#--------------------------------------------
#' @title null.nig.fit
#'
#' @description Normal inverse gaussian fit for null similarity scores.
#'
#' @details The normal inverse gaussian distribution is a flexible four parameter distribution which often gives
#' a good fit to the null log similarity scores when these scores are on a scale of 0 to 1. Other than
#' standardization, this function assumes that if the user wants the scores to be transformed, they've
#' transformed them. This routine calls the \code{fit.NIGuv} function from the ghyp package.
#'
#' @param score.null.vec Vector of null (non-match) similarity scores or transformed similarity scores
#' @param standardizeQ Whether or not to standardize the null scores
#' @param plotQ Diagnostic plots?
#'
#' @return list with the fitted parameters, fit info and chi-square goodness of fit test results
#'
#' @references XXXX
#'
#' @examples
#' XXXX
#--------------------------------------------
null.nig.fit <- function(score.null.vec, max.iter = 1000, standardizeQ=FALSE, plotQ=FALSE) {
#Take the log:
lgs <- score.null.vec
if(standardizeQ==TRUE){
lgs <- (lgs - mean(lgs))/sd(lgs)
}
lgs <- sort(lgs)
#nigFit.lgs <- fBasics::nigFit(lgs, alpha = alpha.init, beta = beta.init, delta = delta.init, mu = mu.init, doplot = FALSE, method="mle")
nigFit.lgs <- fit.NIGuv(lgs, control=list(maxit=max.iter))
if(nigFit.lgs@converged == TRUE) {
print("Converged.")
} else {
stop("NIG fit did not converge!!!! Turn up the number of iterations.")
}
alpb.est <- nigFit.lgs@alpha.bar
mu.est <- nigFit.lgs@mu
sig.est <- nigFit.lgs@sigma
gam.est <- nigFit.lgs@gamma
lam.est <- nigFit.lgs@lambda
#alp.est <- nigFit.lgs@fit$estimate[1]
#bet.est <- nigFit.lgs@fit$estimate[2]
#del.est <- nigFit.lgs@fit$estimate[3]
#mu.est <- nigFit.lgs@fit$estimate[4]
#This is needed for both plots and fit diagnostics:
lgs.hist.info <- hist(lgs,plot=F)
#dens <- fBasics::dnig(lgs, alpha=alp.est, beta=bet.est, delta=del.est, mu=mu.est)
dens <- dghyp(lgs, object = nigFit.lgs)
#Compute AIC and BIC for comparison to other fits
#llk <- sum(log(dens))
llk <- nigFit.lgs@llh
N<-length(lgs)
k<-4
#aic <- -2* llk + (2*N*k/(N-k-1))
aic <- AIC(nigFit.lgs)
bic <- -2* llk + k*log(N)
if(plotQ==TRUE){
print("Rendering diagnostic plots...")
split.screen( figs = c( 1, 2 ) )
screen(1)
ylim.max <- max(dens,lgs.hist.info$density)
xlim.max <- max(lgs,lgs.hist.info$breaks)
xlim.min <- min(lgs,lgs.hist.info$breaks)
if(standardizeQ==TRUE){
fittitle <- "NIG fit to standardized log(null)"
} else {
fittitle <- "NIG fit to log(null)"
}
plot(lgs, dens, xlim=c(xlim.min,xlim.max), ylim=c(0,ylim.max), typ="l", col="blue", lwd=3, xlab="", ylab="")
par(new=T)
hist(lgs, probability=T, xlim=c(xlim.min,xlim.max), ylim=c(0,ylim.max), xlab="STD log(KNM)", main=fittitle)
#Q-Q Plot:
#t-axis:
tmax<-1000
tax<-seq(1,tmax,1)/(tmax+1)
cemp<-ecdf(lgs)(lgs)
#Empirical quantile function (inverse CDF):
qemp<-splinefun(cemp,lgs)
#Empirical quantiles:
Zt<-qemp(tax)
#Quantiles from fit:
#Zt.hat <- fBasics::qnig(tax,alpha=alp.est,beta=bet.est,delta=del.est,mu=mu.est)
Zt.hat <- qghyp(tax, object = nigFit.lgs)
if(standardizeQ==TRUE){
QQtitle <- "Q-Q plot for NIG fit to standardized log(null) hist"
} else {
QQtitle <- "Q-Q plot for NIG fit to log(null) hist"
}
#Q-Q plot:
screen(2)
plot(Zt,Zt.hat, xlab="empirical quantiles", ylab="fit quantiles",main=QQtitle)
abline(0,1)
close.screen( all = TRUE )
}
freq.obs <- lgs.hist.info$counts
freq.expec <- rep(-1,length(lgs.hist.info$mids))
fit.probs <- rep(-1,length(lgs.hist.info$mids))
print("Computing fit interquantile probabilities...")
for(i in 1:(length(lgs.hist.info$breaks)-1)){
upi <- lgs.hist.info$breaks[i+1]
loi <- lgs.hist.info$breaks[i]
#fit.probs[i] <- fBasics::pnig(upi, alpha=alp.est, beta=bet.est, delta=del.est, mu=mu.est) - fBasics::pnig(loi, alpha=alp.est, beta=bet.est, delta=del.est, mu=mu.est)
fit.probs[i] <- pghyp(upi, object = nigFit.lgs) - pghyp(loi, object = nigFit.lgs)
freq.expec[i] <- fit.probs[i] * length(score.null.vec)
}
#plt <- fBasics::pnig(lgs.hist.info$breaks[1], alpha=alp.est, beta=bet.est, delta=del.est, mu=mu.est)
plt <- pghyp(lgs.hist.info$breaks[1], object = nigFit.lgs)
prt <- 1-sum(c(plt,fit.probs))
fit.probs <- c(plt,fit.probs,prt)
fit.info <- cbind(fit.probs, c(plt*length(score.null.vec), freq.expec, prt*length(score.null.vec)), c(0,freq.obs,0))
colnames(fit.info) <- c("interquant.probs", "interquant.exp.cts", "interquant.obs.cts")
chisq.results <- chisq.test(c(0,freq.obs,0), p = fit.probs)
fit.params <- c(alpb.est, mu.est, sig.est, gam.est, lam.est)
names(fit.params) <- c("alpha.bar.hat", "mu.hat", "sigma.hat", "gamma.hat", "lambda.hat")
info.list <- list(fit.params, fit.info, chisq.results, nigFit.lgs, aic, bic)
names(info.list) <- c("parameters", "fit.info", "chi.square.test", "fit.obj", "AIC", "BIC")
return(info.list)
}
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