Version: | 0.3.4 |
Title: | Graphical Interaction Models |
Maintainer: | Søren Højsgaard <sorenh@math.aau.dk> |
Description: | Provides the following types of models: Models for contingency tables (i.e. log-linear models) Graphical Gaussian models for multivariate normal data (i.e. covariance selection models) Mixed interaction models. Documentation about 'gRim' is provided by vignettes included in this package and the book by Højsgaard, Edwards and Lauritzen (2012, <doi:10.1007/978-1-4614-2299-0>); see 'citation("gRim")' for details. |
License: | GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
Depends: | R (≥ 4.2.0), methods, gRain (≥ 1.3.10), gRbase (≥ 2.0.2) |
Suggests: | testthat (≥ 2.1.0), markdown, knitr |
Imports: | doBy, igraph, stats4, glue, Matrix, MASS, Rcpp (≥ 0.11.1) |
URL: | https://people.math.aau.dk/~sorenh/software/gR/ |
Encoding: | UTF-8 |
VignetteBuilder: | knitr |
ByteCompile: | yes |
LinkingTo: | Rcpp (≥ 0.11.1), RcppArmadillo, RcppEigen, gRbase (≥ 2.0.2) |
RoxygenNote: | 7.3.2 |
NeedsCompilation: | yes |
Packaged: | 2024-10-15 17:59:23 UTC; sorenh |
Author: | Søren Højsgaard [aut, cre] |
Repository: | CRAN |
Date/Publication: | 2024-10-15 20:20:02 UTC |
Mean, covariance and counts for grouped data (statistics for conditional Gaussian distribution).
Description
CGstats
provides what corresponds to calling
cow.wt
on different strata of data where the strata are defined by
the combinations of factors in data.
Usage
CGstats(object, varnames = NULL, homogeneous = TRUE, simplify = TRUE)
Arguments
object |
A dataframe. |
varnames |
Names of variables to be used. |
homogeneous |
Logical; if TRUE a common covariance matrix is reported. |
simplify |
Logical; if TRUE the result will be presented in a simpler form. |
Value
A list whose form depends on the type of input data and the varnames.
Author(s)
Søren Højsgaard, sorenh@math.aau.dk
See Also
Examples
data(milkcomp)
# milkcomp <- subset(milkcomp, (treat %in% c("a", "b")) & (lactime %in% c("t1", "t2")))
# milkcomp <- milkcomp[,-1]
# milkcomp$treat <- factor(milkcomp$treat)
# milkcomp$lactime <- factor(milkcomp$lactime)
CGstats(milkcomp)
CGstats(milkcomp, c(1, 2))
CGstats(milkcomp, c("lactime", "treat"))
CGstats(milkcomp, c(3, 4))
CGstats(milkcomp, c("fat", "protein"))
CGstats(milkcomp, c(2, 3, 4), simplify=FALSE)
CGstats(milkcomp, c(2, 3, 4), homogeneous=FALSE)
CGstats(milkcomp, c(2, 3, 4), simplify=FALSE, homogeneous=FALSE)
Test for conditional independence in a contingency table
Description
Test for conditional independence in a contingency table represented as an array.
Usage
ciTest_table(
x,
set = NULL,
statistic = "dev",
method = "chisq",
adjust.df = TRUE,
slice.info = TRUE,
L = 20,
B = 200,
...
)
Arguments
x |
An array of counts with named dimnames. |
set |
A specification of the test to be made. The tests are of the form u
and v are independent condionally on S where u and v are variables and S
is a set of variables. See 'details' for details about specification of
|
statistic |
Possible choices of the test statistic are |
method |
Method of evaluating the test statistic. Possible choices are
|
adjust.df |
Logical. Should degrees of freedom be adjusted for sparsity? |
slice.info |
Logical. Should slice info be stored in the output? |
L |
Number of extreme cases as stop criterion if method is
|
B |
Number (maximum) of simulations to make if method is
|
... |
Additional arguments. |
Details
set
can be 1) a vector or 2) a right-hand sided formula in
which variables are separated by '+'. In either case, it is tested if the
first two variables in the set
are conditionally independent given
the remaining variables in set
. (Notice an abuse of the '+'
operator in the right-hand sided formula: The order of the variables does
matter.)
If set
is NULL
then it is tested whether the first two
variables are conditionally independent given the remaining variables.
Value
An object of class citest
(which is a list).
Author(s)
Søren Højsgaard, sorenh@math.aau.dk
See Also
ciTest
, ciTest_df
,
ciTest_mvn
, chisq.test
Examples
data(lizard)
## lizard is has named dimnames
names( dimnames( lizard ))
## checked with
is.named.array( lizard )
## Testing for conditional independence:
# the following are all equivalent:
ciTest(lizard, set=~diam + height + species)
# ciTest(lizard, set=c("diam", "height", "species"))
# ciTest(lizard, set=1:3)
# ciTest(lizard)
# (The latter because the names in lizard are as given above.)
## Testing for marginal independence
ciTest(lizard, set=~diam + height)
ciTest(lizard, set=1:2)
## Getting slice information:
ciTest(lizard, set=c("diam", "height", "species"), slice.info=TRUE)$slice
## Do Monte Carlo test instead of usual likelihood ratio test. Different
# options:
# 1) Do B*10 simulations divided equally over each slice:
ciTest(lizard, set=c("diam", "height", "species"), method="mc", B=400)
# 2) Do at most B*10 simulations divided equally over each slice, but stop
# when at most L extreme values are found
ciTest(lizard, set=c("diam", "height", "species"), method="smc", B=400)
Test for conditional independence in a dataframe
Description
Test for conditional independence in a dataframe.
