dat<-read.csv("http://peach.l.chiba-u.ac.jp/course_folder/OrdinalProbitData-1grp-1.csv" )
model = "
model {
for ( i in 1:Ntotal ) {
y[i] ~ dcat( pr[i,1:nYlevels] )
pr[i,1] <- pnorm( thresh[1] , mu , 1/sigma^2 )
for ( k in 2:(nYlevels-1) ) {
pr[i,k] <- max( 0 , pnorm( thresh[ k ] , mu , 1/sigma^2 )- pnorm( thresh[k-1] , mu , 1/sigma^2 ) )
}
pr[i,nYlevels] <- 1 - pnorm( thresh[nYlevels-1] , mu , 1/sigma^2 )
}
mu ~ dnorm( (1+nYlevels)/2 , 1/(nYlevels)^2 )
sigma ~ dunif( nYlevels/1000 , nYlevels*10 )
for ( k in 2:(nYlevels-2) ) { # 1 and nYlevels-1 are fixed, not stochastic
thresh[k] ~ dnorm( k+0.5 , 1/2^2 )
}
}
"
writeLines( model , "model.txt" )
y = dat$Y
Ntotal = length(y)
nYlevels = max(y)
thresh = rep(NA,nYlevels-1)
thresh[1] = 1 + 0.5
thresh[nYlevels-1] = nYlevels-1 + 0.5
dataList = list(y = y , nYlevels = nYlevels,thresh = thresh, Ntotal = Ntotal)
parameters = c( "pr" , "thresh","mu","sigma")
jagsModel = jags.model( "model.txt", data=dataList, n.chains=3, n.adapt=500 )
update( jagsModel , n.iter=1000)
codaSamples = coda.samples( jagsModel , variable.names=parameters, n.iter=10000, thin=5)
mcmcMat<-as.matrix(codaSamples)
meanT = rowMeans(cbind(mcmcMat[,"thresh[1]"],mcmcMat[,"thresh[2]"],mcmcMat[,"thresh[3]"],mcmcMat[,"thresh[4]"],mcmcMat[,"thresh[5]"],
mcmcMat[,"thresh[6]"]))
plot(mcmcMat[,"thresh[1]"],meanT,xlim=c(0.5,7))
points(mcmcMat[,"thresh[2]"],meanT,xlim=c(0.5,7))
points(mcmcMat[,"thresh[3]"],meanT,xlim=c(0.5,7))
points(mcmcMat[,"thresh[4]"],meanT,xlim=c(0.5,7))
points(mcmcMat[,"thresh[5]"],meanT,xlim=c(0.5,7))
points(mcmcMat[,"thresh[6]"],meanT,xlim=c(0.5,7))
HDI.plot(mcmcMat[,"mu"],xlab="mu")
HDI.plot(mcmcMat[,"sigma"],xlab="sigma")
model2 = "
model {
for ( i in 1:Ntotal ) {
y[i] ~ dcat( pr[i,1:nYlevels] )
pr[i,1] <- pnorm( thresh[1] , mu[x[i]] , 1/sigma[x[i]]^2 )
for ( k in 2:(nYlevels-1) ) {
pr[i,k] <- max( 0 , pnorm( thresh[ k ] , mu[x[i]] , 1/sigma[x[i]]^2 )
- pnorm( thresh[k-1] , mu[x[i]] , 1/sigma[x[i]]^2 ) )
}
pr[i,nYlevels] <- 1 - pnorm( thresh[nYlevels-1] , mu[x[i]] , 1/sigma[x[i]]^2 )
}
for ( j in 1:2 ) { # 2 groups
mu[j] ~ dnorm( (1+nYlevels)/2 , 1/(nYlevels)^2 )
sigma[j] ~ dunif( nYlevels/1000 , nYlevels*10 )
}
for ( k in 2:(nYlevels-2) ) { # 1 and nYlevels-1 are fixed, not stochastic
thresh[k] ~ dnorm( k+0.5 , 1/2^2 )
}
}
"
writeLines( model2 , "model2.txt" )
dat<-read.csv("http://peach.l.chiba-u.ac.jp/course_folder/OrdinalProbitData1.csv")
y = dat$Y
x = as.numeric(dat$X)
Ntotal = length(y)
nYlevels = max(y)
thresh = rep(NA,nYlevels-1)
thresh[1] = 1 + 0.5
thresh[nYlevels-1] = nYlevels-1 + 0.5
dataList = list(y = y , x= x ,nYlevels = nYlevels,thresh = thresh, Ntotal = Ntotal)
parameters = c( "pr" , "thresh","mu","sigma")
jagsModel = jags.model( "model2.txt", data=dataList, n.chains=3, n.adapt=500 )
