[GenABEL-dev] [Genabel-commits] r1286 - pkg/ProbABEL/src

Yurii Aulchenko yurii.aulchenko at gmail.com
Thu Aug 15 15:27:56 CEST 2013


Score on 2df is almost the same to Wald on 2df - you do the same math but
your input var-cov matrix is different (estimated under null for score and
under the alternative or Wald)

Robust - I am not sure at all you can use LRT - I mean these two may be
theoretically incompatible (like you can do LRT if you use maximum
likelihood, but not when you use restricted maximum likelihood - it is
simply mathematically incorrect). But again, not 100% sure. Actually if
ProbA can do that "technically" it is worth to figure this out and either
disable or give a BIG warning.

On the contrary, you can combine score/Wald with "robust"

best wishes,
Y

On Wed, Aug 14, 2013 at 12:11 PM, L.C. Karssen <lennart at karssen.org> wrote:

> On 13-08-13 17:53, Yurii Aulchenko wrote:
> > This is a long-awaited-for improvement! - great work!
>
> Thanks! As always it was a learning experience. With these larger
> changes you get to know the code better and better. And learn more
> statistics along the way :-).
>
> I decided to go for LRT instead of the Wald test for two reasons:
> - LRT is theoretically more superior
> - I found the equation for the Wald on 2df in the ProbABEL paper, but
> programming-wise I couldn't get it to work. The coxfit2() function for
> example says it returns the covariance matrix, but after extracting the
> sub-matrices I still didn't get answers that were close to the
> (beta/se_beta)^2 values for the 1df case. So, after spending some time,
> implementing the LRT while only recalculating the null model in the case
> of missing genotype data was the quickest.
>
> I've also added the LRT-chi^2 for Cox and logistic regression now, as
> well as R-based consistency checks.
>
> I haven't looked at the output when using the score option or the robust
> option at all yet. Any idea if that will require a lot of additional
> programming? Various people are waiting for the fixed Cox regression, so
> I would like to put out a new ProbABEL release ASAP.
>
>
> Thanks,
>
> Lennart.
>
>
> >
> > ----------------------
> > Yurii Aulchenko
> > (sent from mobile device)
> >
> > On 8 Aug 2013, at 15:19, "noreply at r-forge.r-project.org"
> > <noreply at r-forge.r-project.org> wrote:
> >
> >> Author: lckarssen
> >> Date: 2013-08-08 13:19:30 +0200 (Thu, 08 Aug 2013)
> >> New Revision: 1286
> >>
> >> Modified:
> >>   pkg/ProbABEL/src/eigen_mematrix.cpp
> >>   pkg/ProbABEL/src/eigen_mematrix.h
> >>   pkg/ProbABEL/src/main.cpp
> >>   pkg/ProbABEL/src/mematri1.h
> >>   pkg/ProbABEL/src/mematrix.h
> >>   pkg/ProbABEL/src/reg1.cpp
> >>   pkg/ProbABEL/src/regdata.cpp
> >>   pkg/ProbABEL/src/regdata.h
> >> Log:
> >> Added chi^2 information to the ProbABEL output for linear regression.
> >> NOTE: for palogist and pacoxph this still needs to be fixed!!!
> >>
> >> The chi^2 values are based on the LRT. The null model is calculated at
> >> the beginning (this was already part of ProbABEL for a long time). In
> >> the case of missing genotype data the null model is recalculated for
> >> that SNP only. So for people with imputed data there should be no
> >> difference in computation time.
> >>
> >> This is a bit of a rough implementation. Maybe some more work is
> >> needed to make it better (in terms of programming style/efficiency).
> >>
> >> Changes per file:
> >> src/main.cpp:
> >> - Some small (unrelated) changes to the way progress information is
> printed
> >> - Changed output precision of beta, se_beta, chi^2 to 6 instead of 9
> digits
> >> - around line 700 is where the recalculation of the null model is done.
> >> src/regdata.h, src/regdata.cpp:
> >> - Add a function remove_snp_from_X() that removes the genotype data
> >>   from the design matrix. This is necessary, because in order to know
> >>   which individuals have missing genotype data (and therefore should
