def nllf(p):
a0, alpha_Base, alpha_Trt, alpha_BT, alpha_Age, alpha_V4, tau_b1, tau_b = p[:8]
b = p[8:8+N*T].reshape(N, T)
b1 = p[8+N*T:8+N*T+N]
mu = exp(
a0
+ alpha_Base * (log_Base4[:, None] - log_Base4_bar)
+ alpha_BT * (BT[:, None] - BT_bar)
+ alpha_Age * (log_Age[:, None] - log_Age_bar)
+ alpha_V4 * (V4[None, :] - V4_bar)
+ b1[:, None]
+ b
)
cost = 0
cost += np.sum(dpois_llf(y, mu))
cost += np.sum(dnorm_llf(b, 0.0, tau_b))
cost += np.sum(dnorm_llf(b1, 0.0, tau_b1))
cost += dnorm_llf(a0, 0, 1e-4)
cost += dnorm_llf(alpha_Base, 0, 1e-4)
cost += dnorm_llf(alpha_Trt, 0, 1e-4)
cost += dnorm_llf(alpha_BT, 0, 1e-4)
cost += dnorm_llf(alpha_Age, 0, 1e-4)
cost += dnorm_llf(alpha_V4, 0, 1e-4)
cost += dgamma_llf(tau_b1, 1e-3, 1e-3)
cost += dgamma_llf(tau_b, 1e-3, 1e-3)
return -cost
def nllf(p):
beta_age, beta_sex = p[:2]
beta_dis_ = np.empty(4)
beta_dis_[0] = beta_dis[0]
beta_dis_[1:] = p[2:5]
alpha, r, tau = p[5:8]
b = p[8:]
mu = exp(alpha
+ beta_age*age
+ beta_sex*sex[:, None]
+ beta_dis_[disease[:, None]-1] # numpy is 0-origin
+ b[:, None])
cost = 0
cost += np.sum(dweib_C_llf(t, r, mu, lower=t_cen))
cost += np.sum(dnorm_llf(b, 0.0, tau))
cost += dnorm_llf(alpha, 0, 0.0001)
cost += dnorm_llf(beta_age, 0, 0.0001)
cost += dnorm_llf(beta_sex, 0, 0.0001)
cost += np.sum(dnorm_llf(beta_dis_[1:], 0, 0.0001))
cost += dgamma_llf(tau, 1e-3, 1e-3)
cost += dgamma_llf(r, 1, 1e-3)
return -cost
def nllf(p):
theta, tau_with, tau_btw = p[:3]
mu = p[3:]
cost = 0
cost += np.sum(dnorm_llf(mu, theta, tau_btw))
cost += np.sum(dnorm_llf(y, mu[:, None], tau_with))
cost += dgamma_llf(tau_with, 0.001, 0.001)
cost += dgamma_llf(tau_btw, 0.001, 0.001)
cost += dnorm_llf(theta, 0, 1e-6)
return -cost
def nllf(p):
beta, tau, dL0, b = p[0], p[1], p[2:2 + T], p[2 + T:]
Y = step(obs_t[0:N, None] - t[None, 0:T] + eps)
dN = Y * step(t[None, 1:T + 1] - obs_t[0:N, None] - eps) * fail[0:N, None]
Idt = Y * exp(beta * Z[0:N, None] + b[pair[0:N, None] - 1]) * dL0[None,
0:T]
cost = 0
cost += np.sum(dpois_llf(dN, Idt))
cost += np.sum(dgamma_llf(dL0, mu, c))
cost += np.sum(dnorm_llf(b, 0.0, tau))
cost += dgamma_llf(tau, 0.001, 0.001)
cost += dnorm_llf(beta, 0.0, 0.000001)
return -cost
def nllf(p):
alpha, beta = p[0:N], p[N:2 * N]
alpha_c, alpha_tau, beta_c, beta_tau, tau_c = p[2 * N:2 * N + 5]
mu = alpha[:, None] + beta[:, None] * (x[None, :] - xbar)
cost = 0.
