| Title: | Analyze Multiple Exposure Realizations in Association Studies |
| Version: | 0.4.0 |
| Depends: | R (≥ 4.1.0), stats, nimble |
| Suggests: | knitr, rmarkdown, testthat (≥ 3.0.0), ggplot2, dplyr, tidyr, scales, patchwork |
| Description: | Analyze association studies with multiple realizations of a noisy or uncertain exposure. These can be obtained from e.g. a two-dimensional Monte Carlo dosimetry system (Simon et al 2015 <doi:10.1667/RR13729.1>) to characterize exposure uncertainty. The implemented methods are regression calibration (Carroll et al. 2006 <doi:10.1201/9781420010138>), extended regression calibration (Little et al. 2023 <doi:10.1038/s41598-023-42283-y>), Monte Carlo maximum likelihood (Stayner et al. 2007 <doi:10.1667/RR0677.1>), frequentist model averaging (Kwon et al. 2023 <doi:10.1371/journal.pone.0290498>), and Bayesian model averaging (Kwon et al. 2016 <doi:10.1002/sim.6635>). Supported model families are Gaussian, binomial, multinomial, Poisson, proportional hazards, and conditional logistic. |
| License: | MIT + file LICENSE |
| Imports: | Rcpp (≥ 1.0.10), RcppEigen, coda, numDeriv, mvtnorm, methods, MCMCvis, tidyselect, lifecycle, graphics, grDevices |
| LinkingTo: | Rcpp, RcppEigen |
| NeedsCompilation: | yes |
| VignetteBuilder: | knitr |
| Config/testthat/edition: | 3 |
| Author: | Sander Roberti |
| Maintainer: | Sander Roberti <sander.roberti@nih.gov> |
| URL: | https://ameras.sanderroberti.com, https://github.com/sanderroberti/ameras |
| BugReports: | https://github.com/sanderroberti/ameras/issues |
| Packaged: | 2026-05-29 15:56:50 UTC; robertis2 |
| Repository: | CRAN |
| Date/Publication: | 2026-05-29 23:30:02 UTC |
Analyze Multiple Exposure Realizations in Association Studies
Description
Analyze association studies with multiple realizations of a noisy or uncertain exposure. These can be obtained from e.g. a two-dimensional Monte Carlo dosimetry system (Simon et al 2015 <doi:10.1667/RR13729.1>) to characterize exposure uncertainty. Methods include regression calibration (Carroll et al. 2006 doi:10.1201/9781420010138), extended regression calibration (Little et al. 2023 doi:10.1038/s41598-023-42283-y), Monte Carlo maximum likelihood (Stayner et al. 2007 doi:10.1667/RR0677.1), frequentist model averaging (Kwon et al. 2023 doi:10.1371/journal.pone.0290498), and Bayesian model averaging (Kwon et al. 2016 doi:10.1002/sim.6635). Supported model families are Gaussian, binomial, multinomial, Poisson, proportional hazards, and conditional logistic.
Details
The function used to fit models is ameras. To attach confidence/credible intervals, use the method confint. To visualize the exposure uncertainty in the dose realizations, use ecdfplot.
Author(s)
Sander Roberti <sander.roberti@nih.gov>, William Wheeler <WheelerB@imsweb.com>, Ruth Pfeiffer <pfeiffer@mail.nih.gov>, and Deukwoo Kwon <DKwon@uams.edu
References
Roberti, S., Kwon D., Wheeler W., Pfeiffer R. (in preparation). ameras: An R Package to Analyze Multiple Exposure Realizations in Association Studies
Extract MCMC Convergence Diagnostics from an amerasfit Object
Description
Extracts the Gelman-Rubin convergence diagnostics from the BMA
results of a fitted amerasfit object.
Usage
Rhat(x, ...)
## S3 method for class 'amerasfit'
Rhat(x, ...)
Arguments
x |
A fitted model object of class |
... |
Additional arguments, currently unused. |
Value
A data frame with columns Rhat and n.eff, containing
the Gelman-Rubin statistic and effective sample size for each
parameter. Values of Rhat substantially above 1.05 indicate
potential convergence problems, in which case longer chains via
niter.BMA and nburnin.BMA are recommended.
See Also
ameras,
summary.amerasfit,
included_realizations.amerasfit
Examples
data("data", package="ameras")
dosevars <- paste0("V", 1:10)
fit <- ameras(Y.binomial ~ dose(all_of(dosevars), model="ERR"),
data=data, family="binomial", methods="BMA")
Rhat(fit)
Analyze Multiple Exposure Realizations
Description
Fit regression models accounting for exposure uncertainty using multiple Monte Carlo exposure realizations. Six outcome model families are supported. The first is the Gaussian family for continuous outcomes,
Y_i \sim N(\mu_i, \sigma^2),
with \mu_i = \alpha_0 + \bm X_i^T \bm \alpha +\beta_1 D_i+\beta_2 D_i^2 + \bm M_i^T \bm \beta_{m1}D_i + \bm M_i^T \bm \beta_{m2}D_i^2. Here \bm X_i are covariates, D_i is the exposure with measurement error, and \bm M_i are binary effect modifiers. The quadratic exposure terms and effect modification are optional.
