ctsem (version 3.0.4)

ctStanFit: ctStanFit

Description

Fits a ctsem model specified via ctModel with type either 'stanct' or 'standt', using Bayseian inference software Stan.

Usage

ctStanFit(datalong, ctstanmodel, stanmodeltext = NA, iter = 1000,
  intoverstates = TRUE, binomial = FALSE, fit = TRUE,
  intoverpop = FALSE, stationary = FALSE, plot = FALSE,
  derrind = "all", optimize = FALSE, optimcontrol = list(),
  nlcontrol = list(), nopriors = FALSE, chains = 2,
  cores = "maxneeded", inits = NULL, forcerecompile = FALSE,
  savescores = FALSE, savesubjectmatrices = TRUE, gendata = FALSE,
  control = list(), verbose = 0, ...)

Arguments

datalong

long format data containing columns for subject id (numeric values, 1 to max subjects), manifest variables, any time dependent (i.e. varying within subject) predictors, and any time independent (not varying within subject) predictors.

ctstanmodel

model object as generated by ctModel with type='stanct' or 'standt', for continuous or discrete time models respectively.

stanmodeltext

already specified Stan model character string, generally leave NA unless modifying Stan model directly. (Possible after modification of output from fit=FALSE)

iter

number of iterations, half of which will be devoted to warmup by default when sampling. When optimizing, this is the maximum number of iterations to allow -- convergence hopefully occurs before this!

intoverstates

logical indicating whether or not to integrate over latent states using a Kalman filter. Generally recommended to set TRUE unless using non-gaussian measurement model.

binomial

Deprecated. Logical indicating the use of binary rather than Gaussian data, as with IRT analyses. This now sets intoverstates = FALSE and the manifesttype of every indicator to 1, for binary.

fit

If TRUE, fit specified model using Stan, if FALSE, return stan model object without fitting.

intoverpop

if TRUE, integrates over population distribution of parameters rather than full sampling. Allows for optimization of non-linearities and random effects.

stationary

Logical. If TRUE, T0VAR and T0MEANS input matrices are ignored, the parameters are instead fixed to long run expectations. More control over this can be achieved by instead setting parameter names of T0MEANS and T0VAR matrices in the input model to 'stationary', for elements that should be fixed to stationarity.

plot

if TRUE, a Shiny program is launched upon fitting to interactively plot samples. May struggle with many (e.g., > 5000) parameters, and may leave sample files in working directory if sampling is terminated.

derrind

vector of integers denoting which latent variables are involved in dynamic error calculations. latents involved only in deterministic trends or input effects can be removed from matrices (ie, that obtain no additional stochastic inputs after first observation), speeding up calculations. If unsure, leave default of 'all' ! Ignored if intoverstates=FALSE.

optimize

if TRUE, use stanoptimis function for maximum a posteriori / importance sampling estimates, otherwise use the HMC sampler from Stan, which is (much) slower, but generally more robust, accurate, and informative.

optimcontrol

list of parameters sent to stanoptimis governing optimization / importance sampling.

nlcontrol

List of non-linear control parameters. nldynamics defaults to "auto", but may also be a logical. Set to FALSE to use estimator that assumes linear dynamics, TRUE to use non-linear estimator. "auto" selects linear when the model is obviously linear, otherwise nonlinear -- nonlinear is slower. nlmeasurement defaults to "auto", but may also be a logical. Set to TRUE to use non linear measurement model estimator, FALSE to use linear model. "auto" selects linear if appropriate, otherwise nonlinear. Non-linear methods are slower but applicable to both linear and non linear cases. ukffull may be TRUE or FALSE. If FALSE, nonlinear filtering via the unscented filter uses a minimal number of sigma points, that does not capture skew in the resulting distribution. maxtimestep must be a positive numeric, specifying the largest time span covered by the numerical integration. The large default ensures that for each observation time interval, only a single step of exponential integration is used. When maxtimestep is smaller than the observation time interval, the integration is nested within an Euler like loop. Smaller values may offer greater accuracy, but are slower and not always necessary. Given the exponential integration, linear model elements are fit exactly with only a single step. ukfspread should be a small positive numeric value, indicating what fraction of a standard deviation to use for unscented sigma points. Values between 1e-4 and 2 have tended to be reasonable, in our experience. In general, larger values may not make sense when using the default of ukffull=FALSE.

nopriors

logical. If TRUE, any priors are disabled -- sometimes desirable for optimization.

chains

number of chains to sample, during HMC or post-optimization importance sampling. Unless the cores argument is also set, the number of chains determines the number of cpu cores used, up to the maximum available minus one. Irrelevant when optimize=TRUE.