Usage
ciTest_df(x, set = NULL, ...)
Arguments
x |
A dataframe. |
set |
A specification of the test to be made. The tests are of
the form u and v are independent condionally on S where u and v
are variables and S is a set of variables. See 'details' for
details about specification of |
... |
Additional arguments. |
Details
-
set
can be 1) a vector or 2) a right-hand sided formula in which variables are separated by '+'. In either case, it is tested if the first two variables in theset
are conditionally independent given the remaining variables inset
. (Notice an abuse of the '+' operator in the right-hand sided formula: The order of the variables does matter.) If
set
isNULL
then it is tested whether the first two variables are conditionally independent given the remaining variables.If
set
consists only of factors thenx[,set]
is converted to a contingency table and the test is made in this table usingciTest_table()
.If
set
consists only of numeric values and integers thenx[,set]
is converted to a list with componentscov
andn.obs
by callingcov.wt(x[,set], method='ML')
. This list is then passed on tociTest_mvn()
which makes the test.
Value
An object of class citest
(which is a list).
Author(s)
Søren Højsgaard, sorenh@math.aau.dk
See Also
ciTest
, ciTest_table
,
ciTest_mvn
, chisq.test
Examples
data(milkcomp1)
ciTest(milkcomp1, set=~tre + fat + pro)
ciTest_df(milkcomp1, set=~tre + fat + pro)
Generic function for conditional independence test
Description
Generic function for conditional independence test. Specializes to specific types of data.
Usage
ciTest(x, set = NULL, ...)
Arguments
x |
An object for which a test for conditional independence is to be
made. See 'details' for valid types of |
set |
A specification of the test to be made. The tests are of the form
u and v are independent condionally on S where u and v are variables and
S is a set of variables. See 'details' for details about specification of
|
... |
Additional arguments to be passed on to other methods. |
Details
x
can be
a table (an array). In this case
ciTest_table
is called.a dataframe whose columns are numerics and factors. In this case
ciTest_df
is called.a list with components
cov
andn.obs
. In this caseciTest_mvn
is called.
set
can be
a vector,
a right-hand sided formula in which variables are separated by '+'.
In either case, it is tested if the first two variables in the
set
are conditionally independent given the remaining
variables in set
. (Notice an abuse of the '+' operator in
the right-hand sided formula: The order of the variables does
matter.)
Value
An object of class citest
(which is a list).
Author(s)
Søren Højsgaard, sorenh@math.aau.dk
See Also
ciTest_table
,
ciTest_df
,
ciTest_mvn
,
chisq.test
Examples
## contingency table:
data(reinis)
## dataframe with only numeric variables:
data(carcass)
## dataframe with numeric variables and factors:
data(milkcomp1)
ciTest(cov.wt(carcass, method='ML'), set=~Fat11 + Meat11 + Fat12)
ciTest(reinis, set=~smo + phy + sys)
ciTest(milkcomp1, set=~tre + fat + pro)
Test for conditional independence in the multivariate normal distribution
Description
Test for conditional independence in the multivariate normal distribution.
Usage
ciTest_mvn(x, set = NULL, statistic = "DEV", ...)
Arguments
x |
A list with elements |
set |
A specification of the test to be made. The tests are of
the form u and v are independent condionally on S where u and v
are variables and S is a set of variables. See 'details' for
details about specification of |
statistic |
The test statistic to be used, valid choices are
|
... |
Additional arguments |
Details
set
can be 1) a vector or 2) a right-hand sided formula in
which variables are separated by '+'. In either case, it is tested
if the first two variables in the set
are conditionally
independent given the remaining variables in set
. (Notice
an abuse of the '+' operator in the right-hand sided formula: The
order of the variables does matter.)
If set
is NULL
then it is tested whether the first
two variables are conditionally independent given the remaining
variables.
x
must be a list with components cov
and n.obs
such as returned by calling cov.wt( , method='ML')
on a
dataframe.
Value
An object of class citest
(which is a list).
Author(s)
Søren Højsgaard, sorenh@math.aau.dk
See Also
ciTest
, ciTest_table
,
ciTest_df
, ciTest_mvn
,
chisq.test
Examples
data(carcass)
ciTest(cov.wt(carcass, method='ML'), set=~Fat11 + Meat11 + Fat12)
ciTest_mvn(cov.wt(carcass, method='ML'), set=~Fat11 + Meat11 + Fat12)
A function to compute Monte Carlo and asymptotic tests of conditional independence for ordinal and/or nominal variables.
Description
The function computes tests of independence of two variables, say u and v, given a set of variables, say S. The deviance, Wilcoxon, Kruskal-Wallis and Jonkheere-Terpstra tests are supported. Asymptotic and Monte Carlo p-values are computed.
Usage
ciTest_ordinal(x, set = NULL, statistic = "dev", N = 0, ...)
Arguments
x |
A dataframe or table. |
set |
The variable set (u,v,S), given either as an integer vector of the column numbers of a dataframe or dimension numbers of a table, or as a character vector with the corresponding variable or dimension names. |
statistic |
Either "deviance", "wilcoxon", "kruskal" or "jt". |
N |
The number of Monte Carlo samples. If N<=0 then Monte Carlo p-values are not computed. |
... |
Additional arguments, currently not used |
Details
The deviance test is appropriate when u and v are nominal; Wilcoxon, when u is binary and v is ordinal; Kruskal-Wallis, when u is nominal and v is ordinal; Jonckheere-Terpstra, when both u and v are ordinal.
