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authorJohannes Ranke <jranke@uni-bremen.de>2019-11-13 21:15:35 +0100
committerJohannes Ranke <jranke@uni-bremen.de>2019-11-13 21:15:35 +0100
commitc3700bec3a704660d3ade7a54c56b7084beb02b4 (patch)
tree35fe23b6c9e2b3fd5c0bd66e9a4f8b24281302de
parentb0e529ff49dfa52568fe7c5e6e76439a83c62840 (diff)
Calculate Akaike weights
-rw-r--r--NAMESPACE3
-rw-r--r--NEWS.md2
-rw-r--r--R/aw.R60
-rw-r--r--_pkgdown.yml1
-rw-r--r--docs/news/index.html1
-rw-r--r--docs/reference/aw.html214
-rw-r--r--docs/reference/index.html6
-rw-r--r--docs/sitemap.xml3
-rw-r--r--man/aw.Rd47
-rw-r--r--test.log21
-rw-r--r--tests/testthat/FOCUS_2006_D.csf2
-rw-r--r--tests/testthat/test_aw.R12
12 files changed, 361 insertions, 11 deletions
diff --git a/NAMESPACE b/NAMESPACE
index e561621b..26995055 100644
--- a/NAMESPACE
+++ b/NAMESPACE
@@ -3,6 +3,8 @@
S3method("[",mmkin)
S3method(AIC,mmkin)
S3method(BIC,mmkin)
+S3method(aw,mkinfit)
+S3method(aw,mmkin)
S3method(confint,mkinfit)
S3method(loftest,mkinfit)
S3method(logLik,mkinfit)
@@ -30,6 +32,7 @@ export(IORE.solution)
export(SFO.solution)
export(SFORB.solution)
export(add_err)
+export(aw)
export(backtransform_odeparms)
export(endpoints)
export(ilr)
diff --git a/NEWS.md b/NEWS.md
index 965105f4..28cf76ad 100644
--- a/NEWS.md
+++ b/NEWS.md
@@ -1,5 +1,7 @@
# mkin 0.9.49.8 (unreleased)
+- 'aw': Generic function for calculating Akaike weights, methods for mkinfit objects and mmkin columns
+
- 'loftest': Add a lack-of-fit test
- 'plot_res', 'plot_sep' and 'mkinerrplot': Add the possibility to show standardized residuals and make it the default for fits with error models other than 'const'
diff --git a/R/aw.R b/R/aw.R
new file mode 100644
index 00000000..24078f38
--- /dev/null
+++ b/R/aw.R
@@ -0,0 +1,60 @@
+#' Calculate Akaike weights for model averaging
+#'
+#' Akaike weights are calculated based on the relative
+#' expected Kullback-Leibler information as specified
+#' by Burnham and Anderson (2004).
+#'
+#' @param object An mmkin column object, containing two or more
+#' \code{\link{mkinfit}} models that have been fitted to the same data,
+#' or an mkinfit object. In the latter case, further mkinfit
+#' objects fitted to the same data should be specified
+#' as dots arguments.
+#' @param \dots Not used in the method for mmkin column objects,
+#' further mkinfit objects in the method for mkinfit objects.
+#' @references Burnham KP and Anderson DR (2004) Multimodel
+#' Inference: Understanding AIC and BIC in Model Selection
+#' Sociological Methods & Research 33(2) 261-304
+#' @examples
+#' \dontrun{
+#' f_sfo <- mkinfit("SFO", FOCUS_2006_D, quiet = TRUE)
+#' f_dfop <- mkinfit("DFOP", FOCUS_2006_D, quiet = TRUE)
+#' aw_sfo_dfop <- aw(f_sfo, f_dfop)
+#' sum(aw_sfo_dfop)
+#' aw_sfo_dfop # SFO gets more weight as it has less parameters and a similar fit
+#' f <- mmkin(c("SFO", "FOMC", "DFOP"), list("FOCUS D" = FOCUS_2006_D), cores = 1, quiet = TRUE)
+#' aw(f)
+#' sum(aw(f))
+#' aw(f[c("SFO", "DFOP")])
+#' }
+#' @export
+aw <- function(object, ...) UseMethod("aw")
+
+#' @export
+#' @rdname aw
+aw.mkinfit <- function(object, ...) {
+ oo <- list(...)