cost += np.sum(dnorm_llf(Y, mu, tau_c))
cost += np.sum(dnorm_llf(alpha, alpha_c, alpha_tau))
cost += np.sum(dnorm_llf(beta, beta_c, beta_tau))
cost += dgamma_llf(tau_c, 0.001, 0.001)
cost += dnorm_llf(alpha_c, 0.0, 1e-6)
cost += dgamma_llf(alpha_tau, 0.001, 0.001)
cost += dnorm_llf(beta_c, 0.0, 1e-6)
cost += dgamma_llf(beta_tau, 0.001, 0.001)
return -cost
def nllf(p):
mu, phi, pi, tau1, tau2 = p[:5]
delta = p[5:]
m = mu + sign_T * phi / 2 + sign_k[None, :] * pi / 2 + delta[:, None]
cost = 0
cost += np.sum(dnorm_llf(Y, m, tau1))
cost += np.sum(dnorm_llf(delta, 0.0, tau2))
cost += dgamma_llf(tau1, 0.001, 0.001)
cost += dgamma_llf(tau2, 0.001, 0.001)
cost += dnorm_llf(mu, 0, 1e-6)
cost += dnorm_llf(phi, 0, 1e-6)
cost += dnorm_llf(pi, 0, 1e-6)
return -cost
def nllf(p):
tau, alpha, beta = p[0], p[1:Nage + 1], p[Nage + 1:Nage + 1 + K]
alpha[0] = 0. # alpha 0 is not a fitting parameter
mu = exp(log(pyr) + alpha[age_index] + beta[year_index])
betamean = np.empty(beta.shape)
betamean[0] = 2 * beta[1] - beta[2]
betamean[1] = (2 * beta[0] + 4 * beta[2] - beta[3]) / 5
betamean[2:K - 2] = (4 * beta[1:K - 3] + 4 * beta[3:K - 1] -
beta[0:K - 4] - beta[4:K]) / 6
betamean[-2] = (2 * beta[-1] + 4 * beta[-3] - beta[-4]) / 5
betamean[-1] = 2 * beta[-2] - beta[-3]
logRR = beta - beta[4]
Nneighs = np.empty(beta.shape, 'i')
Nneighs[0] = 1
Nneighs[1] = 5
Nneighs[2:K - 2] = 6
Nneighs[-2] = 5
Nneighs[-1] = 1
betaprec = Nneighs * tau
tau_like = Nneighs * beta * (beta - betamean)
d = 0.0001 + np.sum(tau_like) / 2
r = 0.0001 + K / 2
cost = 0
cost += np.sum(dpois_llf(cases, mu))
cost += np.sum(dnorm_llf(beta, betamean, betaprec))
cost += np.sum(dnorm_llf(alpha[1:], 0, 1e-6))
cost += dgamma_llf(tau, r, d)
return -cost
def nllf(p):
theta = p[:K*3].reshape(K, 3)
mu, tau = p[K*3:K*3+3], p[K*3+3:K*3+3+3]
tauC = p[K*3+3+3]
phi0, phi1, phi2 = exp(theta[:, 0]), expm1(theta[:, 1]), -exp(theta[:, 2])
eta = phi0[:, None] / (1 + phi1[:, None] * exp(phi2[:, None] * x[None, :]))
cost = 0
cost += np.sum(dnorm_llf(Y, eta, tauC))
cost += np.sum(dnorm_llf(theta, mu[None, :], tau[None, :]))
cost += dgamma_llf(tauC, 0.001, 0.001)
cost += np.sum(dnorm_llf(mu, 0, 1e-4))
cost += np.sum(dgamma_llf(tau, 1e-3, 1e-3))
return -cost
def nllf(p):
if PRIOR > 0:
sigma = np.array([sigma_prior[PRIOR-1](p[0])])
mu = np.array([p[1]])
else:
#inv_tau_sqrd_1, tau_sqrd_2, tau_3, B0, D0, tau_sqrd_6 = p[:6]
sigma = np.array([f(v) for f, v in zip(sigma_prior, p[:6])])
mu = p[6:12]
tau = 1/np.sqrt(sigma)
cost = 0
for _ in range(MARGINALIZATION_COUNT):
theta = np.random.normal(mu[:, None], sigma[:, None], size=(Nprior, Nstudy))
pc = np.random.rand(Nprior, Nstudy)
pt = ilogit(theta + logit(pc))
cost += np.sum(dnorm_llf(theta, mu[:, None], tau[:, None]))
cost += np.sum(dbin_llf(rt[None, :], pt, nt[None, :]))