Value
A list including the test statistic, the asymptotic p-value and, when computed, the Monte Carlo p-value.
P |
Asymptotic p-value |
montecarlo.P |
Monte Carlo p-value |
Author(s)
Flaminia Musella, David Edwards, Søren Højsgaard, sorenh@math.aau.dk
References
See Edwards D. (2000), "Introduction to Graphical Modelling", 2nd ed., Springer-Verlag, pp. 130-153.
See Also
Examples
library(gRim)
data(dumping, package="gRbase")
ciTest_ordinal(dumping, c(2,1,3), stat="jt", N=1000)
ciTest_ordinal(dumping, c("Operation", "Symptom", "Centre"), stat="jt", N=1000)
ciTest_ordinal(dumping, ~Operation + Symptom + Centre, stat="jt", N=1000)
data(reinis)
ciTest_ordinal(reinis, c(1,3,4:6), N=1000)
# If data is a dataframe
dd <- as.data.frame(dumping)
ncells <- prod(dim(dumping))
ff <- dd$Freq
idx <- unlist(mapply(function(i,n) rep(i,n),1:ncells,ff))
dumpDF <- dd[idx, 1:3]
rownames(dumpDF) <- 1:NROW(dumpDF)
ciTest_ordinal(dumpDF, c(2,1,3), stat="jt", N=1000)
ciTest_ordinal(dumpDF, c("Operation","Symptom","Centre"), stat="jt", N=1000)
ciTest_ordinal(dumpDF, ~ Operation + Symptom + Centre, stat="jt", N=1000)
Graphical Gaussian model
Description
Specification of graphical Gaussian model. The 'c' in
the name cmod
refers to that it is a (graphical) model
for 'c'ontinuous variables
Usage
cmod(
formula,
data,
marginal = NULL,
fit = TRUE,
maximal_only = FALSE,
details = 0
)
Arguments
formula |
Model specification in one of the following forms: 1) a right-hand sided formula, 2) as a list of generators. Notice that there are certain model specification shortcuts, see Section 'details' below. |
data |
Data in one of the following forms: 1) A dataframe or
2) a list with elements |
marginal |
Should only a subset of the variables be used in connection with the model specification shortcuts. |
fit |
Should the model be fitted. |
maximal_only |
Should only maximal generators be retained. |
details |
Control the amount of output; for debugging purposes. |
Details
The independence model can be specified as ~.^1
and
the saturated model as ~.^.
. The marginal
argument can be used for specifying the independence or
saturated models for only a subset of the variables.
Value
An object of class cModel
(a list)
Author(s)
Søren Højsgaard, sorenh@math.aau.dk
See Also
Examples
## Graphical Gaussian model
data(carcass)
cm1 <- cmod(~ .^., data=carcass)
## Stepwise selection based on BIC
cm2 <- backward(cm1, k=log(nrow(carcass)))
## Stepwise selection with fixed edges
cm3 <- backward(cm1, k=log(nrow(carcass)),
fixin=matrix(c("LeanMeat", "Meat11", "Meat12", "Meat13",
"LeanMeat", "Fat11", "Fat12", "Fat13"),
ncol=2))
Coerce models to different representations
Description
Coerce models to different representations
Usage
as_emat2cq(emat, nvar = NULL)
as_emat_complement(emat, nvar)
as_emat2amat(emat, d)
as_emat2elist(emat)
as_elist2emat(elist)
as_glist2emat(glist)
as_glist2cq(glist)
as_glist2graph(glist, d)
as_glist2igraph(glist, d)
as_emat2graph(emat, d)
as_emat2igraph(emat, d)
as_amat2emat(amat, eps = 1e-04)
as_emat2glist(emat)
as_glist2out_edges(glist)
as_K2amat(K, eps = 1e-04)
as_K2graph(K)
as_sparse(K)
Arguments
emat |
Edge matrix (2 x p) |
nvar |
Number of variables |
d |
Number of columns in output. |
elist |
Edge list (list of pairs) |
glist |
Generator list |
amat |
Adjacency matrix |
eps |
Small number glist <- list(c(1,2,3),c(2,3,4),c(5,6)) em <- as_glist2emat(glist) am <- as_emat2amat(em, d=6) ig <- as_emat2igraph(em) el <- as_emat2elist(em) igraph::max_cliques(ig) as_emat2cq(em, 6) as_emat_complement(em, 6) |
K |
Concentration matrix |
Edge matrix operations
Description
Edge matrix operations needed for ips algorithms
Usage
emat_compare(emat1, emat2)
emat_complement(emat1, emat2)
emat_sort(emat1)
order_rows(emat)
Arguments
emat , emat1 , emat2 |
Edge matrix (a 2 x p matrix) |
Details
An emat with p edges is represented by a 2 x p matrix.