For non-Gaussian families, three relative risk models for the main exposure are supported, the usual exponential RR_i=\exp(\beta_1 D_i+\beta_2 D_i^2+ \bm M_i^T \bm \beta_{m1}D_i + \bm M_i^T \bm \beta_{m2} D_i^2) and the linear excess relative risk (ERR) model RR_i= 1+\beta_1 D_i+\beta_2 D_i^2 + \bm M_i^T \bm \beta_{m1}D_i + \bm M_i^T \bm \beta_{m2}D_i^2, where the quadratic and effect modification terms are optional. Finally, the linear-exponential relative risk model RR_i= 1+(\beta_1 + \bm{M}_i^T \bm{\beta}_{m1}) D_i \exp\{(\beta_2+ \bm{M}_i^T \bm{\beta}_{m2})D_i\} is supported.
The second supported family is logistic regression for binary outcomes, with probabilities
p_i/(1-p_i)=RR_i\exp(\alpha_0+\bm X_i^T \bm \alpha).
Third is Poisson regression for counts,
Y_i \sim \text{Poisson}(\mu_i),
where \mu_i=RR_i \exp(\alpha_0 +\bm X_i^T \bm \alpha)\times \text{offset}_i with optional offset.
Fourth is proportional hazards regression for time-to-event data, with hazard function
h(t) = h_0(t)RR_i\exp(\bm X_i^T \bm \alpha),
with h_0 the baseline hazard.
Fifth is multinomial logistic regression for a categorical outcome with Z>2 outcome categories, with the last category as the referent category (i.e., \alpha_{0,Z}=\bm \alpha_{Z}=\beta_{1,Z}=\beta_{2,Z}=\bm \beta_{m1,Z} = \bm \beta_{m2,Z}=0):
P(Y_i=z)=RR_i\exp(\alpha_{0,z}+\bm X_i^T \bm \alpha_{z})/\{1+\sum_{s=1}^{Z-1} RR_i\exp(\alpha_{0,s}+\bm X_i^T \bm \alpha_{s})\}
Sixth is conditional logistic regression for matched case control data, for which
P\left(Y_i = 1, Y_k = 0 \forall k \neq i \bigg| \sum_{i \in \mathcal{R}} Y_i = 1\right) = RR_i\exp(\bm X_i^T \bm \alpha)/\{\sum_{k \in \mathcal{R}}RR_k\exp(\bm X_k^T \bm \alpha)\},
where \mathcal{R} is the matched set corresponding to individual i.
Methods include regression calibration (Carroll et al. 2006 doi:10.1201/9781420010138), extended regression calibration (Little et al. 2023 doi:10.1038/s41598-023-42283-y), Monte Carlo maximum likelihood (Stayner et al. 2007 doi:10.1667/RR0677.1), frequentist model averaging (Kwon et al. 2023 doi:10.1371/journal.pone.0290498), and Bayesian model averaging (Kwon et al. 2016 doi:10.1002/sim.6635).
Usage
ameras(formula=NULL, data, family="gaussian", methods="RC",
Y=NULL, dosevars=NULL, doseRRmod=NULL, deg=NULL,
M=NULL, X=NULL, offset=NULL, entry=NULL, exit=NULL,
setnr=NULL,
CI=NULL, params.profCI=NULL,
maxit.profCI=NULL, tol.profCI=NULL,
transform=NULL,
transform.jacobian=NULL, inpar=NULL, loglim=1e-30, MFMA=100000,
prophaz.numints.BMA=10, ERRprior.BMA="doubleexponential", nburnin.BMA=5000,
niter.BMA=20000, nchains.BMA=2, thin.BMA=10, included.realizations.BMA=NULL,
included.replicates.BMA=NULL, optim.method="Nelder-Mead", control=NULL,
keep.data=TRUE, ... )
Arguments
formula |
an object of class |
data |
input data frame. |
family |
outcome model family: |
methods |
character vector of one or multiple methods to apply. Options: |
Y |
Deprecated. Use the formula interface instead. Name or column index of the outcome variable for linear, binomial, Poisson, multinomial and conditional logistic models, or event indicator variable for the proportional hazards model. |
dosevars |
Deprecated. Use the formula interface instead. Names or column indices of exposure realization vectors. |
doseRRmod |
Deprecated. Use the formula interface instead. The functional form of the dose-response relationship; options are exponential RR ( |
deg |
Deprecated. Use the formula interface instead. For |
M |
Deprecated. Use the formula interface instead. Names or column indices of binary effect modifying variables (optional). |
X |
Deprecated. Use the formula interface instead. Names or column indices of other covariates (optional). |
offset |
Deprecated. Use the formula interface instead. Name or column index of offset variable for Poisson regression (optional). |
entry |
Deprecated. Use the formula interface instead. Name or column index of left truncation time variable for proportional hazards regression (optional). |
exit |
Deprecated. Use the formula interface instead. Name or column index of exit time variable, required when |
setnr |
Deprecated. Use the formula interface instead. Name or column index of integer-valued matched set variable, required when |
CI |
Deprecated. Use confint() to compute confidence intervals instead. Method for calculation of 95% confidence or credible intervals (see Details).
