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R is a free software environment for statistical computing and graphics. http://www.r-project.org/ Home | Getting Started | Schedule | References | FAQ | Discussion | Tom's site | Other Courses For more information, please contact Paul Geissler ([email protected]). Previous page
Learn R
Topic 10 - Introduction to R Graphics

Contents: graphics packages help & documentation graphics in base package plot scatterplot hist lattice graphics package univariate bivariate: trivariate: hypervariate: arguments multipanel displays panel functions gplots package
Graphic Packages
There are many graphics packages available for R. We will only look at a few of them. agsemisc - Miscellaneous plotting and utility functions - Highfeatured panel functions for bwplot and xyplot, various plot
management helpers, some other utility functions aplpack - Another Plot PACKage - A set of functions for drawing some special plots: stem.leaf plots a stem and leaf plot bagplot plots a bagplot faces plots chernoff faces spin3R enables you an inspection of a 3-dim point cloud base graphics - built into R dynamicGraph - Interactive graphical tool for manipulating graphs gclus - Clustering Graphics - Orders panels in scatterplot matrices and parallel coordinate displays by some merit index. Package contains various indices of merit, ordering functions, and enhanced versions of pairs and parcoord which color panels according to their merit level. ggplot - An implementation of the Grammar of Graphics in R - An implementation of the grammar of graphics in R. It combines the advantages of both base and lattice graphics: conditioning and shared axes are handled automatically, and you can still build up a plot step by step from multiple data sources. It also implements a more sophisticated multidimensional conditioning system and a consistent interface to map data to aesthetic attributes. See http://had.co.nz/ggplot/ for more information, documentation and examples. gplots - Various R programming tools for plotting data gridBase - Integration of base and grid graphics iplots - interactive graphics for R - Interactive plots for R lattice - Implementation of Trellis Graphics. latticeExtra - Extra Graphical Displays based on lattice - Generic function and standard methods for Trellis-based displays misc3d - Miscellaneous 3D Plots - A collection of miscellaneous 3d plots, including isos
Help & Documentation
Reference Manuals: To view the reference manuals for packages go to CRAN (Comprehansive R Archive Network, http://www.rproject.org/ ) and pick a mirror site (e.g., http://lib.stat.cmu.edu/R/CRAN/), select "Packages" on the left and then select the package you are interested in. The reference manual will be available as a PDF file. These manual are more complete than the help files. Consider the R Reference Card. Help Files: From the R Commander script window or the R console enter the command ?lattice for example for the lattice package. The help files are very useful but somewhat terse. They are intended more for reference than for learning about a package or command. Search: To search for help, go to the CRAN site (http://www.rproject.org/ ) and click on "Search" on the left. Notation: I will use italics to indicate S commands to be submitted to R.
References: J H Maindonald, 2008, Using R for Data Analysis and Graphics, http://cran.r-project.org/doc/contrib/usingR.pdf Nicholas Lewin-Koh, 2010, CRAN Task View: Graphic Displays & Dynamic Graphics & Graphic Devices & Visualization, http://cran.rproject.org/web/views/Graphics.html M.J. Crawley, 2007. The R Book, Wiley, Chapter 5 Paul Murrell, 2006. R Graphics, Chapman & Hall. This is an essential reference to customize graphics.
graphics in base package

References: An Introduction to R: Software for Statistical Modeling & Computing by Petra Kuhnert and Bill Venables ( http://cran.rproject.org/doc/contrib/Kuhnert+Venables-R_Course_Notes.zip ) Free. Good introduction. Michael J. Crawley 2007 (The R Book, Wiley) Chapter 5. Paul Murrell, 2006 ( R Graphics) Chapman & Hall John Fox 2002. (An R and S-Plus companion to applied Regression. Sage Publications, http://socserv.mcmaster.ca/jfox/Books/Companion/index.html) provides an excellent introduction to the graphics in the base package, as well as writing commands and scripts. The R file for this topic is available at ftp://ftpext.usgs.gov/pub/cr/co/fort.collins/Geissler/LearnR/LearnR10 -11.R . You can copy and paste this link into the Tinn-R open file command. plot Help is available by submitting the command ?plot (i.e., entering it in the R Commander script window, highlighting it and clicking submit). Click on "par" to see a listing of the parameters. Some common parameters are: x y vector with x coordinates vector with x coordinates "p" for points, "l" for lines, "b" for both, "c" for the lines part alone of "b" , "o" for both 'overplotted', "h" for histogram like (or 'high-density') vertical lines, "s" for stair steps, "S" for other steps, see Details below, "n" for no plotting. main title on top sub title on bottom x axis label
type
main sub xlab
ylab asp xlim ylim log axes=F cex mex col lty lwd
y axis label aspect ratio limits on x axis, e.g., c(0,15) limits on y axis, e.g., c(0,15) logarithmic axes: 'x', 'y', or 'xy' suspresses drawing of axes and the box character expansion specifies the size of points, default is 1 margin expansion specifies the size of the margins color line type (0=blank, 1=solid, 2=dashed, 3=dotted, 4=dotdash, 5=longdash, 6=twodash) line width, default 1
Examples: Submit from R Commander script window. ?plot data(austpop, package="DAAG") attach(austpop) ?austpop # default plot(year,ACT) # vector of x values, vector of y values, can also be written in model form as plot(y ~ x) plot(ACT~year)
# you can idtintify point with the curser. Press Escape when you are finished. #!!!! submit the following line from the R Console because identify() locks up R Commander # To recover, press alt-ctrl-delete and select the task manager. Then end R. plot(ACT~year); identify(ACT~year)
# options plot(year,ACT,xlim=c(1910,2000),type="b",cex=2,main="main",sub ="sub",xlab="xlab",ylab="ylab",col="red",asp=0.5,log="y") # Colors can be referenced by name ("black","red","green3","blue","cyan","magenta","yellow","gray") or by RGB values (e.g., red="#FF0000").
plot(year,ACT,col="#FF0000") # color as RGB value pie(rep(1,8),col=palette(),labels=palette())
pie(rep(1,50),col=rainbow(50))
pie(rep(1,50),col=gray(0:50/50))
plot(year,ACT,col=rainbow(8)[3]) detach(austpop)
# PLOT TEXT data(primates, package="DAAG") attach(primates)
plot(Bodywt, Brainwt,xlim=c(0,300),xlab="Body weight (kg)",ylab="Brain weight (g)",main="Brian Weight Versus Body Weight") # highlight the main line and all the indented lines and submit them together # xlim provides more space on right for labels text(x=Bodywt, y=Brainwt, labels=row.names(primates), pos=4) # submit together with the plot statement # pos= 1=below, 2=left, 3=above and 4=right detach(primates)
# ADD POINTS & LINES TO A PLOT plot(1:25,xlab="Symbol Number",ylab="",type="n") for (pch in 1:25) points(pch,pch,pch=pch) # submit with the above line lines(1:25, type="h",lty=2) # submit with the above line lines(1:25, type="h",lty="dotted") # alternate to above line
# RUG PLOTS data(milk) # From the DAAG package xyrange = range(milk) plot(four ~ one, data = milk, xlim = xyrange, ylim = xyrange, pch = 16) rug(milk$one) #submit with the above line rug(milk$four, side = 2) #submit with the above line abline(0, 1) # draw line with intercept & slope #submit with the above line
# IDENTIFICATION & LOCATION attach(primates) plot(Bodywt, Brainwt) identify(Bodywt, Brainwt ) # click with mouse to identify points. Right click to stop. #submit with the above line text(locator(n=1),labels="Where") # click with mouse to locate label on plot #submit with the above line detach(primates) histogram ?hist data(possum, package="DAAG") attach(possum) hist(totlngth)
par(mfrow=c(1,2)) # plots more than one graph in 1 row and 2 columns hist(totlngth) hist(totlngth,breaks=seq(70,100,5)) # breaks at 70, 75, 80, ..., 100 par(mfrow=c(1,1)) # resets
hist(totlngth,breaks=10,col="black") # 10 bins box() # submit with above line detach(possum)
Learn R
Topic 11 - Introduction to R Graphics - continued

Other Packages
Each of these packages must be installed before being used for the first time. Then before each use submit a library command. library(lattice) library(gplots) library(car) # Companion to Applied Regression library(sciplot) lattice Graphics Package Lattice in the open source version of the S-Plus Trellis Graphics Package. Lattice has functions that parallel the functions in the base graphics package, but lattice has many more options and can place the plots in a multi-panel display, like a lattice or trellis. Documentation: Becker, R. A. and W. S. Cleveland. 1996. S-Plus Trellis Graphics User's Manual http://cm.bell-labs.com/stat/doc/trellis.user.pdf Sarkar, D. Lattice user's manual http://lib.stat.cmu.edu/R/CRAN/web/packages/lattice/lattice.pdf Enter command ?lattice for help This presentation will follow Becker and Cleveland (1996). The high level plotting functions are: Univariate: barchart - bar plots bwplot - box and whisker plots densityplot - kernel density plots dotplot - dot plots histogram - histograms qqmath - quantile plots against mathematical distributions stripplot - 1-dimensional scatterplot Bivariate: qq - quantile-quantile plot for comparing two distributions xyplot - scatter plot (and possibly a lot more) Trivariate: levelplot - level plots (similar to image plots in R) contourplot - contour plots cloud - 3-D scatter plots wireframe - 3-D surfaces (similar to persp plots in R) Hypervariate: splom - scatterplot matrix parallel - parallel coordinate plots Miscellaneous: rfs - residual and fitted value plot (also see oneway) tmd - Tukey Mean-Difference plot
Univariate library(MASS) data(Cars93) attach(Cars93) names(Cars93) mileage.means=tapply(MPG.city,Type,mean) # for tapply see http://cran.rproject.org/doc/contrib/Kuhnert+Venables-R_Course_Notes.zip # Bar Charts barplot(mileage.means,names.arg=names(mileage.means),horiz=T) # base package
barchart(names(mileage.means) ~ mileage.means) # lattice package
bargraph.CI(Type, MPG.city) # in sciplot package provides se error bars
boxplot(MPG.city~Type) # base package
bwplot(Type ~ MPG.city) # box plot lattice package
plot(density(MPG.city)) # base package
densityplot( ~ MPG.city) # lattice package
dotchart(MPG.city,groups=Type) # base package Cars93[MPG.city>35,] # to find out which ones.