+ data_object <- object$data[c("time", "variable", "observed")]
+ for (i in seq_along(oo)) {
+ if (!inherits(oo[[i]], "mkinfit")) stop("Please supply only mkinfit objects")
+ data_other_object <- oo[[i]]$data[c("time", "variable", "observed")]
+ if (!identical(data_object, data_other_object)) {
+ stop("It seems that the mkinfit objects have not all been fitted to the same data")
+ }
+ }
+ all_objects <- list(object, ...)
+ AIC_all <- sapply(all_objects, AIC)
+ delta_i <- AIC_all - min(AIC_all)
+ denom <- sum(exp(-delta_i/2))
+ w_i <- exp(-delta_i/2) / denom
+ return(w_i)
+}
+
+#' @export
+#' @rdname aw
+aw.mmkin <- function(object, ...) {
+ if (ncol(object) > 1) stop("Please supply an mmkin column object")
+ do.call(aw, object)
+}
+
+
+
diff --git a/_pkgdown.yml b/_pkgdown.yml
index c298256f..6bb05b3e 100644
--- a/_pkgdown.yml
+++ b/_pkgdown.yml
@@ -25,6 +25,7 @@ reference:
- loftest
- mkinerrmin
- endpoints
+ - aw
- CAKE_export
- title: Work with mmkin objects
desc: Functions working with aggregated results
diff --git a/docs/news/index.html b/docs/news/index.html
index 9aa2e18b..6b0b89fa 100644
--- a/docs/news/index.html
+++ b/docs/news/index.html
@@ -134,6 +134,7 @@
<a href="#mkin-0-9-49-8-unreleased" class="anchor"></a>mkin 0.9.49.8 (unreleased)<small> Unreleased </small>
</h1>
<ul>
+<li><p>‘aw’: Generic function for calculating Akaike weights, methods for mkinfit objects and mmkin columns</p></li>
<li><p>‘loftest’: Add a lack-of-fit test</p></li>
<li><p>‘plot_res’, ‘plot_sep’ and ‘mkinerrplot’: Add the possibility to show standardized residuals and make it the default for fits with error models other than ‘const’</p></li>
<li><p>‘lrtest.mkinfit’: Improve naming of the compared fits in the case of fixed parameters</p></li>
diff --git a/docs/reference/aw.html b/docs/reference/aw.html
new file mode 100644
index 00000000..b6f3ce48
--- /dev/null
+++ b/docs/reference/aw.html
@@ -0,0 +1,214 @@
+<!-- Generated by pkgdown: do not edit by hand -->
+<!DOCTYPE html>
+<html lang="en">
+ <head>
+ <meta charset="utf-8">
+<meta http-equiv="X-UA-Compatible" content="IE=edge">
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+<meta property="og:description" content="Akaike weights are calculated based on the relative
+expected Kullback-Leibler information as specified
+by Burnham and Anderson (2004)." />
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+
+<div class="row">
+ <div class="col-md-9 contents">
+ <div class="page-header">
+ <h1>Calculate Akaike weights for model averaging</h1>
+
+ <div class="hidden name"><code>aw.Rd</code></div>
+ </div>
+
+ <div class="ref-description">
+ <p>Akaike weights are calculated based on the relative
+expected Kullback-Leibler information as specified
+by Burnham and Anderson (2004).</p>
+ </div>
+
+ <pre class="usage"><span class='fu'>aw</span>(<span class='no'>object</span>, <span class='no'>...</span>)
+
+<span class='co'># S3 method for mkinfit</span>
+<span class='fu'>aw</span>(<span class='no'>object</span>, <span class='no'>...</span>)
+
