds.ptiles), nrow = 2 + length(ptiles.appended), byrow = FALSE)
      ## deal with row and column names
      ptiles.names <- paste0("p", 100 * ptiles.appended)
      rownames(quant.matrix) <- c(param1.name, param2.name, ptiles.names)
      colnames(quant.matrix) <- c("est", "CIlow", "CIhigh", "SD")
    }

    if ("boot.params" %in% ls()) {
      bp <- data.frame(boot.params)
      ci.method <- "Bootstrap"
    } else {
      bp <- data.frame()
      ci.method <- "Asymptotic"
    }

    return(
      new("cd.fit",
        ests = round(quant.matrix, 3),
        conv = 1,
        MSG = "",
        loglik = -tmp$value,
        samples = bp,
        data = data.frame(dat),
        dist = dist,
        inv.hessian = Sig,
        est.method = "Maximum Likelihood - optim",
        ci.method = ci.method
      )
    )
  } else { ## if optimization fails:

    return(
      new("cd.fit",
        ests = matrix(NA, nrow = 5, ncol = 4),
        conv = 0,
        MSG = msg,
        loglik = numeric(0),
        samples = data.frame(),
        data = data.frame(dat),
        dist = dist,
        inv.hessian = matrix(),
        est.method = "Maximum Likelihood - optim",
        ci.method = ""
      )
    )
  }
}


## profile likelihood for par1 -- used by dic.fit() to get starting values
pl.par1 <- function(par1, par2, dat, dist) {
  loglikhd(pars = c(par1, par2), dist = dist, dat = dat)
}


## profile likelihood for par2 -- used by dic.fit() to get starting values
pl.par2 <- function(par2, par1, dat, dist) {
  loglikhd(pars = c(par1, par2), dist = dist, dat = dat)
}

## functions that manipulate/calculate the likelihood for the censored data
## the functions coded here are taken directly from the
## doubly interval censored likelihood notes.
fw1 <- function(t, EL, ER, SL, SR, par1, par2, dist) {
  ## function that calculates the first function for the DIC integral
  if (dist == "W") {
    (ER - SL + t) * dweibull(x = t, shape = par1, scale = par2)
  } else if (dist == "off1W") {
    (ER - SL + t) * dweibullOff1(x = t, shape = par1, scale = par2)
  } else if (dist == "G") {
    (ER - SL + t) * dgamma(x = t, shape = par1, scale = par2)
  } else if (dist == "off1G") {
    (ER - SL + t) * dgammaOff1(x = t, shape = par1, scale = par2)
  } else if (dist == "L") {
    (ER - SL + t) * dlnorm(x = t, meanlog = par1, sdlog = par2)
  } else if (dist == "off1L") {
    (ER - SL + t) * dlnormOff1(x = t, meanlog = par1, sdlog = par2)
  } else {
    stop("distribution not supported")
  }
}


fw3 <- function(t, EL, ER, SL, SR, par1, par2, dist) {
  ## function that calculates the third function for the DIC integral
  if (dist == "W") {
    (SR - EL - t) * dweibull(x = t, shape = par1, scale = par2)
  } else if (dist == "off1W") {
    (SR - EL - t) * dweibullOff1(x = t, shape = par1, scale = par2)
  } else if (dist == "G") {
    (SR - EL - t) * dgamma(x = t, shape = par1, scale = par2)
  } else if (dist == "off1G") {
    (SR - EL - t) * dgammaOff1(x = t, shape = par1, scale = par2)
  } else if (dist == "L") {
    (SR - EL - t) * dlnorm(x = t, meanlog = par1, sdlog = par2)
  } else if (dist == "off1L") {
    (SR - EL - t) * dlnormOff1(x = t, meanlog = par1, sdlog = par2)
  } else {
    stop("distribution not supported")
  }
}


lik <- function(par1, par2, EL, ER, SL, SR, type, dist) {
  ## returns the right likelihood for the type of data
  ## 0 = DIC, 1=SIC, 2=exact
  if (type == 0) {
    return(diclik2(par1, par2, EL, ER, SL, SR, dist))
  }
  if (type == 1) {
    return(siclik(par1, par2, EL, ER, SL, SR, dist))
  }
  if (type == 2) {
    return(exactlik(par1, par2, EL, ER, SL, SR, dist))
  }
}