> >>   be excluded from the null estimation), we first need to have the
> >>   genotype data in.
> >> src/reg1.cpp:
> >> - At the beginning of apply_model() check if we are calculating the
> >>   null model. if so, we don't need to apply the genotypic model at
> >>   all.
> >> src/eigen_mematrix.h, src/eigen_mematrix.cpp:
> >> - Implement the delete_column() function. When transitioning to Eigen
> >>   this function wasn't used anywhere in the code, so it wasn't
> >>   carried over from the mematrix files.
> >> src/mematri1.h, src/mematrix.h:
> >> - Set the col/row number argument to const in the delete_column() and
> >>   delete_row() functions.
> >>
> >>
> >>
> >>
> >>
> >> Modified: pkg/ProbABEL/src/eigen_mematrix.cpp
> >> ===================================================================
> >> --- pkg/ProbABEL/src/eigen_mematrix.cpp    2013-08-08 10:07:32 UTC (rev
> 1285)
> >> +++ pkg/ProbABEL/src/eigen_mematrix.cpp    2013-08-08 11:19:30 UTC (rev
> 1286)
> >> @@ -362,4 +362,30 @@
> >>     return temp;
> >> }
> >>
> >> +
> >> +template<class DT>
> >> +void mematrix<DT>::delete_column(const int delcol)
> >> +{
> >> +    if (delcol > ncol || delcol < 0)
> >> +    {
> >> +        fprintf(stderr, "mematrix::delete_column: column out of
> range\n");
> >> +        exit(1);
> >> +    }
> >> +
> >> +    // Eigen::Matrix<DT,-1,-1,0,-1,-1> *auxdata =
> >> +    //     new Eigen::Matrix<DT,-1,-1,0,-1,-1>;
> >> +    MatrixXd auxdata = data;
> >> +
> >> +    data.resize(data.rows(), data.cols()-1);
> >> +
> >> +    int rightColsSize = auxdata.cols() - delcol - 1;
> >> +
> >> +    data.leftCols(delcol) = auxdata.leftCols(delcol);
> >> +    data.rightCols(rightColsSize) = auxdata.rightCols(rightColsSize);
> >> +
> >> +    ncol--;
> >> +}
> >> +
> >> +
> >> +
> >> #endif
> >>
> >> Modified: pkg/ProbABEL/src/eigen_mematrix.h
> >> ===================================================================
> >> --- pkg/ProbABEL/src/eigen_mematrix.h    2013-08-08 10:07:32 UTC (rev
> 1285)
> >> +++ pkg/ProbABEL/src/eigen_mematrix.h    2013-08-08 11:19:30 UTC (rev
> 1286)
> >> @@ -37,6 +37,8 @@
> >>     mematrix operator*(const mematrix &M);
> >>     mematrix operator*(const mematrix *M);
> >>
> >> +    void delete_column(const int delcol);
> >> +
> >>     void reinit(int nr, int nc);
> >>
> >>     unsigned int getnrow(void)
> >>
> >> Modified: pkg/ProbABEL/src/main.cpp
> >> ===================================================================
> >> --- pkg/ProbABEL/src/main.cpp    2013-08-08 10:07:32 UTC (rev 1285)
> >> +++ pkg/ProbABEL/src/main.cpp    2013-08-08 11:19:30 UTC (rev 1286)
> >> @@ -208,9 +208,9 @@
> >>                 << input_var.getSep()
> >>                 << "sebeta_SNP_recA1";
> >>     *outfile[4] << input_var.getSep()
> >> -                << "beta_SNP_odom"
> >> +                << "beta_SNP_odomA1"
> >>                 << input_var.getSep()
> >> -                << "sebeta_SNP_odom";
> >> +                << "sebeta_SNP_odomA1";
> >>     if (input_var.getInteraction() != 0)
> >>     {
> >>         //Han Chen
> >> @@ -263,7 +263,7 @@
> >>     *outfile[1] << input_var.getSep() << "chi2_SNP_A1\n";   //
> "loglik\n";
> >>     *outfile[2] << input_var.getSep() << "chi2_SNP_domA1\n";//
> "loglik\n";
> >>     *outfile[3] << input_var.getSep() << "chi2_SNP_recA1\n";//
> "loglik\n";
> >> -    *outfile[4] << input_var.getSep() << "chi2_SNP_odom\n"; //
> "loglik\n";
> >> +    *outfile[4] << input_var.getSep() << "chi2_SNP_odomA1\n"; //
> "loglik\n";
> >> }
> >>
> >> void create_header2(std::vector<std::ofstream*>& outfile, cmdvars&
> input_var,
> >> @@ -389,7 +389,7 @@
> >>
> >>     masked_matrix invvarmatrix;
> >>
> >> -    std::cout << "Reading data ..." << std::flush;
> >> +    std::cout << "Reading data..." << std::flush;
> >>     if (input_var.getInverseFilename() != NULL)
> >>     {
> >>         loadInvSigma(input_var, phd, invvarmatrix);
