gRim
package## Loading required package: gRain
## Loading required package: gRbase
The gRim
package is an R package for gRaphical
interaction models (hence the name). gRim
implements 1) graphical log–linear models for discrete data, that is for
contingency tables and 2) Gaussian graphical models for continuous data
(multivariate normal data) and 3) mixed homogeneous interaction models
for mixed data (data consisiting of both discrete and continuous
variables).
The main functions for creating models of the various types are:
dmod()
function creates a
hierarchical log–linear model.cmod()
function creates a Gaussian
graphical model.mmod()
function creates a mixed
interaction model.The arguments to the model functions are:
## function (formula, data, marginal = NULL, interactions = NULL,
## fit = TRUE, details = 0, ...)
## NULL
## function (formula, data, marginal = NULL, fit = TRUE, maximal_only = FALSE,
## details = 0)
## NULL
## function (formula, data, marginal = NULL, fit = TRUE, details = 0)
## NULL
The model objects created by these functions are of the respective
classes dModel
, cModel
and mModel
and they are also of the class iModel
. We focus the
presentation on models for discrete data, but most of the topics we
discuss apply to all types of models.
The reinis
data from is a 26 contingency table.
## 'table' num [1:2, 1:2, 1:2, 1:2, 1:2, 1:2] 44 40 112 67 129 145 12 23 35 12 ...
## - attr(*, "dimnames")=List of 6
## ..$ smoke : chr [1:2] "y" "n"
## ..$ mental : chr [1:2] "y" "n"
## ..$ phys : chr [1:2] "y" "n"
## ..$ systol : chr [1:2] "y" "n"
## ..$ protein: chr [1:2] "y" "n"
## ..$ family : chr [1:2] "y" "n"
Models are specified as generating classes. A generating class can be
a list or a right–hand–sided formula. In addition, various model
specification shortcuts are available.
The following two specifications
of a log–linear model are equivalent:
data(reinis)
dm1 <- dmod(list(c("smoke", "systol"), c("smoke", "mental", "phys")), data=reinis)
dm1 <- dmod(~smoke:systol + smoke:mental:phys, data=reinis)
dm1
## Model: A dModel with 4 variables
## -2logL : 9391.38 mdim : 9 aic : 9409.38
## ideviance : 730.47 idf : 5 bic : 9459.05
## deviance : 3.80 df : 6
The output reads as follows: -2logL
is minus twice the
maximized log–likelihood and mdim
is the number of
parameters in the model (no adjustments have been made for sparsity of
data). The ideviance
and idf
gives the
deviance and degrees of freedom between the model and the independence
model for the same variables and deviance
and
df
is the deviance and degrees of freedom between the model
and the saturated model for the same variables.
Notice that the generating class does not appear directly but can be
retrieved using formula()
and terms()
:
## ~smoke * systol + smoke * mental * phys
## [[1]]
## [1] "smoke" "systol"
##
## [[2]]
## [1] "smoke" "mental" "phys"
Below we illustrate various other ways of specifying log–linear models.
The following models illustrate these abbreviations:
## ~smoke * mental + smoke * phys + smoke * systol + mental * phys +
## mental * systol + phys * systol
dm3 <- dmod(list(c("smoke", "systol"), c("smoke", "mental", "phys")),
data=reinis, interactions=2)
formula(dm3)
## ~smoke * systol + smoke * mental + smoke * phys + mental * phys
For Gaussian models there are at most second order interactions. Hence we may specify the saturated model in different ways:
data(carcass)
cm1 <- cmod(~Fat11:Fat12:Fat13, data=carcass)
cm1 <- cmod(~Fat11:Fat12 + Fat12:Fat13 + Fat11:Fat13, data=carcass)
