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Knit directory: survival-susie/
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Compare results of using different convergence criteria for survival susie.
The norm-2 difference between bhat is < tol.
Sum of log-BF stop increasing.
calculate_tpr_vs_fdr <- function(pip, is_effect, ts){
res <- matrix(NA, nrow = length(ts), ncol = 2)
colnames(res) = c("tpr", "fdr")
for (i in 1:length(ts)){
pred_pos = pip >= ts[i]
tp = pip >= ts[i] & is_effect == 1
fp = pip >= ts[i] & is_effect == 0
tpr = sum(tp)/sum(is_effect)
fdr = sum(fp)/sum(pred_pos)
res[i, ] = c(tpr, fdr)
}
return(res)
}
# coverage: the proportion of CSs that contain an effect variable
# @param dat_indx: the indx for the data from dsc
# @param res.cs: credible sets from dsc
calculate_cs_coverage = function(res.cs, res.is_effect, dat_indx){
contain_status = c()
for (indx in dat_indx){
cs = res.cs[[indx]]$cs
true_effect = which(res.is_effect[[indx]] >= 1)
if (!is.null(cs)){
for (j in 1:length(cs)){
res = ifelse(sum(true_effect %in% unlist(cs[j])) == 1, 1, 0)
contain_status = c(contain_status, res)
}
}
}
coverage = sum(contain_status)/length(contain_status)
return(coverage)
}
# @param res.cs: credible sets from dsc
# @param dat_indx: the indx for the data from dsc
# @p: number of variables in each simulation replicate.
get_cs_effect = function(res.cs, dat_indx, p){
cs_effect = c()
for (indx in dat_indx){
effect = rep(0, p)
cs_effect_indx = c(unlist(res.cs[[indx]]$cs))
effect[cs_effect_indx] = 1
cs_effect = c(cs_effect, effect)
}
return(cs_effect)
}
susie = readRDS("./data/dsc3/susie.cs.rds")
susie.lbf = readRDS("./data/dsc3/susie.lbf.rds")
bvsnlp = readRDS("./data/dsc3/bvsnlp.rds")
par(mfrow = c(2,3), cex.axis = 1.5)
censor_lvl = c(0, 0.2, 0.4, 0.6, 0.8)
for (i in 1:5){
indx = which(susie$simulate.cor_type == "real" & susie$simulate.censor_lvl == censor_lvl[i])
pip.susie = unlist(lapply(indx, function(x) susie$susie.pip[[x]]))
pip.susie.lbf = unlist(lapply(indx, function(x) susie.lbf$susie_lbf.pip[[x]]))
pip.bvsnlp = unlist(lapply(indx, function(x) bvsnlp$bvsnlp.pip[[x]]))
is_effect = unlist(lapply(indx, function(x) susie$simulate.is_effect[[x]]))
ts = seq(from = 0, to = 1, by = 0.01)
res.susie = calculate_tpr_vs_fdr(pip.susie, is_effect, ts)
res.susie.lbf = calculate_tpr_vs_fdr(pip.susie.lbf, is_effect, ts)
res.bvsnlp = calculate_tpr_vs_fdr(pip.bvsnlp, is_effect, ts)
plot(res.susie[,2], res.susie[,1], type = "l", xlim = c(0,1), ylim = c(0, 1), xlab = "FDR", ylab = "Power",
main = paste0("Real correlation, effect 0-3", ",censor=", censor_lvl[i]))
lines(res.susie.lbf[,2], res.susie.lbf[,1], type = "l", col = 2)
lines(res.bvsnlp[,2], res.bvsnlp[,1], type = "l", col = 3)
points(res.susie[96,2], res.susie[96, 1])
points(res.susie.lbf[96,2], res.susie.lbf[96, 1])
points(res.bvsnlp[96,2], res.bvsnlp[96, 1])
legend("topleft", legend = c("susie", "susie.lbf", "bvsnlp"), col = c(1,2,3), lty = 1)
}
The dots indicate PIP threshold = 0.95
par(mfrow = c(2,3),cex.axis = 1.5)
censor_lvl = c(0, 0.2, 0.4, 0.6, 0.8)
for (i in 1:5){
indx = which(susie$simulate.cor_type == "independent" & susie$simulate.censor_lvl == censor_lvl[i] & susie$simulate.num_effect != 0)
pip.susie = unlist(lapply(indx, function(x) susie$susie.pip[[x]]))
pip.susie.lbf = unlist(lapply(indx, function(x) susie.lbf$susie_lbf.pip[[x]]))
pip.bvsnlp = unlist(lapply(indx, function(x) bvsnlp$bvsnlp.pip[[x]]))
is_effect = unlist(lapply(indx, function(x) susie$simulate.is_effect[[x]]))
ts = seq(from = 0, to = 1, by = 0.01)
res.susie = calculate_tpr_vs_fdr(pip.susie, is_effect, ts)
res.susie.lbf = calculate_tpr_vs_fdr(pip.susie.lbf, is_effect, ts)
res.bvsnlp = calculate_tpr_vs_fdr(pip.bvsnlp, is_effect, ts)
plot(res.susie[,2], res.susie[,1], type = "l", xlim = c(0,0.2), ylim = c(0, 1), xlab = "FDR", ylab = "Power",
main = paste0("Real correlation, effect 0-3", ",censor=", censor_lvl[i]))
lines(res.susie.lbf[,2], res.susie.lbf[,1], type = "l", col = 2)
lines(res.bvsnlp[,2], res.bvsnlp[,1], type = "l", col = 3)
points(res.susie[96,2], res.susie[96, 1])
points(res.susie.lbf[96,2], res.susie.lbf[96, 1])
points(res.bvsnlp[96,2], res.bvsnlp[96, 1])
legend("topleft", legend = c("susie", "susie.lbf", "bvsnlp"), col = c(1,2,3), lty = 1)
}
The dots indicate PIP threshold = 0.95.