For RC, ERC, and MCML, options are |
params.profCI |
Deprecated. Use confint() to compute confidence intervals instead. When |
maxit.profCI |
Deprecated. Use confint() to compute confidence intervals instead. Maximum iterations for determining profile-likelihood CIs; passed to |
tol.profCI |
Deprecated. Use confint() to compute confidence intervals instead. Tolerance for determining profile-likelihood CIs; passed to |
transform |
function for internal parameter transformation (see Details). |
transform.jacobian |
Jacobian of the transformation function (see Details). |
inpar |
vector of initial values for log-likelihood optimization (optional). |
loglim |
parameter used in likelihood computations to avoid taking the log of very small or negative numbers via |
MFMA |
number of samples for |
prophaz.numints.BMA |
for |
ERRprior.BMA |
prior for dose-related parameters when |
nburnin.BMA |
number of MCMC burn-in iterations for BMA (default 5,000). |
niter.BMA |
number of MCMC iterations per chain for BMA (default 20,000). |
nchains.BMA |
number of MCMC chains for BMA (default 2). |
thin.BMA |
thinning rate for BMA (default 10). |
included.realizations.BMA |
indices of exposure realizations used in BMA (defaults to all realizations). |
included.replicates.BMA |
Deprecated. Use |
optim.method |
method used for optimization by |
control |
control list passed to |
keep.data |
whether to attach data to the output object (default |
... |
other arguments, passed to functions such as |
Details
Models are specified through formulas of the form Y~dose(dose_expression, model="ERR", deg=1, modifier=M1+M2)+X1+X2. Here dose_expression specifies the dose realization columns and is parsed by eval_select from the tidyselect package. Useful examples are D1:D1000 if the doses are in a sequence of columns with sequential names such as D1-D1000, and all_of(dosevars) where dosevars is a vector with the names of all dose columns. Further, model specifies, for non-Gaussian families, whether to use the exponential dose-response model (model="EXP"), the linear-exponential model (model="LINEXP") or the linear ERR model (model="ERR"). Next, deg is used to specify whether a quadratic dose term should (deg=2) or should not (deg=1) be estimated for the exponential or linear ERR dose-response model. The modifier term is optional and used to specify binary effect modification variables. Note that interactions in the modifier term are not allowed, e.g. M1*M2. When deg, modifier, and model are not supplied, the defaults are deg=1, no effect modifiers, and model="ERR". Finally, X1 and X2 above represent optional additional covariates, which can include factor variables and interactions such as X1*X2. The matched set variable setnr required for conditional logistic regression is specified on the right-hand side of the formula through a term strata(setnr), and an optional offset variable offset for Poisson regression similarly through a term offset(offset). For proportional hazards regression, the left-hand side of the formula should have the form Surv(exit, status) or Surv(entry, exit, status).
A transformation can be used to reparametrize parameters internally (i.e., such that the likelihoods are evaluated at transform(parameters), where parameters are unconstrained), and should be specified when fitting linear excess relative risk and linear-exponential models to ensure nonnegative odds/risk/hazard. The included function transform1 applies an exponential transformation to the desired parameters, see ?transform1. When supplying a function to transform, this should be a function of the full parameter vector, returning a full (transformed) parameter vector. In particular, the full parameter vector contains parameters in the following order: \alpha_0, \bm \alpha, \beta_1, \beta_2, \bm \beta_{m1}, \bm \beta_{m2}, \sigma, where \bm \alpha, \bm\beta_{m1} and \bm \beta_{m2} can be vectors, with lengths matching \bm X and \bm M, respectively. \sigma is only included for the linear model (Gaussian family), and no intercept is included for the proportional hazards and conditional logistic models. For the multinomial model, the full parameter vector is the concatenation of Z-1 parameter vectors in the order as given above, where Z is the number of outcome categories, with the last category chosen as the referent category. See vignette("transformations", package="ameras") for an example of how to specify a custom transformation function.
When no transformation is specified and the linear ERR model is used, transform1 is used for ERR parameters \beta_1 and \beta_2 by default, with lower limits -1/max(D) for \beta_1 in the linear dose-response and (0,-1/max(D^2)) for (\beta_1,\beta_2) in the linear-quadratic dose-response, respectively. For the linear-exponential model, a lower limit of 0 is used for \beta_1, and no transformation is used for \beta_2. If effect modifiers M are specified, no transformation is used for those parameters. When negative RRs are obtained during optimization, an error will be generated and a different transformation or bounds should be used. All output is returned in the original parametrization. The Jacobian of the transformation (transform.jacobian) is required when using a transformation. For transform1, the Jacobian is given by transform1.jacobian. No transformations are used in BMA, and FMA is applied on the parameters using the parametrization as given in above with variances obtained using the delta method with the provided Jacobian function.
For BMA, a prior distribution for exposure-response parameters can be chosen when using linear or linear-exponential exposure-response model. The options are normal, horshoe, and double exponential priors, and the same priors truncated at 0 to yield positive values. In particular:
Normal:
\beta_j \sim N(0,1000)for all exposure-response parameters\beta_jHorseshoe (shrinkage prior):
\tau \sim \text{Cauchy}(0,1)^+; \lambda_j \sim \text{Cauchy}(0,1)^+; \beta_j \sim N(0, \tau^2 \lambda_j^2). Here\tauis shared across all parametersDouble exponential (shrinkage prior):
\lambda_j \sim \text{Cauchy}(0,1)^+; \beta_j \sim \text{DoubleExponential}(0,\lambda_j)
For all other parameters, and when using the exponential exposure-response model or the Gaussian outcome family, the prior is N(0, 1000). For the parameter \sigma in the Gaussian family, this prior is truncated at 0.
Because the proportional hazards model is not available in nimble, ameras uses a piecewise constant baseline hazard for Bayesian model averaging. The interval min(entry), max(exit)) is divided into prophaz.numints.BMA subintervals with cutpoints obtained as quantiles of the distribution of event times among cases, and a baseline hazard parameter is estimated for each subinterval.
Value
The output is an object of class amerasfit. General components are call
(the function call to ameras), formula (the formula object specifying
the model), num.rows (the number of rows in data), num.realizations
(the number of dose realizations provided), transform (the used transformation
function, if applicable), transform.jacobian (the used Jacobian function for
the transformation, if applicable), other.args (any other arguments passed to
...), model (a list containing the specified model components parsed from
the formula), CI.computed (logical, whether confidence intervals have been
attached by confint), and data (either the
data frame used for model fitting when keep.data=TRUE or NULL otherwise).