cm1
## Model: A cModel with 3 variables
## -2logL : 2432.47 mdim : 6 aic : 2444.47
## ideviance : 886.10 idf : 3 bic : 2467.51
## deviance : -0.00 df : 0
## 'as(<ddiMatrix>, "dgCMatrix")' is deprecated.
## Use 'as(as(., "generalMatrix"), "CsparseMatrix")' instead.
## See help("Deprecated") and help("Matrix-deprecated").
## Model: A mModel with 5 variables
## -2logL : 475.92 mdim : 44 aic : 563.92
## ideviance : 101.57 idf : 31 bic : 652.24
## deviance : -0.00 df : 0
update()
The update()
function enables objects to be modified by
the addition or deletion of interaction terms or edges, using the
arguments aterm()
, dterm()
,
aedge()
or dedge()
. Some examples follow:
### Set a marginal saturated model:
ms <- dmod(~.^., marginal=c("phys","mental","systol","family"), data=reinis)
formula(ms)
## ~phys * mental * systol * family
## ~phys * systol * family + mental * systol * family
## ~phys * systol + phys * family + mental * systol + mental * family
## ~systol * family + mental * family + phys * family
## ~phys * mental * family + phys * systol * family + mental * systol *
## family
### Set a marginal independence model:
m0 <- dmod(~.^1, marginal=c("phys","mental","systol","family"), data=reinis)
formula(m0)
## ~phys + mental + systol + family
### Add three interaction terms:
ms5 <- update(m0, list(aterm=~phys:mental+phys:systol+mental:systol) )
formula(ms5)
## ~mental * systol + phys * systol + phys * mental + family
## ~mental * phys + family * systol
A brief explanation of these operations may be helpful. To obtain a hierarchical model when we delete a term from a model, we must delete any higher-order relatives to the term. Similarly, when we add an interaction term we must also add all lower-order relatives that were not already present. Deletion of an edge is equivalent to deleting the corresponding two-factor term. Let m − e be the result of deleting edge e from a model m. Then the result of adding e is defined as the maximal model m* for which m* − e = m.
ciTest()
Tests of general conditional independence hypotheses of the form
u ⊥ v|W can
be performed using the ciTest()
. function.
## Testing systol _|_ smoke | family phys
## Statistic (DEV): 13.045 df: 4 p-value: 0.0111 method: CHISQ
## Slice information:
## statistic p.value df family phys
## 1 4.734420 0.029565 1 y y
## 2 0.003456 0.953121 1 n y
## 3 7.314160 0.006841 1 y n
## 4 0.993337 0.318928 1 n n
The general syntax of the set
argument is of the form
(u, v, W)
where u and v are variables and W is a set of variables. The
set
argument can also be given as a right–hand sided
formula.
In model terms, the test performed by corresponds to the test for removing the edge {u, v} from the saturated model with variables {u, v} ∪ W. If we (conceptually) form a factor S by crossing the factors in W, we see that the test can be formulated as a test of the conditional independence u ⊥ v|S in a three way table. The deviance decomposes into independent contributions from each stratum:
where the contribution Ds from the sth slice is the deviance for the independence model of u and v in that slice. For example,
## statistic p.value df family phys
## 1 4.734420192 0.029564812 1 y y
## 2 0.003456089 0.953120558 1 n y
## 3 7.314159809 0.006841338 1 y n
## 4 0.993336675 0.318928227 1 n n
The sth slice is a |u| × |v| table {nijs}i = 1…|u|, j = 1…|v|. The number of degrees of freedom corresponding to the test for independence in this slice is where ni ⋅ s and n⋅js are the marginal totals.
So the correct number of degrees of freedom for the test in the
present example is 3, as calculated by
ciTtest()
and testdelete()
.
An alternative to the asymptotic χ2 test is to determine
the reference distribution using Monte Carlo methods. The marginal
totals are sufficient statistics under the null hypothesis, and in a
conditional test the test statistic is evaluated in the conditional
distribution given the sufficient statistics. Hence one can generate all
possible tables with those given margins, calculate the desired test
statistic for each of these tables and then see how extreme the observed
test statistic is relative to those of the calculated tables. A Monte
Carlo approximation to this procedure is to randomly generate large
number of tables with the given margins, evaluate the statistic for each
simulated table and then see how extreme the observed test statistic is
in this distribution. This is called a
Monte Carlo exact test
and it provides a :
## Testing systol _|_ smoke | family phys
## Statistic (DEV): 13.045 df: NA p-value: 0.0130 method: MC
## Slice information:
## statistic n.extreme p.value df family phys
## 1 4.734420 64 0.0320 NA y y
## 2 0.003456 1722 0.8610 NA n y
## 3 7.314160 10 0.0050 NA y n
## 4 0.993337 561 0.2805 NA n n
This section describes some fundamental methods for inference in . As basis for the description consider the following model shown in Fig. @ref(fig:fundamentalfig1):
Let $\cal M_0$ be a model and let
e = {u, v}
be an edge in $\cal M_0$. The candidate
model formed by deleting e
from $\cal M_0$ is $\cal M_1$. The testdelete()
function can be used to test for deletion of an edge from a model:
## dev: 11.698 df: 2 p.value: 0.00288 AIC(k=2.0): 7.7 edge: smoke:systol
## host: phys systol smoke
## Notice: Test performed in saturated marginal model
## dev: 1.085 df: 2 p.value: 0.58135 AIC(k=2.0): -2.9 edge: family:systol
## host: mental systol family
## Notice: Test performed in saturated marginal model
In the first case the p–value suggests that the edge can not be deleted. In the second case the p–value suggests that the edge can be deleted. The reported AIC value is the difference in AIC between the candidate model and the original model. A negative value of AIC suggest that the candidate model is to be preferred.