> >> @@ -412,7 +412,7 @@
> >>                        phd.allmeasured, phd.idnames);
> >>     }
> >>
> >> -    std::cout << " loaded genotypic data ..." << std::flush;
> >> +    std::cout << " loaded genotypic data..." << std::flush;
> >>
> >>     // estimate null model
> >> #if COXPH
> >> @@ -421,7 +421,7 @@
> >>     regdata nrgd = regdata(phd, gtd, -1,
> input_var.isIsInteractionExcluded());
> >> #endif
> >>
> >> -    std::cout << " loaded null data ..." << std::flush;
> >> +    std::cout << " loaded null data..." << std::flush;
> >> #if LOGISTIC
> >>     logistic_reg nrd = logistic_reg(nrgd);
> >>     nrd.estimate(nrgd, 0, MAXITER, EPS, CHOLTOL, 0,
> >> @@ -446,14 +446,14 @@
> >> #endif
> >>     double null_loglik = nrd.loglik;
> >>
> >> -    std::cout << " estimated null model ...";
> >> +    std::cout << " estimated null model...";
> >>     // end null
> >> #if COXPH
> >>     coxph_data rgd(phd, gtd, 0);
> >> #else
> >>     regdata rgd(phd, gtd, 0, input_var.isIsInteractionExcluded());
> >> #endif
> >> -    std::cout << " formed regression object ...";
> >> +    std::cout << " formed regression object...\n";
> >>
> >>
> >>     // Open a vector of files that will be used for output. Depending
> >> @@ -505,13 +505,16 @@
> >>     for (int i = 0; i < maxmod; i++)
> >>     {
> >>         beta_sebeta.push_back(new std::ostringstream());
> >> -        beta_sebeta[i]->precision(9);
> >> +        beta_sebeta[i]->precision(6);
> >> +        //*beta_sebeta[i] << scientific;
> >>         //Han Chen
> >>         covvalue.push_back(new std::ostringstream());
> >> -        covvalue[i]->precision(9);
> >> +        covvalue[i]->precision(6);
> >> +        //*covvalue[i] << scientific;
> >>         //Oct 26, 2009
> >>         chi2.push_back(new std::ostringstream());
> >> -        chi2[i]->precision(9);
> >> +        chi2[i]->precision(6);
> >> +        //*chi2[i] << scientific;
> >>     }
> >>
> >>
> >> @@ -565,10 +568,10 @@
> >>             poly = 0;
> >>         }
> >>
> >> +        // Write mlinfo information to the output file(s)
> >>         // Prob data: All models output. One file per model
> >>         if (input_var.getNgpreds() == 2)
> >>         {
> >> -            // Write mlinfo to output:
> >>             for (unsigned int file = 0; file < outfile.size(); file++)
> >>             {
> >>                 write_mlinfo(outfile, file, mli, csnp, input_var,
> >> @@ -679,7 +682,7 @@
> >>                 } // END for(pos = start_pos; pos < rd.beta.nrow; pos++)
> >>
> >>
> >> -                //calculate chi2
> >> +                //calculate chi^2
> >>                 //________________________________
> >>                 //cout <<  rd.loglik<<" "<<input_var.getNgpreds() <<
> "\n";
> >>
> >> @@ -690,23 +693,41 @@
> >>
> >>                     if (input_var.getScore() == 0)
> >>                     {
> >> +                        double loglik = rd.loglik;
> >>                         if (gcount != gtd.nids)
> >>                         {
> >>                             // If SNP data is missing we didn't
> >>                             // correctly compute the null likelihood
> >> -                            *chi2[model] << "NaN";
> >> +
> >> +                            // Recalculate null likelihood by
> >> +                            // stripping the SNP data column(s) from
> >> +                            // the X matrix in the regression object
> >> +                            // and run the null model estimation again
> >> +                            // for this SNP.
> >> +// BEWARE, ONLY IMPLEMENTED FOR LINEAR REG!!!
> >> +// TODO LCK
> >> +#ifdef LINEAR
> >> +                            regdata new_rgd = rgd;
> >> +                            new_rgd.remove_snp_from_X();
> >> +                            linear_reg new_null_rd(new_rgd);
> >> +                            new_null_rd.estimate(new_rgd, 0, CHOLTOL,
> model,
> >> +