dotplot(Type ~ MPG.city) # lattice package, similar to stripplot
stripplot(Type ~ MPG.city) # lattice package, similar to dotplot
hist(MPG.city)
# base package
histogram(MPG.city) # lattice package
Bivariate Scatter Plots plot(MPG.city ~ Weight) # base package
xyplot(MPG.city ~ Weight) # lattice package
scatterplot(totlngth~age | sex, reg.line=lm, smooth=TRUE, labels=rownames(possum), boxplots='xy', span=0.5, by.groups=TRUE, data=possum) # cars package
Quantile-Quantile Plots qq.plot(MPG.city, distribution="norm") # base package
qqmath( ~ MPG.city, distribution=qnorm) # quantile-quantile plot against a distribution, lattice package
qq(Type ~ MPG.city,subset=(Type=="Compact" | Type=="Small")) # quantile-quantile plot for 2 data sets - lattice package detach(Cars93)
Trivariate x=rep(seq(-1.5,1.5,length=50),50) y=rep(seq(-1.5,1.5,length=50),rep(50,50)) z=exp(-(x^2+y^2+x*y)) # surface is proportional to bivariate normal levelplot(z~x*y) # lattice package
contourplot(z~x*y) # lattice package
xx<-seq(-1.5,1.5,length=50) yy<-xx zz<-matrix(nrow=50,ncol=50) for (i in 1:50) { for (j in 1:50) { zz[i,j]<-exp(-(xx[i]^2+yy[j]^2+xx[i]*yy[j])) }} contour(xx,yy,zz) # base package, data input is different
wireframe(z~x*y) # lattice package
cloud(MPG.city~Weight*EngineSize) # lattice package
Hypervariate cars=data.frame(Weight,EngineSize,MPG.city,Fuel.tank.capacity,Type ) splom(cars)
parallel(cars)
Arguments formula= is the first argument, and you can omit "formula=". The general format is response variable ~ predictor variables | conditioning variables data= specifies the data frame so you do not need to prefix each varible name with the frame name (frame$variable). Attaching the data frame is an alternative. subset= specifies subset of data frame you wish to plot. data(Cars93, package="MASS") attach(Cars93) levels(Type) dotplot(Type ~ MPG.city, data=Cars93,subset=Type=="Small" | Type=="Compact")
aspect= aspect ratio. "xy" sets the aspect ratio to bank to 45 which is often optimal. data(sunspot.year, package="datasets") xyplot(sunspot.year~ 1:289, type="l") # from 1849 to 1924
xyplot(sunspot.year~ 1:289, type="l", aspect="xy") # shows that sunspots rise more rapidly than they fall
xyplot(sunspot.year~ 1:289, type="l", aspect=1/2)
Topic 11 - Introduction to R Graphics - continued

Displays A multipanel conditioning dispay is a three-way array of panels laid out into columns, rows, and pages, with each panel containing a graph. In the array, we move fastest through rows and slowest through pages. The formula has the format: response variable ~ predictor variables | conditioning variable, where the conditioning variable control the panels. layout= specifies the numbers of columns, rows, and pages. data(barley, package="lattice") head(barley) dotplot(site ~ yield | year * variety, data=barley)
dotplot(site ~ yield | year * variety, data=barley, layout=c(2,4,3)) This command writes three pages to the graphics device, but you can only see the last page. After submitting this command, click on "history" in the R Console and select "Recording". Then resubmit the command, and you will be able to use PgUp and PgDn keys to see the other pages.
reorder(factor,data,function) changes the order of a conditioning factor to facilitate perceptions. factor = factor to be reordered data = data upon which the reordering is to be based function = function applied to the data to provide the reordering. barley$variety = reorder(barley$variety,barley$yield, median)
dotplot(site ~ yield | year * variety, data=barley, layout=c(2,4,3))
equal.count() is used to condition on intervals of a numeric variable. Conditioning on a numeric varible normally uses each unique value, but with a continuous variable there may be too many unique values for a useful plot. The equal.count() and shingle() functions can be used to define subsets of numeric conditioning variables for plotting. equal. The resul is an object of the class shingle, so named because the bins overlap like shingles on a roof.
count() produces bins with approximately equal numbers of observationsl. The arguments: number = number of bins overlap = proportion of observations in common with adjactent bins. data(ethanol, package="lattice") sE=equal.count(ethanol$E, number=9, overlap=1/4) levels(sE) sE xyplot(NOx ~ C | sE, data=ethanol)
shingle() also produces a shingle object for conditioning on intervals of a numeric variable, using user supplied intervals. endpoints=seq(min(ethanol$E), max(ethanol$E), length=6); endpoints lev=cbind(endpoints[-6],endpoints[-1]); lev sE=shingle(ethanol$E, intervals=lev) xyplot(NOx ~ C | sE, data=ethanol)
Titles and axis labels are the same as for plot() above, including xlab=, ylab=, main=, sub=., xlim=, ylim= Each of these four label arguments can also be a list. The first component of the list is a new character string for the text of the label. The other components specify the size, font, and color of the text. The component cex specifies the size; font, a positive integer, specifies the font; and col, a positive integer, specifies the color. xyplot(NOx ~ E, data=ethanol, xlab="Equivalence Ratio", ylab="Oxides of Nitrogen", main=list("Air Pollution", cex=2), sub=list("Single-Cylinder Engine", cex=1.25))
scales= controls the axis lables and tick marks. xyplot(NOx ~ E, data=ethanol, scales = list(cex = 2,x = list(tick.number = 4),y = list(tick.number = 10)))
Strip labels You can change the strip labels by changing the factor level names. data(barley, package="lattice") levels(barley$site) levels(barley$site)[3]="Univ.Farm" dotplot(variety ~ yield | year * site, data=barley, layout=c(2,3,2))
The size, font, and color of the text in the strip labels can by changed by the argument par.strip.text=, a list whose components are the parameters cex for size, font for the font, and col for the color. dotplot(variety ~ yield | year * site, data=barley, layout=c(2,3,2), par.strip.text = list(col = 2))
Panel Functions A panel function draws the graph in each panel. You can contol the graph by supplying arguments to the panel function or by providing your own panel function, using built in components. Panel functions names include the names of the high level functions using the format: panel.xyplot(). for example to specify "+" as the plot character: data(ethanol, package="lattice") xyplot(NOx ~ E, data=ethanol) xyplot(NOx ~ E, data=ethanol, pch="+")
# plot largest point with "M" others with "+". Not == (2 = signs) not
= is equality operator. newPanel=function(x,y) { largest=y==max(y); panel.points(x[!largest],y[!largest],pch="+"); panel.points(x[largest],y[largest],pch="M"); } xyplot(NOx ~ E, data=ethanol, panel=newPanel)
# To overlay a smooth curvey on the plots, combine two panel functions. sE=equal.count(ethanol$E, number=9, overlap=1/4) newPanel=function(x,y) { panel.xyplot(x,y); panel.loess(x,y); } xyplot(NOx ~ C | sE, data=ethanol, panel=newPanel)
# You can also plot the subscripts to identify the points. xyplot(NOx ~ C | sE, data=ethanol, panel=function(x,y,subscripts){ panel.text(x,y,subscripts, ces=0.5); })
Superposition of graph elements, such as using different symbols for groups. data(Cars93, package="MASS") attach(Cars93) xyplot(MPG.city ~ Weight, data=Cars93, groups=Type, auto.key=T)
# You can also use it to plot symboles for groups levels(Type) psymbols=c("C","L","M","P","S","V") # two S so use P (peewee) for Small xyplot(MPG.city ~ Weight, data=Cars93, groups=Type, pch=psymbols, col="black")
# another example data(barley, package="lattice") head(barley) dotplot(variety ~ yield | site, data=barley, groups=year, auto.key=T) # What is wrong with the data?
gplots Package Confidence Intervals - barplot2 I was asked how to plot error bars on a bar chart. This is a somple question, but I could not find options to add error bars. After some searching, I fund that a function was available in the Harrell Miscellaneous (Hmisc) package. However, it did not produce as good charts as I would like. On the call, someone suggested that I look at the gplots package. That package has many useful plots, as well as an extension to barplot with error bars. gplots needs to be installed by clicking on "Packages" from the R console. There a number of steps, but you can write a function to combine them. This experience demonstrats both the weakness and strength of R. It is hard to find where to find the function you are looking for, but with the large number of functions it is probably there somewhere. Also, it is easy to extend R by writing functions, but it takes some knowledge of the S statistical language. data(possum, package="DAAG") attach(possum) head(possum) library(gplots) conf=0.95 # set argument values so you can step through the function by submitting individual statements resp=totlngth cond=sex confInt = function(resp,cond,conf=0.95) { x=data.frame(resp,cond); x=na.omit(x); means=tapply(x$resp,x$cond,mean); sd=tapply(x$resp,x$cond,sd); n=tapply(x$resp,x$cond,length); se=sd/sqrt(n); delta=se*qt((1+conf)/2,df=n-1); data.frame(means=means,lower=meansdelta,upper=means+delta); } ci=confInt(totlngth,sex); ci ?barplot2 barplot2(ci$means,names.arg=c("Female","Male"),plot.ci=T,ci.l=ci$lo wer,ci.u=ci$upper) #note also bargraph.CI(sex,totlngth) # in sciplot package provides se error bars
plotmeans data(state) plotmeans(state.area ~ state.region)
plotmeans(state.area ~ state.region, mean.labels=TRUE, digits=-3, connect=FALSE)
balloonplot library(MASS) data(Cars93) attach(Cars93) head(Cars93) balloonplot(Type,Passengers,MPG.highway,fun=mean)
two-dimensional histogram - hits2d library(DAAG) attach(possum) head(possum) hist2d(skullw,totlngth,nbins=5,xlab="skullw",ylab="totlngth")
pie(rep(1,16),col=heat.colors(16)) # key, black is zero frequency.