Next, let $\cal M_0$ be a model and
let e = {u, v} be an
edge not in $\cal M_0$. The candidate
model formed by adding e to
$\cal M_0$ is denoted $\cal M_1$. The testadd()
function can be used to test for deletion of an edge from a model:
## dev: 7.797 df: 4 p.value: 0.09930 AIC(k=2.0): -0.2 edge: smoke:mental
## host: mental phys smoke systol
## Notice: Test performed in saturated marginal model
The p–value suggests that no significant improvedment of the model is obtained by adding the edge. The reported AIC value is the difference in AIC between the candidate model and the original model. A negative value of AIC would have suggested that the candidate model is to be preferred.
The getInEdges()
function will return a list of all the
edges in the dependency graph $\cal G$
defined by the model. If we set type='decomposable'
then
the edges returned are as follows: An edge e = {u, v} is
returned if $\cal G$ minus the edge
e is decomposable. In
connection with model selection this is convenient because it is thereby
possibly to restrict the search to decomposable models.
The getOutEdges()
function will return a list of all the
edges which are not in the dependency graph $\cal G$ defined by the model. If we set
type='decomposable'
then the edges returned are as follows:
An edge e = {u, v} is
returned if $\cal G$ plus the edge
e is decomposable. In
connection with model selection this is convenient because it is thereby
possibly to restrict the search to decomposable models.
## function (object, edgeMAT = NULL, criterion = "aic", k = 2, alpha = NULL,
## headlong = FALSE, details = 1, ...)
## NULL
## function (object, edgeMAT = NULL, criterion = "aic", k = 2, alpha = NULL,
## headlong = FALSE, details = 1, ...)
## NULL
The functions labelInEdges()} and \code{labelOutEdges()
will test for deletion of edges and addition of edges. The default is to
use AIC for evaluating each edge. It is possible to specify the penalty
parameter for AIC to being other values than 2 and it is possible to
base the evaluation on significance tests instead of AIC. Setting
headlong=TRUE
causes the function to exit once an
improvement is found. For example:
## statistic df p.value aic V1 V2 action
## 1 686.702943 2 0.000000e+00 671.666814 mental phys -
## 2 4.692559 2 9.572463e-02 -10.343569 mental family +
## 3 28.146937 2 7.726277e-07 13.110809 phys smoke -
## 4 1.084805 2 5.813498e-01 -13.951323 systol family +
## 5 11.698229 2 2.882450e-03 -3.337899 systol smoke +
Two functions are currently available for model selection:
backward()
and forward()
. These functions
employ the functions in Section @ref(sec:labeledges))
For example, we start with the saturated model and do a backward search.