For each method supplied to methods, the output contains a list with components:
coefficients |
named vector of model coefficients. |
sd |
named vector of standard deviations. |
vcov |
covariance matrix for the full parameter vector. Based on the observed information (negative second derivative of log-likelihood) for RC, ERC, and MCML, and on the obtained samples for FMA and BMA. |
runtime |
string with the runtime in seconds. |
For RC, ERC, and MCML the following additional output is included:
optim |
a list object with results returned by optim. Components are |
loglik |
log-likelihood value at the optimum. |
For RC and ERC, the output additionally contains:
ERC |
logical, whether the output is for ERC ( |
For BMA the output additionally contains:
samples |
MCMC posterior samples, as obtained from |
Rhat |
data frame with two columns, |
included.realizations |
indices of realization exposures that were included to obtain the results. |
prophaz.timepoints |
for |
Finally, for FMA the output additionally contains:
samples |
data frame with samples generated from the normal distributions associated with parameters estimated for each dose realization. |
weigths |
vector of weights corresponding to the models fit to each included realization |
included.samples |
the total number of samples included. |
included.realizations |
indices of realization exposures that were included to obtain results. Fits without a valid variance estimate (i.e., non-invertible Hessian or inverse that is not positive definite) or that reach the maximal number of iterations without convergence are filtered out and not used to obtain results. |
The class amerasfit supports the methods print, coef, confint, summary, and traceplot.
References
Roberti, S., Kwon D., Wheeler W., Pfeiffer R. (in preparation). ameras: An R Package to Analyze Multiple Exposure Realizations in Association Studies
See Also
confint for computing confidence intervals,
summary for a summary of the fitted model
including confidence intervals if computed, coef
for extracting coefficients.
Examples
data(data, package="ameras")
ameras(Y.gaussian~dose(V1:V10, modifier=M1+M2)+X1+X2, data=data, family="gaussian")
Estimated Coefficients for an amerasfit Object
Description
Returns a data frame with all the parameters of a fitted
amerasfit object. The resulting object has a column
for every method supplied to 'methods' when calling 'ameras',
with rows corresponding to parameters.
Usage
## S3 method for class 'amerasfit'
coef(object, ...)
Arguments
object |
A fitted model object of class |
... |
Additional arguments, currently unused. |
Value
Data frame with estimated model parameters. Column names correspond to the 'methods' used in the 'ameras' call, and row names correspond to parameter names.
See Also
ameras for model fitting,
summary for a summary of the fitted model
including confidence intervals if computed.
Examples
data("data", package = "ameras")
dosevars <- paste0("V", 1:10)
## Fit the model
fit <- ameras(Y.binomial~dose(V1:V10, model="ERR"), data = data, family = "binomial",
methods = c("RC","ERC"))
## Full matrix
coef(fit)
## Vector with RC parameters
coef(fit)$RC
Confidence Intervals for an amerasfit Object
Description
Computes and/or prints confidence intervals for the parameters of a fitted
amerasfit object. This is a separate step from model fitting,
i.e., ameras fits the model and confint computes
intervals, attaches them to the fitted object, and prints them. If
confint is called a second time on the same object, intervals
are only printed and not recomputed, unless force=TRUE.
Usage
## S3 method for class 'amerasfit'
confint(object, parm="dose", level=0.95,
type=c("proflik","percentile"), maxit.profCI=20,
tol.profCI=1e-2, data=NULL, force=FALSE, print=TRUE,
digits = max(3, getOption("digits") - 3), ...)
Arguments
object |
A fitted model object of class |
parm |
Either |
level |
The confidence level (default |
type |
The type(s) of confidence intervals to determine. For RC, ERC, and MCML, this can be one of:
For FMA and BMA, confidence intervals are based on the generated samples and possible confidence interval types are:
If |
maxit.profCI |
Maximum number of iterations for the root-finding algorithm used to
locate profile likelihood interval bounds. Only used when
|
tol.profCI |
Tolerance for the root-finding algorithm. Only used when
|
data |
The original data frame used for fitting. Only required when
|
force |
Logical. If |
print |
Logical. If |
digits |
Number of significant digits to be printed. Default is 'max(3, getOption("digits") - 3)' |
... |
Additional arguments, currently unused. |
Details
For (extended) regression calibration and Monte Carlo maximum likelihood,
Wald and profile likelihood intervals can be obtained. When a parameter
transformation \bm\theta = h(\bm\eta) is used, type="wald.transformed"
yields the CI at significance level \alpha of h(\bm\eta \pm z_{1-\alpha/2} \bm V)
where z_{1-\alpha/2} is the 1-\alpha/2-quantile of the standard normal distribution and \bm V is the vector
of standard deviations estimated using the inverse Hessian matrix,
and type="wald.orig" uses the delta method to obtain the CI
h(\bm\eta)\pm z_{1-\alpha/2} \bm V_* where \bm V_* is the vector of
standard deviations estimated using J H^{-1} J^T with J the
Jacobian of the transformation and H is the Hessian. When no
transformation is used, type="wald.orig" should be used.
The third option is proflik, which uses the profile likelihood to
compute confidence bounds.
For FMA and BMA, the options for
confidence/credible intervals are type="percentile" which uses
percentiles, and type="hpd" which computes highest posterior density
intervals using HPDinterval from the coda package, both using
the FMA samples or Bayesian posterior samples.
