# compar.ou

##### Ornstein--Uhlenbeck Model for Continuous Characters

This function fits an Ornstein--Uhlenbeck model giving a phylogenetic tree, and a continuous character. The user specifies the node(s) where the optimum changes. The parameters are estimated by maximum likelihood; their standard-errors are computed assuming normality of these estimates.

- Keywords
- models

##### Usage

`compar.ou(x, phy, node = NULL, alpha = NULL)`

##### Arguments

- x
a numeric vector giving the values of a continuous character.

- phy
an object of class

`"phylo"`

.- node
a vector giving the number(s) of the node(s) where the parameter `theta' (the trait optimum) is assumed to change. The node(s) can be specified with their labels if

`phy`

has node labels. By default there is no change (same optimum thoughout lineages).- alpha
the value of \(\alpha\) to be used when fitting the model. By default, this parameter is estimated (see details).

##### Details

The Ornstein--Uhlenbeck (OU) process can be seen as a generalization of the Brownian motion process. In the latter, characters are assumed to evolve randomly under a random walk, that is change is equally likely in any direction. In the OU model, change is more likely towards the direction of an optimum (denoted \(\theta\)) with a strength controlled by a parameter denoted \(\alpha\).

The present function fits a model where the optimum parameter
\(\theta\), is allowed to vary throughout the tree. This is
specified with the argument `node`

: \(\theta\) changes
after each node whose number is given there. Note that the optimum
changes *only* for the lineages which are descendants of this
node.

Hansen (1997) recommends to not estimate \(\alpha\) together
with the other parameters. The present function allows this by giving
a numeric value to the argument `alpha`

. By default, this
parameter is estimated, but this seems to yield very large
standard-errors, thus validating Hansen's recommendation. In practice,
a ``poor man estimation'' of \(\alpha\) can be done by
repeating the function call with different values of `alpha`

, and
selecting the one that minimizes the deviance (see Hansen 1997 for an
example).

If `x`

has names, its values are matched to the tip labels of
`phy`

, otherwise its values are taken to be in the same order
than the tip labels of `phy`

.

The user must be careful here since the function requires that both
series of names perfectly match, so this operation may fail if there
is a typing or syntax error. If both series of names do not match, the
values in the `x`

are taken to be in the same order than the tip
labels of `phy`

, and a warning message is issued.

##### Value

an object of class `"compar.ou"`

which is list with the following
components:

the deviance (= -2 * loglik).

a data frame with the maximum likelihood estimates and their standard-errors.

the function call.

##### Note

The inversion of the variance-covariance matrix in the likelihood
function appeared as somehow problematic. The present implementation
uses a Cholevski decomposition with the function
`chol2inv`

instead of the usual function
`solve`

.

##### References

Hansen, T. F. (1997) Stabilizing selection and the comparative
analysis of adaptation. *Evolution*, **51**, 1341--1351.

##### See Also

##### Examples

```
# NOT RUN {
data(bird.orders)
### This is likely to give you estimates close to 0, 1, and 0
### for alpha, sigma^2, and theta, respectively:
compar.ou(x <- rnorm(23), bird.orders)
### Much better with a fixed alpha:
compar.ou(x, bird.orders, alpha = 0.1)
### Let us 'mimick' the effect of different optima
### for the two clades of birds...
x <- c(rnorm(5, 0), rnorm(18, 5))
### ... the model with two optima:
compar.ou(x, bird.orders, node = 25, alpha = .1)
### ... and the model with a single optimum:
compar.ou(x, bird.orders, node = NULL, alpha = .1)
### => Compare both models with the difference in deviances
## which follows a chi^2 with df = 1.
# }
```

*Documentation reproduced from package ape, version 4.1, License: GPL (>= 2)*