## ----setup, include = FALSE---------------------------------------------------
knitr::opts_chunk$set(
  collapse = TRUE,
  comment = "#>",
  fig.width = 10,
  fig.height = 5,
  fig.align = "center",
  warning = FALSE,
  message = FALSE,
  digits = 4
)

kbl10 <- function(x, n = 10, digits = 4, ...) {
  knitr::kable(utils::head(as.data.frame(x), n), digits = digits, align = "c", ...)
}

## ----library------------------------------------------------------------------
library(betaregscale)

## ----simulate-data------------------------------------------------------------
sim_brsmm_data <- function(seed = 3501L, g = 24L, ni = 12L,
                           beta = c(0.20, 0.65),
                           gamma = c(-0.15),
                           sigma_b = 0.55) {
  set.seed(seed)
  id <- factor(rep(seq_len(g), each = ni))
  n <- length(id)
  x1 <- rnorm(n)

  b_true <- rnorm(g, mean = 0, sd = sigma_b)
  eta_mu <- beta[1] + beta[2] * x1 + b_true[as.integer(id)]
  eta_phi <- rep(gamma[1], n)

  mu <- plogis(eta_mu)
  phi <- plogis(eta_phi)
  shp <- brs_repar(mu = mu, phi = phi, repar = 2)
  y <- round(stats::rbeta(n, shp$shape1, shp$shape2) * 100)

  list(
    data = data.frame(y = y, x1 = x1, id = id),
    truth = list(beta = beta, gamma = gamma, sigma_b = sigma_b, b = b_true)
  )
}

sim <- sim_brsmm_data(
  g = 12,
  ni = 20,
  beta = c(0.20, 0.65),
  gamma = c(-0.15),
  sigma_b = 0.55
)
str(sim$data)

## ----fit-brsmm----------------------------------------------------------------
fit_mm <- brsmm(
  y ~ x1,
  random = ~ 1 | id,
  data = sim$data,
  repar = 2,
  int_method = "laplace",
  method = "BFGS",
  control = list(maxit = 1000)
)

summary(fit_mm)

## ----fit-brsmm-random-slope---------------------------------------------------
fit_mm_rs <- brsmm(
  y ~ x1,
  random = ~ 1 + x1 | id,
  data = sim$data,
  repar = 2,
  int_method = "laplace",
  method = "BFGS",
  control = list(maxit = 1200)
)

summary(fit_mm_rs)

## ----random-covariance--------------------------------------------------------
kbl10(fit_mm_rs$random$D)
kbl10(
  data.frame(term = names(fit_mm_rs$random$sd_b), sd = as.numeric(fit_mm_rs$random$sd_b)),
  digits = 4
)
kbl10(head(ranef(fit_mm_rs), 10))

## ----ranef-study--------------------------------------------------------------
re_study <- brsmm_re_study(fit_mm_rs)
print(re_study)
kbl10(re_study$summary)
kbl10(re_study$D)
kbl10(re_study$Corr)

## ----ranef-visuals------------------------------------------------------------
if (requireNamespace("ggplot2", quietly = TRUE)) {
  autoplot.brsmm(fit_mm_rs, type = "ranef_caterpillar")
  autoplot.brsmm(fit_mm_rs, type = "ranef_density")
  autoplot.brsmm(fit_mm_rs, type = "ranef_pairs")
  autoplot.brsmm(fit_mm_rs, type = "ranef_qq")
}

## ----methods-coef-------------------------------------------------------------
kbl10(
  data.frame(
    parameter = names(coef(fit_mm, model = "full")),
    estimate = as.numeric(coef(fit_mm, model = "full"))
  ),
  digits = 4
)
kbl10(
  data.frame(
    log_sigma_b = as.numeric(coef(fit_mm, model = "random")),
    sigma_b = as.numeric(exp(coef(fit_mm, model = "random")))
  ),
  digits = 4
)
kbl10(head(ranef(fit_mm), 10))

## ----methods-coef-rs----------------------------------------------------------
kbl10(
  data.frame(
    parameter = names(coef(fit_mm_rs, model = "random")),
    estimate = as.numeric(coef(fit_mm_rs, model = "random"))
  ),
  digits = 4
)
kbl10(fit_mm_rs$random$D)

## ----methods-summary----------------------------------------------------------
vc <- vcov(fit_mm)
dim(vc)

sm <- summary(fit_mm)
kbl10(sm$coefficients)

kbl10(
  data.frame(
    logLik = as.numeric(logLik(fit_mm)),
    AIC = AIC(fit_mm),
    BIC = BIC(fit_mm),
    nobs = nobs(fit_mm)
  ),
  digits = 4
)

## ----methods-predict----------------------------------------------------------
kbl10(
  data.frame(
    mu_hat = head(fitted(fit_mm, type = "mu")),
    phi_hat = head(fitted(fit_mm, type = "phi")),
    pred_mu = head(predict(fit_mm, type = "response")),
    pred_eta = head(predict(fit_mm, type = "link")),
    pred_phi = head(predict(fit_mm, type = "precision")),
    pred_var = head(predict(fit_mm, type = "variance"))
  ),
  digits = 4
)

kbl10(
  data.frame(
    res_response = head(residuals(fit_mm, type = "response")),
    res_pearson = head(residuals(fit_mm, type = "pearson"))
  ),
  digits = 4
)