+<span class='co'># S3 method for mmkin</span>
+<span class='fu'>aw</span>(<span class='no'>object</span>, <span class='no'>...</span>)</pre>
+
+ <h2 class="hasAnchor" id="arguments"><a class="anchor" href="#arguments"></a>Arguments</h2>
+ <table class="ref-arguments">
+ <colgroup><col class="name" /><col class="desc" /></colgroup>
+ <tr>
+ <th>object</th>
+ <td><p>An mmkin column object, containing two or more
+<code><a href='mkinfit.html'>mkinfit</a></code> models that have been fitted to the same data,
+or an mkinfit object. In the latter case, further mkinfit
+objects fitted to the same data should be specified
+as dots arguments.</p></td>
+ </tr>
+ <tr>
+ <th>...</th>
+ <td><p>Not used in the method for mmkin column objects,
+further mkinfit objects in the method for mkinfit objects.</p></td>
+ </tr>
+ </table>
+
+ <h2 class="hasAnchor" id="references"><a class="anchor" href="#references"></a>References</h2>
+
+ <p>Burnham KP and Anderson DR (2004) Multimodel
+ Inference: Understanding AIC and BIC in Model Selection
+ Sociological Methods &amp; Research 33(2) 261-304</p>
+
+ <h2 class="hasAnchor" id="examples"><a class="anchor" href="#examples"></a>Examples</h2>
+ <pre class="examples"><div class='input'><span class='co'># \dontrun{</span>
+<span class='no'>f_sfo</span> <span class='kw'>&lt;-</span> <span class='fu'><a href='mkinfit.html'>mkinfit</a></span>(<span class='st'>"SFO"</span>, <span class='no'>FOCUS_2006_D</span>, <span class='kw'>quiet</span> <span class='kw'>=</span> <span class='fl'>TRUE</span>)
+<span class='no'>f_dfop</span> <span class='kw'>&lt;-</span> <span class='fu'><a href='mkinfit.html'>mkinfit</a></span>(<span class='st'>"DFOP"</span>, <span class='no'>FOCUS_2006_D</span>, <span class='kw'>quiet</span> <span class='kw'>=</span> <span class='fl'>TRUE</span>)
+<span class='no'>aw_sfo_dfop</span> <span class='kw'>&lt;-</span> <span class='fu'>aw</span>(<span class='no'>f_sfo</span>, <span class='no'>f_dfop</span>)
+<span class='fu'><a href='https://rdrr.io/r/base/sum.html'>sum</a></span>(<span class='no'>aw_sfo_dfop</span>)</div><div class='output co'>#&gt; [1] 1</div><div class='input'><span class='no'>aw_sfo_dfop</span> <span class='co'># SFO gets more weight as it has less parameters and a similar fit</span></div><div class='output co'>#&gt; [1] 0.5970258 0.4029742</div><div class='input'><span class='no'>f</span> <span class='kw'>&lt;-</span> <span class='fu'><a href='mmkin.html'>mmkin</a></span>(<span class='fu'><a href='https://rdrr.io/r/base/c.html'>c</a></span>(<span class='st'>"SFO"</span>, <span class='st'>"FOMC"</span>, <span class='st'>"DFOP"</span>), <span class='fu'><a href='https://rdrr.io/r/base/list.html'>list</a></span>(<span class='st'>"FOCUS D"</span> <span class='kw'>=</span> <span class='no'>FOCUS_2006_D</span>), <span class='kw'>cores</span> <span class='kw'>=</span> <span class='fl'>1</span>, <span class='kw'>quiet</span> <span class='kw'>=</span> <span class='fl'>TRUE</span>)
