X-Git-Url: https://git.nmode.ca/Rnaught/blobdiff_plain/9c1a5668803e735f034700c55028ffc0146f1e93..59de2553220ffff0a62ed3e454876df2bb93916b:/R/WP.R

diff --git a/R/WP.R b/R/WP.R
index 9e44bf9..04791e2 100644
--- a/R/WP.R
+++ b/R/WP.R
@@ -1,108 +1,229 @@
 #' WP method
 #'
-#' This function implements an R0 estimation due to White and Pagano (Statistics in Medicine, 2008).
-#' The method is based on maximum likelihood estimation in a Poisson transmission model.
-#' See details for important implementation notes.
-#'
-#' This method is based on a Poisson transmission model, and hence may be most most valid at the beginning
-#' of an epidemic. In their model, the serial distribution is assumed to be discrete with a finite number
-#' of posible values. In this implementation, if the serial distribution is assumed known, it is taken to
-#' be a discretized version of a gamma distribution with mean \code{mu}, shape parameter one, and largest
-#' possible value based on parameter \code{tol}. When the serial distribution is unknown, the function
-#' implements a grid search algorithm to find the maximum likelihood estimator over all possible gamma
-#' distributions with unknown mean and variance, restricting these to a prespecified grid (see
-#' \code{search} parameter).  
-#'
-#' When the serial distribution is taken to be \code{known}, sensitivity testing of the parameter \code{mu}
-#' is strongly recommended. If the serial distribution is \code{unknown}, the likelihood function can be
-#' flat near the maximum, resulting in numerical instability of the optimizer.  When the serial distribution
-#' is \code{unkown} the implementation takes considerably longer to run.  Users should be careful about units
-#' of time (e.g. are counts observed daily or weekly?) when implementing.  
-#'
-#' The model developed in White and Pagano (2008) is discrete, and hence the serial distribution is finite 
-#' discrete. In our implementation, the input value \code{mu} is that of a continuous distribution. The
-#' algorithm when \code{method="known"} disretizes this input, and hence the mean of the serial distribution
-#' returned in the list \code{SD} will differ from \code{mu} somewhat. That is to say, if the user notices that
-#' the input \code{mu} and out put mean of \code{SD} are different, this is to be expected, and is caused by
-#' the discretization.
-#'
-#' @param NT Vector of case counts
-#' @param mu Mean of the serial distribution (needs to match case counts in time units; for example, if case
-#'           counts are weekly and the serial distribution has a mean of seven days, then \code{mu} should be
-#'           set to one). The default value of \code{mu} is set to \code{NA}.
-#' @param method Variable taking one of two possible values: \code{known} or \code{unknown}. If "known", the
-#'               serial distribution is assumed to be gamma with  rate 1/\code{mu} and shape equal to one, if
-#'               "unknown" then the serial distribution is gamma with unknown parameters. Defaults to "unknown"
-#' @param search List of default values for the grid search algorithm; the list includes three elements: the
-#'               first is \code{B} which is the length of the grid in one dimension, the second is
-#'               \code{scale.max} which is the largest possible value of the scale parameter, and the third is
-#'               \code{shape.max} which is the largest possible value of the shape parameter; defaults to
-#'               \code{B=100, scale.max=10, shape.max=10}. For both shape and scale, the smallest possible
-#'               value is 1/\code{B}.  
-#' @param tol Cutoff value for cumulative distribution function of the pre-discretization gamma serial
-#'            distribution, defaults to 0.999 (i.e. in the discretization, the maximum is chosen such that the
-#'            original gamma distribution has cumulative probability of no more than 0.999 at this maximum).
-#'
-#' @return WP returns a list containing the following components:  \code{Rhat} is the estimate of R0, \code{SD}
-#'            is either the discretized serial distribution (if \code{method="known"}) or the estimated
-#'            discretized serial distribution (if \code{method="unknown"}), and \code{inputs} is a list of the
-#'            original input variables \code{NT, mu, method, search, tol}. The list also returns the variable
-#'            \code{check}, which is equal to the number of non-unique maximum likelihood estimators. The serial
-#'            distribution \code{SD} is returned as a list made up of \code{supp} the support of the distribution
-#'            and \code{pmf} the probability mass function.  