cores

number of cpu cores to use. Either 'maxneeded' to use as many as available minus one, up to the number of chains, or a positive integer. If optimize=TRUE, more cores are generally faster.

inits

vector of parameter start values, as returned by the rstan function rstan::unconstrain_pars for instance.

forcerecompile

logical. For development purposes. If TRUE, stan model is recompiled, regardless of apparent need for compilation.

savescores

Logical. If TRUE, output from the Kalman filter is saved in output. For datasets with many variables or time points, will increase file size substantially.

savesubjectmatrices

Logical. If TRUE, subject specific matrices are saved -- only relevant when either time dependent predictors are used, or individual differences are obtained via sampling (not via optimization, where they are integrated over).

gendata

Logical -- If TRUE, uses provided data for only covariates and a time and missingness structure, and generates random data according to the specified model / priors. Generated data is in the $Ygen subobject after running extract on the fit object. For datasets with many manifest variables or time points, file size may be large. To generate data based on the posterior of a fitted model, see ctStanGenerateFromFit.

control

List of arguments sent to stan control argument, regarding warmup / sampling behaviour. Unless specified, values used are: list(adapt_delta = .8, adapt_window=2, max_treedepth=10, adapt_init_buffer=2, stepsize = .001)

verbose

Integer from 0 to 2. Higher values print more information during model fit -- for debugging.

...

additional arguments to pass to stan function.

Examples

# NOT RUN {
#test data with 2 manifest indicators measuring 1 latent process each, 
# 1 time dependent predictor, 3 time independent predictors
head(ctstantestdat) 

#generate a ctStanModel
model<-ctModel(type='stanct',
n.latent=2, latentNames=c('eta1','eta2'),
n.manifest=2, manifestNames=c('Y1','Y2'),
n.TDpred=1, TDpredNames='TD1', 
n.TIpred=3, TIpredNames=c('TI1','TI2','TI3'),
LAMBDA=diag(2))

#set all parameters except manifest means to be fixed across subjects
model$pars$indvarying[-c(19,20)] <- FALSE

#fit model to data (takes a few minutes - but insufficient 
# iterations and max_treedepth for inference!)
fit<-ctStanFit(ctstantestdat, model, iter=200, chains=2, 
control=list(max_treedepth=6))

#output functions
summary(fit) 

plot(fit,wait=FALSE)

# }
# NOT RUN {
library(ctsem)
set.seed(3)

#  Data generation (run this, but no need to understand!) -----------------

Tpoints <- 20
nmanifest <- 4
nlatent <- 2
nsubjects<-20

#random effects
age <- rnorm(nsubjects) #standardised
cint1<-rnorm(nsubjects,2,.3)+age*.5
cint2 <- cint1*.5+rnorm(nsubjects,1,.2)+age*.5
tdpredeffect <- rnorm(nsubjects,5,.3)+age*.5

for(i in 1:nsubjects){
  #generating model
  gm<-ctModel(Tpoints=Tpoints,n.manifest = nmanifest,n.latent = nlatent,n.TDpred = 1,
    LAMBDA = matrix(c(1,0,0,0, 0,1,.8,1.3),nrow=nmanifest,ncol=nlatent),
    DRIFT=matrix(c(-.3, .2, 0, -.5),nlatent,nlatent),
    TDPREDEFFECT=matrix(c(tdpredeffect[i],0),nrow=nlatent),
    TDPREDMEANS=matrix(c(rep(0,Tpoints-10),1,rep(0,9)),ncol=1),
    DIFFUSION = matrix(c(1, 0, 0, .5),2,2),
    CINT = matrix(c(cint1[i],cint2[i]),ncol=1),
    T0VAR=diag(2,nlatent,nlatent),
    MANIFESTVAR = diag(.5, nmanifest))

  #generate data
  newdat <- ctGenerate(ctmodelobj = gm,n.subjects = 1,burnin = 2,
    dtmat<-rbind(c(rep(.5,8),3,rep(.5,Tpoints-9))),
    wide = FALSE)
  newdat[,'id'] <- i #set id for each subject
  newdat <- cbind(newdat,age[i]) #include time independent predictor
  if(i ==1) {
    dat <- newdat[1:(Tpoints-10),] #pre intervention data
    dat2 <- newdat #including post intervention data
  }
  if(i > 1) {
    dat <- rbind(dat, newdat[1:(Tpoints-10),])
    dat2 <- rbind(dat2,newdat)
  }
}
colnames(dat)[ncol(dat)] <- 'age'
colnames(dat2)[ncol(dat)] <- 'age'