## calculates the DIC likelihood by integration
diclik <- function(par1, par2, EL, ER, SL, SR, dist) {
  ## if symptom window is bigger than exposure window
  if (SR - SL > ER - EL) {
    dic1 <- integrate(fw1,
      lower = SL - ER, upper = SL - EL,
      subdivisions = 10,
      par1 = par1, par2 = par2,
      EL = EL, ER = ER, SL = SL, SR = SR,
      dist = dist
    )$value
    if (dist == "W") {
      dic2 <- (ER - EL) *
        (pweibull(SR - ER, shape = par1, scale = par2) - pweibull(SL - EL, shape = par1, scale = par2))
    } else if (dist == "off1W") {
      dic2 <- (ER - EL) *
        (pweibullOff1(SR - ER, shape = par1, scale = par2) - pweibullOff1(SL - EL, shape = par1, scale = par2))
    } else if (dist == "G") {
      dic2 <- (ER - EL) *
        (pgamma(SR - ER, shape = par1, scale = par2) - pgamma(SL - EL, shape = par1, scale = par2))
    } else if (dist == "off1G") {
      dic2 <- (ER - EL) *
        (pgammaOff1(SR - ER, shape = par1, scale = par2) - pgammaOff1(SL - EL, shape = par1, scale = par2))
    } else if (dist == "L") {
      dic2 <- (ER - EL) *
        (plnorm(SR - ER, par1, par2) - plnorm(SL - EL, par1, par2))
    } else if (dist == "off1L") {
      dic2 <- (ER - EL) *
        (plnormOff1(SR - ER, par1, par2) - plnormOff1(SL - EL, par1, par2))
    } else {
      stop("distribution not supported")
    }
    dic3 <- integrate(fw3,
      lower = SR - ER, upper = SR - EL,
      subdivisions = 10,
      par1 = par1, par2 = par2,
      EL = EL, ER = ER, SL = SL, SR = SR,
      dist = dist
    )$value
    return(dic1 + dic2 + dic3)
  } else { ## if exposure window is bigger than symptom window
    dic1 <- integrate(fw1,
      lower = SL - ER, upper = SR - ER, subdivisions = 10,
      par1 = par1, par2 = par2,
      EL = EL, ER = ER, SL = SL, SR = SR,
      dist = dist
    )$value
    if (dist == "W") {
      dic2 <- (SR - SL) *
        (pweibull(SL - EL, shape = par1, scale = par2) - pweibull(SR - ER, shape = par1, scale = par2))
    } else if (dist == "off1W") {
      dic2 <- (SR - SL) *
        (pweibullOff1(SL - EL, shape = par1, scale = par2) - pweibullOff1(SR - ER, shape = par1, scale = par2))
    } else if (dist == "G") {
      dic2 <- (SR - SL) *
        (pgamma(SL - EL, shape = par1, scale = par2) - pgamma(SR - ER, shape = par1, scale = par2))
    } else if (dist == "off1G") {
      dic2 <- (SR - SL) *
        (pgammaOff1(SL - EL, shape = par1, scale = par2) - pgammaOff1(SR - ER, shape = par1, scale = par2))
    } else if (dist == "L") {
      dic2 <- (SR - SL) *
        (plnorm(SL - EL, par1, par2) - plnorm(SR - ER, par1, par2))
    } else if (dist == "off1L") {
      dic2 <- (SR - SL) *
        (plnormOff1(SL - EL, par1, par2) - plnormOff1(SR - ER, par1, par2))
    } else {
      stop("distribution not supported")
    }
    dic3 <- integrate(fw3,
      lower = SL - EL, upper = SR - EL,
      subdivisions = 10,
      par1 = par1, par2 = par2,
      EL = EL, ER = ER, SL = SL, SR = SR,
      dist = dist
    )$value
    return(dic1 + dic2 + dic3)
  }
}

## this dic likelihood is designed for data that has overlapping intervals
diclik2 <- function(par1, par2, EL, ER, SL, SR, dist) {
  if (SL > ER) {
    return(diclik(par1, par2, EL, ER, SL, SR, dist))
  } else {
    lik1 <- integrate(diclik2.helper1,
      lower = EL, upper = SL,
      SL = SL, SR = SR, par1 = par1, par2 = par2, dist = dist
    )$value
    lik2 <- integrate(diclik2.helper2,
      lower = SL, upper = ER,
      SR = SR, par1 = par1, par2 = par2, dist = dist
    )$value
    return(lik1 + lik2)
  }
}