+#' This function implements an R0 estimation due to White and Pagano (Statistics
+#' in Medicine, 2008). The method is based on maximum likelihood estimation in a
+#' Poisson transmission model. See details for important implementation notes.
+#'
+#' This method is based on a Poisson transmission model, and hence may be most
+#' most valid at the beginning of an epidemic. In their model, the serial
+#' distribution is assumed to be discrete with a finite number of posible
+#' values. In this implementation, if \code{mu} is not {NA}, the serial
+#' distribution is taken to be a discretized version of a gamma distribution
+#' with mean \code{mu}, shape parameter one, and largest possible value based on
+#' parameter \code{tol}. When \code{mu} is \code{NA}, the function implements a
+#' grid search algorithm to find the maximum likelihood estimator over all
+#' possible gamma distributions with unknown mean and variance, restricting
+#' these to a prespecified grid (see \code{search} parameter).
+#'
+#' When the serial distribution is known (i.e., \code{mu} is not \code{NA}),
+#' sensitivity testing of \code{mu} is strongly recommended. If the serial
+#' distribution is unknown (i.e., \code{mu} is \code{NA}), the likelihood
+#' function can be flat near the maximum, resulting in numerical instability of
+#' the optimizer. When \code{mu} is \code{NA}, the implementation takes
+#' considerably longer to run. Users should be careful about units of time
+#' (e.g., are counts observed daily or weekly?) when implementing.
+#'
+#' The model developed in White and Pagano (2008) is discrete, and hence the
+#' serial distribution is finite discrete. In our implementation, the input
+#' value \code{mu} is that of a continuous distribution. The algorithm
+#' discretizes this input when \code{mu} is not \code{NA}, and hence the mean of
+#' the serial distribution returned in the list \code{SD} will differ from
+#' \code{mu} somewhat. That is to say, if the user notices that the input
+#' \code{mu} and output mean of \code{SD} are different, this is to be expected,
+#' and is caused by the discretization.
+#'
+#' @param NT Vector of case counts.
+#' @param mu Mean of the serial distribution (needs to match case counts in time
+#'           units; for example, if case counts are weekly and the serial
+#'           distribution has a mean of seven days, then \code{mu} should be set
+#'           to one). The default value of \code{mu} is set to \code{NA}.
+#' @param search List of default values for the grid search algorithm. The list
+#'               includes three elements: the first is \code{B}, which is the
+#'               length of the grid in one dimension; the second is
+#'               \code{scale.max}, which is the largest possible value of the
+#'               scale parameter; and the third is \code{shape.max}, which is
+#'               the largest possible value of the shape parameter. Defaults to
+#'               \code{B = 100, scale.max = 10, shape.max = 10}. For both shape
+#'               and scale, the smallest possible value is 1/\code{B}.
+#' @param tol Cutoff value for cumulative distribution function of the
+#'            pre-discretization gamma serial distribution. Defaults to 0.999
+#'            (i.e. in the discretization, the maximum is chosen such that the
+#'            original gamma distribution has cumulative probability of no more
+#'            than 0.999 at this maximum).
+#'
+#' @return \code{WP} returns a list containing the following components:
+#'         \code{Rhat} is the estimate of R0, and \code{SD} is either the
+#'         discretized serial distribution (if \code{mu} is not \code{NA}), or
+#'         the estimated discretized serial distribution (if \code{mu} is
+#'         \code{NA}). The list also returns the variable \code{check}, which is
+#'         equal to the number of non-unique maximum likelihood estimators. The
+#'         serial distribution \code{SD} is returned as a list made up of
+#'         \code{supp} (the support of the distribution) and \code{pmf} (the
+#'         probability mass function).
 #'
 #' @examples
-#' ## ===================================================== ##
-#' ## Illustrate on weekly data                             ##
-#' ## ===================================================== ##
+#' # Weekly data.
+#' NT <- c(1, 4, 10, 5, 3, 4, 19, 3, 3, 14, 4)
 #'
-#' NT <- c(1, 4, 10, 5, 3, 4, 19, 3, 3, 14, 4)	
-#' ## obtain Rhat when serial distribution has mean of five days
-#' res1 <- WP(NT=NT, mu=5/7, method="known")	
+#' # Obtain R0 when the serial distribution has a mean of five days.