Learn R
Topic 12 - Generalized Additive Models and Mixed-effects Models, Crawley (2007) Chapters 18, and 19
Chapter 18, Generalized Additive Models
Generalized Additive Models (GAMs) provide nonparametric smoothing. They allow you to view the shape of the relationship, without prejudging the particular parametric form. Nonparametric smooths like lowess (locally weighted scatterplot smoothing) fit a smooth curve to data by fitting simple models to localized subsets of the data.
#### nonparametric smoothers ##################################### page 612 rm(list = ls()) # removes previous variables d=read.table("http://www.bio.ic.ac.uk/research/mjcraw/therbook/data/so aysheep.txt",header=T); attach(d); d # Year Population Delta # Population N(t) and Delta = log(N(t+1)/N(t)) # 1 1955 710 0.087598059 # . . . # 44 1998 1968 -0.746367877 # 45 1999 933 NA # Delta is not defined for last year. m=loess(Delta~Population); summary(m) # Wilipedia # Number of Observations: 44 # Equivalent Number of Parameters: 4.66 # Residual Standard Error: 0.2616 # residual variance = 0.2616^2 = 0.068 # Trace of smoother matrix: 5.11 # Control settings: # normalize: TRUE # span : 0.75 # degree : 2 # family : gaussian # surface : interpolate cell = 0.2 xv=seq(min(Population),max(Population),1); yv=predict(m,data.frame(Population=xv)) plot(Population,Delta); lines(xv,yv)
# Looks like a step function, so use tree to find the split. library(tree) m1=tree(Delta~Population); print(m1) # node), split, n, deviance, yval # * denotes terminal node # 1) root 44 5.2870 0.006208 # 2) Population < 1289.5 25 0.8596 0.226500 # 4) Population < 1009.5 13 0.2364 0.277600 * # 5) Population > 1009.5 12 0.5525 0.171200 # 10) Population < 1059.5 5 0.1631 0.072120 * # 11) Population > 1059.5 7 0.3053 0.241900 * # 3) Population > 1289.5 19 1.6180 -0.283700 # 6) Population < 1459 9 0.7917 -0.349500 * # 7) Population > 1459 10 0.7519 -0.224400 * th=1289.5; m2=aov(Delta~(Population>th)); summary(m2) # Df Sum Sq Mean Sq F value Pr(>F) # Population > 1289.5 1 2.80977 2.80977 47.636 2.008e-08 *** # Residuals 42 2.47736 0.05898 # loess RMS = 0.068 m=tapply(Delta[!is.na(Delta)],(Population[!is.na(Delta)]>th),mean); m # FALSE TRUE # 0.2265084 -0.2836616 plot(Population,Delta); lines(xv,yv) lines (c(min(Population),th),c(m[1],m[1]),lty=2) lines (c(th,max(Population)),c(m[2],m[2]),lty=2) lines (c(th,th),c(m[1],m[2]),lty=2)
#### generalized additive models ############################## page 614 rm(list = ls()) # removes previous variables d=read.table("http://www.bio.ic.ac.uk/research/mjcraw/therbook/data/oz one.data.txt",header=T); attach(d); d # rad temp wind ozone # 1 190 67 7.4 41 # . . . pairs(d,panel=function(x,y){ points(x,y);lines(lowess(x,y)) })
library(mgcv) m1=gam(ozone~s(rad)+s(temp)+s(wind)); summary(m1) # Family: gaussian # Link function: identity # Parametric coefficients: # Estimate Std. Error t value Pr(>|t|) # (Intercept) 42.10 1.66 25.36 <2e-16 *** # Approximate significance of smooth terms: # edf Ref.df F p-value # s(rad) 2.763 3.263 4.106 0.00699 ** # s(temp) 3.841 4.341 12.785 7.31e-09 *** # s(wind) 2.918 3.418 14.687 1.21e-08 *** # R-sq.(adj) = 0.724 Deviance explained = 74.8% # GCV score = 338 Scale est. = 305.96 n = 111 m2=gam(ozone~s(temp)+s(wind)); summary(m2) # without s(rad) anova(m1,m2,test="F") # Analysis of Deviance Table # Model 1: ozone ~ s(rad) + s(temp) + s(wind) # Model 2: ozone ~ s(temp) + s(wind) # Resid. Df Resid. Dev Df Deviance F Pr(>F)
# 1 100.4779 30742 # 2 102.8450 34885 -2.3672 -4142 5.7192 0.002696 ** # s(rad) should stay in the model m3=gam(ozone~s(rad)+s(temp)+s(wind)+s(rad,temp)+s(rad,wind)+s(temp,win d)); summary(m3) # Parametric coefficients: # Estimate Std. Error t value Pr(>|t|) # (Intercept) 42.099 1.286 32.73 <2e-16 *** # Approximate significance of smooth terms: # edf Ref.df F p-value # s(rad) 1.000e+00 1.500 0.001 0.996495 # s(temp) 1.000e+00 1.500 0.010 0.971831 # s(wind) 5.222e+00 5.722 2.115 0.063953 . # s(rad,temp) 7.963e+00 8.463 1.219 0.298032 # s(rad,wind) 4.144e-10 0.500 1.21e-11 0.998548 # s(temp,wind) 1.830e+01 18.801 2.935 0.000478 *** m4=gam(ozone~s(rad)+s(temp)+s(wind)+s(temp,wind)); summary(m4) # Parametric coefficients: # Estimate Std. Error t value Pr(>|t|) # (Intercept) 42.099 1.361 30.92 <2e-16 *** # Approximate significance of smooth terms: # edf Ref.df F p-value # s(rad) 1.389 1.889 4.669 0.013368 * # s(temp) 1.000 1.500 0.000122 0.998982 # s(wind) 5.613 6.113 2.658 0.020054 * # s(temp,wind) 18.246 18.746 3.210 0.000131 *** anova(m3,m4,test="F") # Analysis of Deviance Table # Model 1: ozone ~ s(rad) + s(temp) + s(wind) + s(rad, temp) + s(rad, wind) + s(temp, wind) # Model 2: ozone ~ s(rad) + s(temp) + s(wind) + s(temp, wind) # Resid. Df Resid. Dev Df Deviance F Pr(>F) # 1 76.5127 14051.9 # 2 83.7516 17229.7 -7.2389 -3177.8 2.3903 0.02746 * # Indicates that some other interactions are important, but we will stay with Crawley's model. par(mfrow=c(2,2));plot(m4,residuals=T,pch=16);par(mfrow=c(1,1)) # Rress return in R console (not graph) after each plot.
#### an example with strongly humped data ####################################### page 620 rm(list = ls()) # removes previous variables library(SemiPar) data(ethanol); d=ethanol; attach(d); d # NOx C E # C = compression ratio of engine, E = equivalance ratio (richness of mixture) # 1 3.741 12.0 0.907 # . . . pairs(d,panel=function(x,y){ points(x,y);lines(lowess(x,y)) })
m=gam(NOx~s(E)+C); summary(m) # C looks like a straight line, so use a parametric fit. # Parametric coefficients: # # Estimate Std. Error t value Pr(>|t|) # (Intercept) 1.291342 0.088898 14.526 < 2e-16 *** # C 0.055345 0.007062 7.837 1.88e-11 *** # Approximate significance of smooth terms: # # edf Ref.df F p-value
# s(E) 7.553 8.053 219.6 <2e-16 *** # R-sq.(adj) = 0.953 Deviance explained = 95.8% # GCV score = 0.067206 Scale est. = 0.05991 n = 88 par(mfrow=c(1,2)); plot.gam(m,residuals=T,pch=16,all.terms=T);par(mfrow=c(1,1)) # Rress return in R console (not graph) after each plot.
coplot(NOx~C|E,panel=panel.smooth) # The order of the panel plots is from the bottom and from the left.
CE=C*E; m2=gam(NOx~s(E)+s(CE)); summary(m2) # Parametric coefficients: # Estimate Std. Error t value Pr(>|t|) # (Intercept) 1.95738 0.02126 92.07 <2e-16 *** # Approximate significance of smooth terms: # edf Ref.df F p-value # s(E) 7.636 8.136 282.52 < 2e-16 *** # s(CE) 4.261 4.761 27.71 2.02e-15 *** # R-sq.(adj) = 0.969 Deviance explained = 97.3% # GCV score = 0.0466 Scale est. = 0.039771 n = 88 par(mfrow=c(1,2)); plot.gam(m,residuals=T,pch=16,all.terms=T);par(mfrow=c(1,1)) # Rress return in R console (not graph) after each plot.