par(mfrow = c(2,3),cex.axis = 1.5)
censor_lvl = c(0, 0.2, 0.4, 0.6, 0.8)
for (i in 1:5){
indx = which(susie$simulate.cor_type == "independent" & susie$simulate.censor_lvl == censor_lvl[i])
pip.susie = unlist(lapply(indx, function(x) susie$susie.pip[[x]]))
pip.susie.lbf = unlist(lapply(indx, function(x) susie.lbf$susie_lbf.pip[[x]]))
pip.bvsnlp = unlist(lapply(indx, function(x) bvsnlp$bvsnlp.pip[[x]]))
is_effect = unlist(lapply(indx, function(x) susie$simulate.is_effect[[x]]))
ts = seq(from = 0, to = 1, by = 0.01)
res.susie = calculate_tpr_vs_fdr(pip.susie, is_effect, ts)
res.susie.lbf = calculate_tpr_vs_fdr(pip.susie.lbf, is_effect, ts)
res.bvsnlp = calculate_tpr_vs_fdr(pip.bvsnlp, is_effect, ts)
plot(res.susie[,2], res.susie[,1], type = "l", xlim = c(0, 0.2), ylim = c(0, 1), xlab = "FDR", ylab = "Power",
main = paste0("Real correlation, effect 0-3", ",censor=", censor_lvl[i]))
lines(res.susie.lbf[,2], res.susie.lbf[,1], type = "l", col = 2)
lines(res.bvsnlp[,2], res.bvsnlp[,1], type = "l", col = 3)
points(res.susie[96,2], res.susie[96, 1])
points(res.susie.lbf[96,2], res.susie.lbf[96, 1])
points(res.bvsnlp[96,2], res.bvsnlp[96, 1])
legend("topleft", legend = c("susie", "susie.lbf", "bvsnlp"), col = c(1,2,3), lty = 1)
}
The dots indicate PIP threshold = 0.95.