Profile likelihood intervals (type="proflik") require
re-evaluating the likelihood repeatedly and can be time-consuming.
The parm argument can be used to restrict computation to dose
parameters only (the default) when intervals for the other parameters are
not of interest.
When the model was fitted with keep.data=FALSE and
type="proflik" is used for confint, the original data must be
supplied via the data argument. Wald intervals do not require the
data and can always be computed from the stored Hessian and parameter
estimates alone.
Value
The original amerasfit object with a CI element added to
each fitted method result. For RC, ERC, and MCML the CI element
is a data frame with columns:
lowerLower confidence bound.
upperUpper confidence bound.
When type = "proflik", four additional columns are included:
pval.lower-
P-value at the lower bound, should be close to
1 -level. pval.upper-
P-value at the upper bound, should be close to
1 -level. iter.lower-
Number of iterations used by the root-finding algorithm for the lower bound.
iter.upper-
Number of iterations used by the root-finding algorithm for the upper bound.
For FMA and BMA the CI element is a data frame with columns
lower and upper.
See Also
ameras for model fitting,
summary for a summary of the fitted model
including confidence intervals if computed,
confint for the generic function.
Examples
data("data", package = "ameras")
## Fit the model
fit <- ameras(Y.binomial~dose(V1:V10, model="ERR"), data = data, family = "binomial",
methods = "RC")
## Wald intervals (fast)
fit <- confint(fit, type = "wald.orig")
summary(fit)
## Profile likelihood intervals for dose parameters only (slower)
fit <- confint(fit, type = "proflik", parm = "dose")
summary(fit)
## With keep.data = FALSE, supply data explicitly for proflik
fit2 <- ameras(Y.binomial~dose(V1:V10, model="ERR"), data = data, family = "binomial",
methods = "RC", keep.data = FALSE)
fit2 <- confint(fit2, type = "proflik", data = data)
## FMA and BMA with percentile intervals
fit3 <- ameras(Y.binomial~dose(V1:V10, model="ERR"), data = data, family = "binomial",
methods = c("FMA", "BMA"))
fit3 <- confint(fit3, type = "percentile")
summary(fit3)
Example Data
Description
Data includes outcomes of all six supported types in the appropriately named columns. For proportional hazards regression, the observed exit time is time and event status is event. For conditional logistic regression, the matched set variable is setnr. The data has 10 exposure realizations in columns V1-V10.
Examples
data(data, package="ameras")
# Display a few rows of the data
data[1:5, ]
Visualize Multiple Dose Realizations
Description
Create a descriptive figure to visualize the distribution of dose and its uncertainty.
Usage
ecdfplot(data, dosevars, xlab="Dose",
ylab="Cumulative distribution", show.mean=TRUE, log.xaxis=TRUE)
Arguments
data |
data frame containing columns with dose vectors |
dosevars |
names or column indices of dose vectors. |
xlab |
label for the x-axis, default |
ylab |
label for the y-axis, default |
show.mean |
logical, whether to plot the cumulative distribution of the mean dose across realizations and across individuals, default |
log.xaxis |
logical, whether to use a log-scale for the dose axis (default |
Details
In the left panel, the empirical cumulative distribution function (ECDF) is
plotted for each dose realization. In other words, each curve shows one distribution
of dose across individuals. The spread within individual curves reflects the dose range
across individuals, while the spread between curves reflects between-realization variation
on the cohort level. If show.mean=TRUE, the solid black curve is the cumulative
distribution of the mean dose for each individual.
In the right panel, ECDFs are plotted for each individual,
showing distributions within individuals. A wide spread within individual curves
is indicative of large within-individual variation, while the spread between
curves reflects between-individual variation. If show.mean=TRUE, the solid
black curve is the cumulative distribution of the mean for each dose realization.
When using a log-scale for the x-axis, any zero dose values are excluded before plotting.
Examples
if (requireNamespace("ggplot2", quietly = TRUE)) {
data(data, package="ameras")
ecdfplot(data, dosevars=paste0("V", 1:10))
}
Extract Included Realizations from an amerasfit Object
Description
Extracts the indices of dose realizations included in model averaging
for FMA and/or BMA results of a fitted amerasfit object.
Realizations are excluded from FMA if the optimization did not converge or
the Hessian was not positive definite.
Usage
included_realizations(x, ...)
## S3 method for class 'amerasfit'
included_realizations(x,
methods = c("FMA", "BMA"),
...)
Arguments
x |
A fitted model object of class |
methods |
Character vector specifying which method(s) to extract included
realizations for. One or both of |
... |
Additional arguments, currently unused. |
Details
For FMA, realizations are excluded if the optimization did not converge or the Hessian was not invertible or not positive definite. If more than 20% of realizations are excluded, a warning is issued during fitting.
For BMA, all realizations are included by default. A subset of
realizations can be specified via the included.replicates.BMA
argument to ameras, for example by passing the indices
returned by included_realizations(fit, methods="FMA") from a
prior FMA fit.
Value
If a single method is requested or only one method was run, an
integer vector of indices of the included dose realizations. If both
FMA and BMA results are present and both are requested, a named list
with elements FMA and BMA, each containing an integer
vector of included realization indices.