#### generalized additive models with binary data ########################### page 623 rm(list = ls()) # removes previous variables d=read.table("http://www.bio.ic.ac.uk/research/mjcraw/therbook/data/is olation.txt",header=T); attach(d); d # incidence area isolation # incidence =1 if island occupied by a bird spedies, =0 if not. # 1 1 7.928 3.317 # area of island (km2). isolation is distance from mainland (km) # 2 0 1.925 7.554 # . . . m1=gam(incidence~s(area)+s(isolation),binomial); summary(m1) # Parametric coefficients: # Estimate Std. Error z value Pr(>|z|) # (Intercept) 1.6371 0.9898 1.654 0.0981 . # Approximate significance of smooth terms: # edf Ref.df Chi.sq p-value # s(area) 2.429 2.929 3.57 0.3009 # s(isolation) 1.000 1.500 7.48 0.0132 * # R-sq.(adj) = 0.63 Deviance explained = 63.1% # UBRE score = -0.32096 Scale est. = 1 n = 50 par(mfrow=c(1,2)); plot.gam(m1,residuals=T,pch=16,all.terms=T);par(mfrow=c(1,1)) # Rress return in R console (not graph) after each plot.
# Although area in not significant it appears to have a strong effect. m2=gam(incidence~s(isolation),binomial); anova(m1,m2,test="Chi") # without area # Analysis of Deviance Table # Model 1: incidence ~ s(area) + s(isolation) # Model 2: incidence ~ s(isolation) # Resid. Df Resid. Dev Df Deviance P(>|Chi|)
# 1 45.5710 25.094 # 2 48.0000 36.640 -2.4290 -11.546 0.005 # significant leave s(area) in model # Note that s(area) was not significant by itself, but made a significant contribution to the model! m3=gam(incidence~area+s(isolation),binomial); summary(m3) # fit parametric area # Parametric coefficients: # Estimate Std. Error z value Pr(>|z|) # (Intercept) -1.3928 0.9002 -1.547 0.1218 # area 0.5807 0.2478 2.344 0.0191 * # highly significant as parametric, but not as smooth! # Approximate significance of smooth terms: # edf Ref.df Chi.sq p-value # s(isolation) 1 1.5 8.275 0.0087 ** # R-sq.(adj) = 0.597 Deviance explained = 58.3% # UBRE score = -0.31196 Scale est. = 1 n = 50
Chapter 19, Mixed-Effects Models

Fixed Effects All levels of interest are studied. Influence only the response mean. Informative factor levels. Examples age group sex treatment Random Effects Levels are a random sample from a larger population. Influence only the response variance. Levels not informative. Examples litter sample plot individual animals
J. Neter, M. H. Kutner, C. J. Nachtsheim and W. Wasserman (1996, Applied Linear Statistical Models, Irwin, page 959) have pointed out that for example if a company has five stores and all stores are included in the sample that stores would be a fixed effect. However, if the company had hundreds of stores and a random sample of five stores were included in the sample, then stores would be a random effect. Thus it is the nature of the sample and the inferences one wants to draw that determine whether an effect is fixed or random. Assumptions: Within-group defined by the fixed effect, errors are independent with mean 0 and variance 2. Within-group defined by the fixed effect, errors are independent of the random effects. Random effects are normally distributed with mean 0 and covariance matrix The random effects are independent in different groups. The covariance matrix does not depend on the group defined by the fixed effects.
Replicates: must be independent must not be repeated measurements or time series (temporal pseudoreplication) must not be grouped together in one place (spatial pseudoreplication) When you have a hierarchical model (pseudoreplication), you can: Remove the pseudoreplication by analyzing the mean or other function of the dependent observations. Analyze each group with pseudoreplication separately. Use mixed effects models or time series analysis.
#### split plots ##################################### page 632 rm(list = ls()) # removes previous variables d=read.table("http://www.bio.ic.ac.uk/research/mjcraw/therbook/data/sp lityield.txt",header=T); attach(d); d # yield block irrigation density fertilizer # 1 90 A control low N # . . . # block: Blocks (whole fields) are the largest areas # irrigation: Blocks were split in half and irrigation treatments were applies to half of each field. # density: Irrigation plots were split into thirds and seeds sown at three densities (low, medium and high). # fertilizer: Density plots were split into thirds and fertilizer treatments applied (N, P and NP). library(nlme) # You may need to install nlme ?lme m=lme(yield~irrigation*density*fertilizer,random=~1|block/irrigation/d ensity); summary(m) # Linear mixed-effects model fit by REML # Data: NULL # AIC BIC logLik # 481.6212 525.3789 -218.8106 # Random effects: # Formula: ~1 | block # (Intercept) # StdDev: 0.0006600339 # Formula: ~1 | irrigation %in% block # (Intercept) # StdDev: 1.982461 # Formula: ~1 | density %in% irrigation %in% block # (Intercept) Residual # StdDev: 6.975554 9.292805 # Fixed effects: yield ~ irrigation * density * fertilizer # Value Std.Error DF t-value p-value # (Intercept) 80.50 5.893741 36 13.658558 0.0000 # irrigation[T.irrigated] 31.75 8.335008 3 3.809234 0.0318 # density[T.low] 5.50 8.216282 12 0.669403 0.5159 # density[T.medium] 14.75 8.216282 12 1.795216 0.0978
# fertilizer[T.NP] 5.50 6.571005 36 0.837010 0.4081 # fertilizer[T.P] 4.50 6.571005 36 0.684827 0.4978 # irrigation[T.irrigated]:density[T.low] -39.00 11.619577 12 -3.356404 0.0057 # irrigation[T.irrigated]:density[T.medium] -22.25 11.619577 12 -1.914872 0.0796 # irrigation[T.irrigated]:fertilizer[T.NP] 13.00 9.292805 36 1.398932 0.1704 # irrigation[T.irrigated]:fertilizer[T.P] 5.50 9.292805 36 0.591856 0.5576 # density[T.low]:fertilizer[T.NP] 3.25 9.292805 36 0.349733 0.7286 # density[T.medium]:fertilizer[T.NP] -6.75 9.292805 36 -0.726368 0.4723 # density[T.low]:fertilizer[T.P] -5.25 9.292805 36 -0.564953 0.5756 # density[T.medium]:fertilizer[T.P] -5.50 9.292805 36 -0.591856 0.5576 # irrigation[T.irrigated]:density[T.low]:fertilizer[T.NP] 7.75 13.142011 36 0.589712 0.5591 # irrigation[T.irrigated]:density[T.medium]:fertilizer[T.NP] 3.75 13.142011 36 0.285344 0.7770 # irrigation[T.irrigated]:density[T.low]:fertilizer[T.P] 20.00 13.142011 36 1.521837 0.1368 # irrigation[T.irrigated]:density[T.medium]:fertilizer[T.P] 4.00 13.142011 36 0.304367 0.7626 # Correlation: omitted because they are too wide # Standardized Within-Group Residuals: # Min Q1 Med Q3 Max # -2.12362041 -0.37841447 -0.03057733 0.41805004 1.90433189 # Number of Observations: 72 # Number of Groups: # block irrigation %in% block density %in% irrigation %in% block # 4 8 24 ## use maximum likelihood (ML) instead of default restricted maximum likelihood (REML) so we can use anova ## Restricted maximum likelihood (REML) allows for degrees of freedom to be used up in estimating fixed effects, ## unlike maximum likelihood (ML). ## Thus variance components are estimated without being affected by the fixed effects. ## REML estimators are less sensitive to outliers than ML estimators. m1=lme(yield~irrigation*density*fertilizer,random=~1|block/irrigation/ density,method="ML");summary(m1);anova(m1) # summary gives the same results # numDF denDF F-value p-value # (Intercept) 1 36 2674.6630 <.0001 # irrigation 1 3 30.9211 0.0115 # density 2 12 3.7842 0.0532 # fertilizer 2 36 11.4493 0.0001 # irrigation:density 2 12 5.9119 0.0163 # irrigation:fertilizer 2 36 5.5204 0.0081 # density:fertilizer 4 36 0.8826 0.4841 # irrigation:density:fertilizer 4 36 0.6795 0.6107
m2=lme(yield~(irrigation+density+fertilizer)^2,random=~1|block/irrigat ion/density,method="ML")# remove higher order interactions anova(m2) # numDF denDF F-value p-value # (Intercept) 1 40 2872.7394 <.0001 # irrigation 1 3 33.2110 0.0104 # density 2 12 4.0645 0.0449 # fertilizer 2 40 11.4341 0.0001 # irrigation:density 2 12 6.3499 0.0132 # irrigation:fertilizer 2 40 5.5131 0.0077 # density:fertilizer 4 40 0.8815 0.4837 anova(m1,m2) # Model df AIC BIC logLik Test L.Ratio p-value # m1 1 22 573.5108 623.5974 -264.7554 # m2 2 18 569.0046 609.9845 -266.5023 1 vs 2 3.493788 0.4788 # m2 better m3=update(m2,~.