R/PLNfit-class.R
PLNfit.Rd
The function PLN()
fit a model which is an instance of a object with class PLNfit
.
Objects produced by the functions PLNnetwork()
, PLNPCA()
, PLNmixture()
and PLNLDA()
also enjoy the methods of PLNfit()
by inheritance.
This class comes with a set of R6 methods, some of them being useful for the user and exported as S3 methods.
See the documentation for coef()
, sigma()
, predict()
, vcov()
and standard_error()
.
Fields are accessed via active binding and cannot be changed by the user.
n
number of samples
q
number of dimensions of the latent space
p
number of species
d
number of covariates
nb_param
number of parameters in the current PLN model
model_par
a list with the matrices of the model parameters: B (covariates), Sigma (covariance), Omega (precision matrix), plus some others depending on the variant)
var_par
a list with the matrices of the variational parameters: M (means) and S2 (variances)
optim_par
a list with parameters useful for monitoring the optimization
latent
a matrix: values of the latent vector (Z in the model)
latent_pos
a matrix: values of the latent position vector (Z) without covariates effects or offset
fitted
a matrix: fitted values of the observations (A in the model)
vcov_coef
matrix of sandwich estimator of the variance-covariance of B (need fixed -ie known- covariance at the moment)
vcov_model
character: the model used for the residual covariance
weights
observational weights
loglik
(weighted) variational lower bound of the loglikelihood
loglik_vec
element-wise variational lower bound of the loglikelihood
BIC
variational lower bound of the BIC
entropy
Entropy of the variational distribution
ICL
variational lower bound of the ICL
R_squared
approximated goodness-of-fit criterion
criteria
a vector with loglik, BIC, ICL and number of parameters
new()
Initialize a PLNfit
model
PLNfit$new(responses, covariates, offsets, weights, formula, control)
responses
the matrix of responses (called Y in the model). Will usually be extracted from the corresponding field in PLNfamily-class
covariates
design matrix (called X in the model). Will usually be extracted from the corresponding field in PLNfamily-class
offsets
offset matrix (called O in the model). Will usually be extracted from the corresponding field in PLNfamily-class
weights
an optional vector of observation weights to be used in the fitting process.
formula
model formula used for fitting, extracted from the formula in the upper-level call
control
a list-like structure for controlling the fit, see PLN_param()
.
update()
Update a PLNfit
object
PLNfit$update(
B = NA,
Sigma = NA,
Omega = NA,
M = NA,
S = NA,
Ji = NA,
R2 = NA,
Z = NA,
A = NA,
monitoring = NA
)
B
matrix of regression matrix
Sigma
variance-covariance matrix of the latent variables
Omega
precision matrix of the latent variables. Inverse of Sigma.
M
matrix of variational parameters for the mean
S
matrix of variational parameters for the variance
Ji
vector of variational lower bounds of the log-likelihoods (one value per sample)
R2
approximate R^2 goodness-of-fit criterion
Z
matrix of latent vectors (includes covariates and offset effects)
A
matrix of fitted values
monitoring
a list with optimization monitoring quantities
optimize()
Call to the NLopt or TORCH optimizer and update of the relevant fields
responses
the matrix of responses (called Y in the model). Will usually be extracted from the corresponding field in PLNfamily-class
covariates
design matrix (called X in the model). Will usually be extracted from the corresponding field in PLNfamily-class
offsets
offset matrix (called O in the model). Will usually be extracted from the corresponding field in PLNfamily-class
weights
an optional vector of observation weights to be used in the fitting process.
config
part of the control
argument which configures the optimizer
optimize_vestep()
Result of one call to the VE step of the optimization procedure: optimal variational parameters (M, S) and corresponding log likelihood values for fixed model parameters (Sigma, B). Intended to position new data in the latent space.