Note
These functions may well be removed from the package in future relases
Author(s)
Søren Højsgaard, sorenh@math.aau.dk
Examples
emat1 <- model_saturated(3:4, type="emat")
emat2 <- model_saturated(1:4, type="emat")
emat_complement(emat1, emat2)
emat3 <- model_saturated(2:4, type="emat")
emat_compare(emat1, emat3)
Fast computation of covariance / correlation matrix
Description
Fast computation of covariance / correlation matrix
Usage
fast_cov(x, center = TRUE, scale = TRUE)
Arguments
x |
a numeric matrix(like object). |
center , scale |
Should columns in x be centered and/or scaled |
Fit Gaussian graphical models
Description
Fit Gaussian graphical models using various algorithms.
Usage
fit_ggm_grips(
S,
formula = NULL,
nobs,
K = NULL,
maxit = 10000L,
eps = 0.01,
convcrit = 1,
aux = list(),
method = "ncd",
print = 0
)
Arguments
S |
Sample covariance matrix. |
formula |
Generators of model; a list of integer vectors or a 2 x p matrix of integers. |
nobs |
Number of observations |
K |
Initial value of concentration matrix. |
maxit |
Maximum number of iterations. |
eps |
Convergence criterion. |
convcrit |
Convergence criterions. See section |
aux |
A list of form name=value. |
method |
Either |
print |
Should output from fitting be printed? |
Details
Convergence criterion:
1: max absolute difference between S and Sigmahat on edges.
2: difference in log likelihood divided by number of parameters in the model (number of edges + number of nodes) between successive iterations.
3: computed duality gap may turn negative due to rounding error, so its absolute value is returned. This still provides upper bound on error of likelihood function.
Methods:
"ncd": Neighbour coordinate descent.
"covips": IPS based on working with the covariance matrix.
"conips": IPS based on working with the concentration matrix.
ncd is very fast but may fail to converge in rare cases. Both covips and conips are guaranteed to converge provided the maximum likelihood estimate exists, and covips are considerably faster than conips.
Author(s)
Søren Højsgaard, sorenh@math.aau.dk
Examples
options("digits"=3)
data(math, package="gRbase")
S <- cov(math)
nobs <- nrow(math)
gl <- list(1:3, 3:5)
em <- matrix(c(1,2, 2,3, 1,3, 3,4, 3,5, 4,5), nrow=2)
EPS = 1e-2
fit_cov = fit_ggm_grips(S, gl, nobs=nobs, eps=EPS, method="cov")
fit_con = fit_ggm_grips(S, gl, nobs=nobs, eps=EPS, method="con")
fit_ncd = fit_ggm_grips(S, gl, nobs=nobs, eps=EPS, method="ncd")
K <- solve(S)
(fit_con$K - K) |> abs() |> max()
(fit_cov$K - K) |> abs() |> max()
(fit_ncd$K - K) |> abs() |> max()
Generate various grapical models
Description
Models are represented in various forms
Usage
emat_saturated_model(index)
model_saturated(index, type = "emat", nms = NULL)
model_random_tree(index, prob = 0, type = "emat", nms = NULL)
model_rectangular_grid(dim, type = "emat", nms = NULL)
model_line(index, type = "emat", nms = NULL)
model_star(index, type = "emat", nms = NULL)
model_loop(index, prob = 0, type = "emat", nms = NULL)
model_random(index, prob = 0.1, type = "emat", nms = NULL)
Arguments
index |
A vector of integers |
type |
Output type. |
nms |
Names of variables. |
prob |
Probability of any edge being present. |
dim |
A vector with dimensions |
Genrate matrix of N(0, 1) variables
Description
Genrate matrix of N(0, 1) variables
Usage
generate_n01(n.obs, nvar, seed = 2022)
Arguments
n.obs |
Number of rows |
nvar |
Number of columns |
seed |
Seed for random number generator |
Find edges in a graph or edges not in an undirected graph.
Description
Returns the edges of a graph (or edges not in a graph) where the graph can be either an igraph object, a list of generators or an adjacency matrix.
Usage
getEdges(object, type = "unrestricted", ingraph = TRUE, discrete = NULL, ...)
Arguments
object |
An object representing a graph; either a generator list, an igraph object or an adjacency matrix. |
type |
Either "unrestricted" or "decomposable" |
ingraph |
If TRUE the result is the edges in the graph; if FALSE the result is the edges not in the graph. |
discrete |
This argument is relevant only if |
... |
Additional arguments; currently not used. |
Details
When ingraph=TRUE
: If type="decomposable" then
getEdges()
returns those edges e for which the graph with e
removed is decomposable.
When ingraph=FALSE
: Likewise, if type="decomposable" then
getEdges()
returns those edges e for which the graph with e added is
decomposable.
The functions getInEdges()
and getInEdges()
are just wrappers
for calls to getEdges()
.
The workhorses are getInEdgesMAT()
and getOutEdgesMAT()
and
these work on adjacency matrices.
Regarding the argument discrete
, please see the documentation of
mcs_marked
.
Value
A p * 2 matrix with edges.
Note
These functions work on undirected graphs. The behaviour is undocumented for directed graphs.