coverage = matrix(NA, ncol = 3, nrow = 5)
censoring = c(0, 0.2, 0.4, 0.6, 0.8)
colnames(coverage) = c("effect:1", "effect:2", "effect:3")
rownames(coverage) = c("censor:0", "censor:0.2", "censor:0.4", "censor:0.6", "censor:0.8")
for (i in 1:3){
for (j in 1:5){
dat_indx = which(susie$simulate.num_effect == i & susie$simulate.censor_lvl == censoring[j])
coverage[j, i] = calculate_cs_coverage(susie$susie.cs, susie$simulate.is_effect, dat_indx)
}
}
coverage
# effect:1 effect:2 effect:3
# censor:0 0.9934211 0.9717314 0.9630542
# censor:0.2 1.0000000 0.9696970 0.9473684
# censor:0.4 0.9767442 0.9664179 0.9697802
# censor:0.6 0.9823009 0.9832636 0.9417989
# censor:0.8 0.9670330 0.9906542 0.9607143
power_cs = matrix(NA, ncol = 3, nrow = 5)
censoring = c(0, 0.2, 0.4, 0.6, 0.8)
colnames(power_cs) = c("effect:1", "effect:2", "effect:3")
rownames(power_cs) = c("censor:0", "censor:0.2", "censor:0.4", "censor:0.6", "censor:0.8")
for (i in 1:3){
for (j in 1:5){
dat_indx = which(susie$simulate.num_effect == i & susie$simulate.censor_lvl == censoring[j])
cs_effect = get_cs_effect(susie$susie.cs, dat_indx, p = 1000)
is_effect = unlist(lapply(dat_indx, function(x) susie$simulate.is_effect[[x]]))
power = sum(cs_effect ==1 & is_effect == 1)/sum(is_effect)
power_cs[j, i] = power
}
}
power_cs
# effect:1 effect:2 effect:3
# censor:0 0.755 0.6992481 0.6600000
# censor:0.2 0.765 0.6450000 0.6510851
# censor:0.4 0.630 0.6641604 0.5950000
# censor:0.6 0.555 0.5925000 0.5976628
# censor:0.8 0.440 0.5300000 0.4533333
coverage = matrix(NA, ncol = 2, nrow = 5)
censoring = c(0, 0.2, 0.4, 0.6, 0.8)
cor_type = c("real", "independent")
colnames(coverage) = c("real correlation", "independent")
rownames(coverage) = c("censor:0", "censor:0.2", "censor:0.4", "censor:0.6", "censor:0.8")
for (i in 1:2){
for (j in 1:5){
dat_indx = which(susie$simulate.num_effect != 0 & susie$simulate.cor_type == cor_type[i] & susie$simulate.censor_lvl == censoring[j])
coverage[j, i] = calculate_cs_coverage(susie$susie.cs, susie$simulate.is_effect, dat_indx)
}
}
coverage
# real correlation independent
# censor:0 0.9418886 1.0000000
# censor:0.2 0.9282051 0.9976526
# censor:0.4 0.9393140 1.0000000
# censor:0.6 0.9256198 0.9972752
# censor:0.8 0.9436620 1.0000000
power_cs = matrix(NA, ncol = 2, nrow = 5)
censoring = c(0, 0.2, 0.4, 0.6, 0.8)
colnames(power_cs) = c("real correlation", "independent")
rownames(power_cs) = c("censor:0", "censor:0.2", "censor:0.4", "censor:0.6", "censor:0.8")
for (i in 1:2){
for (j in 1:5){
dat_indx = which(susie$simulate.num_effect != 0 & susie$simulate.cor_type == cor_type[i] & susie$simulate.censor_lvl == censoring[j])
cs_effect = get_cs_effect(susie$susie.cs, dat_indx, p = 1000)
is_effect = unlist(lapply(dat_indx, function(x) susie$simulate.is_effect[[x]]))
power = sum(cs_effect ==1 & is_effect == 1)/sum(is_effect)
power_cs[j, i] = power
}
}
power_cs
# real correlation independent
# censor:0 0.6644407 0.7133333
# censor:0.2 0.6277129 0.7083333
# censor:0.4 0.6110184 0.6366667
# censor:0.6 0.5676127 0.6100000
# censor:0.8 0.4516667 0.5016667
coverage = matrix(NA, ncol = 3, nrow = 5)
censoring = c(0, 0.2, 0.4, 0.6, 0.8)
colnames(coverage) = c("effect:1", "effect:2", "effect:3")
rownames(coverage) = c("censor:0", "censor:0.2", "censor:0.4", "censor:0.6", "censor:0.8")
for (i in 1:3){
for (j in 1:5){
dat_indx = which(susie.lbf$simulate.num_effect == i & susie.lbf$simulate.censor_lvl == censoring[j])
coverage[j, i] = calculate_cs_coverage(susie.lbf$susie_lbf.cs, susie.lbf$simulate.is_effect, dat_indx)
}
}
coverage