## likelihood functions for diclik2
diclik2.helper1 <- function(x, SL, SR, par1, par2, dist) {
  if (dist == "W") {
    pweibull(SR - x, shape = par1, scale = par2) - pweibull(SL - x, shape = par1, scale = par2)
  } else if (dist == "off1W") {
    pweibullOff1(SR - x, shape = par1, scale = par2) - pweibullOff1(SL - x, shape = par1, scale = par2)
  } else if (dist == "G") {
    pgamma(SR - x, shape = par1, scale = par2) - pgamma(SL - x, shape = par1, scale = par2)
  } else if (dist == "off1G") {
    pgammaOff1(SR - x, shape = par1, scale = par2) - pgammaOff1(SL - x, shape = par1, scale = par2)
  } else if (dist == "L") {
    plnorm(SR - x, par1, par2) - plnorm(SL - x, par1, par2)
  } else if (dist == "off1L") {
    plnormOff1(SR - x, par1, par2) - plnormOff1(SL - x, par1, par2)
  } else {
    stop("distribution not supported")
  }
}

diclik2.helper2 <- function(x, SR, par1, par2, dist) {
  if (dist == "W") {
    pweibull(SR - x, shape = par1, scale = par2)
  } else if (dist == "off1W") {
    pweibullOff1(SR - x, shape = par1, scale = par2)
  } else if (dist == "G") {
    pgamma(SR - x, shape = par1, scale = par2)
  } else if (dist == "off1G") {
    pgammaOff1(SR - x, shape = par1, scale = par2)
  } else if (dist == "L") {
    plnorm(SR - x, par1, par2)
  } else if (dist == "off1L") {
    plnormOff1(SR - x, par1, par2)
  } else {
    stop("distribution not supported")
  }
}


siclik <- function(par1, par2, EL, ER, SL, SR, dist) {
  ## calculates the SIC likelihood as the difference in CDFs
  if (dist == "W") {
    pweibull(SR - EL, shape = par1, scale = par2) - pweibull(SL - ER, shape = par1, scale = par2)
  } else if (dist == "off1W") {
    pweibullOff1(SR - EL, shape = par1, scale = par2) - pweibullOff1(SL - ER, shape = par1, scale = par2)
  } else if (dist == "off1G") {
    pgammaOff1(SR - EL, shape = par1, scale = par2) - pgammaOff1(SL - ER, shape = par1, scale = par2)
  } else if (dist == "G") {
    pgamma(SR - EL, shape = par1, scale = par2) - pgamma(SL - ER, shape = par1, scale = par2)
  } else if (dist == "L") {
    plnorm(SR - EL, par1, par2) - plnorm(SL - ER, par1, par2)
  } else if (dist == "off1L") {
    plnormOff1(SR - EL, par1, par2) - plnormOff1(SL - ER, par1, par2)
  } else {
    stop("distribution not supported")
  }
}

exactlik <- function(par1, par2, EL, ER, SL, SR, dist) {
  ## calculates the likelihood for an exact observation

  ## NB: the two Ss should be equal and the two Es should be equal
  ##     so it doesn't matter which pair we use in the forpar1la below.
  if (dist == "W") {
    dweibull(SR - EL, shape = par1, scale = par2)
  } else if (dist == "off1W") {
    dweibullOff1(SR - EL, shape = par1, scale = par2)
  } else if (dist == "off1G") {
    dgammaOff1(SR - EL, shape = par1, scale = par2)
  } else if (dist == "G") {
    dgamma(SR - EL, shape = par1, scale = par2)
  } else if (dist == "L") {
    dlnorm(SR - EL, par1, par2)
  } else if (dist == "off1L") {
    dlnormOff1(SR - EL, par1, par2)
  } else {
    stop("distribution not supported")
  }
}


##' Negative log likelihood for a dataset of interval-censored data, given a
##' distribution and its parameters.
##' @param pars vector of the transformed (estimation scale) parameters
##' @param dat a dataset, as in \code{dic.fit}
##' @param dist a distribution, as in \code{dic.fit}
##'
##' @details This package uses two versions of each parameter, the estimation
##'   scale, or the scale that is used for numerical optimization, and the
##'   reporting scale, or the natural scale of the parameters. For all
##'   likelihood calculations, this \code{loglikhd} function expects parameters
##'   that are on the estimation scale, i.e. have range \eqn{(-\infty, \infty)}.
##'   Specifically, this translates into all parameters for all distributions
##'   being log-transformed except for the meanlog (i.e. "par1") for the
##'   log-normal distribution.
##'
##' @return negative log-likelihood for a given dataset, parameters, and
##'   distribution.
##' @export
loglikhd <- function(pars, dat, dist) {
  # if the distribution is erlanf transform correctly for gamma
  if (dist == "E") {
    return(loglikhd(c(log(pars[1]), pars[2]), dat, dist = "G"))
  }