## change.AIC -19.7744 Edge deleted: mental,systol
## change.AIC -8.8511 Edge deleted: phys,systol
## change.AIC -4.6363 Edge deleted: mental,protein
## change.AIC -1.6324 Edge deleted: family,systol
## change.AIC -3.4233 Edge deleted: protein,family
## change.AIC -0.9819 Edge deleted: phys,family
## change.AIC -1.3419 Edge deleted: smoke,family
cm.sat <- cmod(~.^., data=carcassall[,1:15])
cm.back <- backward(cm.sat, k=log(nrow(carcass)), type="unrestricted")
## change.AIC -5.8280 Edge deleted: Fat02,Fat13
## change.AIC -5.8179 Edge deleted: lengthp,Fat11
## change.AIC -5.7950 Edge deleted: lengthc,Fat11
## change.AIC -5.7684 Edge deleted: Meat12,LeanMeat
## change.AIC -5.7500 Edge deleted: lengthc,Meat13
## change.AIC -5.7435 Edge deleted: lengthp,Fat13
## change.AIC -5.7221 Edge deleted: lengthc,Fat02
## change.AIC -5.7094 Edge deleted: Fat03,Fat11
## change.AIC -5.7308 Edge deleted: Fat02,Meat13
## change.AIC -5.7134 Edge deleted: Fat02,Fat11
## change.AIC -5.6630 Edge deleted: Fat12,Fat02
## change.AIC -5.6446 Edge deleted: lengthp,Fat16
## change.AIC -5.6437 Edge deleted: Fat16,Fat03
## change.AIC -5.6443 Edge deleted: Fat14,Fat02
## change.AIC -5.6313 Edge deleted: Meat11,lengthp
## change.AIC -5.6227 Edge deleted: lengthf,Fat13
## change.AIC -5.5647 Edge deleted: Meat11,Fat16
## change.AIC -5.4573 Edge deleted: Fat12,Fat16
## change.AIC -5.4209 Edge deleted: Meat11,Fat03
## change.AIC -5.3358 Edge deleted: Meat12,lengthp
## change.AIC -5.4023 Edge deleted: LeanMeat,lengthc
## change.AIC -5.4080 Edge deleted: lengthf,Fat16
## change.AIC -5.5571 Edge deleted: lengthc,Fat16
## change.AIC -5.1738 Edge deleted: Fat12,lengthp
## change.AIC -5.1657 Edge deleted: lengthf,Meat11
## change.AIC -5.1537 Edge deleted: Fat13,Fat03
## change.AIC -5.0790 Edge deleted: Fat11,Fat14
## change.AIC -4.9814 Edge deleted: weight,Fat11
## change.AIC -5.0393 Edge deleted: weight,Fat14
## change.AIC -4.9686 Edge deleted: Meat13,lengthp
## change.AIC -4.8794 Edge deleted: Meat11,lengthc
## change.AIC -4.6744 Edge deleted: Meat12,Fat13
## change.AIC -4.8765 Edge deleted: Fat14,Meat12
## change.AIC -4.9395 Edge deleted: Fat14,Fat03
## change.AIC -4.0518 Edge deleted: Meat11,Fat12
## change.AIC -4.8607 Edge deleted: Meat11,Fat11
## change.AIC -4.0678 Edge deleted: lengthc,Fat13
## change.AIC -4.2270 Edge deleted: lengthc,Fat14
## change.AIC -5.0534 Edge deleted: lengthf,Fat14
## change.AIC -3.9497 Edge deleted: LeanMeat,Fat13
## change.AIC -3.7324 Edge deleted: lengthf,Fat12
## change.AIC -3.9473 Edge deleted: lengthf,Meat13
## change.AIC -4.6293 Edge deleted: weight,Meat12
## change.AIC -4.3618 Edge deleted: lengthf,Fat03
## change.AIC -3.6575 Edge deleted: Fat02,Meat12
## change.AIC -4.5237 Edge deleted: Fat02,Meat11
## change.AIC -2.4812 Edge deleted: lengthp,Fat03
## change.AIC -4.3531 Edge deleted: lengthp,Fat02
## change.AIC -2.9806 Edge deleted: lengthf,lengthp
## change.AIC -2.3228 Edge deleted: weight,Fat03
## change.AIC -2.7543 Edge deleted: weight,Meat13
## change.AIC -1.9527 Edge deleted: LeanMeat,Meat11
## change.AIC -2.1409 Edge deleted: Fat13,Fat16
## change.AIC -2.8012 Edge deleted: Fat12,Fat14
## change.AIC -1.6710 Edge deleted: Fat03,LeanMeat
## change.AIC -1.3052 Edge deleted: weight,lengthp
## change.AIC -0.8295 Edge deleted: Fat02,Fat16
Default is to search among decomposable models if the initial model
is decomposable. Default is also to label all edges (with AIC values);
however setting search='headlong'
will cause the labelling
to stop once an improvement has been found.