cost += np.sum(dbin_llf(rc[None, :], pc, nc[None, :]))
cost /= MARGINALIZATION_COUNT
#cost += np.sum(dunif_llf(mu, -10, 10))
# Prior 1: Gamma(0.001, 0.001) on inv.tau.sqrd
if PRIOR == 1: cost += dgamma_llf(p[0], 0.001, 0.001)
elif PRIOR == 0: cost += dgamma_llf(p[0], 0.001, 0.001)
# Prior 2: Uniform(0, 50) on tau.sqrd
#cost += dunif_llf(tau_sqrd_2, 0, 50)
# Prior 3: Uniform(0, 50) on tau
#cost += dunif_llf(tau_3, 0, 50)
# Prior 4: Uniform shrinkage on tau.sqrd
#cost += dunif_llf(B0, 0, 1)
# Prior 5: Dumouchel on tau
#cost += dunif_llf(D0, 0, 1)
# Prior 6: Half-Normal on tau.sqrd
if PRIOR == 6: cost += dnorm_llf(p[0], 0, prior_6_p0)
elif PRIOR == 0: cost += dnorm_llf(p[5], 0, prior_6_p0)
return -cost
def nllf(p):
alpha, beta, tau, gamma = p
mu = alpha - beta * gamma**x
cost = 0
cost += np.sum(dnorm_llf(Y, mu, tau))
cost += dgamma_llf(tau, 0.001, 0.001)
return -cost
def nllf(p):
beta, dL0 = p[0], p[1:]
Y = step(obs_t[:N, None] - t[None, :T] + eps)
dN = Y * step(t[None, 1:] - obs_t[:, None] - eps) * fail[:, None]
Idt = Y*exp(beta * Z[:, None]) * dL0[None, :]
cost = 0
cost += np.sum(dpois_llf(dN, Idt))
cost += np.sum(dgamma_llf(dL0, mu, c))
cost += dnorm_llf(beta, 0.0, 0.000001)
return -cost
def nllf(p):
b, tau, mu = p[:-2], p[-2], p[-1]
p = ilogit(b)
cost = 0
cost += np.sum(dnorm_llf(b, mu, tau))
cost += np.sum(dbin_llf(r, p, n))
cost += dnorm_llf(mu, 0.0, 1e-6)
cost += dgamma_llf(tau, 0.001, 0.001)
return -cost
def nllf(p):
alpha0, alpha1, alpha2, alpha12, tau = p[:5]
b = p[5:]
p = ilogit(alpha0 + alpha1 * x1 + alpha2 * x2 + alpha12 * x1 * x2 + b)
cost = 0
cost += np.sum(dbin_llf(r, p, n))
cost += np.sum(dnorm_llf(b, 0., tau))
cost += dnorm_llf(alpha0, 0.0, 1e-6)
cost += dnorm_llf(alpha1, 0.0, 1e-6)
cost += dnorm_llf(alpha2, 0.0, 1e-6)
cost += dnorm_llf(alpha12, 0.0, 1e-6)
cost += dgamma_llf(tau, 0.001, 0.001)
return -cost
def nllf(p):
alpha, beta, gamma, tau = p[:4]
lambda_ = p[4:].reshape(doses, plates)
mu = exp(alpha + beta * log(x[:, None] + 10) + gamma * x[:, None] +
lambda_)
cost = 0
cost += np.sum(dpois_llf(y, mu))
cost += np.sum(dnorm_llf(lambda_, 0.0, tau))
cost += dnorm_llf(alpha, 0.0, 1e-6)
cost += dnorm_llf(beta, 0.0, 1e-6)
cost += dnorm_llf(gamma, 0.0, 1e-6)
cost += dgamma_llf(tau, 0.001, 0.001)
return -cost
def nllf(pars):
d, delta_new, tau = pars[0:3]
mu, delta = pars[3:3+Num], pars[3+Num:3+2*Num]
pc = ilogit(mu)
pt = ilogit(mu + delta)
cost = 0
cost += np.sum(dbin_llf(rc, pc, nc))
cost += np.sum(dbin_llf(rt, pt, nt))
cost += np.sum(dnorm_llf(mu, 0, 1e-5))
cost += np.sum(dt_llf(delta, d, tau, 4))
cost += dnorm_llf(d, 0, 1e-6)
cost += dgamma_llf(tau, 0.001, 0.001)
cost += dt_llf(delta_new, d, tau, 4)
return -cost
def nllf(p):
lambda1, P1, theta, tau = p[:4]
T[1:-1] = p[4:4 + N - 2]
lambda2 = lambda1 + theta