  ## calculates the log-likelihood of DIC data
  ## dat must have EL, ER, SL, SR and type columns

  ## expecting transformed params from optimiztion
  ## e.g. for log-normal expecting c(meanlog,log(sdlog))
  pars <- dist.optim.untransform(dist, pars)
  par1 <- pars[1]
  par2 <- pars[2]

  ## cat(sprintf("par1 = %.2f, par2 = %.2f \n",par1, par2))  ## for debugging
  n <- nrow(dat)
  totlik <- 0

  for (i in 1:n) {
    # cat(i,"start\n") ##DEBUG
    totlik <- totlik + log(lik(par1, par2,
      type = dat[i, "type"],
      EL = dat[i, "EL"], ER = dat[i, "ER"],
      SL = dat[i, "SL"], SR = dat[i, "SR"],
      dist = dist
    ))
    # cat(i,"end = ", totlik, "\n") ##DEBUG
  }


  return(-totlik) ## NB: NEEDS TO BE -totlik IF WE ARE MAXIMIZING USING OPTIM!
  ## May want to change this name later to reflect that is it negative log lik
}


## calculates the standard errors for estimates from dic.fit() using delta method (NOTE: only works for log-normal and Weibull Models at the moment)
## this function calculates the asymptotic standard errors based on the delta method
## the var/cov matrix has been calculated on the log(par1) and log(par2) scale
## the df objects below represent the gradient matrix of the transformations,
##    for on each distribution, from the parameters on the estimation scale
dic.getSE <- function(par1, log.par2, Sig, ptiles, dist, dat, opt.method) {
  cat(sprintf("Computing Asymptotic Confidence Intervals \n"))
  par2 <- exp(log.par2) # log.par2 input historically so I kept it as is

  if (dist == "L") {
    qnorms <- qnorm(ptiles)
    df <- matrix(
      c(
        1, 0, exp(par1 + qnorms * par2),
        0, par2, qnorms * exp(par1 + qnorms * par2 + log.par2)
      ),
      nrow = 2, ncol = 2 + length(ptiles), byrow = TRUE
    )
  } else if (dist == "W") {
    df <- matrix(
      c(
        par1, 0, par1 * (-log(1 - ptiles))^(1 / par2), # d/d log(par1)
        0, par2, -par1 / par2 * (-log(1 - ptiles))^(1 / par2) * log(-log(1 - ptiles))
      ), # d/d log(par2)
      nrow = 2, ncol = 2 + length(ptiles), byrow = TRUE
    )
  }
  ses <- sqrt(diag(t(df) %*% Sig %*% df))
  return(ses)
}

## returns matrix of bootstrap estimates of untransformed parameters for distrbution
dic.get.boots <- function(par1, par2, dist, dat, opt.method, n.boots = 100) {
  cat(sprintf("Bootstrapping (n=%i) Standard Errors for %s \n", n.boots, dist))
  boots <- vector("list", n.boots)

  ## sample line numbers from the data
  line.nums <- matrix(sample(seq_len(nrow(dat)), nrow(dat) * n.boots, replace = TRUE), nrow = nrow(dat), ncol = n.boots)
  ## set up progress bar
  pb <- txtProgressBar(min = 0, max = n.boots, style = 3)
  for (i in 1:n.boots) {
    boots[[i]] <-
      single.boot(par1.s = par1, par2.s = par2, opt.method = opt.method, dat.tmp = dat[line.nums[, i], ], dist = dist)
    setTxtProgressBar(pb, i)
  }
  close(pb)

  ## grab the params from each
  ## remember if any failed there will be NAs here
  par1s <- sapply(boots, function(x) x$par[1])
  par2s <- sapply(boots, function(x) x$par[2])

  return(cbind(par1 = par1s, par2 = par2s))
}

## estimates one set of parameters for a single bootstrap resample
## returns optim list object with estimates for the untransformed two parameters of the specified dist
single.boot <- function(par1.s, par2.s, opt.method, dat.tmp, dist, ...) {
  tmp <- list(convergence = 1)
  pars.transformed <- dist.optim.transform(dist, c(par1.s, par2.s))
  tryCatch(
    tmp <- optim(
      par = pars.transformed,
      method = opt.method,
      hessian = FALSE,
      fn = loglikhd,
      dat = dat.tmp, dist = dist, ...
    ),
    error = function(e) {
      NULL
    },
    warning = function(w) {
      NULL
    }
  )

  if (tmp$convergence != 0 || all(tmp$hessian == 0)) {
    msg <- tmp$message
    if (all(tmp$hessian == 0)) msg <- paste(msg, "& hessian is singular")
  }

