gaussian.glm <- function(formula, data=NULL, burnin, n.sample, thin=1, n.chains=1, n.cores=1, prior.mean.beta=NULL, prior.var.beta=NULL, prior.nu2=NULL, verbose=TRUE) { ############################################## #### Format the arguments and check for errors ############################################## #### Verbose a <- common.verbose(verbose) #### Frame object frame.results <- common.frame(formula, data, "gaussian") K <- frame.results$n p <- frame.results$p X <- frame.results$X X.standardised <- frame.results$X.standardised X.sd <- frame.results$X.sd X.mean <- frame.results$X.mean X.indicator <- frame.results$X.indicator offset <- frame.results$offset Y <- frame.results$Y which.miss <- frame.results$which.miss n.miss <- frame.results$n.miss #### Priors if(is.null(prior.mean.beta)) prior.mean.beta <- rep(0, p) if(is.null(prior.var.beta)) prior.var.beta <- rep(100000, p) if(is.null(prior.nu2)) prior.nu2 <- c(1, 0.01) common.prior.beta.check(prior.mean.beta, prior.var.beta, p) common.prior.var.check(prior.nu2) #### MCMC quantities - burnin, n.sample, thin common.burnin.nsample.thin.check(burnin, n.sample, thin) ######################## #### Run the MCMC chains ######################## if(n.chains==1) { #### Only 1 chain results <- gaussian.glmMCMC(Y=Y, offset=offset, X.standardised=X.standardised, K=K, p=p, which.miss=which.miss, n.miss=n.miss, burnin=burnin, n.sample=n.sample, thin=thin, prior.mean.beta=prior.mean.beta, prior.var.beta=prior.var.beta, prior.nu2=prior.nu2, verbose=verbose, chain=1) }else if(n.chains > 1 & ceiling(n.chains)==floor(n.chains) & n.cores==1) { #### Multiple chains in series results <- as.list(rep(NA, n.chains)) for(i in 1:n.chains) { results[[i]] <- gaussian.glmMCMC(Y=Y, offset=offset, X.standardised=X.standardised, K=K, p=p, which.miss=which.miss, n.miss=n.miss, burnin=burnin, n.sample=n.sample, thin=thin, prior.mean.beta=prior.mean.beta, prior.var.beta=prior.var.beta, prior.nu2=prior.nu2, verbose=verbose, chain=i) } }else if(n.chains > 1 & ceiling(n.chains)==floor(n.chains) & n.cores>1 & ceiling(n.cores)==floor(n.cores)) { #### Multiple chains in parallel results <- as.list(rep(NA, n.chains)) if(verbose) { compclust <- makeCluster(n.cores, outfile="CARBayesprogress.txt") cat("The current progress of the model fitting algorithm has been output to CARBayesprogress.txt in the working directory") }else { compclust <- makeCluster(n.cores) } results <- clusterCall(compclust, fun=gaussian.glmMCMC, Y=Y, offset=offset, X.standardised=X.standardised, K=K, p=p, which.miss=which.miss, n.miss=n.miss, burnin=burnin, n.sample=n.sample, thin=thin, prior.mean.beta=prior.mean.beta, prior.var.beta=prior.var.beta, prior.nu2=prior.nu2, verbose=verbose, chain="all") stopCluster(compclust) }else { stop("n.chains or n.cores are not positive integers.", call.=FALSE) } #### end timer if(verbose) { cat("\nSummarising results.\n") }else {} ################################### #### Summarise and save the results ################################### if(n.chains==1) { ## Compute the acceptance rates accept.final <- rep(100, 2) names(accept.final) <- c("beta", "nu2") ## Compute the model fit criterion mean.beta <- apply(results$samples.beta, 2, mean) fitted.mean <- X.standardised %*% mean.beta + offset nu2.mean <- mean(results$samples.nu2) deviance.fitted <- -2 * sum(dnorm(Y, mean = fitted.mean, sd = rep(sqrt(nu2.mean),K), log = TRUE), na.rm=TRUE) modelfit <- common.modelfit(results$samples.loglike, deviance.fitted) ## Create the Fitted values and residuals fitted.values <- apply(results$samples.fitted, 2, mean) response.residuals <- as.numeric(Y) - fitted.values pearson.residuals <- response.residuals /sqrt(nu2.mean) residuals <- data.frame(response=response.residuals, pearson=pearson.residuals) ## Create MCMC objects and back transform the regression parameters samples.beta.orig <- common.betatransform(results$samples.beta, X.indicator, X.mean, X.sd, p, FALSE) samples <- list(beta=mcmc(samples.beta.orig), nu2=mcmc(results$samples.nu2), fitted=mcmc(results$samples.fitted), Y=mcmc(results$samples.Y)) #### Create a summary object n.keep <- floor((n.sample - burnin)/thin) summary.beta <- t(rbind(apply(samples$beta, 2, mean), apply(samples$beta, 2, quantile, c(0.025, 0.975)))) summary.beta <- cbind(summary.beta, rep(n.keep, p), rep(100,p), effectiveSize(samples.beta.orig), geweke.diag(samples.beta.orig)$z) rownames(summary.beta) <- colnames(X) colnames(summary.beta) <- c("Mean", "2.5%", "97.5%", "n.sample", "% accept", "n.effective", "Geweke.diag") summary.hyper <- array(NA, c(1 ,7)) summary.hyper[1, 1:3] <- c(mean(samples$nu2), quantile(samples$nu2, c(0.025, 0.975))) summary.hyper[1, 4:7] <- c(n.keep, 100, effectiveSize(samples$nu2), geweke.diag(samples$nu2)$z) summary.results <- rbind(summary.beta, summary.hyper) rownames(summary.results)[nrow(summary.results)] <- c("nu2") summary.results[ , 1:3] <- round(summary.results[ , 1:3], 4) summary.results[ , 4:7] <- round(summary.results[ , 4:7], 1) }else { ## Compute the acceptance rates accept.final <- rep(100, 2) names(accept.final) <- c("beta", "nu2") ## Extract the samples into separate lists samples.beta.list <- lapply(results, function(l) l[["samples.beta"]]) samples.nu2.list <- lapply(results, function(l) l[["samples.nu2"]]) samples.loglike.list <- lapply(results, function(l) l[["samples.loglike"]]) samples.fitted.list <- lapply(results, function(l) l[["samples.fitted"]]) samples.Y.list <- lapply(results, function(l) l[["samples.Y"]]) ## Convert the samples into separate matrix objects samples.beta.matrix <- do.call(what=rbind, args=samples.beta.list) samples.nu2.matrix <- do.call(what=rbind, args=samples.nu2.list) samples.loglike.matrix <- do.call(what=rbind, args=samples.loglike.list) samples.fitted.matrix <- do.call(what=rbind, args=samples.fitted.list) ## Compute the model fit criteria mean.beta <- apply(samples.beta.matrix, 2, mean) fitted.mean <- X.standardised %*% mean.beta + offset nu2.mean <- mean(samples.nu2.matrix) deviance.fitted <- -2 * sum(dnorm(Y, mean = fitted.mean, sd = rep(sqrt(nu2.mean),K), log = TRUE), na.rm=TRUE) modelfit <- common.modelfit(samples.loglike.matrix, deviance.fitted) ## Create the Fitted values and residuals fitted.values <- apply(samples.fitted.matrix, 2, mean) response.residuals <- as.numeric(Y) - fitted.values pearson.residuals <- response.residuals /sqrt(nu2.mean) residuals <- data.frame(response=response.residuals, pearson=pearson.residuals) ## Backtransform the regression parameters samples.beta.list <- samples.beta.list for(j in 1:n.chains) { samples.beta.list[[j]] <- common.betatransform(samples.beta.list[[j]], X.indicator, X.mean, X.sd, p, FALSE) } samples.beta.matrix <- do.call(what=rbind, args=samples.beta.list) ## Create MCMC objects beta.temp <- samples.beta.list nu2.temp <- samples.nu2.list loglike.temp <- samples.loglike.list fitted.temp <- samples.fitted.list Y.temp <- samples.Y.list for(j in 1:n.chains) { beta.temp[[j]] <- mcmc(samples.beta.list[[j]]) nu2.temp[[j]] <- mcmc(samples.nu2.list[[j]]) loglike.temp[[j]] <- mcmc(samples.loglike.list[[j]]) fitted.temp[[j]] <- mcmc(samples.fitted.list[[j]]) Y.temp[[j]] <- mcmc(samples.Y.list[[j]]) } beta.mcmc <- as.mcmc.list(beta.temp) nu2.mcmc <- as.mcmc.list(nu2.temp) fitted.mcmc <- as.mcmc.list(fitted.temp) Y.mcmc <- as.mcmc.list(Y.temp) samples <- list(beta=beta.mcmc, nu2=nu2.mcmc, fitted=fitted.mcmc, Y=Y.mcmc) ## Create a summary object n.keep <- floor((n.sample - burnin)/thin) summary.beta <- t(rbind(apply(samples.beta.matrix, 2, mean), apply(samples.beta.matrix, 2, quantile, c(0.025, 0.975)))) summary.beta <- cbind(summary.beta, rep(n.keep, p), rep(100,p), effectiveSize(beta.mcmc), gelman.diag(beta.mcmc)$psrf[ ,2]) rownames(summary.beta) <- colnames(X) colnames(summary.beta) <- c("Mean", "2.5%", "97.5%", "n.sample", "% accept", "n.effective", "PSRF (upper 95% CI)") summary.hyper <- array(NA, c(1 ,7)) summary.hyper[1, 1:3] <- c(mean(samples.nu2.matrix), quantile(samples.nu2.matrix, c(0.025, 0.975))) summary.hyper[1, 4:7] <- c(n.keep, 100, effectiveSize(nu2.mcmc), gelman.diag(nu2.mcmc)$psrf[ ,2]) summary.results <- rbind(summary.beta, summary.hyper) rownames(summary.results)[nrow(summary.results)] <- c("nu2") summary.results[ , 1:3] <- round(summary.results[ , 1:3], 4) summary.results[ , 4:7] <- round(summary.results[ , 4:7], 1) } ################################### #### Compile and return the results ################################### model.string <- c("Likelihood model - Gaussian (identity link function)", "\nRandom effects model - None\n") n.total <- floor((n.sample - burnin) / thin) * n.chains mcmc.info <- c(n.total, n.sample, burnin, thin, n.chains) names(mcmc.info) <- c("Total samples", "n.sample", "burnin", "thin", "n.chains") results <- list(summary.results=summary.results, samples=samples, fitted.values=fitted.values, residuals=residuals, modelfit=modelfit, accept=accept.final, localised.structure=NULL, formula=formula, model=model.string, mcmc.info=mcmc.info, X=X) class(results) <- "CARBayes" if(verbose) { b<-proc.time() cat("Finished in ", round(b[3]-a[3], 1), "seconds.\n") }else {} return(results) }