def __init__(self, G, dim, rank):
"""
Constructor.
Parameters
----------
dim : int
Dimension d for the square matrices C₀ and C₁.
rank : int
Maximum rank of the C₁ matrix.
"""
self._cache: Dict[str, Any] = {"LhD": None}
self._C0 = LRFreeFormCov(dim, rank)
self._C0.name = "C₀"
self._C1 = FreeFormCov(dim)
self._C1.name = "C₁"
G = atleast_2d(asarray(G, float))
self._G = G
self._Sxe = None
self._Sx = None
self._Lx = None
self._LxG = None
self._diag_LxGGLx = None
self._Lxe = None
self._LxGe = None
self._diag_LxGGLxe = None
Function.__init__(
self, "Kron2SumCov", composite=[("C0", self._C0), ("C1", self._C1)]
)
self._C0.listen(self._parameters_update)
self._C1.listen(self._parameters_update)
def __init__(self, y, lik, mean, cov):
from liknorm import LikNormMachine
if isinstance(y, tuple):
n = len(y[0])
else:
n = len(y)
Function.__init__(self, "ExpFamGP", composite=[mean, cov])
if not isinstance(lik, (tuple, list)):
lik = (lik, )
self._lik = (lik[0].lower(), ) + tuple(
ascontiguousarray(i) for i in lik[1:])
self._y = check_outcome(y, self._lik)
self._mean = mean
self._cov = cov
self._ep = EP(n)
self._ep.set_compute_moments(self.compute_moments)
self._mean_value = None
self._cov_value = None
self._machine = LikNormMachine(lik[0], 500)
def __init__(self, dim):
"""
Constructor.
Parameters
----------
dim : int
Dimension d of the free-form covariance matrix.
"""
from numpy_sugar import epsilon
dim = int(dim)
tsize = ((dim + 1) * dim) // 2
self._L = zeros((dim, dim))
self._tril1 = tril_indices_from(self._L, k=-1)
self._diag = diag_indices_from(self._L)
self._L[self._tril1] = 1
self._L[self._diag] = 0
self._epsilon = epsilon.small * 1000
self._Lu = Vector(zeros(tsize))
self._Lu.value[:tsize - dim] = 1
n = self.L.shape[0]
self._grad_Lu = zeros((n, n, self._Lu.shape[0]))
Function.__init__(self, "FreeCov", Lu=self._Lu)
bounds = [(-inf, +inf)] * (tsize - dim)
bounds += [(log(epsilon.small * 1000), +11)] * dim
self._Lu.bounds = bounds
self._cache = {"eig": None}
self.listen(self._parameters_update)
self._nparams = tsize
def fix(self, var_name):
r"""Prevent a variable to be adjusted.
Parameters
----------
var_name : str
Variable name.
"""
Function._fix(self, _to_internal_name(var_name))
def unfix(self, var_name):
r"""Let a variable be adjusted.
Parameters
----------
var_name : str
Variable name.
"""
Function._unfix(self, _to_internal_name(var_name))
def __init__(self, covariances):
"""
Constructor.
Parameters
----------
covariances : list
List of covariance functions.
"""
self._covariances = [c for c in covariances]
Function.__init__(self, "SumCov", composite=self._covariances)
def __init__(self, means):
"""
Constructor.
Parameters
----------
means : list
List of mean functions.
"""
self._means = [c for c in means]
Function.__init__(self, "SumMean", composite=self._means)
def __init__(self, size):
"""
Args:
dim: dimension of the free-form covariance
jitter: extent of diagonal offset which is added for numerical stability
(default value: 1e-4)
"""
tsize = ((size + 1) * size) / 2
tsize = int(tsize)
self._L = zeros((size, size))
self._tril = tril_indices_from(self._L)
self._L[self._tril] = 1
Function.__init__(self, Lu=Vector(ones(tsize)))
def __init__(self, X):
"""
Constructor.
Parameters
----------
X : array_like
Matrix X from K = s⋅XXᵀ.
"""
self._logscale = Scalar(0.0)
self._X = X
Function.__init__(self, "LinearCov", logscale=self._logscale)
self._logscale.bounds = (-20.0, +10)
def __init__(self, n, m):
"""
Constructor.
Parameters
----------
n : int
Covariance dimension.
m : int
Upper limit of the covariance matrix rank.
"""
self._L = ones((n, m))
self._Lu = Vector(self._L.ravel())
Function.__init__(self, "LRFreeFormCov", Lu=self._Lu)
def __init__(self, dim):
"""
Constructor.
Parameters
----------
dim : int
Matrix dimension, d.
"""
self._dim = dim
self._I = eye(dim)
self._logscale = Scalar(0.0)
Function.__init__(self, "EyeCov", logscale=self._logscale)
self._logscale.bounds = (-20.0, +10)
def __init__(self, X):
"""
Constructor.
Parameters
----------
X : array_like
Covariates X, from X𝜶.
"""
X = asarray(X, float)
m = X.shape[1]
self._effsizes = Vector(zeros(m))
self._effsizes.bounds = [(-200.0, +200)] * m
self._X = X
Function.__init__(self, "LinearMean", effsizes=self._effsizes)
def __init__(self, A, X):
"""
Constructor.
Parameters
----------
A : array_like
p×p array.
X : array_like
n×c array.
"""
self._A = asarray(A, float)
self._X = asarray(X, float)
vecB = zeros((X.shape[1], A.shape[0])).ravel()
self._vecB = Vector(vecB)
self._nparams = vecB.size
Function.__init__(self, "KronMean", vecB=self._vecB)
def __init__(self, K0):
"""
Constructor.
Parameters
----------
K0 : array_like
A semi-definite positive matrix.