#plot generated data for sanity
plot(age)
matplot(dat[,gm$manifestNames],type='l',pch=1)
plotvar <- 'Y1'
plot(dat[dat[,'id']==1,'time'],dat[dat[,'id']==1,plotvar],type='l',
  ylim=range(dat[,plotvar],na.rm=TRUE))
for(i in 2:nsubjects){
  points(dat[dat[,'id']==i,'time'],dat[dat[,'id']==i,plotvar],type='l',col=i)
}


dat2[,gm$manifestNames][sample(1:length(dat2[,gm$manifestNames]),size = 100)] <- NA


#data structure
head(dat2)


# Model fitting -----------------------------------------------------------

##simple univariate default model

m <- ctModel(type = 'stanct', manifestNames = c('Y1'), LAMBDA = diag(1))
ctModelLatex(m)

#Specify univariate linear growth curve

m1 <- ctModel(type = 'stanct',
  manifestNames = c('Y1'), latentNames=c('eta1'),
  DRIFT=matrix(-.0001,nrow=1,ncol=1),
  DIFFUSION=matrix(0,nrow=1,ncol=1),
  T0VAR=matrix(0,nrow=1,ncol=1),
  CINT=matrix(c('cint1'),ncol=1),
  T0MEANS=matrix(c('t0m1'),ncol=1),
  LAMBDA = diag(1),
  MANIFESTMEANS=matrix(0,ncol=1),
  MANIFESTVAR=matrix(c('merror'),nrow=1,ncol=1))

ctModelLatex(m1)

#fit
f1 <- ctStanFit(datalong = dat2, ctstanmodel = m1, optimize=TRUE, nopriors=TRUE,verbose=1)

summary(f1)

#plots of individual subject models v data
ctKalman(f1,plot=TRUE,subjects=1,kalmanvec=c('y','yprior'),timestep=.01)
ctKalman(f1,plot=TRUE,subjects=1:3,kalmanvec=c('y','ysmooth'),timestep=.01,errorvec=NA)

ctStanPostPredict(f1, wait=FALSE) #compare randomly generated data from posterior to observed data

cf<-ctCheckFit(f1) #compare mean and covariance of randomly generated data to observed cov
plot(cf,wait=FALSE)



#Include intervention
m2 <- ctModel(type = 'stanct',
  manifestNames = c('Y1'), latentNames=c('eta1'),
  n.TDpred=1,TDpredNames = 'TD1', #this line includes the intervention
  TDPREDEFFECT=matrix(c('tdpredeffect'),nrow=1,ncol=1), #intervention effect
  DRIFT=matrix(-1e-5,nrow=1,ncol=1),
  DIFFUSION=matrix(0,nrow=1,ncol=1),
  CINT=matrix(c('cint1'),ncol=1),
  T0MEANS=matrix(c('t0m1'),ncol=1),
  T0VAR=matrix(0,nrow=1,ncol=1),
  LAMBDA = diag(1),
  MANIFESTMEANS=matrix(0,ncol=1),
  MANIFESTVAR=matrix(c('merror'),nrow=1,ncol=1))

f2 <- ctStanFit(datalong = dat2, ctstanmodel = m2, optimize=TRUE)

summary(f2)

ctKalman(f2,plot=TRUE,subjects=1,kalmanvec=c('y','ysmooth'))
ctKalman(f2,plot=TRUE,subjects=1:3,kalmanvec=c('y','ysmooth'),errorvec=NA,legend=FALSE)

ctStanPostPredict(f2, datarows=1:100, wait=FALSE)



#Individual differences in intervention, Bayesian estimation, covariates
m2i <- ctModel(type = 'stanct',
  manifestNames = c('Y1'), latentNames=c('eta1'),
  n.TIpred = 1, TIpredNames = 'age',
  n.TDpred=1,TDpredNames = 'TD1', #this line includes the intervention
  TDPREDEFFECT=matrix(c('tdpredeffect'),nrow=1,ncol=1), #intervention effect
  DRIFT=matrix(-1e-5,nrow=1,ncol=1),
  DIFFUSION=matrix(0,nrow=1,ncol=1),
  CINT=matrix(c('cint1'),ncol=1),
  T0MEANS=matrix(c('t0m1'),ncol=1),
  T0VAR=matrix(0,nrow=1,ncol=1),
  LAMBDA = diag(1),
  MANIFESTMEANS=matrix(0,ncol=1),
  MANIFESTVAR=matrix(c('merror'),nrow=1,ncol=1))

m2i$pars$indvarying[m2i$pars$matrix %in% 'TDPREDEFFECT'] <- TRUE

plot(m2i)

f2i <- ctStanFit(datalong = dat2, ctstanmodel = m2i,
  iter=300,chains=3,control=list(max_treedepth=7))
summary(f2i)
ctStanPlotPost(f2i)
ctKalman(f2i,kalmanvec=c('y','ysmooth'),subjects=2:4,plot=TRUE,errorvec=NA)