Author(s)
Søren Højsgaard, sorenh@math.aau.dk
See Also
Examples
gg <- ug(~a:b:d + a:c:d + c:e, result="igraph")
glist <- getCliques(gg)
adjmat <- as(gg, "matrix")
#### On a glist
getEdges(glist)
getEdges(glist, type="decomposable")
# Deleting (a,d) would create a 4-cycle
getEdges(glist, ingraph=FALSE)
getEdges(glist, type="decomposable", ingraph=FALSE)
# Adding (e,b) would create a 4-cycle
#### On a graphNEL
getEdges(gg)
getEdges(gg, type="decomposable")
# Deleting (a,d) would create a 4-cycle
getEdges(gg, ingraph=FALSE)
getEdges(gg, type="decomposable", ingraph=FALSE)
# Adding (e,b) would create a 4-cycle
#### On an adjacency matrix
getEdges(adjmat)
getEdges(adjmat, type="decomposable")
# Deleting (a,d) would create a 4-cycle
getEdges(adjmat, ingraph=FALSE)
getEdges(adjmat, type="decomposable", ingraph=FALSE)
# Adding (e,b) would create a 4-cycle
## Marked graphs; vertices a,b are discrete; c,d are continuous
UG <- ug(~a:b:c + b:c:d, result="igraph")
disc <- c("a", "b")
getEdges(UG)
getEdges(UG, discrete=disc)
## Above: same results; there are 5 edges in the graph
getEdges(UG, type="decomposable")
## Above: 4 edges can be removed and will give a decomposable graph
##(only removing the edge (b,c) would give a non-decomposable model)
getEdges(UG, type="decomposable", discrete=c("a","b"))
## Above: 3 edges can be removed and will give a strongly decomposable
## graph. Removing (b,c) would create a 4--cycle and removing (a,b)
## would create a forbidden path; a path with only continuous vertices
## between two discrete vertices.
Iterative proportional fitting of graphical Gaussian model
Description
Fit graphical Gaussian model by iterative proportional fitting.
Usage
ggmfit(
S,
n.obs,
glist,
start = NULL,
eps = 1e-12,
iter = 1000,
details = 0,
...
)
Arguments
S |
Empirical covariance matrix |
n.obs |
Number of observations |
glist |
Generating class for model (a list) |
start |
Initial value for concentration matrix |
eps |
Convergence criterion |
iter |
Maximum number of iterations |
details |
Controlling the amount of output. |
... |
Optional arguments; currently not used |
Details
ggmfit
is based on a C implementation. ggmfitr
is
implemented purely in R (and is provided mainly as a benchmark for the
C-version).
Value
A list with
lrt |
Likelihood ratio statistic (-2logL) |
df |
Degrees of freedom |
logL |
log likelihood |
K |
Estimated concentration matrix (inverse covariance matrix) |
Author(s)
Søren Højsgaard, sorenh@math.aau.dk
See Also
Examples
## Fitting "butterfly model" to mathmark data
## Notice that the output from the two fitting functions is not
## entirely identical.
data(math)
glist <- list(c("al", "st", "an"), c("me", "ve", "al"))
d <- cov.wt(math, method="ML")
ggmfit (d$cov, d$n.obs, glist)
Discrete interaction model (log-linear model)
Description
Specification of log–linear (graphical) model. The
'd' in the name dmod
refers to that it is a (graphical)
model for 'd'iscrete variables
Usage
dmod(
formula,
data,
marginal = NULL,
interactions = NULL,
fit = TRUE,
details = 0,
...
)
Arguments
formula |
Model specification in one of the following forms: 1) a right-hand sided formula, 2) as a list of generators, 3) an undirected graph (represented either as an igraph object or as an adjacency matrix). Notice that there are certain model specification shortcuts, see Section 'details' below. |
data |
Either a table or a dataframe. In the latter case, the dataframe will be coerced to a table. See 'details' below. |
marginal |
Should only a subset of the variables be used in connection with the model specification shortcuts |
interactions |
A number given the highest order interactions in the model, see Section 'details' below. |
fit |
Should the model be fitted. |
details |
Control the amount of output; for debugging purposes. |
... |
Additional arguments; currently no used. |
Details
The independence model can be specified as ~.^1
and
~.^.
specifies the saturated model. Setting
e.g. interactions=3
implies that there will be at most
three factor interactions in the model.
Data can be specified as a table of counts or as a dataframe. If
data is a dataframe then it will be converted to a table (using
xtabs()
). This means that if the dataframe contains numeric
values then the you can get a very sparse and high dimensional
table. When a dataframe contains numeric values it may be
worthwhile to discretize data using the cut()
function.
The marginal
argument can be used for specifying the
independence or saturated models for only a subset of the
variables. When marginal
is given the corresponding marginal
table of data is formed and used in the analysis (notice that this
is different from the behaviour of loglin()
which uses the
full table.
The triangulate()
method for discrete models (dModel
objects) will for a model look at the dependence graph for the
model.
Value
An object of class dModel
.
Author(s)
Søren Højsgaard, sorenh@math.aau.dk
See Also
Examples
## Graphical log-linear model
data(reinis)
dm1 <- dmod(~ .^., reinis)
dm2 <- backward(dm1, k=2)
dm3 <- backward(dm1, k=2, fixin=list(c("family", "phys", "systol")))
## At most 3-factor interactions
dm1<-dmod(~ .^., data=reinis, interactions=3)
General functions related to iModels
Description
General functions related to iModels
Usage
## S3 method for class 'iModel'
logLik(object, ...)
## S3 method for class 'iModel'
extractAIC(fit, scale, k = 2, ...)
## S3 method for class 'iModel'
summary(object, ...)
## S3 method for class 'iModelsummary'
print(x, ...)
## S3 method for class 'iModel'
formula(x, ...)
## S3 method for class 'iModel'
terms(x, ...)