# effect:1 effect:2 effect:3
# censor:0 0.9934641 0.9718310 0.9585366
# censor:0.2 0.9934641 0.9619772 0.9452736
# censor:0.4 0.9923664 0.9589552 0.9673913
# censor:0.6 0.9745763 0.9703390 0.9421053
# censor:0.8 0.9680851 0.9906103 0.9633700
power_cs = matrix(NA, ncol = 3, nrow = 5)
censoring = c(0, 0.2, 0.4, 0.6, 0.8)
colnames(power_cs) = c("effect:1", "effect:2", "effect:3")
rownames(power_cs) = c("censor:0", "censor:0.2", "censor:0.4", "censor:0.6", "censor:0.8")
for (i in 1:3){
for (j in 1:5){
dat_indx = which(susie.lbf$simulate.num_effect == i & susie.lbf$simulate.censor_lvl == censoring[j])
cs_effect = get_cs_effect(susie.lbf$susie_lbf.cs, dat_indx, p = 1000)
is_effect = unlist(lapply(dat_indx, function(x) susie.lbf$simulate.is_effect[[x]]))
power = sum(cs_effect ==1 & is_effect == 1)/sum(is_effect)
power_cs[j, i] = power
}
}
power_cs
# effect:1 effect:2 effect:3
# censor:0 0.760 0.6942356 0.6616667
# censor:0.2 0.760 0.6300000 0.6494157
# censor:0.4 0.650 0.6591479 0.6016667
# censor:0.6 0.575 0.5775000 0.5943239
# censor:0.8 0.455 0.5300000 0.4416667
coverage = matrix(NA, ncol = 2, nrow = 5)
censoring = c(0, 0.2, 0.4, 0.6, 0.8)
cor_type = c("real", "independent")
colnames(coverage) = c("real correlation", "independent")
rownames(coverage) = c("censor:0", "censor:0.2", "censor:0.4", "censor:0.6", "censor:0.8")
for (i in 1:2){
for (j in 1:5){
dat_indx = which(susie.lbf$simulate.num_effect != 0 & susie.lbf$simulate.cor_type == cor_type[i] & susie.lbf$simulate.censor_lvl == censoring[j])
coverage[j, i] = calculate_cs_coverage(susie.lbf$susie_lbf.cs, susie.lbf$simulate.is_effect, dat_indx)
}
}
coverage
# real correlation independent
# censor:0 0.9371981 1.0000000
# censor:0.2 0.9222798 0.9930556
# censor:0.4 0.9366755 1.0000000
# censor:0.6 0.9194444 0.9919786
# censor:0.8 0.9492754 0.9967105
power_cs = matrix(NA, ncol = 2, nrow = 5)
censoring = c(0, 0.2, 0.4, 0.6, 0.8)
colnames(power_cs) = c("real correlation", "independent")
rownames(power_cs) = c("censor:0", "censor:0.2", "censor:0.4", "censor:0.6", "censor:0.8")
for (i in 1:2){
for (j in 1:5){
dat_indx = which(susie.lbf$simulate.num_effect != 0 & susie.lbf$simulate.cor_type == cor_type[i] & susie.lbf$simulate.censor_lvl == censoring[j])
cs_effect = get_cs_effect(susie.lbf$susie_lbf.cs, dat_indx, p = 1000)
is_effect = unlist(lapply(dat_indx, function(x) susie.lbf$simulate.is_effect[[x]]))
power = sum(cs_effect ==1 & is_effect == 1)/sum(is_effect)
power_cs[j, i] = power
}
}
power_cs
# real correlation independent
# censor:0 0.6560935 0.7216667
# censor:0.2 0.6076795 0.7150000
# censor:0.4 0.6110184 0.6466667
# censor:0.6 0.5525876 0.6183333
# censor:0.8 0.4416667 0.5050000
sessionInfo()
# R version 4.1.1 (2021-08-10)
# Platform: x86_64-apple-darwin20.6.0 (64-bit)
# Running under: macOS Monterey 12.0.1
#
# Matrix products: default
# BLAS: /usr/local/Cellar/openblas/0.3.18/lib/libopenblasp-r0.3.18.dylib
# LAPACK: /usr/local/Cellar/r/4.1.1_1/lib/R/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] workflowr_1.6.2
#
# loaded via a namespace (and not attached):
# [1] Rcpp_1.0.8.3 highr_0.9 pillar_1.6.4 compiler_4.1.1
# [5] bslib_0.4.1 later_1.3.0 jquerylib_0.1.4 git2r_0.28.0
# [9] tools_4.1.1 digest_0.6.28 jsonlite_1.7.2 evaluate_0.14
# [13] lifecycle_1.0.1 tibble_3.1.5 pkgconfig_2.0.3 rlang_1.0.6
# [17] cli_3.1.0 rstudioapi_0.13 yaml_2.2.1 xfun_0.27
# [21] fastmap_1.1.0 stringr_1.4.0 knitr_1.36 fs_1.5.0
# [25] vctrs_0.3.8 sass_0.4.4 rprojroot_2.0.2 glue_1.4.2
# [29] R6_2.5.1 fansi_0.5.0 rmarkdown_2.11 magrittr_2.0.1
# [33] whisker_0.4 promises_1.2.0.1 ellipsis_0.3.2 htmltools_0.5.5
# [37] httpuv_1.6.3 utf8_1.2.2 stringi_1.7.5 cachem_1.0.6
# [41] crayon_1.4.1