## ----methods-plot-------------------------------------------------------------
plot(fit_mm, which = 1:4, type = "pearson")

if (requireNamespace("ggplot2", quietly = TRUE)) {
  plot(fit_mm, which = 1:2, gg = TRUE)
}

## ----methods-autoplot---------------------------------------------------------
if (requireNamespace("ggplot2", quietly = TRUE)) {
  autoplot.brsmm(fit_mm, type = "calibration")
  autoplot.brsmm(fit_mm, type = "score_dist")
  autoplot.brsmm(fit_mm, type = "ranef_qq")
  autoplot.brsmm(fit_mm, type = "residuals_by_group")
}

## ----methods-newdata----------------------------------------------------------
nd <- sim$data[1:8, c("x1", "id")]
kbl10(
  data.frame(pred_seen = as.numeric(predict(fit_mm, newdata = nd, type = "response"))),
  digits = 4
)

nd_unseen <- nd
nd_unseen$id <- factor(rep("new_cluster", nrow(nd_unseen)))
kbl10(
  data.frame(pred_unseen = as.numeric(predict(fit_mm, newdata = nd_unseen, type = "response"))),
  digits = 4
)

## ----methods-newdata-rs-------------------------------------------------------
kbl10(
  data.frame(pred_rs_seen = as.numeric(predict(fit_mm_rs, newdata = nd, type = "response"))),
  digits = 4
)
kbl10(
  data.frame(pred_rs_unseen = as.numeric(predict(fit_mm_rs, newdata = nd_unseen, type = "response"))),
  digits = 4
)

## ----wald-tests---------------------------------------------------------------
sm <- summary(fit_mm)
kbl10(sm$coefficients)

## ----lr-evolution-------------------------------------------------------------
# Base model without a random effect
fit_brs <- brs(
  y ~ x1,
  data = sim$data,
  repar = 2
)

# Reuse the mixed models already fitted:
# fit_mm    : random = ~ 1 | id
# fit_mm_rs : random = ~ 1 + x1 | id

tab_lr <- anova(fit_brs, fit_mm, fit_mm_rs, test = "Chisq")
kbl10(
  data.frame(model = rownames(tab_lr), tab_lr, row.names = NULL),
  digits = 4
)

## ----quick-diagnostics--------------------------------------------------------
r <- residuals(fit_mm, type = "pearson")
kbl10(
  data.frame(
    mean = mean(r),
    sd = stats::sd(r),
    q025 = as.numeric(stats::quantile(r, 0.025)),
    q975 = as.numeric(stats::quantile(r, 0.975))
  ),
  digits = 4
)

## ----recovery-single----------------------------------------------------------
est <- c(
  beta0 = unname(coef(fit_mm, model = "mean")[1]),
  beta1 = unname(coef(fit_mm, model = "mean")[2]),
  sigma_b = unname(exp(coef(fit_mm, model = "random")))
)

true <- c(
  beta0 = sim$truth$beta[1],
  beta1 = sim$truth$beta[2],
  sigma_b = sim$truth$sigma_b
)

recovery_table <- data.frame(
  parameter = names(true),
  true = as.numeric(true),
  estimate = as.numeric(est[names(true)]),
  bias = as.numeric(est[names(true)] - true)
)
kbl10(recovery_table)

## ----recovery-montecarlo, eval = FALSE----------------------------------------
# mc_recovery <- function(R = 50L, seed = 7001L) {
#   set.seed(seed)
#   out <- vector("list", R)
# 
#   for (r in seq_len(R)) {
#     sim_r <- sim_brsmm_data(seed = seed + r)
#     fit_r <- brsmm(
#       y ~ x1,
#       random = ~ 1 | id,
#       data = sim_r$data,
#       repar = 2,
#       int_method = "laplace",
#       method = "BFGS",
#       control = list(maxit = 1000)
#     )
# 
#     out[[r]] <- c(
#       beta0 = unname(coef(fit_r, model = "mean")[1]),
#       beta1 = unname(coef(fit_r, model = "mean")[2]),
#       sigma_b = unname(exp(coef(fit_r, model = "random")))
#     )
#   }
# 
#   est <- do.call(rbind, out)
#   truth <- c(beta0 = 0.20, beta1 = 0.65, sigma_b = 0.55)
# 
#   data.frame(
#     parameter = colnames(est),
#     truth = as.numeric(truth[colnames(est)]),
#     mean_est = colMeans(est),
#     bias = colMeans(est) - truth[colnames(est)],
#     rmse = sqrt(colMeans((sweep(est, 2, truth[colnames(est)], "-"))^2))
#   )
# }
# 
# kbl10(mc_recovery(R = 50))

## ----run-tests, eval = FALSE--------------------------------------------------
# devtools::test(filter = "brsmm")

