Revision 2fc8c4fd1f424c8b2c3ae6ce3215e21c8381d6ab authored by Samrachana Adhikari on 25 November 2016, 07:42:51 UTC, committed by cran-robot on 25 November 2016, 07:42:51 UTC
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HLSM_run.R
####Function to run the sampler#####
##SPECIFYING PRIORS######
#########################
##if priors = NULL => uses randomly generated priors
##else: priors is a list of following objects:
        ##MuBeta:= prior mean for betas & intercepts; 
        ##SigmaBeta:= prior variance for betas & intercept;
        ##MuAlpha:= prior mean for alpha; 
        ##SigmaAlpha:= prior variance for alpha;
        ##MuZ; VarZ;
        ##PriorA; PriorB 
##TUNING PARAMETERS#######
##########################
##if tune = NULL => uses auto tuning
##else: tune is a list of following objects:
       ##tuneAlpha = 0.9
       ##tuneBeta = array, dim=c(PP,KK)
       ##tuneInt = vec, len = KK
       ##tuneZ =  list( vec(len = nn[x]])) length of list = KK
############################################################## 
#library(MASS)

HLSMrandomEF = function(Y,edgeCov = NULL, receiverCov = NULL,senderCov =NULL,FullX = NULL, initialVals = NULL, priors = NULL, tune = NULL,
	tuneIn = TRUE, TT = NULL,dd, niter,intervention)
{
    #X and Y are provided as list. 
    if(class(Y) != 'list'){
	if(dim(Y)[2] != 4){stop('Invalid data structure type')} }

    if(class(Y) == 'list' & class(Y[[1]]) != 'matrix' & class(Y[[1]]) != 'data.frame'){stop('Invalid data structure type')}
	
    if(class(Y) == 'list'){ 
        KK = length(Y)
	if(dim(Y[[1]])[1] == dim(Y[[1]])[2]){
		nn =sapply(1:length(Y),function(x) nrow(Y[[x]])) }

	if(dim(Y[[1]])[1] != dim(Y[[1]])[2] & dim(Y[[1]])[2] == 4){
		nn = sapply(1:length(Y), function(x)length(unique(c(Y[[x]]$Receiver,Y[[x]]$Sender))))
		nodenames = lapply(1:length(Y), function(x) unique(c(Y[[x]]$Receiver,Y[[x]]$Sender)))
	}	}

    if(class(Y) != 'list'){
	if(dim(Y)[2] == 4){
		nid = unique(Y$id)
		KK = length(nid)
		nn = rep(0,KK)
		df.list = list()
		nodenames = list()
		for(k in 1:KK){
			df.sm = Y[which(Y$id == nid[k],),]
			nn[k] = length(unique(c(df.sm$Receiver,df.sm$Sender)))
			nodenames[[k]] = unique(c(df.sm$Receiver, df.sm$Sender))
			df.list[[k]] = array(0, dim = c(nn[k],nn[k]))
			dimnames(df.list[[k]])[[1]] = dimnames(df.list[[k]])[[2]] = nodenames[[k]]
			for(i in 1:dim(df.sm)[1]){
				df.list[[k]][paste(df.sm$Sender[i]),paste(df.sm$Receiver[i])] = df.sm$Outcome[i]  #assume undirected graph and missing items are zeros
			}
		}
		Y = df.list 
	}}


##prepare covariates#####
#########################
	noCOV = FALSE
	if(!is.null(FullX) & !is.null(edgeCov) &!is.null(receiverCov) & !is.null(senderCov))(stop('FullX cannot be used when nodal or edge covariates are provided'))

	if(is.null(FullX) & is.null(edgeCov) & is.null(receiverCov) & is.null(senderCov)){
		X = lapply(1:KK,function(x) array(0, dim = c(nn[x],nn[x],1)))
		noCOV = TRUE
	}

	if(is.null(FullX)){
	if(!is.null(edgeCov) | !is.null(senderCov)| !is.null(receiverCov)){
	  if(!is.null(edgeCov)){
		if(class(edgeCov) != 'data.frame'){
			stop('edgeCov must be of class data.frame')}
		X1 = getEdgeCov(edgeCov, nn,nodenames)
}else(X1 =NULL)
  	  if(!is.null(senderCov)){
		if(class(senderCov) != 'data.frame'){
			stop('senderCov must be of class data.frame')}
		X2 = getSenderCov(senderCov, nn,nodenames)
}else(X2 = NULL)


	  if(!is.null(receiverCov)){
		if(class(receiverCov) != 'data.frame'){
			stop('receiverCov must be of class data.frame')}
		X3 = getReceiverCov(receiverCov, nn,nodenames)
}else(X3 = NULL)	