"""
from numpy_sugar.linalg import check_symmetry
self._logscale = Scalar(0.0)
Function.__init__(self, "GivenCov", logscale=self._logscale)
self._logscale.bounds = (-20.0, +10)
if not check_symmetry(K0):
raise ValueError(
"The provided covariance-matrix is not symmetric.")
self._K0 = K0
def __init__(self, y, lik, X, QS=None):
y = ascontiguousarray(y, float)
X = asarray(X, float)
Function.__init__(
self,
"GLMM",
beta=Vector(zeros(X.shape[1])),
logscale=Scalar(0.0),
logitdelta=Scalar(0.0),
)
if not isinstance(lik, (tuple, list)):
lik = (lik, )
self._lik = (lik[0].lower(), ) + tuple(
ascontiguousarray(i) for i in lik[1:])
self._y = check_outcome(y, self._lik)
self._X = check_covariates(X)
if QS is None:
self._QS = economic_qs_zeros(self._y.shape[0])
else:
self._QS = check_economic_qs(QS)
if self._y.shape[0] != self._QS[0][0].shape[0]:
raise ValueError(
"Number of samples in outcome and covariance differ.")
if self._y.shape[0] != self._X.shape[0]:
raise ValueError(
"Number of samples in outcome and covariates differ.")
self._factr = 1e5
self._pgtol = 1e-6
self._verbose = False
self.set_variable_bounds("logscale", (log(0.001), 6.0))
self.set_variable_bounds("logitdelta", (-50, +15))
if lik[0] == "probit":
self.delta = 0.0
self.fix("delta")
def __init__(self):
Function.__init__(self, offset=Scalar(1.0))
def __init__(self, y, X, QS=None, restricted=False):
"""
Constructor.
Parameters
----------
y : array_like
Outcome.
X : array_like
Covariates as a two-dimensional array.
QS : tuple
Economic eigendecompositon in form of ``((Q0, ), S0)`` of a
covariance matrix ``K``.
restricted : bool
``True`` for restricted maximum likelihood optimization; ``False``
otherwise. Defaults to ``False``.
"""
from numpy_sugar import is_all_finite
logistic = Scalar(0.0)
logistic.listen(self._delta_update)
logistic.bounds = (-numbers.logmax, +numbers.logmax)
Function.__init__(self, "LMM", logistic=logistic)
self._logistic = logistic
y = asarray(y, float).ravel()
if not is_all_finite(y):
raise ValueError("There are non-finite values in the outcome.")
if len(y) == 0:
raise ValueError("The outcome array is empty.")
X = atleast_2d(asarray(X, float).T).T
if not is_all_finite(X):
raise ValueError("There are non-finite values in the covariates matrix.")
self._optimal = {"beta": False, "scale": False}
if QS is None:
QS = economic_qs_zeros(len(y))
self._B = B(QS[0][0], QS[1], 0.0, 1.0)
self.delta = 1.0
logistic.fix()
else:
self._B = B(QS[0][0], QS[1], 0.5, 0.5)
self.delta = 0.5
if QS[0][0].shape[0] != len(y):
msg = "Sample size differs between outcome and covariance decomposition."
raise ValueError(msg)
if y.shape[0] != X.shape[0]:
msg = "Sample size differs between outcome and covariates."
raise ValueError(msg)
self._y = y
self._Q0 = QS[0][0]
self._S0 = QS[1]
self._Xsvd = SVD(X)
self._tbeta = zeros(self._Xsvd.rank)
self._scale = 1.0
self._fix = {"beta": False, "scale": False}
self._restricted = restricted
def __init__(self, Y, A, X, G, rank=1, restricted=False):
"""
Constructor.
Parameters
----------
Y : (n, p) array_like
Outcome matrix.
A : (n, n) array_like
Trait-by-trait design matrix.
X : (n, c) array_like
Covariates design matrix.
G : (n, r) array_like
Matrix G from the GGрхђ term.
rank : optional, int
Maximum rank of matrix CРѓђ. Defaults to ``1``.
"""
from numpy_sugar import is_all_finite
Y = asfortranarray(Y, float)
yrank = matrix_rank(Y)
if Y.shape[1] > yrank:
warnings.warn(
f"Y is not full column rank: rank(Y)={yrank}. " +
"Convergence might be problematic.",
UserWarning,
)
A = asarray(A, float)
X = asarray(X, float)
Xrank = matrix_rank(X)
if X.shape[1] > Xrank:
warnings.warn(
f"X is not full column rank: rank(X)={Xrank}. " +
"Convergence might be problematic.",
UserWarning,
)
G = asarray(G, float).copy()
self._G_norm = max(G.min(), G.max())
G /= self._G_norm
if not is_all_finite(Y):
raise ValueError(
"There are non-finite values in the outcome matrix.")
if not is_all_finite(A):
msg = "There are non-finite values in the trait-by-trait design matrix."
raise ValueError(msg)
if not is_all_finite(X):
raise ValueError(
"There are non-finite values in the covariates matrix.")
if not is_all_finite(G):
raise ValueError("There are non-finite values in the G matrix.")
self._Y = Y
self._cov = Kron2SumCov(G, Y.shape[1], rank)
self._cov.listen(self._parameters_update)
self._mean = KronMean(A, X)
self._cache = {"terms": None}
self._restricted = restricted
composite = [("C0", self._cov.C0), ("C1", self._cov.C1)]
Function.__init__(self, "Kron2Sum", composite=composite)
nparams = self._mean.nparams + self._cov.nparams
if nparams > Y.size:
msg = "The number of parameters is larger than the outcome size."
msg += " Convergence is expected to be problematic."
warnings.warn(msg, UserWarning)
def __init__(self):
Function.__init__(self, logscale=Scalar(0.0))
def __init__(self, size):
Function.__init__(self, effsizes=Vector(zeros(size)))