PLNfit$optimize_vestep(
covariates,
offsets,
responses,
weights,
B = self$model_par$B,
Omega = self$model_par$Omega,
control = PLN_param(backend = "nlopt")
)
covariates
design matrix (called X in the model). Will usually be extracted from the corresponding field in PLNfamily-class
offsets
offset matrix (called O in the model). Will usually be extracted from the corresponding field in PLNfamily-class
responses
the matrix of responses (called Y in the model). Will usually be extracted from the corresponding field in PLNfamily-class
weights
an optional vector of observation weights to be used in the fitting process.
B
Optional fixed value of the regression parameters
Omega
precision matrix of the latent variables. Inverse of Sigma.
control
a list-like structure for controlling the fit, see PLN_param()
.
Sigma
variance-covariance matrix of the latent variables
postTreatment()
Update R2, fisher and std_err fields after optimization
responses
the matrix of responses (called Y in the model). Will usually be extracted from the corresponding field in PLNfamily-class
covariates
design matrix (called X in the model). Will usually be extracted from the corresponding field in PLNfamily-class
offsets
offset matrix (called O in the model). Will usually be extracted from the corresponding field in PLNfamily-class
weights
an optional vector of observation weights to be used in the fitting process.
config_post
a list for controlling the post-treatments (optional bootstrap, jackknife, R2, etc.). See details
config_optim
a list for controlling the optimization (optional bootstrap, jackknife, R2, etc.). See details
nullModel
null model used for approximate R2 computations. Defaults to a GLM model with same design matrix but not latent variable.
The list of parameters config
controls the post-treatment processing, with the following entries:
jackknife boolean indicating whether jackknife should be performed to evaluate bias and variance of the model parameters. Default is FALSE.
bootstrap integer indicating the number of bootstrap resamples generated to evaluate the variance of the model parameters. Default is 0 (inactivated).
variational_var boolean indicating whether variational Fisher information matrix should be computed to estimate the variance of the model parameters (highly underestimated). Default is FALSE.
rsquared boolean indicating whether approximation of R2 based on deviance should be computed. Default is TRUE
trace integer for verbosity. should be > 1 to see output in post-treatments
predict()
Predict position, scores or observations of new data.
PLNfit$predict(
newdata,
responses = NULL,
type = c("link", "response"),
level = 1,
envir = parent.frame()
)
newdata
A data frame in which to look for variables with which to predict. If omitted, the fitted values are used.
responses
Optional data frame containing the count of the observed variables (matching the names of the provided as data in the PLN function), assuming the interest in in testing the model.
type
Scale used for the prediction. Either link
(default, predicted positions in the latent space) or response
(predicted counts).
level
Optional integer value the level to be used in obtaining the predictions. Level zero corresponds to the population predictions (default if responses
is not provided) while level one (default) corresponds to predictions after evaluating the variational parameters for the new data.
envir
Environment in which the prediction is evaluated
predict_cond()
Predict position, scores or observations of new data, conditionally on the observation of a (set of) variables
PLNfit$predict_cond(
newdata,
cond_responses,
type = c("link", "response"),
var_par = FALSE,
envir = parent.frame()
)
newdata
a data frame containing the covariates of the sites where to predict
cond_responses
a data frame containing the count of the observed variables (matching the names of the provided as data in the PLN function)
type
Scale used for the prediction. Either link
(default, predicted positions in the latent space) or response
(predicted counts).
var_par
Boolean. Should new estimations of the variational parameters of mean and variance be sent back, as attributes of the matrix of predictions. Default to FALSE
.
envir
Environment in which the prediction is evaluated
show()
User friendly print method
PLNfit$show(
model = paste("A multivariate Poisson Lognormal fit with", self$vcov_model,
"covariance model.\n")
)
if (FALSE) { # \dontrun{
data(trichoptera)
trichoptera <- prepare_data(trichoptera$Abundance, trichoptera$Covariate)
myPLN <- PLN(Abundance ~ 1, data = trichoptera)
class(myPLN)
print(myPLN)
} # }