> input_var.getInteraction(),
> >> +
> input_var.getNgpreds(),
> >> +                                                 invvarmatrix,
> >> +
> input_var.getRobust(), 1);
> >> +
> >> +                            *chi2[model] << 2. * (loglik -
> new_null_rd.loglik);
> >> +#endif
> >>                         }
> >>                         else
> >>                         {
> >>                             // No missing SNP data, we can compute the
> LRT
> >> -                            *chi2[model] << 2. * (rd.loglik -
> null_loglik);
> >> +                            *chi2[model] << 2. * (loglik -
> null_loglik);
> >>                         }
> >> -                        //*chi2[model] << rd.loglik;
> >>                     } else
> >>                     {
> >>                         // We want score test output
> >>                         *chi2[model] << rd.chi2_score;
> >> -                        //*chi2[model] << "nan";
> >>                     }
> >>                 }
> >>             } // END first part of if(poly); allele not too rare
> >>
> >> Modified: pkg/ProbABEL/src/mematri1.h
> >> ===================================================================
> >> --- pkg/ProbABEL/src/mematri1.h    2013-08-08 10:07:32 UTC (rev 1285)
> >> +++ pkg/ProbABEL/src/mematri1.h    2013-08-08 11:19:30 UTC (rev 1286)
> >> @@ -301,7 +301,7 @@
> >> }
> >>
> >> template<class DT>
> >> -void mematrix<DT>::delete_column(int delcol)
> >> +void mematrix<DT>::delete_column(const int delcol)
> >> {
> >>     if (delcol > ncol || delcol < 0)
> >>     {
> >> @@ -333,7 +333,7 @@
> >> }
> >>
> >> template<class DT>
> >> -void mematrix<DT>::delete_row(int delrow)
> >> +void mematrix<DT>::delete_row(const int delrow)
> >> {
> >>     if (delrow > nrow || delrow < 0)
> >>     {
> >>
> >> Modified: pkg/ProbABEL/src/mematrix.h
> >> ===================================================================
> >> --- pkg/ProbABEL/src/mematrix.h    2013-08-08 10:07:32 UTC (rev 1285)
> >> +++ pkg/ProbABEL/src/mematrix.h    2013-08-08 11:19:30 UTC (rev 1286)
> >> @@ -48,8 +48,8 @@
> >>     void put(DT value, int nr, int nc);
> >>     DT column_mean(int nc);
> >>     void print(void);
> >> -    void delete_column(int delcol);
> >> -    void delete_row(int delrow);
> >> +    void delete_column(const int delcol);
> >> +    void delete_row(const int delrow);
> >>
> >> };
> >>
> >>
> >> Modified: pkg/ProbABEL/src/reg1.cpp
> >> ===================================================================
> >> --- pkg/ProbABEL/src/reg1.cpp    2013-08-08 10:07:32 UTC (rev 1285)
> >> +++ pkg/ProbABEL/src/reg1.cpp    2013-08-08 11:19:30 UTC (rev 1286)
> >> @@ -4,12 +4,22 @@
> >> mematrix<double> apply_model(mematrix<double>& X, int model, int
> interaction,
> >>                              int ngpreds, bool is_interaction_excluded,
> >>                              bool iscox, int nullmodel)
> >> +// if ngpreds==1 (dose data):
> >> +// model 0 = additive 1 df
> >> +// if ngpreds==2 (prob data):
> >> // model 0 = 2 df
> >> // model 1 = additive 1 df
> >> // model 2 = dominant 1 df
> >> // model 3 = recessive 1 df
> >> // model 4 = over-dominant 1 df
> >> {
> >> +    if(nullmodel)
> >> +    {
> >> +        // No need to apply any genotypic model when calculating the
> >> +        // null model
> >> +        return (X);
> >> +    }
> >> +
> >>     if (model == 0)
> >>     {
> >>         if (interaction != 0 && !nullmodel)
> >> @@ -295,12 +305,13 @@
> >>     if (verbose)
> >>     {
> >>         cout << rdata.is_interaction_excluded
> >> -                << " <-irdata.is_interaction_excluded\n";
> >> +             << " <-rdata.is_interaction_excluded\n";
> >>         // std::cout << "invvarmatrix:\n";
> >>         // invvarmatrixin.masked_data->print();
> >>         std::cout << "rdata.X:\n";
> >>         rdata.X.print();
> >>     }
> >> +
> >>     mematrix<double> X = apply_model(rdata.X, model, interaction,
