params <- list(EVAL = TRUE) ## ----echo = FALSE------------------------------------------------------- knitr::opts_chunk$set( collapse = TRUE, comment = "#>", message = FALSE, warning = FALSE, eval = if (isTRUE(exists("params"))) params$EVAL else FALSE ) ## ----setup, include=FALSE----------------------------------------------- knitr::opts_chunk$set( echo = TRUE, dpi = 100, fig.asp = 0.8, fig.width = 6, out.width = "60%", fig.align = "center" ) library(mvgam) library(ggplot2) theme_set(theme_bw(base_size = 12, base_family = "serif")) ## ----------------------------------------------------------------------- simdat <- sim_mvgam( n_series = 4, T = 24, prop_missing = 0.2 ) head(simdat$data_train, 16) ## ----------------------------------------------------------------------- class(simdat$data_train$series) levels(simdat$data_train$series) ## ----------------------------------------------------------------------- all( levels(simdat$data_train$series) %in% unique(simdat$data_train$series) ) ## ----------------------------------------------------------------------- summary(glm( y ~ series + time, data = simdat$data_train, family = poisson() )) ## ----------------------------------------------------------------------- summary(mgcv::gam( y ~ series + s(time, by = series), data = simdat$data_train, family = poisson() )) ## ----------------------------------------------------------------------- gauss_dat <- data.frame( outcome = rnorm(10), series = factor("series1", levels = "series1"), time = 1:10 ) gauss_dat ## ----------------------------------------------------------------------- mgcv::gam(outcome ~ time, family = betar(), data = gauss_dat) ## ----error=TRUE--------------------------------------------------------- try({ mvgam(outcome ~ time, family = betar(), data = gauss_dat) }) ## ----------------------------------------------------------------------- # A function to ensure all timepoints within a sequence are identical all_times_avail <- function(time, min_time, max_time) { identical( as.numeric(sort(time)), as.numeric(seq.int(from = min_time, to = max_time)) ) } # Get min and max times from the data min_time <- min(simdat$data_train$time) max_time <- max(simdat$data_train$time) # Check that all times are recorded for each series data.frame( series = simdat$data_train$series, time = simdat$data_train$time ) %>% dplyr::group_by(series) %>% dplyr::summarise( all_there = all_times_avail( time, min_time, max_time ) ) -> checked_times if (any(checked_times$all_there == FALSE)) { warning( "One or more series in is missing observations for one or more timepoints" ) } else { cat("All series have observations at all timepoints :)") } ## ----------------------------------------------------------------------- bad_times <- data.frame( time = seq(1, 16, by = 2), series = factor("series_1"), outcome = rnorm(8) ) bad_times ## ----error = TRUE------------------------------------------------------- try({ get_mvgam_priors(outcome ~ 1, data = bad_times, family = gaussian()) }) ## ----------------------------------------------------------------------- bad_times %>% dplyr::right_join(expand.grid( time = seq( min(bad_times$time), max(bad_times$time) ), series = factor(unique(bad_times$series), levels = levels(bad_times$series)) )) %>% dplyr::arrange(time) -> good_times good_times ## ----error = TRUE------------------------------------------------------- try({ get_mvgam_priors(outcome ~ 1, data = good_times, family = gaussian()) }) ## ----------------------------------------------------------------------- bad_levels <- data.frame( time = 1:8, series = factor( "series_1", levels = c( "series_1", "series_2" ) ), outcome = rnorm(8) ) levels(bad_levels$series) ## ----error = TRUE------------------------------------------------------- try({ get_mvgam_priors(outcome ~ 1, data = bad_levels, family = gaussian()) }) ## ----------------------------------------------------------------------- setdiff(levels(bad_levels$series), unique(bad_levels$series)) ## ----------------------------------------------------------------------- bad_levels %>% dplyr::mutate(series = droplevels(series)) -> good_levels levels(good_levels$series) ## ----error = TRUE------------------------------------------------------- try({ get_mvgam_priors( outcome ~ 1, data = good_levels, family = gaussian() ) }) ## ----------------------------------------------------------------------- miss_dat <- data.frame( outcome = rnorm(10), cov = c(NA, rnorm(9)), series = factor("series1", levels = "series1"), time = 1:10 ) miss_dat ## ----error = TRUE------------------------------------------------------- try({ get_mvgam_priors( outcome ~ cov, data = miss_dat, family = gaussian() ) }) ## ----------------------------------------------------------------------- miss_dat <- list( outcome = rnorm(10), series = factor("series1", levels = "series1"), time = 1:10 ) miss_dat$cov <- matrix(rnorm(50), ncol = 5, nrow = 10) miss_dat$cov[2, 3] <- NA ## ----error=TRUE--------------------------------------------------------- try({ get_mvgam_priors( outcome ~ cov, data = miss_dat, family = gaussian() ) }) ## ----fig.alt = "Plotting time series features for GAM models in mvgam"---- plot_mvgam_series( data = simdat$data_train, y = "y", series = "all" ) ## ----fig.alt = "Plotting time series features for GAM models in mvgam"---- plot_mvgam_series( data = simdat$data_train, y = "y", series = 1 ) ## ----fig.alt = "Plotting time series features for GAM models in mvgam"---- plot_mvgam_series( data = simdat$data_train, newdata = simdat$data_test, y = "y", series = 1 ) ## ----------------------------------------------------------------------- data("all_neon_tick_data") str(dplyr::ungroup(all_neon_tick_data)) ## ----------------------------------------------------------------------- plotIDs <- c( "SCBI_013", "SCBI_002", "SERC_001", "SERC_005", "SERC_006", "SERC_012", "BLAN_012", "BLAN_005" ) ## ----------------------------------------------------------------------- model_dat <- all_neon_tick_data %>% dplyr::ungroup() %>% dplyr::mutate(target = ixodes_scapularis) %>% dplyr::filter(plotID %in% plotIDs) %>% dplyr::select(Year, epiWeek, plotID, target) %>% dplyr::mutate(epiWeek = as.numeric(epiWeek)) ## ----------------------------------------------------------------------- model_dat %>% # Create all possible combos of plotID, Year and epiWeek; # missing outcomes will be filled in as NA dplyr::full_join(expand.grid( plotID = unique(model_dat$plotID), Year = unique(model_dat$Year), epiWeek = seq(1, 52) )) %>% # left_join back to original data so plotID and siteID will # match up, in case you need the siteID for anything else later on dplyr::left_join( all_neon_tick_data %>% dplyr::select(siteID, plotID) %>% dplyr::distinct() ) -> model_dat ## ----------------------------------------------------------------------- model_dat %>% dplyr::mutate( series = plotID, y = target ) %>% dplyr::mutate( siteID = factor(siteID), series = factor(series) ) %>% dplyr::select(-target, -plotID) %>% dplyr::arrange(Year, epiWeek, series) -> model_dat ## ----------------------------------------------------------------------- model_dat %>% dplyr::ungroup() %>% dplyr::group_by(series) %>% dplyr::arrange(Year, epiWeek) %>% dplyr::mutate(time = seq(1, dplyr::n())) %>% dplyr::ungroup() -> model_dat ## ----------------------------------------------------------------------- levels(model_dat$series) ## ----error=TRUE--------------------------------------------------------- try({ get_mvgam_priors( y ~ 1, data = model_dat, family = poisson() ) }) ## ----------------------------------------------------------------------- testmod <- mvgam( y ~ s(epiWeek, by = series, bs = "cc") + s(series, bs = "re"), trend_model = AR(), data = model_dat, backend = "cmdstanr", run_model = FALSE ) ## ----------------------------------------------------------------------- str(testmod$model_data) ## ----------------------------------------------------------------------- stancode(testmod)