P2 = 1 - P1 # P must sum to 1 for dirichlet
P = np.array([P1, P2])
T_int = np.asarray(np.floor(T), 'i')
mu = np.array([lambda1, lambda2])[T_int - 1]
cost = 0
cost += np.sum(dnorm_llf(y, mu, tau))
cost += np.sum(dcat_llf(T_int, P))
cost += ddirich_llf(P, alpha)
cost += dunif_llf(theta, 0, 1000)
cost += dnorm_llf(lambda1, 0.001, 0.001)
cost += dgamma_llf(tau, 0.001, 0.001)
return -cost
def nllf(p):
theta = p[:K * 3].reshape(K, 3)
mu, tau_L = p[K * 3:K * 3 + 3], p[K * 3 + 3:K * 3 + 3 + n_tau_L]
tauC = p[K * 3 + 3 + n_tau_L]
tau = expand_pd(tau_L, 3)
phi0, phi1, phi2 = exp(theta[:, 0]), expm1(theta[:, 1]), -exp(theta[:, 2])
eta = phi0[:, None] / (1 + phi1[:, None] * exp(phi2[:, None] * x[None, :]))
cost = 0
cost += np.sum(dnorm_llf(Y, eta, tauC))
cost += sum(dmnorm_llf(theta_k, mu, tau) for theta_k in theta)
cost += dgamma_llf(tauC, 0.001, 0.001)
cost += dmnorm_llf(mu, mean, prec)
cost += dwish_llf(tau, R, 3)
return -cost
def nllf(p):
beta, pi, kappa, tau = p[:4]
a = p[4:7]
b = p[7:]
## quick rejection of unordered a points
if not(-1000 <= a[0] and a[0] <= a[1] and a[1] <= a[2] and a[2] <= 1000):
return inf
if tau <= 0:
return inf
sigma = 1 / sqrt(tau)
mu = beta * treat/2 + pi * period/2 + kappa * carry
prob = np.empty((N, T, Ncut+1))
## Marginalize over random effects (b[N] ~ N(0, tau))
cost = 0
for _ in range(MARGINALIZATION_COUNT):
b = np.random.normal(0.0, sigma, size=N)
#cost += np.sum(dnorm_llf(b, 0, tau))
Q = ilogit(-(a[None, None, :] + mu[group, :, None] + b[:, None, None]))
prob[:, :, 0] = 1 - Q[:, :, 0]
for j in range(1, Ncut):
prob[:, :, j] = Q[:, :, j-1] - Q[:, :, j]
prob[:, :, -1] = Q[:, :, -1]
cost += np.sum(dcat_llf(response, prob))
cost /= MARGINALIZATION_COUNT
cost += dnorm_llf(beta, 0, 1e-6)
cost += dnorm_llf(pi, 0, 1e-6)
cost += dnorm_llf(kappa, 0, 1e-6)
cost += dgamma_llf(tau, 0.001, 0.001)
## ordered cut points for underlying continuous latent variable
#cost += dflat_llf(a[0]) if -1000 <= a[0] <= a[1] else -inf
#cost += dflat_llf(a[1]) if a[0] <= a[1] <= a[2] else -inf
#cost += dflat_llf(a[2]) if a[1] <= a[2] <= 1000 else -inf
## PAK: model looks over-parameterized: anchor a[1]
#cost += dnorm_llf(a[0], 0.707, 1/0.1364**2)
return -cost
def nllf(p):
alpha, beta1, beta2, tau = p[:4]
mu, b = p[4:4 + K], p[4 + K:]
# median values from fit
#alpha, beta1, beta2, tau = 0.5793, -0.0457, 0.007004, 1/0.08059**2
logPsi = alpha + beta1 * year + beta2 * (year * year - 22) + b
p0 = ilogit(mu)
p1 = ilogit(mu + logPsi)
cost = 0
cost += np.sum(dbin_llf(r0, p0, n0))
cost += np.sum(dbin_llf(r1, p1, n1))
cost += np.sum(dnorm_llf(b, 0, tau))
cost += np.sum(dnorm_llf(mu, 0, 1e-6))
cost += dnorm_llf(alpha, 0, 1e-6)
cost += dnorm_llf(beta1, 0, 1e-6)
cost += dnorm_llf(beta2, 0, 1e-6)
cost += dgamma_llf(tau, 0.001, 0.001)
return -cost