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September 9, 2018 22:50
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recreate the stan code from https://arxiv.org/pdf/1808.06399.pdf
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# stan code from https://arxiv.org/pdf/1808.06399.pdf | |
library("DirichletReg") | |
Bld <- BloodSamples | |
Bld <- na.omit(Bld) | |
Bld$Smp <- DR_data(Bld[, 1:4]) | |
stan_code <- ' | |
data { | |
int<lower=1> N; // total number of observations | |
int<lower=2> ncolY; // number of categories | |
int<lower=2> ncolX; // number of predictor levels | |
matrix[N,ncolX] X; // predictor design matrix | |
matrix[N,ncolY] Y; // response variable | |
real sd_prior; // Prior standard deviation | |
} | |
parameters { | |
matrix[ncolY-1,ncolX] beta_raw; // coefficients (raw) | |
real theta; | |
} | |
transformed parameters{ | |
real exptheta = exp(theta); | |
matrix[ncolY,ncolX] beta; // coefficients | |
for (l in 1:ncolX) { | |
beta[ncolY,l] = 0.0; | |
} | |
for (k in 1:(ncolY-1)) { | |
for (l in 1:ncolX) { | |
beta[k,l] = beta_raw[k,l]; | |
} | |
} } | |
model { | |
// prior: | |
theta ~ normal(0,sd_prior); | |
for (k in 1:(ncolY-1)) { | |
for (l in 1:ncolX) { | |
beta_raw[k,l] ~ normal(0,sd_prior); | |
} | |
} | |
// likelihood | |
for (n in 1:N) { | |
vector[ncolY] logits; | |
for (m in 1:ncolY){ | |
logits[m] = X[n,] * transpose(beta[m,]); | |
} | |
transpose(Y[n,]) ~ dirichlet(softmax(logits) * exptheta); | |
} | |
}' | |
library(rstan) | |
prg <- stan_model(model_code = stan_code) | |
X <- as.matrix(model.matrix(lm(Albumin ~ Disease, data = Bld))) | |
X <- matrix(nrow = nrow(X), ncol = ncol(X), data = as.numeric(X)) | |
Y <- Bld$Smp | |
D <- list(N = nrow(Y), ncolY = ncol(Y), ncolX = ncol(X), | |
X = X, Y = Y, sd_prior = 1) | |
fit1 <- sampling(prg, data = D, chains = 4, iter = 2000, cores = 4, | |
control = list(adapt_delta = 0.95, max_treedepth = 20), | |
refresh = 100) | |
B <- extract(fit1)$beta | |
simplex <- function(x){ | |
exp(x)/sum(exp(x)) | |
} | |
# plot stan | |
my_colors <- scales::hue_pal()(4) | |
layout(matrix(1:2, ncol = 2)) | |
plot(1:4, Bld[1, 1:4], ylim = c(0, 0.6), type = "n", xaxt = "n", las = 1, | |
xlab = "", ylab = "Proportion", main = "Disease A", xlim = c(0.6, 4.4)) | |
abline(h = seq(0, 0.6, by = 0.1), col = "grey", lty = 3) | |
axis(1, at = 1:4, labels = names(Bld)[1:4], las = 2) | |
aux <- t(apply(B[, , 1], MAR = 1, FUN = simplex)) | |
apply(subset(Bld, Disease == "A")[, 1:4], MAR = 1, FUN = points, pch = 16, | |
col = "grey") | |
lines(apply(subset(Bld, Disease == "A")[, 1:4], MAR = 2, FUN = mean), | |
type = "b", pch = 16, cex = 1.2, lwd = 2) | |
lines(apply(aux, MAR = 2, FUN = quantile, prob = 0.975), type = "b", pch = 4, | |
lty = 2, col = my_colors[1]) | |
lines(apply(aux, MAR = 2, FUN = quantile, prob = 0.025), type = "b", pch = 4, | |
lty = 2, col = my_colors[1]) | |
lines(apply(aux, MAR = 2, FUN = mean), lwd = 2, col = my_colors[1], type = "b", | |
pch = 16) | |
plot(1:4, Bld[1, 1:4], ylim = c(0, 0.6), type = "n", xaxt = "n", las = 1, | |
xlab = "", ylab = "Proportion", main = "Disease B", xlim = c(0.6, 4.4)) | |
abline(h = seq(0, 0.6, by = 0.1), col = "grey", lty = 3) | |
axis(1, at = 1:4, labels = names(Bld)[1:4], las = 2) | |
aux <- t(apply(B[, , 1] + B[, , 2], MAR = 1, FUN = simplex)) | |
apply(subset(Bld, Disease == "B")[, 1:4], MAR = 1, FUN = points, pch = 16, | |
col = "grey") | |
lines(apply(subset(Bld, Disease == "B")[, 1:4], MAR = 2, FUN = mean), | |
type = "b", pch = 16, cex = 1.2, lwd = 2) | |
lines(apply(aux, MAR = 2, FUN = quantile, prob = 0.975), type = "b", pch = 4, | |
lty = 2, col = my_colors[2]) | |
lines(apply(aux, MAR = 2, FUN = quantile, prob = 0.025), type = "b", pch = 4, | |
lty = 2, col = my_colors[2]) | |
lines(apply(aux, MAR = 2, FUN = mean), lwd = 2, col = my_colors[2], type = "b", | |
pch = 16) | |
layout(1) | |
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