	X = lapply(1:KK, function(x){if(!is.null(X1)&!is.null(X2)&!is.null(X3)){
		ncov = dim(X1[[x]])[3]+dim(X2[[x]])[3]+dim(X3[[x]])[3];
		df = array(0, dim = c(nn[x],nn[x],ncov));
		df[,,1:dim(X1[[x]])[3]] = X1[[x]];
		df[,,(dim(X1[[x]])[3]+1):(dim(X1[[x]])[3]+dim(X2[[x]])[3])] = X2[[x]];
		df[,,(dim(X1[[x]])[3]+dim(X2[[x]])[3]+1):(dim(X1[[x]])[3]+dim(X2[[x]])[3]+dim(X3[[x]])[3])] = X3[[x]] };
		if(!is.null(X1)&!is.null(X2) & is.null(X3)){
			ncov = dim(X1[[x]])[3]+dim(X2[[x]])[3];
			df = array(0, dim = c(nn[x],nn[x],ncov));
			df[,,1:dim(X1[[x]])[3]] = X1[[x]];
			df[,,(dim(X1[[x]])[3]+1):(dim(X1[[x]])[3]+dim(X2[[x]])[3])] = X2[[x]]};
		if(!is.null(X1)&!is.null(X3)&is.null(X2)){
			ncov = dim(X1[[x]])[3]+dim(X3[[x]])[3];
			df = array(0, dim = c(nn[x],nn[x],ncov));
			df[,,1:dim(X1[[x]])[3]] = X1[[x]];
			df[,,(dim(X1[[x]])[3]+1):(dim(X1[[x]])[3]+dim(X3[[x]])[3])] = X3[[x]]};
	if(!is.null(X2)&!is.null(X3)&is.null(X1)){
			ncov = dim(X2[[x]])[3]+dim(X3[[x]])[3];
			df = array(0, dim = c(nn[x],nn[x],ncov));
			df[,,1:dim(X2[[x]])[3]] = X2[[x]];
			df[,,(dim(X2[[x]])[3]+1):(dim(X2[[x]])[3]+dim(X3[[x]])[3])] = X3[[x]]};
	if(!is.null(X1)& is.null(X2)& is.null(X3)){
			df = X1[[x]] };
	if(is.null(X1)& !is.null(X2)& is.null(X3)){
			df = X2[[x]] };
	if(is.null(X1)& is.null(X2)& !is.null(X3)){
			df = X3[[x]] };
	return(df) } )
}
}
	if(!is.null(FullX)) X = FullX

    PP = dim(X[[1]])[3]	
    XX = unlist(X)
    YY = unlist(Y)
    YY[which(is.na(YY))] = 0
    XX[which(is.na(XX))] = 0

    #Priors

    if(is.null(priors)){
        MuBeta= rep(0,(PP+1)) 
        VarBeta = rep(1,(PP+1)) 
        MuAlpha=0 
        VarAlpha = 1 
        MuZ = c(0,0)
        VarZ = c(20,20)
        PriorA = 100
        PriorB = 150
    }else{
	if(class(priors) != 'list')(stop("priors must be of class list, if not NULL"))
	MuBeta = priors$MuBeta
	VarBeta = priors$VarBeta
	MuAlpha = priors$MuAlpha
	VarAlpha = priors$VarAlpha
	MuZ = priors$MuZ
	VarZ = priors$VarZ
	PriorA = priors$PriorA
	PriorB = priors$PriorB
  }
##starting values
##Initialization of the latent positions
##first do MDS on the observed network
##then center it
    ##Procrustean transformation of latent positions
    C = lapply(1:KK,function(tt){
        diag(nn[tt]) - (1/nn[tt]) * array(1, dim = c(nn[tt],nn[tt]))})
    Z0 = lapply(1:KK,function(tt){
        g = graph.adjacency(Y[[tt]]);
        ss = shortest.paths(g);
        ss[ss > 4] = 4;
        Z0 = cmdscale(ss,k = dd);
        dimnames(Z0)[[1]] = dimnames(YY[[tt]])[[1]];
        return(Z0)})	
    Z00 = lapply(1:KK,function(tt)C[[tt]]%*%Z0[[tt]])

        
    if(is.null(initialVals)){
# 	Z0 = list()
#         for(i in 1:KK){  
#             ZZ = t(replicate(nn[i],rnorm(dd,0,sqrt(10))))
#             ZZ[1,]=c(1,0)
#             ZZ[2,2]=0
#             if(ZZ[2,1] < ZZ[1,1]){
#                 ZZ[2,1] = -1*(ZZ[2,1]-ZZ[1,1])+1}
#             ZZ[3,2] = abs(ZZ[3,2])
#             Z0[[i]] = ZZ 
#         }
        Z0 = unlist(Z00)
        beta0 = replicate(KK,rnorm(PP,0,1))
        intercept0  = rnorm(KK, 0,1)
        if(intervention == 1){    alpha0=rnorm(1, 0, 1) } 
    print("Starting Values Set")
    }else{
	if(class(initialVals)!= 'list')(stop("initialVals must be of class list, if not NULL"))
	Z0 = initialVals$ZZ
	beta0 = initialVals$beta
	intercept0 = initialVals$intercept
	if(intervention == 1){ alpha0 = initialVals$alpha}
	}