## S3 method for class 'dModel'
isGraphical(x)
## S3 method for class 'dModel'
isDecomposable(x)
modelProperties(object)
## S3 method for class 'dModel'
modelProperties(object)
Arguments
object , fit , x |
An |
... |
Currently unused. |
scale |
Unused (and irrelevant for these models) |
k |
Weight of the degrees of freedom in the AIC formula |
Get information about mixed interaction model objects
Description
General functions related to iModels
Usage
getmi(object, name)
Arguments
object |
An |
name |
The slot / information to be extracted. |
Mixed interaction model.
Description
A mixed interaction model is a model (often with conditional independence restrictions) for a combination of discrete and continuous variables.
Usage
mmod(formula, data, marginal = NULL, fit = TRUE, details = 0)
Arguments
formula |
A right hand sided formula specifying the model. |
data |
Data (a dataframe) |
marginal |
A possible subsets of columns of |
fit |
Currently not used |
details |
For printing debugging information |
Value
An object of class mModel
and the more general class
iModel
.
Author(s)
Søren Højsgaard, sorenh@math.aau.dk
See Also
Examples
### FIXME: To be written
Impose zeros in matrix entries which do not correspond to an edge.
Description
Impose zeros in matrix entries which do not correspond to an edge.
Usage
impose_zero(emat, K)
Arguments
emat |
Edge matrix (2 x p matrix) |
K |
Matrix; typically a concentration matrix. |
Internal functions for the gRim package
Description
Internal functions for the gRim package
Return the dimension of a log-linear model
Description
Return the dimension of a log-linear model given by the generating class 'glist'. If the model is decomposable and adjusted dimension can be found.
Usage
dim_loglin(glist, tableinfo)
dim_loglin_decomp(glist, tableinfo, adjust = TRUE)
Arguments
glist |
Generating class (a list) for a log-linear model. See 'details' below. |
tableinfo |
Specification of the levels of the variables. See 'details' below. |
adjust |
Should model dimension be adjusted for sparsity of data (only available for decomposable models) |
Details
glist
can be either a list of vectors with variable names or a list
of vectors of variable indices.
tableinfo
can be one of three different things.
A contingency table (a
table
).A list with the names of the variables and their levels (such as one would get if calling
dimnames
on atable
).A vector with the levels. If
glist
is a list of vectors with variable names, then the entries of the vectortableinfo
must be named.
If the model is decomposable it dim_loglin_decomp
is to be preferred over
dim_loglin
as the former is much faster.
Setting adjust=TRUE
will force dim_loglin_decomp
to calculated a
dimension which is adjusted for sparsity of data. For this to work,
tableinfo
MUST be a table.
Value
A numeric.
Author(s)
Søren Højsgaard, sorenh@math.aau.dk
See Also
Examples
## glist contains variable names and tableinfo is a named vector:
dim_loglin(list(c("a", "b"), c("b", "c")), c(a=4, b=7, c=6))
## glist contains variable names and tableinfo is not named:
dim_loglin(list(c(1, 2), c(2, 3)), c(4, 7, 6))
## For decomposable models:
dim_loglin_decomp(list(c("a", "b"), c("b", "c")), c(a=4, b=7, c=6),adjust=FALSE)
Fitting Log-Linear Models by Message Passing
Description
Fit log-linear models to multidimensional contingency tables by Iterative Proportional Fitting.
Usage
effloglin(table, margin, fit = FALSE, eps = 0.01, iter = 20, print = TRUE)
Arguments
table |
A contingency table |
margin |
A generating class for a hierarchical log–linear model |
fit |
If TRUE, the fitted values are returned. |
eps |
Convergence limit; see 'details' below. |
iter |
Maximum number of iterations allowed |
print |
If TRUE, iteration details are printed. |
Details
The function differs from loglin
in that 1) data
can be given in the form of a list of sufficient marginals and
2) the model is fitted only on the cliques of the triangulated
interaction graph of the model. This means that the full table
is not fitted, which means that effloglin
is efficient
(in terms of storage requirements). However effloglin
is
implemented entirely in R and is therefore slower than
loglin
. Argument names are chosen so as to match those
of loglin()
Value
A list.
Author(s)
Søren Højsgaard, sorenh@math.aau.dk
References
Radim Jirousek and Stanislav Preucil (1995). On the effective implementation of the iterative proportional fitting procedure. Computational Statistics & Data Analysis Volume 19, Issue 2, February 1995, Pages 177-189
See Also
Examples
data(reinis)
glist <-list(c("smoke", "mental"), c("mental", "phys"),
c("phys", "systol"), c("systol", "smoke"))
stab <- lapply(glist, function(gg) tabMarg(reinis, gg))
fv3 <- effloglin(stab, glist, print=FALSE)
Modify generating class for a graphical/hierarchical model
Description
Modify generating class for a graphical/hierarchical model by 1) adding edges, 2) deleting edges, 3) adding terms and 4) deleting terms.
Usage
modify_glist(glist, items, details = 0)
Arguments
glist |
A list of vectors where each vector is a generator of the model. |
items |
A list with edges / terms to be added and deleted. See section 'details' below. |
details |
Control the amount of output (for debugging purposes). |
Details
The items
is a list with named entries as list(add.edge=,
drop.edge=, add.term=, drop.term=)
Not all entries need to be in the list. The corresponding actions are carried out in the order in which they appear in the list.
See section 'examples' below for examples.
Notice that the operations do not in general commute: Adding an edge which is already in a generating class and then removing the edge again does not give the original generating class.
Value
A generating class for the modified model. The elements of the list are character vectors.