+<span class='fu'>aw</span>(<span class='no'>f</span>)</div><div class='output co'>#&gt; [1] 0.4808722 0.1945539 0.3245740</div><div class='input'><span class='fu'><a href='https://rdrr.io/r/base/sum.html'>sum</a></span>(<span class='fu'>aw</span>(<span class='no'>f</span>))</div><div class='output co'>#&gt; [1] 1</div><div class='input'><span class='fu'>aw</span>(<span class='no'>f</span>[<span class='fu'><a href='https://rdrr.io/r/base/c.html'>c</a></span>(<span class='st'>"SFO"</span>, <span class='st'>"DFOP"</span>)])</div><div class='output co'>#&gt; [1] 0.5970258 0.4029742</div><div class='input'># }
+</div></pre>
+ </div>
+ <div class="col-md-3 hidden-xs hidden-sm" id="sidebar">
+ <h2>Contents</h2>
+ <ul class="nav nav-pills nav-stacked">
+ <li><a href="#arguments">Arguments</a></li>
+ <li><a href="#references">References</a></li>
+ <li><a href="#examples">Examples</a></li>
+ </ul>
+
+ </div>
+</div>
+
+
+ <footer>
+ <div class="copyright">
+ <p>Developed by Johannes Ranke.</p>
+</div>
+
+<div class="pkgdown">
+ <p>Site built with <a href="https://pkgdown.r-lib.org/">pkgdown</a> 1.4.1.</p>
+</div>
+
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+</html>
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diff --git a/docs/reference/index.html b/docs/reference/index.html
index 4398469b..3d417267 100644
--- a/docs/reference/index.html
+++ b/docs/reference/index.html
@@ -234,6 +234,12 @@ with mkinfit</p></td>
</tr><tr>
<td>
+ <p><code><a href="aw.html">aw()</a></code> </p>
+ </td>
+ <td><p>Calculate Akaike weights for model averaging</p></td>
+ </tr><tr>
+
+ <td>
<p><code><a href="CAKE_export.html">CAKE_export()</a></code> </p>
</td>
<td><p>Export a list of datasets format to a CAKE study file</p></td>
diff --git a/docs/sitemap.xml b/docs/sitemap.xml
index 66b776b2..a8d6dfa4 100644
--- a/docs/sitemap.xml
+++ b/docs/sitemap.xml
@@ -55,6 +55,9 @@
<loc>https://pkgdown.jrwb.de/mkin/reference/add_err.html</loc>
</url>
<url>
+ <loc>https://pkgdown.jrwb.de/mkin/reference/aw.html</loc>
+ </url>
+ <url>
<loc>https://pkgdown.jrwb.de/mkin/reference/confint.mkinfit.html</loc>
</url>
<url>
diff --git a/man/aw.Rd b/man/aw.Rd
new file mode 100644
index 00000000..f0994b94
--- /dev/null
+++ b/man/aw.Rd
@@ -0,0 +1,47 @@
+% Generated by roxygen2: do not edit by hand
+% Please edit documentation in R/aw.R
+\name{aw}
+\alias{aw}
+\alias{aw.mkinfit}
+\alias{aw.mmkin}
+\title{Calculate Akaike weights for model averaging}
+\usage{
+aw(object, ...)
+
+\method{aw}{mkinfit}(object, ...)
+
+\method{aw}{mmkin}(object, ...)
+}
+\arguments{
+\item{object}{An mmkin column object, containing two or more
+\code{\link{mkinfit}} models that have been fitted to the same data,
+or an mkinfit object. In the latter case, further mkinfit
+objects fitted to the same data should be specified
+as dots arguments.}
+
+\item{\dots}{Not used in the method for mmkin column objects,
+further mkinfit objects in the method for mkinfit objects.}
+}
+\description{
+Akaike weights are calculated based on the relative
+expected Kullback-Leibler information as specified
+by Burnham and Anderson (2004).
