--- title: "Using nll functions" output: rmarkdown::html_vignette bibliography: references.bib csl: proc_b.csl vignette: > %\VignetteIndexEntry{Using nll functions} %\VignetteEngine{knitr::rmarkdown} %\VignetteEncoding{UTF-8} header-includes: \usepackage{amsmath} --- ```{r, include = FALSE} knitr::opts_chunk$set( collapse = TRUE, comment = "#>" ) ``` ```{r setup} library(anovir) ``` ### Introduciton {#top} This vignette explains how to use the default form of the negative log-likelihood (_nll_) functions in this package. In their default form, the various parameters underlying each _nll\_function_ are estimated as constants. However, this behaviour can be extended to make these parameters into functions themselves. In such cases, it is the parameters of these parameter functions that are estimated by constants. How to modify _nll\_functions_ is described in a separate vignette: [nll_functions_modifying](nll_functions_modifying.html) ## Two-step preparation The _nll\_functions_ in this package calcuate the negative log-likelihood (_nll_) for observed patterns of mortality in survival data based on the approach analysing relative survival. The different functions vary in how they assume the data are structured. However the way to use each function is the same and involves a two-step process; * [Step #1](#step1) collects the information needed to form a likelihood expression, * [Step #2](#step2) calls a maximum likelihood estimation function to mimimise the _nll_ of the expression by varying the expressions' variables The resulting estimates of these variables can be used to describe the patterns of background mortality and mortality due to infection in the observed data, including the pathogen's virulence. The following sections provide further details of the two-step process. ### Step #1 {#step1} The first step is to write a preparatory-, or prep-, function which collects the information needed to define and parameterise the likelihood expression to be minimised. * The formals, or arguments, of the 'prep-function' lists the names of the variables to be estimated * The body of the 'prep-function' contains the name of the _nll\_function_ to be used. * The formals, or arguments, of the _nll\_function_ repeats the list of variables to be estimated, plus details identifying where the data are, how they are labelled, and the choice of probability distribution(s) to describe them. The example below shows Step #1 preparing the function _nll\_basic_ for analysis, given the data frame `data01`. `data01` is a subset of data from the study by Blanford et al [@Blanford_2012]. The data are from the uninfected and infected treatments `cont` and `Bb06`, respectively, of the 3rd experimental block of the experiment. ```{r include = FALSE} data01 <- subset(data_blanford, (data_blanford$block == 3) & ((data_blanford$treatment == 'cont') | (data_blanford$treatment == 'Bb06')) & (data_blanford$day > 0) ) ``` ```{r} head(data01, 6) ``` ```{r eval = FALSE, echo = TRUE} m01_prep_function <- function(a1, b1, a2, b2){ nll_basic( a1, b1, a2, b2, data = data01, time = day, censor = censor, infected_treatment = inf, d1 = 'Weibull', d2 = 'Weibull') } ``` Here, * `m01_prep_function` * name given to the 'prep' function being prepared * `function(a1, b1, a2, b2)` * the formals, or arguments of the function containing the names of the variables to be estimated * here they correspond with the location and scale parameters for background mortality and mortality due to infection, _a1, b1, a2, b2_, respectively * `data = data01` * data = the name of the data frame containing the data to be analysed; * `time = day` * time = the name of the column in the data frame identifying the timing of events; * the column _t_ could also have been used in this example * values in this column must be > 0 * `censor = censor` * censor = the name of the column in the data frame whether data were censored or not; * values in this column must be, * '0' data not censored * '1' data right-censored * `infected_treatment = inf` * infected_treatment = the name of the column in the data frame identifying whether data are from an infected or uninfected treatment; * values in the this column must be, * '0' uninfected or control treatment * '1' infected treatment * NB the function _nll\_basic_ assumes all individuals in an infected treatment are infected; this is not necessarily the case for other functions; see [nll_functions](nll_functions.html) * `d1 = 'Weibull', d2 = 'Weibull'` * d1 = the name of the probability distribution chosen to describe background mortality * d2 = the name of the probability distribution chosen to describe mortality due to infection * choice of distributions are, Gumbel, Weibull, Fréchet * NB the exponential distribution is a special case of the Weibull distribution. It can be specified by setting a scale parameter to equal one, e.g., _b1 = 1_ see [the exponential distribution](the_exponential_distribution.html) * __NB__ _nll_ functions automatically detect the column `fq` and take into account the frequency of individuals involved * if there is no column `fq` it is assumed each line of data corresponds with an individual host. The information above is used to define a log-likelihood function of the form; \begin{equation} \log L = \sum_{i=1}^{n} \left\{ d \log \left[ h_1(t_i) + g \cdot h_2(t_i) \right] + \log \left[ S_1(t_i) \right] + g \cdot \log \left[ S_2(t_i) \right] \right\} \end{equation} where; * _d_ is a death indicator taking a value of '1' when data are for death and '0' for censored data; * it is the complement of the data defined as 'censor' * _g_ is an indicator of infection treatment taking a value of '1' for an infected treatment and '0' for an uninfected treatment * _h_~1~(_t_) is the hazard function for background mortality for individual _i_ at time _t_ * _h_~2~(_t_) is the hazard function for mortality due to infection for individual _i_ at time _t_ * _S_~1~(_t_) is the cumulative survival function for background mortality for individual _i_ at time _t_ * _S_~2~(_t_) is the cumulative survival function for mortality due to infection for individual _i_ at time _t_ The Weibull distribution was chosen to describe the background rate of mortality and mortality due to infection. The survival function describing background mortality was, \begin{equation} S_1(t) = \exp \left[ - \exp \left( z_1 \right) \right] \end{equation} with the hazard function being, \begin{equation} h_1(t) = \frac{1}{b_1 t} \exp \left( z_1 \right) \end{equation} where, \(z_1 = \left( \log t - a_1\right) / b_1 \) Equivalent expressions described mortality due to infection, where the index '1' is replaced by '2'. _a_~1~, _b_~1~, _a_~2~, _b_~2~ are the variables to be estimated, as listed in the formal arguments of `m01_prep_function`. [back to top](#top) ### Step #2 {#step2} Step #2 involves calling the _mle2_ function of the package _bbmle_ [@bbmle] which will estimate the values of variables maximising the likelihood function. In the example below, _mle2_ is given the name of the prep-function, `m01_prep_function` along with a list giving starting values for the variables to be estimated. ```{r eval = FALSE, echo = TRUE} m01 <- mle2(m01_prep_function, start = list(a1 = 2, b1 = 0.5, a2 = 2, b2 = 0.5) ) ``` Yielding the results, ```{r eval = TRUE, echo = FALSE, collapse = TRUE, error = FALSE, message = FALSE, warning = FALSE} m01_prep_function <- function(a1, b1, a2, b2){ nll_basic( a1, b1, a2, b2, data = data01, time = day, censor = censor, infected_treatment = inf, d1 = 'Weibull', d2 = 'Weibull') } m01 <- mle2(m01_prep_function, start = list(a1 = 2, b1 = 0.5, a2 = 2, b2 = 0.5) ) summary(m01) ``` The location and scale parameters describing mortality due to infection, _a2, b2_, lead to a numerical expression for pathogen's virulence at time _t_ as, \begin{equation} \frac{1}{0.183\: t} \exp \left( \frac{\log t - 2.581}{0.183} \right) \\ \end{equation} where the rate of mortality due to infection accelerates over time. The default of _nll\_basic_ returns estimates for, _a1, b1, a2, b2_. The function _conf\_ints\_virulence_ can be used to generate a matrix with the estimate of virulence (± 95\% c.i.) based on the variance and covariance of estimates for _a2_ and _b2_. ```{r fig.width = 4, fig.height = 4, fig.align = 'center'} coef(m01) vcov(m01) a2 <- coef(m01)[[3]] b2 <- coef(m01)[[4]] var_a2 <- vcov(m01)[3,3] var_b2 <- vcov(m01)[4,4] cov_a2b2 <- vcov(m01)[3,4] ci_matrix01 <- conf_ints_virulence( a2 = a2, b2 = b2, var_a2 = var_a2, var_b2 = var_b2, cov_a2b2 = cov_a2b2, d2 = "Weibull", tmax = 14) tail(ci_matrix01) plot(ci_matrix01[, 't'], ci_matrix01[, 'h2'], type = 'l', col = 'red', xlab = 'time', ylab = 'virulence (± 95% ci)' ) lines(ci_matrix01[, 'lower_ci'], col = 'grey') lines(ci_matrix01[, 'upper_ci'], col = 'grey') ``` [back to top](#top) ### References