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authorNaeem Model <me@nmode.ca>2024-02-11 01:17:20 +0000
committerNaeem Model <me@nmode.ca>2024-02-11 01:17:20 +0000
commit4b5ae82bda701efe4ae19dfdda1a9e1f69dd35ea (patch)
tree834a7184810234fbb17be477cb7062750a031fef /R/WP.R
parent59de2553220ffff0a62ed3e454876df2bb93916b (diff)
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-#' 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 \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
-#' # Weekly data.
-#' NT <- c(1, 4, 10, 5, 3, 4, 19, 3, 3, 14, 4)
-#'
-#' # Obtain R0 when the serial distribution has a mean of five days.
-#' res1 <- WP(NT, mu = 5 / 7)
-#' res1$Rhat
-#'
-#' # Obtain R0 when the serial distribution has a mean of three days.
-#' res2 <- WP(NT, mu = 3 / 7)
-#' res2$Rhat
-#'
-#' # Obtain R0 when the serial distribution is unknown.
-#' # NOTE: This implementation will take longer to run.
-#' res3 <- WP(NT)
-#' res3$Rhat
-#'
-#' # Find the mean of the estimated serial distribution.
-#' serial <- res3$SD
-#' sum(serial$supp * serial$pmf)
-#'
-#' @importFrom stats pexp qexp
-#'
-#' @export
-WP <- function(NT, mu = NA,
- 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)
-}
-
-#' 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
- }
-
- 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)
-}