Author(s)
Søren Højsgaard, sorenh@math.aau.dk
See Also
Examples
glist <- list(c(1, 2, 3), c(2, 3, 4))
## Add edges
modify_glist(glist, items=list(add.edge=c(1, 4)))
modify_glist(glist, items=list(add.edge=~1:4))
## Add terms
modify_glist(glist, items=list(add.term=c(1, 4)))
modify_glist(glist, items=list(add.term=~1:4))
## Notice: Only the first term is added as the second is already
## in the model.
modify_glist(glist, items=list(add.term=list(c(1, 4), c(1, 3))))
modify_glist(glist, items=list(add.term=~1:4 + 1:3))
## Notice: Operations are carried out in the order given in the
## items list and hence we get different results:
modify_glist(glist, items=list(drop.edge=c(1, 4), add.edge=c(1, 4)))
modify_glist(glist, items=list(add.edge=c(1, 4), drop.edge=c(1, 4)))
Conversion between different parametrizations of mixed models
Description
Functions to convert between canonical parametrization (g,h,K), moment parametrization (p,m,S) and mixed parametrization (p,h,K).
Usage
parm_pms2ghk(parms)
parm_ghk2pms(parms)
parm_pms2phk(parms)
parm_phk2ghk(parms)
parm_phk2pms(parms)
parm_ghk2phk(parms)
parm_CGstats2mmod(parms, type = "ghk")
parm_moment2pms(SS)
Arguments
parms |
Parameters of a mixed interaction model |
type |
Output parameter type; either "ghk" or "pms". |
SS |
List of moment parameters. |
Value
Parameters of a mixed interaction model.
Author(s)
Søren Højsgaard, sorenh@math.aau.dk
Parse graphical model formula
Description
Parse graphical model formula to internal representation
Usage
parse_gm_formula(
formula,
varnames = NULL,
marginal = NULL,
interactions = NULL,
maximal_only = FALSE
)
Arguments
formula |
A right hand sided formula or a list. |
varnames |
Specification of the variables. |
marginal |
Possible specification of marginal (a set of variables); useful in connection with model specification shortcuts. |
interactions |
The maximum order of interactions allowed; useful in connection with model specification shortcuts. |
maximal_only |
Should only maximal generators be retained. |
Examples
vn <- c("me", "ve", "al", "an", "st")
form1 <- ~me:ve:al + ve:al + an
form2 <- ~me:ve:al + ve:al + s
form3 <- ~me:ve:al + ve:al + anaba
parse_gm_formula(form1, varnames=vn)
parse_gm_formula(form2, varnames=vn)
## parse_gm_formula(form3, varnames=vn)
parse_gm_formula(form1)
parse_gm_formula(form2)
parse_gm_formula(form3)
## parse_gm_formula(~.^1)
## parse_gm_formula(~.^.)
parse_gm_formula(~.^1, varnames=vn)
parse_gm_formula(~.^., varnames=vn)
parse_gm_formula(~.^., varnames=vn, interactions=3)
vn2 <- vn[1:3]
## parse_gm_formula(form1, varnames=vn, marginal=vn2)
## parse_gm_formula(form2, varnames=vn, marginal=vn2)
## parse_gm_formula(form3, varnames=vn, marginal=vn2)
parse_gm_formula(~.^1, varnames=vn, marginal=vn2)
parse_gm_formula(~.^., varnames=vn, marginal=vn2)
Stepwise model selection in (graphical) interaction models
Description
Stepwise model selection in (graphical) interaction models
Usage
drop_func(criterion)
## S3 method for class 'iModel'
stepwise(
object,
criterion = "aic",
alpha = NULL,
type = "decomposable",
search = "all",
steps = 1000,
k = 2,
direction = "backward",
fixin = NULL,
fixout = NULL,
details = 0,
trace = 2,
...
)
backward(
object,
criterion = "aic",
alpha = NULL,
type = "decomposable",
search = "all",
steps = 1000,
k = 2,
fixin = NULL,
details = 1,
trace = 2,
...
)
forward(
object,
criterion = "aic",
alpha = NULL,
type = "decomposable",
search = "all",
steps = 1000,
k = 2,
fixout = NULL,
details = 1,
trace = 2,
...
)
Arguments
criterion |
Either |
object |
An |
alpha |
Critical value for deeming an edge to be significant/
insignificant. When |
type |
Type of models to search. Either |
search |
Either |
steps |
Maximum number of steps. |
k |
Penalty term when |
direction |
Direction for model search. Either |
fixin |
Matrix (p x 2) of edges. If those edges are in the model, they are not considered for removal. |
fixout |
Matrix (p x 2) of edges. If those edges are not in the model, they are not considered for addition. |
details |
Controls the level of printing on the screen. |
trace |
For debugging only |
... |
Further arguments to be passed on to |
Author(s)
Søren Højsgaard, sorenh@math.aau.dk
See Also
cmod
, dmod
, mmod
,
testInEdges
, testOutEdges
Examples
data(reinis)
## The saturated model
m1 <- dmod(~.^., data=reinis)
m2 <- stepwise(m1)
m2
Test edges in graphical models with p-value/AIC value
Description
Test edges in graphical models with p-value/AIC
value. The models must be iModel
s.
Usage
testEdges(
object,
edgeMAT = NULL,
ingraph = TRUE,
criterion = "aic",
k = 2,
alpha = NULL,
headlong = FALSE,
details = 1,
...