+#' res1 <- WP(NT, mu = 5 / 7)
 #' res1$Rhat
-#' ## obtain Rhat when serial distribution has mean of three days
-#' res2	<- WP(NT=NT, mu=3/7, method="known")	
+#'
+#' # Obtain R0 when the serial distribution has a mean of three days.
+#' res2 <- WP(NT, mu = 3 / 7)
 #' res2$Rhat
-#' ## obtain Rhat when serial distribution is unknown
-#' ## NOTE:  this implementation will take longer to run
-#' res3	<- WP(NT=NT)	
+#'
+#' # Obtain R0 when the serial distribution is unknown.
+#' # NOTE: This implementation will take longer to run.
+#' res3 <- WP(NT)
 #' res3$Rhat
-#' ## find mean of estimated serial distribution
-#' serial	<-	res3$SD
-#' sum(serial$supp*serial$pmf)
 #'
-#' ## ========================================================= ##
-#' ## Compute Rhat using only the first five weeks of data      ##
-#' ## ========================================================= ##
-#' 
-#' res4 <- WP(NT=NT[1:5], mu=5/7, method="known")	# serial distribution has mean of five days
-#' res4$Rhat
+#' # Find the mean of the estimated serial distribution.
+#' serial <- res3$SD
+#' sum(serial$supp * serial$pmf)
+#'
+#' @importFrom stats pexp qexp
 #'
 #' @export
-WP <- function(NT, mu="NA", method="unknown", search=list(B=100, shape.max=10, scale.max=10), tol=0.999) {
-    if (method == "unknown") {
-        print("You have assumed that the serial distribution is unknown.")
-        res <- WP_unknown(NT=NT, B=search$B, shape.max=search$shape.max, scale.max=search$scale.max, tol=tol)
-        Rhat <- res$Rhat
-        p <- res$p
-        range.max <- res$range.max
-        JJ <- res$JJ
-    }
+WP <- function(NT, mu = NA,
+               search = list(B = 100, shape.max = 10, scale.max = 10),
+               tol = 0.999) {
+  if (is.na(mu)) {
+    print("You have assumed that the serial distribution is unknown.")
+    res <- WP_unknown(NT, B = search$B, shape.max = search$shape.max,
+                      scale.max = search$scale.max, tol = tol)
+    Rhat <- res$Rhat
+    p <- res$p
+    range.max <- res$range.max
+    JJ <- res$JJ
+  } else {
+    print("You have assumed that the serial distribution is known.")
+    range.max <- ceiling(qexp(tol, rate = 1 / mu))
+    p <- diff(pexp(0:range.max, 1 / mu))
+    p <- p / sum(p)
+    res <- WP_known(NT = NT, p = p)
+    Rhat <- res
+    JJ <- NA
+  }
+
+  return(list(Rhat = Rhat,
+              check = length(JJ),
+              SD = list(supp = 1:range.max, pmf = p)))
+}
+
+#' WP method background function WP_known
+#'
+#' This is a background/internal function called by \code{WP}. It computes the
+#' maximum likelihood estimator of R0 assuming that the serial distribution is
+#' known and finite discrete.
+#'
+#' @param NT Vector of case counts.
+#' @param p Discretized version of the serial distribution.
+#'
+#' @return The function returns the maximum likelihood estimator of R0.
+#'
+#' @noRd
+WP_known <- function(NT, p) {
+  k <- length(p)
+  TT <- length(NT) - 1
+  mu_t <- rep(0, TT)
+
+  for (i in 1:TT) {
+    Nt <- NT[i:max(1, i - k + 1)]
+    mu_t[i] <- sum(p[1:min(k, i)] * Nt)
+  }
+
+  Rhat <- sum(NT[-1]) / sum(mu_t)
+  return(Rhat)
+}
 
-	if (method == "known") {
-        if (mu=="NA") {
-            res <- "NA"
-            print("For method=known, the mean of the serial distribution must be specified.")
-        } else {
-            print("You have assumed that the serial distribution is known.")
