Cov Block

Last updated: 2019-01-10

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library(mashr)

Loading required package: ashr

library(magic)

Loading required package: abind

library(mvtnorm)
library(knitr)
library(kableExtra)

ROC.table = function(data, model){
  sign.test = data*model$result$PosteriorMean
  thresh.seq = seq(0, 1, by=0.005)[-1]
  m.seq = matrix(0,length(thresh.seq), 2)
  colnames(m.seq) = c('TPR', 'FPR')
  for(t in 1:length(thresh.seq)){
    m.seq[t,] = c(sum(sign.test>0 & model$result$lfsr <= thresh.seq[t])/sum(data!=0),
                  sum(data==0 & model$result$lfsr <=thresh.seq[t])/sum(data==0))
  }
  return(m.seq)
}

V1 = matrix(0.75, 20,20)
diag(V1) = 1

V2 = matrix(0.75, 30,30)
diag(V2) = 1

V = adiag(V1, V2)

set.seed(1)
n = 10000
B1 = matrix(0, n/2, 50)
effect = rnorm(n/2)
B2 = matrix(effect, n/2, 50)
B = rbind(B1, B2)

Ehat = rmvnorm(n, sigma = V)

Bhat = B + Ehat

data = mash_set_data(Bhat = Bhat, Shat = 1)
U.c = cov_canonical(data)
m.1by1 = mash_1by1(data)
strong = get_significant_results(m.1by1)
U.pca = cov_pca(data, 3, subset = strong)
U.ed = cov_ed(data, U.pca, subset = strong)

V.simple = estimate_null_correlation_simple(data)
data.simple = mash_update_data(data, V = V.simple)
m.simple = mash(data.simple, c(U.c, U.ed))

 - Computing 10000 x 945 likelihood matrix.
 - Likelihood calculations took 17.50 seconds.
 - Fitting model with 945 mixture components.
 - Model fitting took 93.12 seconds.
 - Computing posterior matrices.
 - Computation allocated took 0.90 seconds.

V.current = estimate_null_correlation(data, c(U.c, U.ed))
m.current = V.current$mash.model

data.true = mash_update_data(data, V = V)
m.true = mash(data.true, c(U.c, U.ed))

 - Computing 10000 x 945 likelihood matrix.
 - Likelihood calculations took 22.17 seconds.
 - Fitting model with 945 mixture components.
 - Model fitting took 123.75 seconds.
 - Computing posterior matrices.
 - Computation allocated took 1.81 seconds.

corrplot::corrplot(V.simple, method='color', type='upper', tl.col="black", tl.srt=45, tl.cex = 0.5, diag = TRUE, col=colorRampPalette(c("blue", "white", "red"))(200), cl.lim = c(-1,1), title = 'Simple', mar=c(0,0,5,0))

corrplot::corrplot(V.current$V, method='color', type='upper', tl.col="black", tl.srt=45, tl.cex = 0.5, diag = TRUE, col=colorRampPalette(c("blue", "white", "red"))(200), cl.lim = c(-1,1), title = 'Current EZ', mar=c(0,0,5,0))

loglike = c(get_loglik(m.simple), get_loglik(m.current), get_loglik(m.true))
sig = c(length(get_significant_results(m.simple)), length(get_significant_results(m.current)), length(get_significant_results(m.true)))
fd = c(sum(get_significant_results(m.simple)<=5000), sum(get_significant_results(m.current)<=5000), sum(get_significant_results(m.true)<=5000))
rrmse = c(sqrt(mean((B - m.simple$result$PosteriorMean)^2)/mean((B - Bhat)^2)), 
          sqrt(mean((B - m.current$result$PosteriorMean)^2)/mean((B - Bhat)^2)), 
          sqrt(mean((B - m.true$result$PosteriorMean)^2)/mean((B - Bhat)^2)))
tmp = cbind(loglike, sig, fd, rrmse)
colnames(tmp) = c('logliklihood', '#sig', 'false pos','RRMSE')
rownames(tmp) = c('simple', 'current', 'true')
tmp %>% kable() %>% kable_styling()

roc.seq = ROC.table(B, m.true)
plot(roc.seq[,'FPR'], roc.seq[,'TPR'], type='l', xlab = 'FPR', ylab='TPR',
       main=paste0(' True Pos vs False Pos'), cex=1.5, lwd = 1.5, col = 'cyan')
roc.seq = ROC.table(B, m.current)
lines(roc.seq[,'FPR'], roc.seq[,'TPR'], col='purple', lwd = 1.5)
roc.seq = ROC.table(B, m.simple)
lines(roc.seq[,'FPR'], roc.seq[,'TPR'], col='red', lwd = 1.5)
legend('bottomright', c('true','current', 'simple'), col=c('cyan','purple', 'red'),
           lty=c(1,1,1), lwd=c(1.5,1.5, 1.5))

barplot(get_estimated_pi(m.simple), las=2, main='simple')

barplot(get_estimated_pi(m.current), las=2, main='current')

barplot(get_estimated_pi(m.true), las=2, main='true')

sessionInfo()

R version 3.5.1 (2018-07-02)
Platform: x86_64-apple-darwin15.6.0 (64-bit)
Running under: macOS  10.14.2

Matrix products: default
BLAS: /Library/Frameworks/R.framework/Versions/3.5/Resources/lib/libRblas.0.dylib
LAPACK: /Library/Frameworks/R.framework/Versions/3.5/Resources/lib/libRlapack.dylib

locale:
[1] en_US.UTF-8/en_US.UTF-8/en_US.UTF-8/C/en_US.UTF-8/en_US.UTF-8

attached base packages:
[1] stats     graphics  grDevices utils     datasets  methods   base     

other attached packages:
[1] kableExtra_0.9.0  knitr_1.20        mvtnorm_1.0-8     magic_1.5-9      
[5] abind_1.4-5       mashr_0.2.19.0555 ashr_2.2-26      

loaded via a namespace (and not attached):
 [1] corrplot_0.84     lattice_0.20-35   colorspace_1.3-2 
 [4] htmltools_0.3.6   viridisLite_0.3.0 yaml_2.2.0       
 [7] rlang_0.3.0.1     R.oo_1.22.0       mixsqp_0.1-93    
[10] pillar_1.3.1      R.utils_2.7.0     foreach_1.4.4    
[13] plyr_1.8.4        stringr_1.3.1     munsell_0.5.0    
[16] workflowr_1.1.1   rvest_0.3.2       R.methodsS3_1.7.1
[19] codetools_0.2-15  evaluate_0.12     pscl_1.5.2       
[22] doParallel_1.0.14 parallel_3.5.1    highr_0.7        
[25] Rcpp_1.0.0        readr_1.1.1       backports_1.1.2  
[28] scales_1.0.0      rmeta_3.0         truncnorm_1.0-8  
[31] hms_0.4.2         digest_0.6.18     stringi_1.2.4    
[34] grid_3.5.1        rprojroot_1.3-2   tools_3.5.1      
[37] magrittr_1.5      tibble_1.4.2      crayon_1.3.4     
[40] whisker_0.3-2     pkgconfig_2.0.2   MASS_7.3-50      
[43] Matrix_1.2-14     SQUAREM_2017.10-1 xml2_1.2.0       
[46] assertthat_0.2.0  rmarkdown_1.10    httr_1.3.1       
[49] rstudioapi_0.8    iterators_1.0.10  R6_2.3.0         
[52] git2r_0.23.0      compiler_3.5.1   

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