-density:fertilizer); anova(m3) # numDF denDF F-value p-value # (Intercept) 1 44 3070.8771 <.0001 # irrigation 1 3 35.5016 0.0095 # density 2 12 4.3448 0.0381 # fertilizer 2 44 11.2013 0.0001 # irrigation:density 2 12 6.7878 0.0107 # irrigation:fertilizer 2 44 5.4008 0.0080 anova(m2,m3) # Model df AIC BIC logLik Test L.Ratio p-value # m2 1 18 569.0046 609.9845 -266.5023 # m3 2 14 565.1933 597.0667 -268.5967 1 vs 2 4.188774 0.3811 ## m3 not significantly different, and gives lower AIC and BIC so use m3 m4=update(m3,~.-irrigation:fertilizer); anova(m4) # numDF denDF F-value p-value # (Intercept) 1 46 3169.893 <.0001 # irrigation 1 3 36.646 0.0090 # density 2 12 4.485 0.0351 # fertilizer 2 46 9.167 0.0004 # irrigation:density 2 12 7.007 0.0096 anova(m3,m4) # Model df AIC BIC logLik Test L.Ratio p-value # m3 1 14 565.1933 597.0667 -268.5967 # m4 2 12 572.3373 599.6573 -274.1687 1 vs 2 11.14397 0.0038 ## m4 is significantly different and gives a larger AIC and BIC, so keep m3 m5=update(m3,~.-irrigation:density); anova(m5) # numDF denDF F-value p-value # (Intercept) 1 44 2138.9678 <.0001 # irrigation 1 3 24.7281 0.0156 # density 2 14 2.6264 0.1075 # fertilizer 2 44 11.5626 0.0001 # irrigation:fertilizer 2 44 5.5750 0.0069 anova(m3,m5) # Model df AIC BIC logLik Test L.Ratio p-value # m3 1 14 565.1933 597.0667 -268.5967 # m5 2 12 572.9022 600.2221 -274.4511 1 vs 2 11.70883 0.0029 ## m5 is significantly different and gives a larger AIC and BIC, so keep m3 summary(m3); anova(m3)
# Linear mixed-effects model fit by maximum likelihood # Data: NULL # AIC BIC logLik # 565.1933 597.0667 -268.5967 # Random effects: # Formula: ~1 | block # (Intercept) # StdDev: 0.0005260787 # Formula: ~1 | irrigation %in% block # (Intercept) # StdDev: 1.716888 # Formula: ~1 | density %in% irrigation %in% block # (Intercept) Residual # StdDev: 5.722413 8.718327 # Fixed effects: yield ~ irrigation + density + fertilizer + irrigation:density + irrigation:fertilizer # Value Std.Error DF t-value p-value # (Intercept) 82.08333 4.756285 44 17.257867 0.0000 # irrigation[T.irrigated] 27.80556 6.726403 3 4.133793 0.0257 # density[T.low] 4.83333 5.807347 12 0.832279 0.4215 # density[T.medium] 10.66667 5.807347 12 1.836754 0.0911 # fertilizer[T.NP] 4.33333 3.835552 44 1.129781 0.2647 # fertilizer p= 0.0001 in anova below # fertilizer[T.P] 0.91667 3.835552 44 0.238992 0.8122 # irrigation[T.irrigated]:density[T.low] -29.75000 8.212829 12 3.622382 0.0035 # irrigation[T.irrigated]:density[T.medium] -19.66667 8.212829 12 2.394628 0.0338 # irrigation[T.irrigated]:fertilizer[T.NP] 16.83333 5.424290 44 3.103325 0.0033 # irrigation[T.irrigated]:fertilizer[T.P] 13.50000 5.424290 44 2.488805 0.0167 # Correlation: # (Intr) ir[T.] dnsty[T.l] dnsty[T.m] f[T.NP f[T.P] irrgtn[T.rrgtd]:dnsty[T.l] # irrigation[T.irrigated] -0.707 # density[T.low] -0.610 0.432 # density[T.medium] -0.610 0.432 0.500 # fertilizer[T.NP] -0.403 0.285 0.000 0.000 # fertilizer[T.P] -0.403 0.285 0.000 0.000 0.500 # irrigation[T.irrigated]:density[T.low] 0.432 -0.610 -0.707 0.354 0.000 0.000 # irrigation[T.irrigated]:density[T.medium] 0.432 -0.610 -0.354 0.707 0.000 0.000 0.500 # irrigation[T.irrigated]:fertilizer[T.NP] 0.285 -0.403 0.000 0.000 -0.707 -0.354 0.000 # irrigation[T.irrigated]:fertilizer[T.P] 0.285 -0.403 0.000 0.000 -0.354 -0.707 0.000 # irrgtn[T.rrgtd]:dnsty[T.m] i[T.]:[T.N # irrigation[T.irrigated] # density[T.low] # density[T.medium]
# fertilizer[T.NP] # fertilizer[T.P] # irrigation[T.irrigated]:density[T.low] # irrigation[T.irrigated]:density[T.medium] # irrigation[T.irrigated]:fertilizer[T.NP] 0.000 # irrigation[T.irrigated]:fertilizer[T.P] 0.000 0.500 # Standardized Within-Group Residuals: # Min Q1 Med Q3 Max # -2.58166961 -0.51480885 0.07893406 0.60157076 2.19570825 # Number of Observations: 72 # Number of Groups: # block irrigation %in% block density %in% irrigation %in% block # 4 8 24 anova(m3) # numDF denDF F-value p-value # (Intercept) 1 44 3070.8771 <.0001 # note differences in denDF # irrigation 1 3 35.5016 0.0095 # due to split plots # density 2 12 4.3448 0.0381 # fertilizer 2 44 11.2013 0.0001 # irrigation:density 2 12 6.7878 0.0107 # irrigation:fertilizer 2 44 5.4008 0.0080 ## In R console set history > recording after plot plot(m3);plot(m3,yield~fitted(.)); qqnorm(m3,~resid(.)|block)
## When an experiment is balanced and there are no missing values, aov() can be used as in Topic 6. ## If it is not balanced, then lme() must be used. #### hierarchical sampling and variance components ##################### page 638 rm(list = ls()) # removes previous variables d=read.table("http://www.bio.ic.ac.uk/research/mjcraw/therbook/data/hr e.txt",header=T); attach(d); d # subject town district street family gender replicate # 1 0.66198060 A d1 s1 f1 male 1 # . . . ## epidemiological study of childhood diseases, with blood samples taken from ## individual children, families, streets, districts and towns at different spatial scales. m1=lme(subject~1,random=~1|town/district/street/family/gender); summary(m1) # Linear mixed-effects model fit by REML # Data: NULL # AIC BIC logLik # 3351.294 3383.339 -1668.647 # Random effects: # Formula: ~1 | town # (Intercept) # StdDev: 1.150604 # Formula: ~1 | district %in% town # (Intercept) # StdDev: 1.131932 # Formula: ~1 | street %in% district %in% town # (Intercept) # StdDev: 1.489864
# Formula: ~1 | family %in% street %in% district %in% town # (Intercept) # StdDev: 1.923191 # Formula: ~1 | gender %in% family %in% street %in% district %in% town # (Intercept) Residual # StdDev: 3.917264 0.9245321 # Fixed effects: subject ~ 1 # Value Std.Error DF t-value p-value # (Intercept) 8.010941 0.6719753 360 11.92148 0 # Standardized Within-Group Residuals: # Min Q1 Med Q3 Max # -2.64600654 -0.47626815 -0.06009422 0.47531635 2.35647504 # Number of Observations: 720 # Number of Groups: # town district %in% town # 5 15 # street %in% district %in% town family %in% street %in% district %in% town # 60 180 # gender %in% family %in% street %in% district %in% town # 360 ## variance components from StdDev above. I can't get them from m1 or s1 using statements. v=c(1.150604, 1.131932, 1.489864, 1.923191, 3.917264, names(v)=c("town","district","street","family","gender","residual");v # town district street family gender residual # 1.3238896 1.2812701 2.2196947 3.6986636 15.3449572 0.8547596 v/sum(v)*100 # percent # town district street family gender residual # 5.354840 5.182453 8.978173 14.960274 62.066948 3.457313 ## Restricted maximum likelihood (REML) allows for degrees of freedom to be used up in estimating fixed effects, ## unlike maximum likelihood (ML). ## Thus variance components are estimated without being affected by the fixed effects. ## REML estimators are less sensitive to outliers than ML estimators. #### using lmer library(lme4) ?lmer m2=lmer(subject~1 + (1|town/district/street/family/gender)); summary(m2) # Linear mixed model fit by REML # Formula: subject ~ 1 + (1 | town/district/street/family/gender) # AIC BIC logLik deviance REMLdev # 3351 3383 -1669 3338 3337 # Random effects: ## gives variance components ## # Groups Name Variance Std.Dev. # gender:(family:(street:(district:town))) (Intercept) 15.34509 3.91728 # family:(street:(district:town)) (Intercept) 3.69852 1.92315 # street:(district:town) (Intercept) 2.21970 1.48987
0.9245321