)
testInEdges(
object,
edgeMAT = NULL,
criterion = "aic",
k = 2,
alpha = NULL,
headlong = FALSE,
details = 1,
...
)
testOutEdges(
object,
edgeMAT = NULL,
criterion = "aic",
k = 2,
alpha = NULL,
headlong = FALSE,
details = 1,
...
)
Arguments
object |
An |
edgeMAT |
A |
ingraph |
If TRUE, edges in graph are tested; if FALSE, edges not in graph are tested. |
criterion |
Either |
k |
Penalty term when |
alpha |
Critical value for deeming an edge to be significant/
insignificant. When |
headlong |
If TRUE then testing will stop once a model improvement has been found. |
details |
Controls the level of printing on the screen. |
... |
Further arguments to be passed on to |
Details
testIn: Function which tests whether each edge in "edgeList" can be delete from model "object"
testOut: Is similar but in the other direction.
Value
A dataframe with test statistics (p-value or change in AIC), edges and logical telling if the edge can be deleted.
Author(s)
Søren Højsgaard, sorenh@math.aau.dk
See Also
Examples
data(math)
cm1 <- cmod(~me:ve + ve:al + al:an, data=math)
testEdges(cm1, ingraph=TRUE)
testEdges(cm1, ingraph=FALSE)
## Same as
# testInEdges(cm1)
# testOutEdges(cm)
Test addition of edge to graphical model
Description
Performs a test of addition of an edge to a graphical
model (an iModel
object).
Usage
testadd(object, edge, k = 2, details = 1, ...)
Arguments
object |
A model; an object of class |
edge |
An edge; either as a vector or as a right hand sided formula. |
k |
Penalty parameter used when calculating change in AIC |
details |
The amount of details to be printed; 0 surpresses all information |
... |
Further arguments to be passed on to the underlying functions for testing. |
Details
Let M0 be the model and e=(u,v) be an edge and let M1 be the model obtained by adding e to M0. If M1 is decomposable AND e is contained in one clique C only of M1 then the test is carried out in the C-marginal model. In this case, and if the model is a log-linear model then the degrees of freedom is adjusted for sparsity.
Value
A list
Author(s)
Søren Højsgaard, sorenh@math.aau.dk
See Also
Examples
## Discrete models
data(reinis)
## A decomposable model
mf <- ~smoke:phys:mental + smoke:systol:mental
object <- dmod(mf, data=reinis)
testadd(object, c("systol", "phys"))
## A non-decomposable model
mf <- ~smoke:phys + phys:mental + smoke:systol + systol:mental
object <- dmod(mf, data=reinis)
testadd(object, c("phys", "systol"))
## Continuous models
data(math)
## A decomposable model
mf <- ~me:ve:al + al:an
object <- cmod(mf, data=math)
testadd(object, c("me", "an"))
## A non-decomposable model
mf <- ~me:ve + ve:al + al:an + an:me
object <- cmod(mf, data=math)
testadd(object, c("me", "al"))
Test deletion of edge from an interaction model
Description
Tests if an edge can be deleted from an interaction model.
Usage
testdelete(object, edge, k = 2, details = 1, ...)
Arguments
object |
A model; an object of class |
edge |
An edge in the model; either as a right-hand sided formula or as a vector |
k |
Penalty parameter used when calculating change in AIC |
details |
The amount of details to be printed; 0 surpresses all information |
... |
Further arguments to be passed on to the underlying functions for testing. |
Details
If the model is decomposable and the edge is contained in one clique only then the test is made in the marginal model given by that clique. In that case, if the model is a log-linear model then degrees of freedom are adjusted for sparsity
If model is decomposable and edge is in one clique only, then degrees of freedom are adjusted for sparsity
Value
A list.
Author(s)
Søren Højsgaard, sorenh@math.aau.dk
See Also
Examples
## Discrete models
data(reinis)
## A decomposable model
mf <- ~smoke:phys:mental + smoke:systol:mental
object <- dmod(mf, data=reinis)
testdelete(object, c("phys", "mental"))
testdelete(object, c("smoke", "mental"))
## A non-decomposable model
mf <- ~smoke:phys + phys:mental + smoke:systol + systol:mental
object <- dmod(mf, data=reinis)
testdelete(object, c("phys", "mental"))
## Continuous models
data(math)
## A decomposable model
mf <- ~me:ve:al + me:al:an
object <- cmod(mf, data=math)
testdelete(object, c("ve", "al"))
testdelete(object, c("me", "al"))
## A non-decomposable model
mf <- ~me:ve + ve:al + al:an + an:me
object <- cmod(mf, data=math)
testdelete(object, c("me", "ve"))
Utilities for gRips
Description
Utilities for gRips
Usage
## S3 method for class 'gips_fit_class'
logLik(object, ...)
## S3 method for class 'gips_fit_class'
AIC(object, ..., k = 2)
## S3 method for class 'gips_fit_class'
BIC(object, ...)
## S3 method for class 'gips_fit_class'
sigma(object, ...)
concentration(object, ...)
## S3 method for class 'gips_fit_class'
concentration(object, ...)
## S3 method for class 'gips_fit_class'
print(x, ...)
## S3 method for class 'gips_fit_class'
summary(object, ...)
glance.gips_fit_class(x, ...)
Arguments
object |
Model object. |
... |
Additional arguments; currently not used. |
k |
Penalty parameter for calculating AIC; only k=2 gives genuine AIC. |
x |
Object to be printed. |