def rate_stoch(logit_rate=logit_rate):
return interpolate(param_mesh, mc.invlogit(logit_rate), est_mesh)
def gamma(gamma_mesh=gamma_mesh, param_mesh=param_mesh, est_mesh=est_mesh):
return interpolate(param_mesh, gamma_mesh, est_mesh)
def setup(dm, key, data_list, rate_stoch=None, emp_prior={}):
""" Generate the PyMC variables for a beta binomial model of
a single rate function
Parameters
----------
dm : dismod3.DiseaseModel
the object containing all the data, priors, and additional
information (like input and output age-mesh)
key : str
the name of the key for everything about this model (priors,
initial values, estimations)
data_list : list of data dicts
the observed data to use in the beta-binomial liklihood function
rate_stoch : pymc.Stochastic, optional
a PyMC stochastic (or deterministic) object, with
len(rate_stoch.value) == len(dm.get_estimation_age_mesh()).
This is used to link beta-binomial stochs into a larger model,
for example.
emp_prior : dict, optional
the empirical prior dictionary, retrieved from the disease model
if appropriate by::
>>> t, r, y, s = type_region_year_sex_from_key(key)
>>> emp_prior = dm.get_empirical_prior(t)
Results
-------
vars : dict
Return a dictionary of all the relevant PyMC objects for the
beta binomial model. vars['rate_stoch'] is of particular
relevance; this is what is used to link the beta-binomial model
into more complicated models, like the generic disease model.
Details
-------
The beta binomial model parameters are the following:
* the mean age-specific rate function
* dispersion of this mean
* the p_i value for each data observation that has a standard
error (data observations that do not have standard errors
recorded are fit as observations of the beta r.v., while
observations with standard errors recorded have a latent
variable for the beta, and an observed binomial r.v.).
"""
vars = {}
est_mesh = dm.get_estimate_age_mesh()
if np.any(np.diff(est_mesh) != 1):
raise ValueError, "ERROR: Gaps in estimation age mesh must all equal 1"
# set up age-specific rate function, if it does not yet exist
if not rate_stoch:
param_mesh = dm.get_param_age_mesh()
if emp_prior.has_key("mu"):
initial_value = emp_prior["mu"]
else:
initial_value = dm.get_initial_value(key)
# find the logit of the initial values, which is a little bit
# of work because initial values are sampled from the est_mesh,
# but the logit_initial_values are needed on the param_mesh
logit_initial_value = mc.logit(interpolate(est_mesh, initial_value, param_mesh))
logit_rate = mc.Normal(
"logit(%s)" % key, mu=-5.0 * np.ones(len(param_mesh)), tau=1.0e-2, value=logit_initial_value
)
# logit_rate = [mc.Normal('logit(%s)_%d' % (key, a), mu=-5., tau=1.e-2) for a in param_mesh]
vars["logit_rate"] = logit_rate
@mc.deterministic(name=key)
def rate_stoch(logit_rate=logit_rate):
return interpolate(param_mesh, mc.invlogit(logit_rate), est_mesh)
if emp_prior.has_key("mu"):
@mc.potential(name="empirical_prior_%s" % key)
def emp_prior_potential(f=rate_stoch, mu=emp_prior["mu"], tau=1.0 / np.array(emp_prior["se"]) ** 2):
return mc.normal_like(f, mu, tau)
vars["empirical_prior"] = emp_prior_potential
vars["rate_stoch"] = rate_stoch
# create stochastic variable for over-dispersion "random effect"
mu_od = emp_prior.get("dispersion", 0.001)
dispersion = mc.Gamma("dispersion_%s" % key, alpha=10.0, beta=10.0 / mu_od)
vars["dispersion"] = dispersion
@mc.deterministic(name="alpha_%s" % key)
def alpha(rate=rate_stoch, dispersion=dispersion):
return rate / dispersion ** 2
@mc.deterministic(name="beta_%s" % key)
def beta(rate=rate_stoch, dispersion=dispersion):
return (1.0 - rate) / dispersion ** 2
vars["alpha"] = alpha
vars["beta"] = beta
# create potentials for priors
vars["priors"] = generate_prior_potentials(dm.get_priors(key), est_mesh, rate_stoch, dispersion)
# create latent and observed stochastics for data
vars["data"] = data_list
vars["ab"] = []
vars["latent_p"] = []
vars["observations"] = []
for d in data_list:
# set up observed stochs for all relevant data
id = d["id"]
if d["value"] == MISSING:
print "WARNING: data %d missing value" % id
continue
# ensure all rate data is valid
d_val = dm.value_per_1(d)
d_se = dm.se_per_1(d)
if d_val < 0 or d_val > 1:
print "WARNING: data %d not in range [0,1]" % id
continue
if d["age_start"] < est_mesh[0] or d["age_end"] > est_mesh[-1]:
raise ValueError, "Data %d is outside of estimation range---([%d, %d] is not inside [%d, %d])" % (
d["id"],
d["age_start"],
d["age_end"],
est_mesh[0],
est_mesh[-1],
)
age_indices = indices_for_range(est_mesh, d["age_start"], d["age_end"])
age_weights = d["age_weights"]
@mc.deterministic(name="a_%d^%s" % (id, key))
def a_i(alpha=alpha, age_indices=age_indices, age_weights=age_weights):
return rate_for_range(alpha, age_indices, age_weights)
@mc.deterministic(name="b_%d^%s" % (id, key))
def b_i(beta=beta, age_indices=age_indices, age_weights=age_weights):
return rate_for_range(beta, age_indices, age_weights)
vars["ab"] += [a_i, b_i]
if d_se > 0:
# if the data has a standard error, model it as a realization
# of a beta binomial r.v.
latent_p_i = mc.Beta(
"latent_p_%d^%s" % (id, key), alpha=a_i, beta=b_i, value=trim(d_val, NEARLY_ZERO, 1 - NEARLY_ZERO)
)
vars["latent_p"].append(latent_p_i)
denominator = d_val * (1 - d_val) / d_se ** 2.0
numerator = d_val * denominator
obs_binomial = mc.Binomial(
"data_%d^%s" % (id, key), value=numerator, n=denominator, p=latent_p_i, observed=True
)
vars["observations"].append(obs_binomial)
else:
# if the data is a point estimate with no uncertainty
# recorded, model it as a realization of a beta r.v.
obs_p_i = mc.Beta(
"latent_p_%d" % id, value=trim(d_val, NEARLY_ZERO, 1 - NEARLY_ZERO), alpha=a_i, beta=b_i, observed=True
)
vars["observations"].append(obs_p_i)
return vars