> ngpreds,
> >>                                      rdata.is_interaction_excluded,
> false,
> >>                                      nullmodel);
> >> @@ -311,6 +322,7 @@
> >>         std::cout << "Y:\n";
> >>         rdata.Y.print();
> >>     }
> >> +
> >>     int length_beta = X.ncol;
> >>     beta.reinit(length_beta, 1);
> >>     sebeta.reinit(length_beta, 1);
> >>
> >> Modified: pkg/ProbABEL/src/regdata.cpp
> >> ===================================================================
> >> --- pkg/ProbABEL/src/regdata.cpp    2013-08-08 10:07:32 UTC (rev 1285)
> >> +++ pkg/ProbABEL/src/regdata.cpp    2013-08-08 11:19:30 UTC (rev 1286)
> >> @@ -39,7 +39,7 @@
> >>
> >>     for (int i = 0; i < nids; i++)
> >>     {
> >> -        masked_data[i] = 0;
> >> +        masked_data[i] = obj.masked_data[i];
> >>     }
> >> }
> >>
> >> @@ -95,6 +95,9 @@
> >>
> >> void regdata::update_snp(gendata &gend, int snpnum)
> >> {
> >> +    // Add genotypic data (dosage or probabilities) to the design
> >> +    // matrix X.
> >> +
> >>     for (int j = 0; j < ngpreds; j++)
> >>     {
> >>         double snpdata[nids];
> >> @@ -109,11 +112,34 @@
> >>         {
> >>             X.put(snpdata[i], i, (ncov - j));
> >>             if (isnan(snpdata[i]))
> >> +            {
> >>                 masked_data[i] = 1;
> >> +            }
> >>         }
> >>     }
> >> }
> >>
> >> +void regdata::remove_snp_from_X()
> >> +{
> >> +    // update_snp() adds SNP information to the design matrix. This
> >> +    // function allows you to strip that information from X again.
> >> +    // This is used for example when calculating the null model.
> >> +
> >> +    if(ngpreds == 1)
> >> +    {
> >> +        X.delete_column(X.ncol -1);
> >> +    }
> >> +    else if(ngpreds == 2)
> >> +    {
> >> +        X.delete_column(X.ncol -1);
> >> +        X.delete_column(X.ncol -1);
> >> +    }
> >> +    else
> >> +    {
> >> +        cerr << "ngpreds should be 1 or 2. you should never come
> here!\n";
> >> +    }
> >> +}
> >> +
> >> regdata::~regdata()
> >> {
> >>     delete[] regdata::masked_data;
> >>
> >> Modified: pkg/ProbABEL/src/regdata.h
> >> ===================================================================
> >> --- pkg/ProbABEL/src/regdata.h    2013-08-08 10:07:32 UTC (rev 1285)
> >> +++ pkg/ProbABEL/src/regdata.h    2013-08-08 11:19:30 UTC (rev 1286)
> >> @@ -34,6 +34,7 @@
> >>             bool ext_is_interaction_excluded);
> >>     mematrix<double> extract_genotypes();
> >>     void update_snp(gendata &gend, int snpnum);
> >> +    void remove_snp_from_X();
> >>     regdata get_unmasked_data();
> >>     ~regdata();
> >>
> >>
> >> _______________________________________________
> >> Genabel-commits mailing list
> >> Genabel-commits at lists.r-forge.r-project.org
> >>
> https://lists.r-forge.r-project.org/cgi-bin/mailman/listinfo/genabel-commits
> > _______________________________________________
> > genabel-devel mailing list
> > genabel-devel at lists.r-forge.r-project.org
> >
> https://lists.r-forge.r-project.org/cgi-bin/mailman/listinfo/genabel-devel
> >
>
>
> --
> -----------------------------------------------------------------
> L.C. Karssen
> Utrecht
> The Netherlands
>
> lennart at karssen.org
> http://blog.karssen.org
>
> Stuur mij aub geen Word of Powerpoint bestanden!
> Zie http://www.gnu.org/philosophy/no-word-attachments.nl.html
> ------------------------------------------------------------------
>
>
> _______________________________________________
> genabel-devel mailing list
> genabel-devel at lists.r-forge.r-project.org
> https://lists.r-forge.r-project.org/cgi-bin/mailman/listinfo/genabel-devel
>



-- 
-----------------------------------------------------
Yurii S. Aulchenko

[ LinkedIn <http://nl.linkedin.com/in/yuriiaulchenko> ] [
Twitter<http://twitter.com/YuriiAulchenko>] [
Blog <http://yurii-aulchenko.blogspot.nl/> ]
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