#Including covariate effects
m2ic <- ctModel(type = 'stanct',
  manifestNames = c('Y1'), latentNames=c('eta1'),
  n.TIpred = 1, TIpredNames = 'age',
  n.TDpred=1,TDpredNames = 'TD1', #this line includes the intervention
  TDPREDEFFECT=matrix(c('tdpredeffect'),nrow=1,ncol=1), #intervention effect
  DRIFT=matrix(-1e-5,nrow=1,ncol=1),
  DIFFUSION=matrix(0,nrow=1,ncol=1),
  CINT=matrix(c('cint1'),ncol=1),
  T0MEANS=matrix(c('t0m1'),ncol=1),
  T0VAR=matrix(0,nrow=1,ncol=1),
  LAMBDA = diag(1),
  MANIFESTMEANS=matrix(0,ncol=1),
  MANIFESTVAR=matrix(c('merror'),nrow=1,ncol=1))

m2ic$pars$indvarying[m2ic$pars$matrix %in% 'TDPREDEFFECT'] <- TRUE

plot(m2ic)

f2ic <- ctStanFit(datalong = dat2, ctstanmodel = m2ic,optimize=TRUE)
summary(f2ic)

ctStanTIpredeffects(fit = f2ic,includeMeanUncertainty = TRUE,whichpars = 'TDPREDEFFECT',
  plot=TRUE,probs = c(.025,.5,.975))

#Include deterministic dynamics
m3 <- ctModel(type = 'stanct',
  manifestNames = c('Y1'), latentNames=c('eta1'),
  n.TDpred=1,TDpredNames = 'TD1', #this line includes the intervention
  TDPREDEFFECT=matrix(c('tdpredeffect'),nrow=1,ncol=1), #intervention effect
  DRIFT=matrix('drift11',nrow=1,ncol=1),
  DIFFUSION=matrix(0,nrow=1,ncol=1),
  CINT=matrix(c('cint1'),ncol=1),
  T0MEANS=matrix(c('t0m1'),ncol=1),
  T0VAR=matrix('t0var11',nrow=1,ncol=1),
  LAMBDA = diag(1),
  MANIFESTMEANS=matrix(0,ncol=1),
  MANIFESTVAR=matrix(c('merror1'),nrow=1,ncol=1))

ctModelLatex(m3)

f3 <- ctStanFit(datalong = dat2, ctstanmodel = m3, optimize=TRUE)

summary(f3)

ctKalman(f3,plot=TRUE,subjects=1,kalmanvec=c('y','ysmooth'))
ctKalman(f3,plot=TRUE,subjects=1:3,kalmanvec=c('y','ysmooth'),errorvec=NA)





#Add system noise to allow for fluctuations that persist in time
m3n <- ctModel(type = 'stanct',
  manifestNames = c('Y1'), latentNames=c('eta1'),
  n.TDpred=1,TDpredNames = 'TD1', #this line includes the intervention
  TDPREDEFFECT=matrix(c('tdpredeffect'),nrow=1,ncol=1), #intervention effect
  DRIFT=matrix('drift11',nrow=1,ncol=1),
  DIFFUSION=matrix('diffusion',nrow=1,ncol=1),
  CINT=matrix(c('cint1'),ncol=1),
  T0MEANS=matrix(c('t0m1'),ncol=1),
  T0VAR=matrix('t0var11',nrow=1,ncol=1),
  LAMBDA = diag(1),
  MANIFESTMEANS=matrix(0,ncol=1),
  MANIFESTVAR=matrix(c(0),nrow=1,ncol=1))

ctModelLatex(m3n)

f3n <- ctStanFit(datalong = dat2, ctstanmodel = m3n, optimize=TRUE,cores=4)

summary(f3n)

k=ctKalman(f3n,plot=T,subjects=1,kalmanvec=c('y','etasmooth'),timestep=.01)
ctKalman(f3n,plot=TRUE,subjects=1:3,kalmanvec=c('y','etasmooth'),errorvec=NA)