update( jagsModel , n.iter=1000)
codaSamples = coda.samples( jagsModel , variable.names=parameters, n.iter=10000, thin=5)
mcmcMat<-as.matrix(codaSamples)
HDI.plot(mcmcMat[,"mu[1]"])
HDI.plot(mcmcMat[,"mu[2]"])
HDI.plot(mcmcMat[,"mu[1]"]-mcmcMat[,"mu[2]"])
model3 = "
data {
xm <- mean(x)
xsd <- sd(x)
for ( i in 1:Ntotal ) {
zx[i] <- ( x[i] - xm ) / xsd
}
}
model {
for ( i in 1:Ntotal ) {
y[i] ~ dcat( pr[i,1:nYlevels] )
pr[i,1] <- pnorm( thresh[1] , mu[i] , 1/sigma^2 )
for ( k in 2:(nYlevels-1) ) {
pr[i,k] <- max( 0 , pnorm( thresh[ k ] , mu[i] , 1/sigma^2 )
- pnorm( thresh[k-1] , mu[i] , 1/sigma^2 ) )
}
pr[i,nYlevels] <- 1 - pnorm( thresh[nYlevels-1] , mu[i] , 1/sigma^2 )
mu[i] <- zbeta0 + sum( zbeta * zx[i] )
}
# Priors vague on standardized scale:
zbeta0 ~ dnorm( (1+nYlevels)/2 , 1/(nYlevels)^2 )
zbeta ~ dnorm( 0 , 1/(nYlevels)^2 )
zsigma ~ dunif( nYlevels/1000 , nYlevels*10 )
# Transform to original scale:
beta <- ( zbeta / xsd )
beta0 <- zbeta0 - sum( zbeta * xm / xsd )
sigma <- zsigma
for ( k in 2:(nYlevels-2) ) { # 1 and nYlevels-1 are fixed
thresh[k] ~ dnorm( k+0.5 , 1/2^2 )
}
}
"
writeLines( model3, con="model3.txt" )
dat<-read.csv("http://peach.l.chiba-u.ac.jp/course_folder/OrdinalProbitData-LinReg-2.csv")
y = dat$Y
x = as.numeric(dat$X)
Ntotal = length(y)
Nx =1
nYlevels = max(y)
thresh = rep(NA,nYlevels-1)
thresh[1] = 1 + 0.5
thresh[nYlevels-1] = nYlevels-1 + 0.5
dataList = list(y = y , Nx= 1,x= x ,nYlevels = nYlevels,thresh = thresh, Ntotal = Ntotal)
parameters = c("thresh","mu","sigma","beta","beta0")
jagsModel = jags.model( "model3.txt", data=dataList, n.chains=3, n.adapt=500 )
update( jagsModel , n.iter=1000)
codaSamples = coda.samples( jagsModel , variable.names=parameters, n.iter=10000, thin=5)
mcmcMat<-as.matrix(codaSamples)
plot(dat$X,dat$Y,pch=20,cex=3)
for (i.plot in 1:100){
abline(a=mcmcMat[i.plot,"beta0"],b=mcmcMat[i.plot,"beta"],col="orange",lwd=2)
}
HDI.plot(mcmcMat[,"beta"])
#plot(1,1,type='n',xlim=c(0,6),ylim=c(0,6))
#abline(a=0,b=1,lwd=2)
#x.temp = seq(0,6,length.out=100)
#y = dnorm(x.temp,mean=3,sd=1)
#lines(x=-y*3+1,y=x.temp)
#lines(x=c(-1,3),y=c(3,3))
#lines(x=c(-1,0.5),y=c(0.5,0.5),lty=2,col="red")
#lines(x=c(-1,1.5),y=c(1.5,1.5),lty=2,col="red")
#lines(x=c(-1,2.5),y=c(2.5,2.5),lty=2,col="red")
#lines(x=c(-1,3.5),y=c(3.5,3.5),lty=2,col="red")
#lines(x=c(-1,4.5),y=c(4.5,4.5),lty=2,col="red")
#lines(x=c(-1,5.5),y=c(5.5,5.5),lty=2,col="red")
model4="
model {
for ( i in 1:Ncell ) {
y[i] ~ dpois( lambda[i] )
lambda[i] <- exp( a0 + a1[x1[i]] + a2[x2[i]] + a1a2[x1[i],x2[i]] )
}
a0 ~ dnorm( yLogMean , 1/(yLogSD*2)^2 )
for ( j1 in 1:Nx1Lvl ) { a1[j1] ~ dnorm( 0.0 , 1/a1SD^2 ) }
a1SD ~ dgamma(agammaShRa[1],agammaShRa[2])