Forward search works similarly; for example we start from the independence model:
## change.AIC 683.9717 Edge added: mental,phys
## change.AIC 25.4810 Edge added: phys,smoke
## change.AIC 15.9293 Edge added: mental,protein
## change.AIC 10.8092 Edge added: protein,systol
## change.AIC 2.7316 Edge added: mental,family
## change.AIC 1.9876 Edge added: mental,smoke
## change.AIC 16.4004 Edge added: smoke,protein
## change.AIC 12.5417 Edge added: smoke,systol
The stepwise()
function will perform a stepwise model
selection. Start from the saturated model:
## STEPWISE:
## criterion: aic ( k = 2 )
## direction: backward
## type : decomposable
## search : all
## steps : 1000
## change.AIC -19.7744 Edge deleted: mental,systol
## change.AIC -8.8511 Edge deleted: phys,systol
## change.AIC -4.6363 Edge deleted: mental,protein
## change.AIC -1.6324 Edge deleted: family,systol
## change.AIC -3.4233 Edge deleted: protein,family
## change.AIC -0.9819 Edge deleted: phys,family
## change.AIC -1.3419 Edge deleted: smoke,family
The default selection criterion is AIC (as opposed to significance test); the default penalty parameter in AIC is 2 (which gives genuine AIC). The default search direction is backward (as opposed to forward). Default is to restrict the search to decomposable models if the starting model is decomposable; as opposed to unrestricted search. Default is not to do headlong search which means that all edges are tested and the best edge is chosen to delete. Headlong on the other hand means that once a deletable edge is encountered, then this edge is deleted.
Likewise, we may do a forward search starting from the independence model:
## STEPWISE:
## criterion: aic ( k = 2 )
## direction: forward
## type : decomposable
## search : all
## steps : 1000
## change.AIC 683.9717 Edge added: mental,phys
## change.AIC 25.4810 Edge added: phys,smoke
## change.AIC 15.9293 Edge added: mental,protein
## change.AIC 10.8092 Edge added: protein,systol
## change.AIC 2.7316 Edge added: mental,family
## change.AIC 1.9876 Edge added: mental,smoke
## change.AIC 16.4004 Edge added: smoke,protein
## change.AIC 12.5417 Edge added: smoke,systol
Stepwise model selection is in practice only feasible for moderately sized problems.
The stepwise model selection can be controlled by fixing specific edges. For example we can specify edges which are not to be considered in a bacward selection:
fix <- list(c("smoke","phys","systol"), c("systol","protein"))
fix <- do.call(rbind, unlist(lapply(fix, names2pairs),recursive=FALSE))
fix
## [,1] [,2]
## [1,] "phys" "smoke"
## [2,] "smoke" "systol"
## [3,] "phys" "systol"
## [4,] "protein" "systol"
## change.AIC -19.7744 Edge deleted: mental,systol
## change.AIC -4.6982 Edge deleted: systol,family
## change.AIC -6.8301 Edge deleted: protein,family
## change.AIC -1.2294 Edge deleted: mental,protein
## change.AIC -0.9819 Edge deleted: phys,family
## change.AIC -1.3419 Edge deleted: smoke,family
There is an important detail here: The matrix fix
specifies a set of edges. Submitting these in a call to does not mean
that these edges are forced to be in the model. It means that those
edges in fixin
which are in the model will not be
removed.
Likewise in forward selection:
## change.AIC 683.9717 Edge added: mental,phys
## change.AIC 15.9293 Edge added: mental,protein
## change.AIC 15.4003 Edge added: smoke,protein
## change.AIC 8.6638 Edge added: smoke,mental
## change.AIC 2.7316 Edge added: mental,family
## change.AIC 1.1727 Edge added: phys,protein
Edges in fix
will not be added to the model but if they
are in the starting model already, they will remain in the final
model.