See Also
Examples
data("data", package="ameras")
dosevars <- paste0("V", 1:10)
## FMA only
fit <- ameras(Y.binomial ~ dose(all_of(dosevars), model="ERR"),
data=data, family="binomial", methods="FMA")
included_realizations(fit)
length(included_realizations(fit))
## Both FMA and BMA
fit2 <- ameras(Y.binomial ~ dose(all_of(dosevars), model="ERR"),
data=data, family="binomial", methods=c("FMA", "BMA"))
included_realizations(fit2)
included_realizations(fit2, methods="FMA")
included_realizations(fit2, methods="BMA")
Diagnostic Plots for an amerasfit Object
Description
Produces diagnostic plots for a fitted amerasfit object,
including residuals versus fitted values and normal Q-Q plots.
Plots are produced for each estimation method present in the fitted
object.
Usage
## S3 method for class 'amerasfit'
plot(x,
methods = c("RC", "ERC", "MCML", "FMA", "BMA"),
which = NULL, type = NULL, dose.col = NULL,
add.smooth = getOption("add.smooth", TRUE),
qqline = TRUE, id.n = 3, ask = NULL, data = NULL, ...)
Arguments
x |
A fitted model object of class |
methods |
Character vector specifying which estimation methods to produce
plots for. One or more of |
which |
Character vector specifying which plots to produce. For non- |
type |
The type of residuals to use. One of |
dose.col |
The dose realization to use for computation of residuals. If
|
add.smooth |
Logical. If |
qqline |
Logical. If |
id.n |
Integer. The number of extreme residuals to label in residuals vs fitted
and normal Q-Q plots. Labels show the row index of the observation. Defaults to
|
ask |
Logical. If |
data |
The original data frame used for fitting. Only required when the
model was fitted with |
... |
Additional graphical arguments passed to |
Details
If not otherwise specified, the dose realization used to compute fitted values is selected for each estimation method as follows. For RC and ERC the mean dose across realizations is used. For MCML and FMA the realization yielding the largest likelihood at the final parameter estimates is used (which for FMA corresponds to the highest model averaging weight). For BMA the realization most frequently selected by the MCMC sampler is used. The selected dose column is shown in the plot title.
For the "residuals-vs-fitted" plot, the smooth line is added
via panel.smooth using a loess smoother when add.smooth=TRUE.
For the "qq" plot, the residuals are plotted against the
theoretical quantiles of the normal distribution when qqline=TRUE. For both plots,
the id.n most extreme residuals are labeled. For family="multinomial",
one panel is produced per non-reference outcome category.
For proportional hazards models, scaled Schoenfeld residuals are drawn
against the observed event times to assess the proportional hazards assumption.
Under proportional hazards, the residuals should fluctuate randomly around
zero with no systematic trend over time. Systematic patterns or smooth
trends may indicate time-varying covariate effects and violation of the
proportional hazards assumption. Note that the implementation here corresponds
to using transform = "identity" in cox.zph,
in contrast to the default setting for that function which applies a
Kaplan–Meier transformation of time.
The data must either be stored on the object (keep.data=TRUE in
ameras, the default) or supplied via the data argument.
Value
The amerasfit object x is returned invisibly.
See Also
residuals.amerasfit for computing residuals,
ameras for model fitting,
confint for confidence intervals,
plot.lm for the equivalent method for linear models.
Examples
data("data", package="ameras")
dosevars <- paste0("V", 1:10)
## Binomial model
fit <- ameras(Y.binomial ~ dose(all_of(dosevars), model="ERR"),
data=data, family="binomial", methods="RC")
## Both diagnostic plots for RC
plot(fit)
## Residuals vs fitted only
plot(fit, which="residuals-vs-fitted")
## Deviance residuals
plot(fit, type="deviance")
## Multiple methods
fit2 <- ameras(Y.binomial ~ dose(all_of(dosevars), model="ERR"),
data=data, family="binomial", methods=c("RC", "ERC"))
plot(fit2)
## With keep.data=FALSE, supply data explicitly
fit3 <- ameras(Y.binomial ~ dose(all_of(dosevars), model="ERR"),
data=data, family="binomial", methods="RC",
keep.data=FALSE)
plot(fit3, data=data)
## Schoenfeld residual plot
fit4 <- ameras(Surv(time, status) ~ dose(all_of(dosevars), model = "ERR"),
data = data, family = "prophaz", methods = "RC")
plot(fit4)
Simple Summary for an amerasfit Object
Description
Prints a simple summary of a fitted amerasfit object.
Usage
## S3 method for class 'amerasfit'
print(x, digits = max(3, getOption("digits") - 3), ...)
Arguments
x |
A fitted model object of class |
digits |
Number of significant digits to be printed. Default is 'max(3, getOption("digits") - 3)' |
... |
Additional arguments, currently unused. |
Value
Prints the 'ameras' call, number of rows and dose realizations in the data, runtime, and model coefficients.
See Also
ameras for model fitting,
summary for a more detailed summary of the fitted models
including confidence intervals if computed.
Examples
data("data", package = "ameras")
## Fit the model
fit <- ameras(Y.binomial~dose(V1:V10, model="ERR"), data = data, family = "binomial",
methods = c("RC","ERC"))
## Default print
fit
print(fit)
## More digits
print(fit, digits=5)
Residuals for an amerasfit Object
Description
Computes residuals for a fitted amerasfit object.
Usage
## S3 method for class 'amerasfit'
residuals(object,
method = "RC",
type = NULL,
data = NULL,
dose.col = NULL,
scaled.schoenfeld = TRUE,
...)
Arguments
object |
A fitted model object of class |
method |
Character string specifying which estimation method to compute
residuals for. One of |
type |
The type of residuals to compute. Defaults to
|
data |
The original data frame used for fitting. Only required when the
model was fitted with |
dose.col |
Character string specifying the dose column to use when computing
fitted values. If |
scaled.schoenfeld |
Logical. If |
... |
Additional arguments, currently unused. |
Details
Fitted values are computed using the dose column specified by
dose.col.