# district:town (Intercept) 1.28123 1.13191 # town (Intercept) 1.32386 1.15059 # Residual 0.85476 0.92453 # Number of obs: 720, groups: gender:(family:(street:(district:town))), 360; family:(street:(district:town)), 180; # street:(district:town), 60; district:town, 15; town, 5 # Fixed effects: # Estimate Std. Error t value # (Intercept) 8.0109 0.6718 11.93 #### model simplification in hierarchical sampling ################ page 640 ## Test the effect of leaving out the effect of towns. ## You need to recode factor levels because, for example, town A in district d1 is not the same ## town as town A in district d2 or d3. Combine town and district names to make the town identity unique. ## This step would not be necessary if towns had unique names. newDistrict=factor(paste(town,district,sep="")); levels(newDistrict) # [1] "Ad1" "Ad2" "Ad3" "Bd1" "Bd2" "Bd3" "Cd1" "Cd2" "Cd3" "Dd1" "Dd2" "Dd3" "Ed1" "Ed2" "Ed3" m3=lme(subject~1,random=~1|newDistrict/street/family/gender); anova(m1,m3) # Model df AIC BIC logLik Test L.Ratio p-value # m1 1 7 3351.294 3383.339 -1668.647 # m3 2 6 3350.524 3377.991 -1669.262 1 vs 2 1.229803 0.2674 # m3 is not significantly different and has a lower AIC and BIC so use m3 ## now remove streets newStreet=factor(paste(newDistrict,street,sep="")); levels(newStreet) # [1] "Ad1s1" "Ad1s2" "Ad1s3" "Ad1s4" "Ad2s1" "Ad2s2" "Ad2s3" "Ad2s4" "Ad3s1" "Ad3s2" "Ad3s3" "Ad3s4" "Bd1s1" "Bd1s2" # [15] "Bd1s3" "Bd1s4" "Bd2s1" "Bd2s2" "Bd2s3" "Bd2s4" "Bd3s1" "Bd3s2" "Bd3s3" "Bd3s4" "Cd1s1" "Cd1s2" "Cd1s3" "Cd1s4" # [29] "Cd2s1" "Cd2s2" "Cd2s3" "Cd2s4" "Cd3s1" "Cd3s2" "Cd3s3" "Cd3s4" "Dd1s1" "Dd1s2" "Dd1s3" "Dd1s4" "Dd2s1" "Dd2s2" # [43] "Dd2s3" "Dd2s4" "Dd3s1" "Dd3s2" "Dd3s3" "Dd3s4" "Ed1s1" "Ed1s2" "Ed1s3" "Ed1s4" "Ed2s1" "Ed2s2" "Ed2s3" "Ed2s4" # [57] "Ed3s1" "Ed3s2" "Ed3s3" "Ed3s4" m4=lme(subject~1,random=~1|newStreet/family/gender); anova(m3,m4) # Model df AIC BIC logLik Test L.Ratio p-value # m3 1 6 3350.524 3377.991 -1669.262 # m4 2 5 3354.084 3376.973 -1672.042 1 vs 2 5.559587 0.0184 ## Now there is a significance difference between the models and AIC increases (stay with m3), but BIC decreases (use m4). #### mixed-effects models with temporal pseudoreplication (repeated measurements) ########################## page 641 rm(list = ls()) # removes previous variables d=read.table("http://www.bio.ic.ac.uk/research/mjcraw/therbook/data/fe rtilizer.txt",header=T); attach(d); d # root week plant fertilizer # 1 1.30 2 ID1 added # . . . library(nlme);library(lattice) gd=groupedData(root~week|plant,outer=~fertilizer,d);gd # Grouped Data: root ~ week | plant
# root week plant fertilizer # 1 1.30 2 ID1 added # . . . ## Several modeling and plotting functions can use the formula stored with a groupedData object to construct default plots and models. plot(gd);plot(gd,outer=T)
m=lme(root~fertilizer,random=~week|plant);summary(m) # Linear mixed-effects model fit by REML # Data: NULL # AIC BIC logLik # 171.0236 183.3863 -79.51181 # Random effects: # Formula: ~week | plant # Structure: General positive-definite, Log-Cholesky parametrization # StdDev Corr # (Intercept) 2.8639831 (Intr) # week 0.9369412 -0.999 # Residual 0.4966308 # Fixed effects: root ~ fertilizer # Value Std.Error DF t-value p-value # (Intercept) 2.799709 0.1438367 48 19.464499 0e+00 # fertilizer[T.control] -1.039383 0.2034158 10 -5.109645 5e-04 # Correlation: # (Intr) # fertilizer[T.control] -0.707 # Standardized Within-Group Residuals: # Min Q1 Med Q3 Max # -1.9928119 -0.6586835 -0.1004301 0.6949713 2.0225381 # Number of Observations: 60 # Number of Groups: 12
anova(m) # numDF denDF F-value p-value # (Intercept) 1 48 502.5360 <.0001 # fertilizer 1 10 26.1085 5e-04 ## Two treatments (fertilizers) and 12 plants (6 in each treatment) ## so there are 2(6-1)=10 df for testing fertilizer. ## Without using mixed models, you can test the data for week 10 without repeated measures. m1=aov(root~fertilizer,subset=(week==10)); summary(m1) # Df Sum Sq Mean Sq F value Pr(>F) # fertilizer 1 4.9408 4.9408 11.486 0.006897 ** # Residuals 10 4.3017 0.4302 ## Mixed models uses more data and has more power to detect differences. #### time series analyses in mixed models ################################ page 645 rm(list = ls()) # removes previous variables library(nlme);library(lattice) data(Ovary);d=Ovary; attach(d); d # Grouped Data: follicles ~ Time | Mare # already a groupedData object # Mare Time follicles # 1 1 -0.13636360 20 # . . . plot(d) # mares 1 through 11, mare 4 has least, and mare 8 the most follicles.
m1=lme(follicles~sin(2*pi*Time)+cos(2*pi*Time),random=~1|Mare);summary (m1) ## No allowance for correlation structure. # Linear mixed-effects model fit by REML # Data: NULL # AIC BIC logLik # 1669.360 1687.962 -829.6802 # Random effects: # Formula: ~1 | Mare # (Intercept) Residual # StdDev: 3.041344 3.400466 # Fixed effects: follicles ~ sin(2 * pi * Time) + cos(2 * pi * Time)
# Value Std.Error DF t-value p-value # (Intercept) 12.182244 0.9390009 295 12.973623 0.0000 # sin(2 * pi * Time) -3.339612 0.2894013 295 -11.539727 0.0000 # cos(2 * pi * Time) -0.862422 0.2715987 295 -3.175353 0.0017 # Correlation: # (Intr) s(*p*T # sin(2 * pi * Time) 0.00 # cos(2 * pi * Time) -0.06 0.00 # Standardized Within-Group Residuals: # Min Q1 Med Q3 Max # -2.4500138 -0.6721813 -0.1349236 0.5922957 3.5506618 # Number of Observations: 308 # Number of Groups: 11 # Mares plot(ACF(m1),alpha=0.05) # ACF is autocorrelation function
## highly signification autocorrelation at lags 1 and 2; and marginally significant ones at lags 3 and 4 m2=update(m1,correlation=corARMA(q=2)); anova(m1,m2) # moving average model with first two lags. # Model df AIC BIC logLik Test L.Ratio p-value # m1 1 5 1669.360 1687.962 -829.6802 # m2 2 7 1574.895 1600.937 -780.4476 1 vs 2 98.4652 <.0001 ## m2 has lower AIC and BIC and so is preferred. m3=update(m2,correlation=corAR1()); anova(m2,m3) # First order autoregressive model # Model df AIC BIC logLik Test L.Ratio p-value # m2 1 7 1574.895 1600.937 -780.4476 # m3 2 6 1562.447 1584.769 -775.2233 1 vs 2 10.44840 0.0012 ## p value is very different from text but AIC and BIC are the same. ## m3 has lower AIC and BIC and so is preferred. ## Time series analysis is covered in Chapter 22. plot(m3,resid(.,type="p")~fitted(.)|Mare); qqnorm(m3,~resid(.)|Mare)
#### random effects in designed experiments ################# page 648 rm(list = ls()) # removes previous variables d=read.table("http://www.bio.ic.ac.uk/research/mjcraw/therbook/data/ra ts.txt",header=T); attach(d); d # Glycogen Treatment Rat Liver # 1 131 1 1 1 # 2 130 1 1 1 # 3 131 1 1 2 # . . . # Each rat's liver is cut into 3 pieces, and 2 readings made on each piece. # Rats are numbered 1 and 2 within each treatment. Treatment=factor(Treatment); levels(Treatment) # [1] "1" "2" "3" Liver=factor(Liver); levels(Liver) # [1] "1" "2" "3" Rat=factor(Rat); levels(Rat) # [1] "1" "2" library(lme4) m=lmer(Glycogen~Treatment+(1|Treatment/Rat/Liver)); summary(m) ## Note that Treatment is both a fixed effect and one level of random effect hierarchy # Linear mixed model fit by REML # Formula: Glycogen ~ Treatment + (1 | Treatment/Rat/Liver) # AIC BIC logLik deviance REMLdev # 233.6 244.7 -109.8 234.9 219.6 # Random effects: # Groups Name Variance Std.Dev. # Liver:(Rat:Treatment) (Intercept) 14.1668 3.7639 # Rat:Treatment (Intercept) 36.0651 6.0054 # Treatment (Intercept) 4.7035 2.1688 # Residual 21.1666 4.6007
# Number of obs: 36, groups: Liver:(Rat:Treatment), 18; Rat:Treatment, 6; Treatment, 3 # Fixed effects: # Estimate Std. Error t value # (Intercept) 140.500 5.182 27.112 # Treatment[T.2] 10.500 7.329 1.433 # Treatment[T.3] -5.333 