  ## transform back to original scale
  ## return NAs if we can't find the min for this param set
  if (is.null(tmp$par)) {
    tmp$par <- c(NA, NA)
  } else {
    tmp$par <- dist.optim.untransform(dist, tmp$par)
  }

  return(tmp)
}


## Transforms parameters of a specific distriution for unbounded optimization
## returns vector of transformed parameters
dist.optim.transform <- function(dist, pars) {
  if (dist %in% c("G", "off1G")) {
    return(log(pars)) # for shape and scale
  } else if (dist %in% c("W", "off1W")) {
    return(log(pars)) # for shape and scale
  } else if (dist == "E") {
    # shape not transformed, logged
    return(c(pars[1], log(pars[2])))
  } else if (dist %in% c("L", "off1L")) {
    return(c(pars[1], log(pars[2]))) # for meanlog, sdlog
  } else {
    stop(sprintf("Distribtion (%s) not supported", dist))
  }
}

## Untransforms parameters before entering likelihood
## returns vector of untransformed parameters
dist.optim.untransform <- function(dist, pars) {
  if (dist %in% c("G", "off1G")) {
    return(exp(pars)) # for shape and scale
  } else if (dist %in% c("W", "off1W")) {
    return(exp(pars)) # for shape and scale
  } else if (dist == "E") {
    # shape identity, scale logged in estimation scale
    return(c(pars[1], exp(pars[2])))
  } else if (dist %in% c("L", "off1L")) {
    return(c(pars[1], exp(pars[2]))) # for meanlog, sdlog
  } else {
    stop(sprintf("Distribtion (%s) not supported", dist))
  }
}

## Issues a stop if the data does not conform with the expected structure
check.data.structure <- function(dat) {
  ## check format of dat
  cnames <- colnames(dat)
  if (!("EL" %in% cnames)) stop("dat must have column named EL")
  if (!("ER" %in% cnames)) stop("dat must have column named ER")
  if (!("SL" %in% cnames)) stop("dat must have column named SL")
  if (!("SR" %in% cnames)) stop("dat must have column named SR")

  if (!("type" %in% cnames)) stop("dat must have column named type")
  if (!all(dat[, "type"] %in% c(0, 1, 2))) {
    stop("values in type column must be either 0, 1 or 2.")
  }

  if (any(is.na(dat[, c("EL", "ER", "SL", "SR", "type")]))) stop("Missing (NA) values not permitted")
  return(NULL)
}


##' Function that calculates pgamma with a offset of 1 (i.e., 1 is equivalent to 0)
##'
##' @param x value to calculate pgamma at
##' @param replace0 should we replace 0 with epsilon
##' @param ... other parameters to pgamma
##'
##' @return pgamma offset
##'
pgammaOff1 <- function(x, replace0 = FALSE, ...) {
  rc <- pgamma(x - 1, ...)
  if (replace0 && any(rc <= 0)) {
    rc[which(rc <= 0)] <- 10^-8
  }
  return(rc)
}

plnormOff1 <- function(x, replace0 = FALSE, ...) {
  rc <- plnorm(x - 1, ...)
  if (replace0 && any(rc <= 0)) {
    rc[which(rc <= 0)] <- 10^-8
  }
  return(rc)
}

pweibullOff1 <- function(x, replace0 = FALSE, ...) {
  rc <- pweibull(x - 1, ...)
  if (replace0 && any(rc <= 0)) {
    rc[which(rc <= 0)] <- 10^-8
  }
  return(rc)
}




##' Function that calculates dgamma with a offset of 1 (i.e., 1 is equivalent to 0)
##'
##' @param x value to calculate dgamma at
##' @param replace0 should we replace 0 with epsilon
##' @param ... other parameters to dgamma
##'
##' @return dgamma offset
##'
dgammaOff1 <- function(x, replace0 = FALSE, ...) {
  rc <- dgamma(x - 1, ...)

  if (replace0 && rc <= 0) {
    rc <- 10^-8
  }
  return(rc)
}

dlnormOff1 <- function(x, replace0 = FALSE, ...) {
  rc <- dlnorm(x - 1, ...)

  if (replace0 && rc <= 0) {
    rc <- 10^-8
  }
  return(rc)
}

dweibullOff1 <- function(x, replace0 = FALSE, ...) {
  rc <- dweibull(x - 1, ...)

  if (replace0 && rc <= 0) {
    rc <- 10^-8
  }
  return(rc)
}
nickreich/coarseDataTools documentation built on July 8, 2023, 12:24 a.m.