## Model: A dModel with 6 variables
## -2logL : 365.75 mdim : 63 aic : 491.75
## ideviance : 209.72 idf : 57 bic : 633.41
## deviance : 0.00 df : 0
## Notice: Table is sparse
## Asymptotic chi2 distribution may be questionable.
## Degrees of freedom can not be trusted.
## Model dimension adjusted for sparsity : 21
## Model: A dModel with 6 variables
## -2logL : 383.01 mdim : 11 aic : 405.01
## ideviance : 192.46 idf : 5 bic : 429.74
## deviance : 17.26 df : 52
## Notice: Table is sparse
## Asymptotic chi2 distribution may be questionable.
## Degrees of freedom can not be trusted.
## Model dimension adjusted for sparsity : 10
{#sec:dimloglin}
The dim_loglin()
is a general function for finding the
dimension of a log–linear model. It works on the generating class of a
model being represented as a list. For a decomposable model it is
possible to calculate and adjusted dimension which accounts for sparsity
of data with dim_loglin_decomp()
:
## [1] 27
## [1] 19
The IPS algorithm for hierarchical log–linear models is inefficient in the sense that it requires the entire table to be fitted. For example, if there are 81 variables each with 10 levels then a table with 1081 will need to be created. (Incidently, 1081 is one of the figures reported as the number of atoms in the universe. It is a large number!).
Consider a hierarchical log–linear model with generating class $\cal A = \{a_1, \dots, a_M\}$ over a set of variables Δ. The Iterative Proportional Scaling (IPS) algorithm (as described e.g. in @lauritzen:96, p. 83) as a commonly used method for fitting such models. The updating steps are of the form
The IPS algorithm is implemented in the loglin()
function.
A more efficient IPS algorithm is described by @jirousek:preucil:95, and this is implemented in
the effloglin()
function. The implementation of
effloglin()
is made entirely in R
and
therefore the word efficient should be understood in terms of
space requirement (for small problems, loglin()
is much
faster than effloglin()
).
The algorithm goes as follows: It is assumed that $\cal A$ is minimally specified, i.e. that no element in $\cal A$ is contained in another element in $\cal A$. Form the dependency graph $\cal G(\cal A)$ induced by $\cal A$. Let $\cal G'$ denoted a triangulation of $\cal G(\cal A)$ and let $\cal C=\{C_1,\dots,C_N\}$ denote the cliques of $\cal G'$. Each $a\in \cal A$ is then contained in exactly one clique $C\in \cal C$. Let $\cal A_C=\{a\in \cal A:a\subset C\}$ so that $\cal A_{C_1}, \dots, \cal A_{C_N}$ is a disjoint partitioning of $\cal A$.
Any probability p satisfying the constraints of $\cal A$ will also factorize according to $\cal G'$ so that
Using e.g. the computation architecture of @lauritzen:spiegelhalter:88 the clique marginals
can be obtained from (@ref(eq:effloglin1)). In practice calculation
of (@ref(eq:effloglin2)) is done using the gRrain
package.
For $C\in \cal C$ and an $a \in \cal A_C$ update ψC in
(@ref(eq:effloglin1)) as
where pa is obtained by summing over variables in C \ a in pC from (@ref(eq:effloglin2)). Then find the new clique marginals in (@ref(eq:effloglin2)), move on to the next a in $\cal A_{C}$ and so on.