+}
+\examples{
+\dontrun{
+f_sfo <- mkinfit("SFO", FOCUS_2006_D, quiet = TRUE)
+f_dfop <- mkinfit("DFOP", FOCUS_2006_D, quiet = TRUE)
+aw_sfo_dfop <- aw(f_sfo, f_dfop)
+sum(aw_sfo_dfop)
+aw_sfo_dfop # SFO gets more weight as it has less parameters and a similar fit
+f <- mmkin(c("SFO", "FOMC", "DFOP"), list("FOCUS D" = FOCUS_2006_D), cores = 1, quiet = TRUE)
+aw(f)
+sum(aw(f))
+aw(f[c("SFO", "DFOP")])
+}
+}
+\references{
+Burnham KP and Anderson DR (2004) Multimodel
+ Inference: Understanding AIC and BIC in Model Selection
+ Sociological Methods & Research 33(2) 261-304
+}
diff --git a/test.log b/test.log
index bc6d26ae..c51d06b8 100644
--- a/test.log
+++ b/test.log
@@ -1,11 +1,12 @@
Loading mkin
Testing mkin
✔ | OK F W S | Context
+✔ | 5 | Calculation of Akaike weights
✔ | 2 | Export dataset for reading into CAKE
-✔ | 10 | Confidence intervals and p-values [10.1 s]
-✔ | 14 | Error model fitting [40.5 s]
+✔ | 10 | Confidence intervals and p-values [9.7 s]
+✔ | 14 | Error model fitting [36.9 s]
✔ | 4 | Calculation of FOCUS chi2 error levels [2.2 s]
-✔ | 13 | Results for FOCUS D established in expertise for UBA (Ranke 2014) [3.4 s]
+✔ | 13 | Results for FOCUS D established in expertise for UBA (Ranke 2014) [3.3 s]
✔ | 6 | Test fitting the decline of metabolites from their maximum [0.7 s]
✔ | 1 | Fitting the logistic model [0.9 s]
✔ | 1 | Test dataset class mkinds used in gmkin
@@ -18,20 +19,20 @@ Testing mkin
✔ | 11 | Plotting [0.6 s]
✔ | 4 | AIC calculation
✔ | 2 | Residuals extracted from mkinfit models
-✔ | 2 | Complex test case from Schaefer et al. (2007) Piacenza paper [5.6 s]
-✔ | 4 | Fitting the SFORB model [1.8 s]
+✔ | 2 | Complex test case from Schaefer et al. (2007) Piacenza paper [5.3 s]
+✔ | 4 | Fitting the SFORB model [1.7 s]
✔ | 1 | Summaries of old mkinfit objects
-✔ | 4 | Results for synthetic data established in expertise for UBA (Ranke 2014) [7.5 s]
-✔ | 7 1 | Hypothesis tests [34.1 s]
+✔ | 4 | Results for synthetic data established in expertise for UBA (Ranke 2014) [7.2 s]
+✔ | 7 1 | Hypothesis tests [32.3 s]
────────────────────────────────────────────────────────────────────────────────
-test_tests.R:59: skip: We can do a likelihood ratio test using an update specification
+test_tests.R:60: skip: We can do a likelihood ratio test using an update specification
Reason: This errors out if called by testthat while it works in a normal R session
────────────────────────────────────────────────────────────────────────────────
══ Results ═════════════════════════════════════════════════════════════════════
-Duration: 116.9 s
+Duration: 110.2 s
-OK: 133
+OK: 138
Failed: 0
Warnings: 0
Skipped: 1
diff --git a/tests/testthat/FOCUS_2006_D.csf b/tests/testthat/FOCUS_2006_D.csf
index 09940aa3..358b50e3 100644
--- a/tests/testthat/FOCUS_2006_D.csf
+++ b/tests/testthat/FOCUS_2006_D.csf
@@ -5,7 +5,7 @@ Description:
MeasurementUnits: % AR
TimeUnits: days
Comments: Created using mkin::CAKE_export
-Date: 2019-11-09
+Date: 2019-11-13
Optimiser: IRLS
[Data]
diff --git a/tests/testthat/test_aw.R b/tests/testthat/test_aw.R
new file mode 100644
index 00000000..0a493893
--- /dev/null
+++ b/tests/testthat/test_aw.R
@@ -0,0 +1,12 @@
+context("Calculation of Akaike weights")
+
+test_that("Akaike weights sum to one", {
+ skip_on_cran()
+ aw_1 <- aw(fit_nw_1, fit_obs_1, fit_tc_1)
+ expect_error(aw(fit_nw_1, f_2_mkin), "same data")
+ expect_error(aw(fit_nw_1, 3), "mkinfit objects")
+ expect_equal(sum(aw_1), 1)
+ aw_2 <- aw(fits[c("SFO", "DFOP"), "FOCUS_D"])
+ expect_equal(sum(aw_2), 1)
+ expect_error(aw(fits), "mmkin column object")
+})

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