    if(intervention == 0){
        alpha0 = 0
        TT = rep(0, KK)
    }
	
###tuning parameters#####
    if(is.null(tune)){
            a.number = 5
            tuneAlpha = 0.9
            tuneBeta = array(1,dim=c(PP,KK))
            tuneInt = rep(0.2,KK)
            tuneZ =  lapply(1:KK,function(x) rep(1.2,nn[x]))          
            } else{
		if(class(tune) != 'list')(stop("tune must be of class list, if not NULL"))
                 a.number = 1
                 tuneAlpha = tune$tuneAlpha
                 tuneBeta = tune$tuneBeta
                 tuneInt = tune$tuneInt
                 tuneZ = tune$tuneZ
          }       
  
###Tuning the Sampler####
    do.again = 1
    tuneX = 1
    if(tuneIn == TRUE){
    while(do.again ==1){
        print('Tuning the Sampler')
        for(counter in 1:a.number){
            rslt = MCMCfunction(nn=nn,PP=PP,KK=KK,dd=dd,XX = XX,YY = YY,ZZ = Z0,TT = TT,beta = beta0 ,intercept = intercept0,
		alpha = alpha0,MuAlpha = MuAlpha,SigmaAlpha = VarAlpha,MuBeta = MuBeta,SigmaBeta = VarBeta,MuZ = MuZ,
		VarZ = VarZ,tuneBetaAll = tuneBeta, tuneInt = tuneInt, tuneAlpha = tuneAlpha,tuneZAll = unlist(tuneZ),
		niter = 200,PriorA = PriorA, PriorB = PriorB, intervention = intervention)

        tuneAlpha = adjust.my.tune(tuneAlpha, rslt$acc$alpha,1)
        tuneZ = lapply(1:KK,function(x)adjust.my.tune(tuneZ[[x]], rslt$acc$Z[[x]], 2))
        tuneBeta = array(sapply(1:KK,function(x)adjust.my.tune(tuneBeta[,x], rslt$acc$beta[,x],1)),dim = c(PP,KK))
        tuneInt = sapply(1:KK,function(x)adjust.my.tune(tuneInt[x],rslt$acc$intercept[x], 1))
        print(paste('TuneDone = ',tuneX))
        tuneX = tuneX+1
    }
    extreme = lapply(1:KK,function(x)which.suck(rslt$acc$Z[[x]],2))
    do.again = max(sapply(extreme, length)) > 5
 
}
    print("Tuning is finished")  
}
    rslt = MCMCfunction(nn=nn,PP=PP,KK=KK,dd= dd,XX = XX,YY = YY,ZZ = Z0,TT = TT,beta = beta0 ,intercept = intercept0,
		alpha = alpha0,MuAlpha = MuAlpha,SigmaAlpha = VarAlpha,MuBeta = MuBeta,SigmaBeta = VarBeta,MuZ = MuZ,
		VarZ = VarZ,tuneBetaAll = tuneBeta, tuneInt = tuneInt, tuneAlpha = tuneAlpha,tuneZAll = unlist(tuneZ),
		niter = niter,PriorA = PriorA, PriorB = PriorB,intervention = intervention)
    
    ##Procrutes transformation on the final draws of the latent positions
    ##
    Ztransformed = lapply(1:niter, function(ii) {lapply(1:KK,
                                                        function(tt){z= rslt$draws$ZZ[[ii]][[tt]];
                                                        z = C[[tt]]%*%z;
                                                        pr = t(Z00[[tt]])%*% z;
                                                        ssZ = svd(pr)
                                                        tx = ssZ$v%*%t(ssZ$u)
                                                        zfinal = z%*%tx
                                                        return(zfinal)})})    
    rslt$draws$ZZ = Ztransformed

    rslt$call = match.call()
    if(noCOV == TRUE & intervention == 0){
		rslt$tune = list(tuneZ = tuneZ, tuneInt = tuneInt)	
		rslt$draws$Beta = NA
		rslt$draws$Alpha = NA
    }
    if(noCOV == TRUE & intervention == 1){
	    rslt$tune = list(tuneAlpha = tuneAlpha, tuneZ = tuneZ,tuneInt = tuneInt)
	    rslt$draws$Beta = NA	
	}
    if(noCOV == FALSE & intervention == 0){
	    rslt$tune = list(tuneBeta = tuneBeta, tuneZ = tuneZ,tuneInt = tuneInt)
	    rslt$draws$Alpha = NA
}
    if(noCOV == FALSE & intervention == 1){
	    rslt$tune = list(tuneBeta = tuneBeta,tuneAlpha=tuneAlpha,tuneZ = tuneZ,tuneInt = tuneInt)
}

    class(rslt) = 'HLSM'
    rslt
}


    



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