As an example, consider 4–cycle model for reinis data:
## Model: A dModel with 4 variables
## -2logL : 9414.99 mdim : 8 aic : 9430.99
## ideviance : 706.87 idf : 4 bic : 9475.13
## deviance : 27.40 df : 7
This model can be fitted with loglin()
as
## [[1]]
## [1] "smoke" "mental"
##
## [[2]]
## [1] "mental" "phys"
##
## [[3]]
## [1] "phys" "systol"
##
## [[4]]
## [1] "systol" "smoke"
## $lrt
## [1] 1233.054
##
## $pearson
## [1] 1198.018
##
## $df
## [1] 55
An alternative is effloglin()
which uses the algorithm
above on a triangulated graph:
## 103
## loop over margins. logL: 28.763350644279
## 103
## loop over margins. logL: 371.795118911387
## 103
## loop over margins. logL: 391.272776485601
## 103
## loop over margins. logL: 396.832642464605
## 103
## loop over margins. logL: 396.832741133973
## 103
## loop over margins. logL: 396.832742073716
## 103
## loop over margins. logL: 396.842881530033
## 103
## loop over margins. logL: 396.842900258297
## 103
## $logL
## [1] 396.8429
##
## $nparm
## [1] 8
##
## $df
## [1] 7
The real virtue of effloglin()
lies in that it is
possible to submit data as a list of sufficient marginals:
stab <- lapply(glist, function(gg) tableMargin(reinis, gg))
fv3 <- effloglin(stab, glist, print=FALSE)
## 103
## loop over margins. logL: 28.763350644279
## 103
## loop over margins. logL: 371.795118911387
## 103
## loop over margins. logL: 391.272776485601
## 103
## loop over margins. logL: 396.832642464605
## 103
## loop over margins. logL: 396.832741133973
## 103
## loop over margins. logL: 396.832742073716
## 103
## loop over margins. logL: 396.842881530033
## 103
## loop over margins. logL: 396.842900258297
## 103
A sanity check:
m1 <- loglin(reinis, glist, print=F, fit=T)
f1 <- m1$fit
m3 <- effloglin(stab, glist, print=F, fit=T)
## 103
## loop over margins. logL: 28.763350644279
## 103
## loop over margins. logL: 371.795118911387
## 103
## loop over margins. logL: 391.272776485601
## 103
## loop over margins. logL: 396.832642464605
## 103
## loop over margins. logL: 396.832741133973
## 103
## loop over margins. logL: 396.832742073716
## 103
## loop over margins. logL: 396.842881530033
## 103
## loop over margins. logL: 396.842900258297
## 103
## [1] 184.2839
Consider the saturated and the independence models for the
carcass
data:
testdelete()
Let $\cal M_0$ be a model and let
e = {u, v}
be an edge in $\cal M_0$. The candidate
model formed by deleting e
from $\cal M_0$ is $\cal M_1$. The testdelete()
function can be used to test for deletion of an edge from a model:
## dev: 3.898 df: 1 p.value: 0.04834 AIC(k=2.0): 1.9 edge: Meat11:Fat11
## host: Meat12 Fat11 LeanMeat Meat13 Fat13 Fat12 Meat11
## Notice: Test performed in saturated marginal model
## dev: 0.139 df: 1 p.value: 0.70889 AIC(k=2.0): -1.9 edge: Meat12:Fat13
## host: Meat12 Fat11 LeanMeat Meat13 Fat13 Fat12 Meat11
## Notice: Test performed in saturated marginal model
In the first case the p–value suggests that the edge can not be deleted. In the second case the p–value suggests that the edge can be deleted. The reported AIC value is the difference in AIC between the candidate model and the original model. A negative value of AIC suggest that the candidate model is to be preferred.
testadd()
Next, let $\cal M_0$ be a model and
let e = {u, v} be an
edge not in $\cal M_0$. The candidate
model formed by adding e to
$\cal M_0$ is denoted $\cal M_1$. The testadd()
function can be used to test for deletion of an edge from a model:
## dev: 0.507 df: 1 p.value: 0.47625 AIC(k=2.0): -1.5 edge: Meat11:Fat11
## host: Meat11 Fat11
## Notice: Test performed in saturated marginal model
## dev: 4.168 df: 1 p.value: 0.04120 AIC(k=2.0): 2.2 edge: Meat12:Fat13
## host: Meat12 Fat13
## Notice: Test performed in saturated marginal model
In the first case the p–value suggests that no significant improvedment of the model is obtained by adding the edge. In the second case a significant improvement is optained by adding the edge. The reported AIC value is the difference in AIC between the candidate model and the original model. A negative value of AIC suggest that the candidate model is to be preferred.