-            range.max <- ceiling(qexp(tol, rate=1/mu))
-            p <- diff(pexp(0:range.max, 1/mu))
-            p <- p / sum(p)
-            res <- WP_known(NT=NT, p=p)
-            Rhat <- res$Rhat
-            JJ <- NA
-        }
+#' WP method background function WP_unknown
+#'
+#' This is a background/internal function called by \code{WP}. It computes the
+#' maximum likelihood estimator of R0 assuming that the serial distribution is
+#' unknown but comes from a discretized gamma distribution. The function then
+#' implements a simple grid search algorithm to obtain the maximum likelihood
+#' estimator of R0 as well as the gamma parameters.
+#'
+#' @param NT Vector of case counts.
+#' @param B Length of grid for shape and scale (grid search parameter).
+#' @param shape.max Maximum shape value (grid \code{search} parameter).
+#' @param scale.max Maximum scale value (grid \code{search} parameter).
+#' @param tol cutoff value for cumulative distribution function of the serial
+#'            distribution (defaults to 0.999).
+#'
+#' @return The function returns \code{Rhat}, the maximum likelihood estimator of
+#'         R0, as well as the maximum likelihood estimator of the discretized
+#'         serial distribution given by \code{p} (the probability mass function)
+#'         and \code{range.max} (the distribution has support on the integers
+#'         one to \code{range.max}). The function also returns \code{resLL} (all
+#'         values of the log-likelihood) at \code{shape} (grid for shape
+#'         parameter) and at \code{scale} (grid for scale parameter), as well as
+#'         \code{resR0} (the full vector of maximum likelihood estimators),
+#'         \code{JJ} (the locations for the likelihood for these), and \code{J0}
+#'         (the location for the maximum likelihood estimator \code{Rhat}). If
+#'         \code{JJ} and \code{J0} are not the same, this means that the maximum
+#'         likelihood estimator is not unique.
+#'
+#' @importFrom stats pgamma qgamma
+#'
+#' @noRd
+WP_unknown <- function(NT, B = 100, shape.max = 10, scale.max = 10,
+                       tol = 0.999) {
+  shape <- seq(0, shape.max, length.out = B + 1)
+  scale <- seq(0, scale.max, length.out = B + 1)
+  shape <- shape[-1]
+  scale <- scale[-1]
+
+  resLL <- matrix(0, B, B)
+  resR0 <- matrix(0, B, B)
+
+  for (i in 1:B)
+    for (j in 1:B) {
+      range.max <- ceiling(qgamma(tol, shape = shape[i], scale = scale[j]))
+      p <- diff(pgamma(0:range.max, shape = shape[i], scale = scale[j]))
+      p <- p / sum(p)
+      mle <- WP_known(NT, p)
+      resLL[i, j] <- computeLL(p, NT, mle)
+      resR0[i, j] <- mle
     }
 
-    return(list(Rhat=Rhat, check=length(JJ), SD=list(supp=1:range.max, pmf=p), inputs=list(NT=NT, mu=mu, method=method, search=search, tol=tol)))
+  J0 <- which.max(resLL)
+  R0hat <- resR0[J0]
+  JJ <- which(resLL == resLL[J0], arr.ind = TRUE)
+  range.max <- ceiling(qgamma(tol, shape = shape[JJ[1]], scale = scale[JJ[2]]))
+  p <- diff(pgamma(0:range.max, shape = shape[JJ[1]], scale = scale[JJ[2]]))
+  p <- p / sum(p)
+
+  return(list(Rhat = R0hat, J0 = J0, ll = resLL, Rs = resR0, scale = scale,
+              shape = shape, JJ = JJ, p = p, range.max = range.max))
+}
+
+#' WP method background function computeLL
+#'
+#' This is a background/internal function called by \code{WP}. It computes the
+#' log-likelihood.
+#'
+#' @param p Discretized version of the serial distribution.
+#' @param NT Vector of case counts.
+#' @param R0 Basic reproductive ratio.
+#'
+#' @return This function returns the log-likelihood at the input variables and
+#'         parameters.
+#'
+#' @noRd
+computeLL <- function(p, NT, R0) {
+  k <- length(p)
+  TT <- length(NT) - 1
+  mu_t <- rep(0, TT)
+
+  for (i in 1:TT) {
+    Nt <- NT[i:max(1, i - k + 1)]
+    mu_t[i] <- sum(p[1:min(k, i)] * Nt)
+  }
+
+  mu_t <- R0 * mu_t
+  LL <- sum(NT[-1] * log(mu_t)) - sum(mu_t)
+
+  return(LL)
 }