#include 2nd latent process

m4 <- ctModel(n.manifest = 2,n.latent = 2, type = 'stanct',
  manifestNames = c('Y1','Y2'), latentNames=c('L1','L2'),
  n.TDpred=1,TDpredNames = 'TD1',
  TDPREDEFFECT=matrix(c('tdpredeffect1','tdpredeffect2'),nrow=2,ncol=1),
  DRIFT=matrix(c('drift11','drift21','drift12','drift22'),nrow=2,ncol=2),
  DIFFUSION=matrix(c('diffusion11','diffusion21',0,'diffusion22'),nrow=2,ncol=2),
  CINT=matrix(c('cint1','cint2'),nrow=2,ncol=1),
  T0MEANS=matrix(c('t0m1','t0m2'),nrow=2,ncol=1),
  T0VAR=matrix(c('t0var11','t0var21',0,'t0var22'),nrow=2,ncol=2),
  LAMBDA = matrix(c(1,0,0,1),nrow=2,ncol=2),
  MANIFESTMEANS=matrix(c(0,0),nrow=2,ncol=1),
  MANIFESTVAR=matrix(c('merror1',0,0,'merror2'),nrow=2,ncol=2))

f4 <- ctStanFit(datalong = dat2, ctstanmodel = m4,optimize=TRUE,cores=1)

summary(f4)

ctStanDiscretePars(f4,plot=TRUE) #auto and cross regressive plots over time

ctKalman(f4,plot=TRUE,subjects=1,kalmanvec=c('y','ysmooth'))
ctKalman(f4,plot=TRUE,subjects=1:2,kalmanvec=c('y','ysmooth'),errorvec=NA)



#non-linear dedpendencies - based on m3 model (including intervention)
#specify intervention as dependent on extra parameters in PARS matrix, and latent process 1

m3nl <- ctModel( type = 'stanct',
  manifestNames = c('Y1'), latentNames=c('eta1'),
  n.TDpred=1,TDpredNames = 'TD1',
  TDPREDEFFECT=matrix(c('PARS[1,1] + PARS[1,2] * state[1]'),nrow=1,ncol=1),
  PARS=matrix(c('tdpredeffect_int','tdpredeffect_multiply'),1,2),
  DRIFT=matrix('drift11',nrow=1,ncol=1),
  DIFFUSION=matrix('diffusion11',nrow=1,ncol=1),
  CINT=matrix(c('cint1'),ncol=1),
  T0MEANS=matrix(c('t0m1'),ncol=1),
  T0VAR=matrix('t0var11',nrow=1,ncol=1),
  LAMBDA = diag(1),
  MANIFESTMEANS=matrix(0,ncol=1),
  MANIFESTVAR=matrix(c('merror1'),nrow=1,ncol=1))

l=ctModelLatex(m3nl)

#here fit using optimization instead of sampling -- not appropriate in all cases!
f3nl <- ctStanFit(datalong = dat2, ctstanmodel = m3nl, optimize=TRUE)

summary(f3nl)

ctKalman(f3nl,subjects=1:4,plot=TRUE,errorvec=NA)
#?plot.ctKalman #for plotting arguments



#dynamic factor model -- fixing CINT to 0 and freeing indicator level intercepts

m3df <- ctModel(type = 'stanct',
  manifestNames = c('Y2','Y3'), latentNames=c('eta1'),
  n.TDpred=1,TDpredNames = 'TD1', #this line includes the intervention
  TDPREDEFFECT=matrix(c('tdpredeffect'),nrow=1,ncol=1), #intervention effect
  DRIFT=matrix('drift11',nrow=1,ncol=1),
  DIFFUSION=matrix('diffusion',nrow=1,ncol=1),
  CINT=matrix(c(0),ncol=1),
  T0MEANS=matrix(c('t0m1'),ncol=1),
  T0VAR=matrix('t0var11',nrow=1,ncol=1),
  LAMBDA = matrix(c(1,'Y3loading'),nrow=2,ncol=1),
  MANIFESTMEANS=matrix(c('Y2_int','Y3_int'),nrow=2,ncol=1),
  MANIFESTVAR=matrix(c('Y2residual',0,0,'Y3residual'),nrow=2,ncol=2))

ctModelLatex(m3df)

f3df <- ctStanFit(datalong = dat2, ctstanmodel = m3df, optimize=TRUE)

summary(f3df)

ctKalman(f3df,plot=TRUE,subjects=1,kalmanvec=c('y','ysmooth'),errorvec=NA)
ctKalman(f3df,plot=TRUE,subjects=1:3,kalmanvec=c('y','ysmooth'),errorvec=NA)



# }