getInEdges()
Consider the following model for the data:
data(carcass)
cm1 <- cmod(~LeanMeat:Meat12:Fat12+LeanMeat:Fat11:Fat12+Fat11:Fat12:Fat13, data=carcass)
plot(cm1)
The edges in the model are
## [,1] [,2]
## [1,] "LeanMeat" "Meat12"
## [2,] "LeanMeat" "Fat12"
## [3,] "LeanMeat" "Fat11"
## [4,] "Meat12" "Fat12"
## [5,] "Fat12" "Fat11"
## [6,] "Fat12" "Fat13"
## [7,] "Fat11" "Fat13"
In connection with model selection it is sometimes convenient to get only the edges which are contained in only one clique:
## [,1] [,2]
## [1,] "LeanMeat" "Meat12"
## [2,] "LeanMeat" "Fat11"
## [3,] "Meat12" "Fat12"
## [4,] "Fat12" "Fat13"
## [5,] "Fat11" "Fat13"
getOutEdges()
The edges not in the model are
## [,1] [,2]
## [1,] "LeanMeat" "Fat13"
## [2,] "Meat12" "Fat11"
## [3,] "Meat12" "Fat13"
In connection with model selection it is sometimes convenient to get only the edges which when added will be in only one clique of the new model:
## [,1] [,2]
## [1,] "LeanMeat" "Fat13"
## [2,] "Meat12" "Fat11"
data(carcass)
cm1 <- cmod(~LeanMeat:Meat12:Fat12+LeanMeat:Fat11:Fat12+Fat11:Fat12:Fat13+Fat12:Meat11:Meat13, data=carcass[1:20,])
plot(cm1)
evalInEdges()
## statistic df p.value aic V1 V2 action
## 1 2.3180596 1 1.278795e-01 0.3180596 Fat11 Fat12 -
## 2 2.7529164 1 9.707721e-02 0.7529164 Fat11 Fat13 -
## 3 7.1618067 1 7.447215e-03 5.1618067 Fat11 LeanMeat -
## 4 1.8377898 1 1.752102e-01 -0.1622102 Meat11 Fat12 +
## 5 33.2906683 1 7.936256e-09 31.2906683 Meat11 Meat13 -
## 6 1.6517259 1 1.987242e-01 -0.3482741 Fat12 Meat12 +
## 7 5.1268178 1 2.355888e-02 3.1268178 Fat12 Fat13 -
## 8 1.5850908 1 2.080289e-01 -0.4149092 Fat12 Meat13 +
## 9 0.6102019 1 4.347118e-01 -1.3897981 Fat12 LeanMeat +
## 10 3.5761623 1 5.861442e-02 1.5761623 Meat12 LeanMeat -
Hence there are four edges which lead to a decrease in AIC. If we set
headlong=T
then the function exist as soon as one decrease
in AIC is found:
## statistic df p.value aic V1 V2 action
## 1 1.83779 1 0.1752102 -0.1622102 Meat11 Fat12 +
evalOutEdges()
Hence there are four edges which lead to a decrease in AIC. If we set
headlong=T
then the function exist as soon as one decrease
in AIC is found:
## statistic df p.value aic V1 V2 action
## 1 0.9605238 1 3.270549e-01 -1.039476 Meat11 Fat13 -
## 2 61.6359306 1 4.107825e-15 59.635931 Meat12 Meat13 +
It is worth looking at the information in the model object:
## [1] "modelinfo" "varNames" "datainfo" "fitinfo" "isFitted" "call"
A summary()
of a model:
## Length Class Mode
## modelinfo 4 -none- list
## varNames 6 -none- character
## datainfo 1 -none- list
## fitinfo 10 -none- list
## isFitted 1 -none- logical
## call 3 -none- call
## 'table' num [1:2, 1:2, 1:2, 1:2, 1:2, 1:2] 0 0 0 0 3 0 1 0 0 1 ...
## - attr(*, "dimnames")=List of 6
## ..$ la10: chr [1:2] "1" "2"
## ..$ locc: chr [1:2] "1" "2"
## ..$ mp58: chr [1:2] "1" "2"
## ..$ c365: chr [1:2] "1" "2"
## ..$ p53a: chr [1:2] "1" "2"
## ..$ a367: chr [1:2] "1" "2"
## List of 1
## $ data: 'table' num [1:2, 1:2, 1:2, 1:2, 1:2, 1:2] 0 0 0 0 3 0 1 0 0 1 ...
## ..- attr(*, "dimnames")=List of 6
## .. ..$ la10: chr [1:2] "1" "2"
## .. ..$ locc: chr [1:2] "1" "2"
## .. ..$ mp58: chr [1:2] "1" "2"
## .. ..$ c365: chr [1:2] "1" "2"
## .. ..$ p53a: chr [1:2] "1" "2"
## .. ..$ a367: chr [1:2] "1" "2"
Hence we can make a simple diagnostic plot of Pearson residuals as FIXME
gRim
package
update()
ciTest()