for ( j2 in 1:Nx2Lvl ) { a2[j2] ~ dnorm( 0.0 , 1/a2SD^2 ) }
a2SD ~ dgamma(agammaShRa[1],agammaShRa[2])
for ( j1 in 1:Nx1Lvl ) { for ( j2 in 1:Nx2Lvl ) {
a1a2[j1,j2] ~ dnorm( 0.0 , 1/a1a2SD^2 )
} }
a1a2SD ~ dgamma(agammaShRa[1],agammaShRa[2])
# Convert a0,a1[],a2[],a1a2[,] to sum-to-zero b0,b1[],b2[],b1b2[,] :
for ( j1 in 1:Nx1Lvl ) { for ( j2 in 1:Nx2Lvl ) {
m[j1,j2] <- a0 + a1[j1] + a2[j2] + a1a2[j1,j2] # cell means
} }
b0 <- mean( m[1:Nx1Lvl,1:Nx2Lvl] )
for ( j1 in 1:Nx1Lvl ) { b1[j1] <- mean( m[j1,1:Nx2Lvl] ) - b0 }
for ( j2 in 1:Nx2Lvl ) { b2[j2] <- mean( m[1:Nx1Lvl,j2] ) - b0 }
for ( j1 in 1:Nx1Lvl ) { for ( j2 in 1:Nx2Lvl ) {
b1b2[j1,j2] <- m[j1,j2] - ( b0 + b1[j1] + b2[j2] )
} }
# Compute predicted proportions:
for ( j1 in 1:Nx1Lvl ) { for ( j2 in 1:Nx2Lvl ) {
expm[j1,j2] <- exp(m[j1,j2])
ppx1x2p[j1,j2] <- expm[j1,j2]/sum(expm[1:Nx1Lvl,1:Nx2Lvl])
} }
for ( j1 in 1:Nx1Lvl ) { ppx1p[j1] <- sum(ppx1x2p[j1,1:Nx2Lvl]) }
for ( j2 in 1:Nx2Lvl ) { ppx2p[j2] <- sum(ppx1x2p[1:Nx1Lvl,j2]) }
}"
writeLines( model4, con="model4.txt" )
dat = read.csv( file="http://peach.l.chiba-u.ac.jp/course_folder/HairEyeColor.csv" )
y=dat$Count
x1=dat$Eye
x2=dat$Hair
x1 = as.numeric(as.factor(x1))
x1levels = levels(as.factor(dat$Eye))
x2 = as.numeric(as.factor(x2))
x2levels = levels(as.factor(dat$Eye))
Nx1Lvl = length(unique(x1))
Nx2Lvl = length(unique(x2))
Ncell = length(y) # number of rows of data, not sum(y)
yLogMean = log(sum(y)/(Nx1Lvl*Nx2Lvl))
yLogSD = log(sd(c(rep(0,Ncell-1),sum(y))))
MeanSD2gamma <- function( mean, sd ) {
shape = mean^2 / sd^2
rate = mean / sd^2
return(data.frame(shape,rate))
}
ModeSD2gamma <- function( mode, sd ) {
rate = ( mode + sqrt( mode^2 + 4 * sd^2 ) )/( 2 * sd^2 )
shape = 1 + mode * rate
return(data.frame(shape,rate))
}
temp=ModeSD2gamma(mode=yLogSD , sd=2*yLogSD)
agammaShRa = unlist(temp )
data_list = list(
y = y ,x1 = x1 , x2 = x2 ,
Ncell = Ncell , Nx1Lvl = Nx1Lvl , Nx2Lvl = Nx2Lvl ,
yLogMean = yLogMean , yLogSD = yLogSD ,agammaShRa = agammaShRa
)
jagsModel =jags.model("model4.txt", data = data_list, n.chains = 3, n.adapt = 500)
update(jagsModel, 500)
codaSamples = coda.samples(jagsModel, variable.names = c("b0", "b1", "b2", "b1b2", "ppx1p", "ppx2p", "ppx1x2p"),
n.iter = ((10000*1)/1), n.adapt = 500)
mcmcMat<-as.matrix(codaSamples)
EyeBlueHairBlack <- mcmcMat[,"ppx1x2p[1,1]"]
HDI.plot(EyeBlueHairBlack)
EyeBlue_vs_EyeBrown_at_HairBlack <- mcmcMat[,"b1b2[1,1]"] - mcmcMat[,"b1b2[2,1]"] - mcmcMat[,"b1[2]"] + mcmcMat[,"b1[1]"]
HDI.plot(EyeBlue_vs_EyeBrown_at_HairBlack)
EyeBlue_vs_EyeBrown_at_Blond <- mcmcMat[,"b1b2[1,2]"] - mcmcMat[,"b1b2[2,2]"] - mcmcMat[,"b1[2]"] + mcmcMat[,"b1[2]"]
HDI.plot(EyeBlue_vs_EyeBrown_at_Blond)
diff <- EyeBlue_vs_EyeBrown_at_HairBlack - EyeBlue_vs_EyeBrown_at_Blond
HDI.plot(diff)