For family="clogit", fitted values \mu_i are the
conditional probabilities of being a case within each matched set,
computed as R_i / \sum_{j \in \text{set}(i)} R_j where
R_i is the relative risk for individual i and the sum
is over all individuals in the same matched set.
For family="prophaz" and type="schoenfeld", the
Schoenfeld residual for the individual failing at time t is:
\bm{r} = \bm{x} - \bar{\bm{x}}(t)
where \bm{x} is the observed covariate vector for the failing
individual and
\bar{\bm{x}}(t) = \frac{\sum_{j \in \mathcal{R}(t)} \bm{x}_j R_j}
{\sum_{j \in \mathcal{R}(t)} R_j}
is the weighted mean covariate vector in the risk set
\mathcal{R}(t) at time t, with weights equal to the
relative risks R_j. Ties in event times are handled using the
Breslow approximation.
Value
For families "gaussian", "binomial",
"poisson", and "clogit", a numeric vector of
length N containing the residuals.
For family="multinomial", a numeric matrix of dimension
N \times Z where Z is the number of outcome
categories. Column names correspond to the factor levels.
Note that when plotting via plot, the
reference category is excluded since its residuals are a
linear combination of the other categories.
For family="prophaz" with type="schoenfeld", a data
frame with columns id (row index of the event), time
(event time), and one additional column per model parameter
containing the Schoenfeld residuals. Only rows corresponding to
events (status=1) are included.
References
Schoenfeld, D. (1982). Partial residuals for the proportional hazards regression model. Biometrika, 69(1), 239–241. doi:10.1093/biomet/69.1.239
Grambsch, P. M. and Therneau, T. M. (1994). Proportional hazards tests and diagnostics based on weighted residuals. Biometrika, 81(3), 515–526. doi:10.1093/biomet/81.3.515
See Also
plot for diagnostic plots using these
residuals,
ameras for model fitting,
residuals for the generic function.
Examples
data("data", package="ameras")
dosevars <- paste0("V", 1:10)
fit <- ameras(Y.binomial ~ dose(all_of(dosevars), model="ERR"),
data=data, family="binomial", methods="RC")
## Pearson residuals (default)
res <- residuals(fit)
summary(res)
## Deviance residuals
res_dev <- residuals(fit, type="deviance")
## Response residuals
res_raw <- residuals(fit, type="response")
## Specific dose column
res_v1 <- residuals(fit, dose.col="V1")
## Multiple methods
fit2 <- ameras(Y.binomial ~ dose(all_of(dosevars), model="ERR"),
data=data, family="binomial", methods=c("RC", "ERC"))
res_erc <- residuals(fit2, method="ERC")
## With keep.data=FALSE
fit3 <- ameras(Y.binomial ~ dose(all_of(dosevars), model="ERR"),
data=data, family="binomial", methods="RC",
keep.data=FALSE)
res <- residuals(fit3, data=data)
## Schoenfeld residuals for proportional hazards model
fit4 <- ameras(Surv(time, status) ~ dose(all_of(dosevars), model="ERR"),
data=data, family="prophaz", methods="RC")
res_sch <- residuals(fit4)
res_raw_sch <- residuals(fit4, scaled.schoenfeld=FALSE)
Summarize an amerasfit Object
Description
Produces a summary of a fitted amerasfit object, including
parameter estimates, standard errors, and confidence intervals if
computed via confint.
Usage
## S3 method for class 'amerasfit'
summary(object, ...)
## S3 method for class 'amerasfit'
summary_table(object, ...)
## S3 method for class 'summary.amerasfit'
print(x, digits = max(3, getOption("digits") - 3), ...)
Arguments
object |
A fitted model object of class |
x |
An object of class |
digits |
The number of significant digits to use. Defaults to
|
... |
Additional arguments, currently unused. |
Details
summary.amerasfit collects results from all estimation methods
present in the fitted object into a single summary table. Columns for
confidence intervals are only printed if they have been computed by
confint. When BMA results are present
in the fitted object, the summary table includes columns Rhat and
n.eff, with NA values for all other methods.
Printing the summary prints the original call to ameras, the runtime
(total and by method), and the table described above. This table can also
be accessed directly (i.e., to retrieve confidence intervals) using
summary_table.
Value
summary.amerasfit returns an object of class
summary.amerasfit, which is a list containing the following
elements:
call-
The matched call from the original call to
ameras. summary_table-
A data frame with one row per parameter per method, containing columns:
MethodThe estimation method (RC, ERC, MCML, FMA, or BMA).
TermThe parameter name.
EstimateThe parameter estimate.
SEThe standard error.
CI.lower-
The lower confidence bound, if confidence intervals have been computed via
confint. CI.upper-
The upper confidence bound, if confidence intervals have been computed via
confint. pval.lower-
p-value associated with the lower bound of the profile likelihood CI, the assess validity of the obtained bound. Only included if profile likelihood confidence intervals were computed via
confint. pval.upper-
p-value associated with the upper bound of the profile likelihood CI, the assess validity of the obtained bound. Only included if profile likelihood confidence intervals were computed via
confint. Rhat-
The Gelman-Rubin convergence diagnostic, included only when BMA results are present. Values above 1.05 indicate potential convergence problems.
n.eff-
The effective sample size, included only when BMA results are present.
runtime_table-
A data frame with columns
MethodandRuntime, reporting the computation time in seconds for each method. total_runtime_seconds-
The total computation time in seconds across all methods.