7.329 -0.728 # Correlation of Fixed Effects: # (Intr) T[T.2] #Trtmnt[T.2] -0.707 #Trtmnt[T.3] -0.707 0.500 anova(m) # Analysis of Variance Table # Df Sum Sq Mean Sq F value # Treatment 2 101.943 50.971 2.4081 v=c(14.1668,36.0651,21.1666); # Treatment is a fixed effect names(v)=c("liver","rats","readings"); v # liver rats readings # 14.1668 36.0651 21.1666 100*v/sum(v) # percent # liver rats readings # 19.84187 50.51241 29.64572 #### regression in mixed-effects models ####################### page 650 rm(list = ls()) # removes previous variables d=read.table("http://www.bio.ic.ac.uk/research/mjcraw/therbook/data/fa rms.txt",header=T); attach(d); d # N size farm # 1 18.18014 96.48147 1 # 2 20.47343 98.64003 1 # . . . ## regression of plant size against local point measurement of soil nitrogen (N) ## at five places within each of 24 farms. plot(size~N,pch=16,col=farm)
## fit a separate regressions for each farm m=lmList(size~N|farm,d); c=coef(m); c # (Intercept) N # 1 67.46260 1.5153805 # 2 118.52443 -0.5550273 # 3 91.58055 0.5551292 # 4 87.92259 0.9212662 # 5 92.12023 0.5380276 # 6 97.01996 0.3845431 # 7 68.52117 0.9339957 # 8 91.54383 0.8220482 # 9 92.04667 0.8842662 # 10 85.08964 1.4676459 # 11 114.93449 -0.2689370 # 12 82.56263 1.0138488 # 13 78.60940 0.1324811 # 14 80.97221 0.6551149 # 15 84.85382 0.9809902 # 16 87.12280 0.3699154 # 17 52.31711 1.7555136 # 18 83.40400 0.8715070 # 19 88.91675 0.2043755 # 20 93.08216 0.8567066 # 21 90.24868 0.7830692 # 22 78.30970 1.1441291 # 23 59.88093 0.9536750 # 24 89.07963 0.1091016 range(c[,"(Intercept)"]) # [1] 52.31711 118.52443 range(c[,"N"]) # [1] -0.5550273 1.7555136
## Now fit a single mixed model, taking into account the differences between farms ## in their contributions to the variance. m1=lme(size~1,random=~N|farm); summary(m1); # Linear mixed-effects model fit by REML # Data: NULL # AIC BIC logLik # 643.4823 657.3779 -316.7411 # Random effects: # Formula: ~N | farm # Structure: General positive-definite, Log-Cholesky parametrization # StdDev Corr # (Intercept) 12.3857402 (Intr) # N 0.6215039 -0.735 # Residual 1.9826698 # Fixed effects: size ~ 1 # Value Std.Error DF t-value p-value # (Intercept) 97.95195 1.810111 96 54.11378 0 # # Standardized Within-Group Residuals: # Min Q1 Med Q3 Max # -2.19364865 -0.56777008 0.04701894 0.64022046 2.01476221 # Number of Observations: 120 # Number of Groups: 24 v=c(12.3857402,0.6215039,1.9826698)^2; names(v)=c("(Intercept)","N","Residual"); v # (Intercept) N Residual # 153.4065603 0.3862671 3.9309795 100*v/sum(v) # percent of variance # (Intercept) N Residual # 97.2627806 0.2449009 2.4923184 c1=coef(m1); c1 # (Intercept) N # 1 85.98140 0.574205232 # 2 104.67366 -0.045401462 # 3 95.03442 0.331080899 # 4 98.62679 0.463579764 # 5 95.00270 0.407906188 # 6 99.82294 0.207203693 # 7 85.57345 0.285520337 # 8 96.09461 0.520896445 # 9 95.22186 0.672262902 # 10 93.14157 1.017995666 # 11 108.27200 0.015213757 # 12 87.36387 0.689406363 # 13 80.83933 0.003616946 # 14 89.84309 0.306402229 # 15 93.37050 0.636778651 # 16 92.10914 0.145772142 # 17 94.93395 0.084935465 # 18 85.90160 0.709943233 # 19 92.00628 0.052485978 # 20 95.26296 0.738029377 # 21 93.35069 0.591151930 # 22 87.66161 0.673119211 # 23 70.57827 0.432993864 # 24 90.29151 0.036747095 par(mfrow=c(1,2)); plot(c[,"(Intercept)"],c1[,"(Intercept)"],main="Intercept",xlab="separ ate regressions",ylab="mixed model") abline(0,1)
plot(c[,"N"],c1[,"N"],main="Slope",xlab="separate regressions",ylab="mixed model") abline(0,1) par(mfrow=c(1,1));
farm=factor(farm) ## N and farm as fixed effects ## Use ML to compare models with anova() m2=lme(size~N*farm,random=~1|farm,method="ML") # full model m3=lme(size~N+farm,random=~1|farm,method="ML") # common slope, different intercepts m4=lme(size~N,random=~1|farm,method="ML") # common slope and intercept m5=lme(size~1,random=~1|farm,method="ML") # no effect of N anova(m2,m3,m4,m5) # Model df AIC BIC logLik Test L.Ratio p-value # m2 1 50 542.9035 682.2781 -221.4518 # m3 2 27 524.2971 599.5594 -235.1486 1 vs 2 27.39359 0.2396 # m4 3 4 614.3769 625.5269 -303.1885 2 vs 3 136.07981 <.0001 # m5 4 3 658.0058 666.3683 -326.0029 3 vs 4 45.62892 <.0001 ## m3 has lowest AIC and BIC and is not significantly different from m2 summary(m3) # Linear mixed-effects model fit by maximum likelihood # Data: NULL # AIC BIC logLik # 524.2971 599.5594 -235.1486 # Random effects: # Formula: ~1 | farm # (Intercept) Residual # StdDev: 3.939764e-05 1.717093 # Fixed effects: size ~ N + farm # Value Std.Error DF t-value p-value
# (Intercept) 82.89803 2.056033 95 40.31941 # N 0.72923 0.095045 95 7.67243 # farm[T.2] 0.89264 1.409247 0 0.63342 # farm[T.3] 5.98197 1.281886 0 4.66654 # farm[T.4] 9.55083 1.276565 0 7.48166 # farm[T.5] 4.93723 1.248755 0 3.95372 # farm[T.6] 8.56774 1.265568 0 6.76988 # farm[T.7] -9.02108 1.368892 0 -6.59006 # farm[T.8] 10.06828 1.287429 0 7.82046 # farm[T.9] 11.52867 1.286639 0 8.96030 # farm[T.10] 15.59936 1.228585 0 12.69701 # farm[T.11] 9.04516 1.262585 0 7.16400 # farm[T.12] 3.87177 1.304774 0 2.96739 # farm[T.13] -13.73477 1.272983 0 -10.78944 # farm[T.14] -3.80255 1.334955 0 -2.84845 # farm[T.15] 8.22376 1.319036 0 6.23467 # farm[T.16] -3.70231 1.242163 0 -2.98053 # farm[T.17] -4.41222 1.341786 0 -3.28832 # farm[T.18] 2.68927 1.286822 0 2.08985 # farm[T.19] -4.45777 1.220937 0 -3.65110 # farm[T.20] 12.62388 1.221451 0 10.33515 # farm[T.21] 8.23361 1.258682 0 6.54146 # farm[T.22] 3.64534 1.220706 0 2.98626 # farm[T.23] -18.50683 1.221327 0 -15.15305 # farm[T.24] -3.52487 1.277863 0 -2.75841 # Correlation: omitted # Standardized Within-Group Residuals: # Min Q1 Med Q3 # -3.15278548 -0.68522977 0.03259033 0.74036886 # Number of Observations: 120 # Number of Groups: 24 anova(m3) # numDF denDF F-value p-value # (Intercept) 1 95 320006.5 # .0001 # N 1 95 79.3 # .0001 # farm 23 0 94.6 NaN
0 0 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN Max 2.49262804
#### using lm() without random effects m6=lm(size~N*farm) # full model m7=lm(size~N+farm) # common slope, different intercepts m8=lm(size~N) # common slope and intercept m9=lm(size~1) # no effect of N anova(m6,m7,m8,m9) # Analysis of Variance Table # Model 1: size ~ N * farm # Model 2: size ~ N + farm # Model 3: size ~ N # Model 4: size ~ 1 # Res.Df RSS Df Sum of Sq F Pr(>F) # 1 72 281.6 # 2 95 353.8 -23 -72.2 0.8028 0.717 # 3 118 8454.9 -23 -8101.1 90.0575 < 2.2e-16 *** # 4 119 8750.4 -1 -295.5 75.5424 7.846e-13 *** ## same conclusion - common slope but different intercepts #### lme() is vastly superior to lm() when there is unequal replication. #### error plots from a hierarchical analysis ################################# page 657 rm(list = ls()) # removes previous variables
d=read.table("http://www.bio.ic.ac.uk/research/mjcraw/therbook/data/hr e.txt",header=T); attach(d); d # subject town district street family gender replicate # 1 0.66198060 A d1 s1 f1 male 1 # . . . ## epidemiological study of childhood diseases, with blood samples taken from ## individual children, families, streets, districts and towns at different spatial scales. library(nlme); library(lattice); trellis.par.set(col.whitebg()) gd=groupedData(subject~gender|town/district/street/family/gender/repli cate,outer=~gender,data=d) ## More comprehensive model checking is available with grouped data. m=lme(subject~gender,random=~1|town/district/street/family/gender,data =gd); anova(m) # numDF denDF F-value p-value # (Intercept) 1 360 142.11589 <.0001 # gender 1 179 23.98874 <.0001 plot(m,gender~resid(.))
plot(m,resid(.,type="p")~fitted(.)|town)
qqnorm(m,~resid(.)|gender); qqnorm(m,~resid(.)|town)
qqnorm(m,~ranef(.,level=3)) # street
plot(m,subject~fitted(.))