CI.computed-
Logical.
TRUEif confidence intervals have been computed viaconfint,FALSEotherwise.
See Also
ameras for model fitting,
confint for computing confidence
intervals,
print for a shorter printed summary,
coef for extracting coefficients.
Examples
data("data", package = "ameras")
## Fit the model
fit <- ameras(Y.binomial~dose(V1:V10, model="ERR"), data = data, family = "binomial",
methods = "RC")
## Summary without confidence intervals
summary(fit)
## Summary with confidence intervals
fit <- confint(fit, method = "wald.orig")
summary(fit)
## Access the summary table directly
s <- summary_table(fit)
## Multiple methods
fit2 <- ameras(Y.binomial~dose(V1:V10, model="ERR"), data = data, family = "binomial",
methods = c("RC", "ERC", "MCML"))
fit2 <- confint(fit2, method = "wald.orig")
summary(fit2)
Traceplots for MCMC Samples
Description
Produce MCMC traceplots for amerasfit objects.
Usage
traceplot(object, ...)
## S3 method for class 'amerasfit'
traceplot(object, iter = 5000, Rhat = TRUE, n.eff = TRUE, pdf = FALSE, ...)
Arguments
object |
a |
iter |
number of iterations to include in the traceplot (defaults to last 5000) |
Rhat |
logical; whether to include R-hat diagnostics in the plot (default TRUE) |
n.eff |
logical; whether to include effective sample size in the plot (default TRUE) |
pdf |
logical; whether to save the output as a PDF (default FALSE) |
... |
additional arguments passed to |
Details
Wrapper for MCMCvis::MCMCtrace to produce MCMC diagnostic plots. See ?MCMCtrace for more plotting options that can be provided through ....
Value
Traceplots and posterior density plots.
See Also
Examples
data(data, package="ameras")
fit <- ameras(Y.gaussian~dose(V1:V10), data, methods="BMA")
traceplot(fit)
Exponential Parameter Transformation
Description
Applies exponential transformation f(\theta_i)=\exp(\theta_i)+L_i to one or multiple components of parameter vector \bm \theta, where L_i are lower limits that can be different for each component
Usage
transform1(params, index.t=1:length(params), lowlimit=rep(0,length(index.t)),
boundcheck=FALSE, boundtol=1e-3, ... )
Arguments
params |
full input parameter vector |
index.t |
indices of parameters to be transformed (default all) |
lowlimit |
lower limits to be applied (default zero), where the k-th component of |
boundcheck |
whether to produce a warning when any of the transformed parameters are within |
boundtol |
tolerance for producing a warning for reaching the boundary |
... |
not used |
Value
Transformed parameter vector.
Examples
params <- c(.1, .5, 1)
transform1(params, lowlimit=c(0, -1, 1))
Inverse of Exponential Parameter Transformation
Description
Inverse of transform1 for the purpose of deriving initial values.
Usage
transform1.inv(params, index.t=1:length(params), lowlimit=rep(0,length(index.t)), ... )
Arguments
params |
full input parameter vector |
index.t |
indices of parameters to be transformed (default all) |
lowlimit |
lower limits to be applied (default zero), where the k-th component of |
... |
not used |
Value
Transformed parameter vector.
Examples
params <- c(.1, .5, 1) # Desired initial values on original scale
transform1.inv(params, lowlimit=c(0, -1, 1)) # Initial values to use on transformed scale
Jacobian of the Exponential Parameter Transformation
Description
Computes the Jacobian matrix of transform1. Note that lower limits do not need to be specified as the Jacobian is independent of those
Usage
transform1.jacobian(params, index.t=1:length(params), ... )
Arguments
params |
input parameter vector (before transformation) to evaluate the Jacobian at |
index.t |
indices of parameters to be transformed (default all) |
... |
not used |
Value
Jacobian matrix.
Examples
params <- c(.1, .5, 1)
transform1.jacobian(params)
Extract Variance-Covariance Matrices from an amerasfit Object
Description
Extracts the variance-covariance matrices of the parameter estimates
from a fitted amerasfit object.
Usage
## S3 method for class 'amerasfit'
vcov(object, methods = c("RC", "ERC", "MCML", "FMA", "BMA"), ...)
Arguments
object |
A fitted model object of class |
methods |
Character vector specifying which estimation methods to extract
variance-covariance matrices for. One or more of |
... |
Additional arguments, currently unused. |
Value
If a single method is requested or only one method was run, a named numeric matrix with rows and columns corresponding to model parameters. If multiple methods are requested and multiple methods were run, a named list of such matrices, one per method.
Note that for FMA and BMA the variance-covariance matrix is based
on the generated samples rather than a Hessian-based
approximation, and may differ in interpretation from the RC, ERC,
and MCML variance-covariance matrices. For BMA, the reliability of
the variance-covariance matrix depends on MCMC convergence as indicated by Rhat.
See Also
ameras for model fitting,
coef for extracting coefficients,
summary.amerasfit for a summary including standard
errors,
vcov for the generic function.
Examples
data("data", package="ameras")
dosevars <- paste0("V", 1:10)
fit <- ameras(Y.binomial ~ dose(all_of(dosevars), model="ERR"),
data=data, family="binomial", methods=c("RC", "ERC"))
## Extract vcov for all available methods
vcov(fit)
## Extract vcov for a single method, returns a matrix
vcov(fit, methods="RC")
## Extract vcov for multiple methods, returns a named list
vcov(fit, methods=c("RC", "ERC"))