Learn R
Topic 13 - Non-linear Regression, Tree Methods, and Time Series Analysis, Crawley (2007) Chapters 20, 21 and 22
Contents: Non-linear Regression Tree Methods Time Series Analysis The R code is available at ftp://ftpext.usgs.gov/pub/cr/co/fort.collins/Geissler/LearnR/LearnR10 -13.R
Chapter 20, Non-linear Regression
Michael Crawley, 2007,The R Book, Chapter 20. See the text for descriptions. You can copy and paste the statements below into the R Commander script window and execute them. Anything after # on a line is a comment. I have added annotations as comments and shown the output as comments following each command. Non-linear regression is used for relationships cannot be transformed so that they are linear in the parameters. Many curved lines such as polynomials can be transformed to be linear in the parameters and then fit by lm(). Example of jaw bone length (y) as a function of deer age (x). Theory suggests the relationship y=a - b*exp(-cx)
rm(list = ls()) # removes previous variables d=read.table("http://www.bio.ic.ac.uk/research/mjcraw/therbook/data/ja ws.txt",header=T); attach(d); d # age bone # age deer with jaw bone length # 1 0.000000 0.00000 # 2 5.112000 20.22000 # . . . plot(age,bone)
# We need initial estimates of the parameters to start the search for the best estimates. # From the graph a ~= 120 asymptote # Intercept ~= 10 so b = 120 - 10 = 110 # The curve raises most steeply at y ~= 40 where x=5 # c = -log((a-y)/b)/x -log((120-40)/110)/5 # 0.06369075 m1=nls(bone ~ a - b * exp(-c * age), start=list(a=120,b=110,c=0.064)); summary(m1) ## need to explicitly enter equation and provide starting values from graph. # Formula: bone ~ a - b * exp(-c * age) # Parameters: # Estimate Std. Error t value Pr(>|t|) # a 115.2528 2.9139 39.55 < 2e-16 *** # b 118.6875 7.8925 15.04 < 2e-16 *** # c 0.1235 0.0171 7.22 2.44e-09 *** # Residual standard error: 13.21 on 51 degrees of freedom # Number of iterations to convergence: 5 # Achieved convergence tolerance: 2.383e-06 ## Try starting with naive estimates m0=nls(bone~a-b * exp(-c * age), start=list(a=1,b=1,c=1)) # ERROR: Missing value or an infinity produced when evaluating the model ## You need reasonable starting values. m2=nls(bone ~ a * (1-exp(-c * age)), start=list(a=120,c=0.064)); anova(m1,m2) # Analysis of Variance Table # Model 1: bone ~ a - b * exp(-c * age) # Model 2: bone ~ a * (1 - exp(-c * age)) # Res.Df Res.Sum Sq Df Sum Sq F value Pr(>F) # 1 51 8897.3 # 2 52 8929.1 -1 -31.8 0.1825 0.671 ## m2 is not significantly different, so use simplifier m2 model. summary(m2) # Formula: bone ~ a * (1 - exp(-c * age)) # Parameters:
# Estimate Std. Error t value Pr(>|t|) # a 115.58056 2.84365 40.645 < 2e-16 *** # c 0.11882 0.01233 9.635 3.69e-13 *** # Residual standard error: 13.1 on 52 degrees of freedom # Number of iterations to convergence: 5 # Achieved convergence tolerance: 1.356e-06 xv=seq(0,50,0.1); yv=predict(m1,list(age=xv)) plot(bone~age);lines(xv,yv)
## Try a Michaelis-Menten curve m3=nls(bone~a*age/(1+b*age),start=list(a=8,b=0.08)); summary(m3) # Formula: bone ~ a * age/(1 + b * age) # Parameters: # Estimate Std. Error t value Pr(>|t|) # a 18.72539 2.52587 7.413 1.09e-09 *** # b 0.13596 0.02339 5.814 3.79e-07 *** # Residual standard error: 13.77 on 52 degrees of freedom # Number of iterations to convergence: 7 # Achieved convergence tolerance: 1.533e-06 ## Residual standard error is slightly larger. yv3=predict(m3,list(age=xv)) plot(bone~age);lines(xv,yv);lines(xv,yv3,lty=2)
#### generalized additive models ################################ page 665 ## GAMs are useful when you don't know the functional form of the relationship. rm(list = ls()) # removes previous variables d=read.table("http://www.bio.ic.ac.uk/research/mjcraw/therbook/data/hu mp.txt",header=T); attach(d); d # y x # 1 3.741 0.907 # . . . library(mgcv) m=gam(y~s(x)) # s(x) is the smooth of x xv=seq(min(x),max(x),0.001); yv=predict(m,list(x=xv)) plot(x,y); lines(xv,yv)
summary(m) # Family: gaussian # Link function: identity # Formula: # y ~ s(x) # Parametric coefficients: # Estimate Std. Error t value Pr(>|t|) # (Intercept) 1.95737 0.03446 56.8 <2e-16 *** # Approximate significance of smooth terms: # edf Ref.df F p-value # s(x) 7.452 7.952 123.3 <2e-16 *** # R-sq.(adj) = 0.919 Deviance explained = 92.6% # GCV score = 0.1156 Scale est. = 0.1045 n = 88 #### grouped data for non-linear estimation ############################## page 667 rm(list = ls()) # removes previous variables d=read.table("http://www.bio.ic.ac.uk/research/mjcraw/therbook/data/re action.txt",header=T); attach(d); d # strain enzyme rate # reaction rates as a function of enzyme concentration for 10 bacteria strains # 1 A 0.0 11.91119 # . . . plot(enzyme,rate,pch=as.numeric(strain))
library(nlme) ## fit separate regressions for each strain m1=nlsList(rate~c+a*enzyme/(1+b*enzyme)|strain,data=d,start=c(a=20,b=0 .25,c=10)); summary(m1) # Call: # Model: rate ~ c + a * enzyme/(1 + b * enzyme) | strain # Data: d # Coefficients: # a # Estimate Std. Error t value Pr(>|t|) # A 51.79746 4.093791 12.652686 1.943005e-06 # B 26.05893 3.063474 8.506335 2.800344e-05 # C 51.86774 5.086678 10.196781 7.842353e-05 # D 94.46245 5.813975 16.247482 2.973297e-06 # E 37.50984 4.840749 7.748767 6.462817e-06 # b # Estimate Std. Error t value Pr(>|t|) # A 0.4238572 0.04971637 8.525506 2.728565e-05 # B 0.2802433 0.05761532 4.864041 9.173722e-04 # C 0.5584898 0.07412453 7.534479 5.150210e-04 # D 0.6560539 0.05207361 12.598587 1.634553e-05 # E 0.5253479 0.09354863 5.615774 5.412405e-05 # c # Estimate Std. Error t value Pr(>|t|) # A 11.46498 1.194155 9.600916 1.244488e-05 # B 11.73312 1.120452 10.471780 7.049415e-06 # C 10.53219 1.254928 8.392663 2.671651e-04 # D 10.40964 1.294447 8.041768 2.909373e-04 # E 10.30139 1.240664 8.303123 4.059887e-06 # Residual standard error: 1.81625 on 35 degrees of freedom gd=groupedData(rate~enzyme|strain,data=d) plot(gd)
m2=nlme(rate~c+a*enzyme/(1+b*enzyme),fixed=a+b+c~1,random=a+b+c~1|stra in,data=gd,start=c(a=20,b=0.25,c=10)); summary(m2) # Nonlinear mixed-effects model fit by maximum likelihood # Model: rate ~ c + a * enzyme/(1 + b * enzyme) # Data: gd # AIC BIC logLik # 253.4806 272.6008 -116.7403 # Random effects: # Formula: list(a ~ 1, b ~ 1, c ~ 1) # Level: strain # Structure: General positive-definite, Log-Cholesky parametrization # StdDev Corr # a 22.9153193 a b # b 0.1132367 0.876 # c 0.4229784 -0.537 -0.875 # Residual 1.7105948 # Fixed effects: a + b + c ~ 1 ##### Fixed effects are means of parameter values ##### # Value Std.Error DF t-value p-value # a 51.59881 10.741441 43 4.803714 0 # b 0.47665 0.058786 43 8.108293 0 # c 10.98537 0.556448 43 19.741930 0 # Correlation: # a b # b 0.843 # c -0.314 -0.543 # Standardized Within-Group Residuals: # Min Q1 Med Q3 Max # -1.7918584 -0.6563331 0.0568836 0.7426879 2.0272251 # Number of Observations: 50 # Number of Groups: 5 coef(m2) # same order as plot - ranked by asymptote
# a b # E 34.09031 0.4533430 # B 28.01280 0.3238698 # C 49.63874 0.5193754 # A 53.20483 0.4426258 # D 93.04738 0.6440399 plot(augPred(m2))
c 10.81731 11.54809 10.67196 11.23607 10.65341
## This plot shows the model fit, whereas the last one connected the dots. ## Non-linear time series models (temporal pseudoreplication) page 671 rm(list = ls()) # removes previous variables d=read.table("http://www.bio.ic.ac.uk/research/mjcraw/therbook/data/no nlinear.txt",header=T); attach(d); head(d) # Growth curves, diam is response variable, time indicates a repeated measure on each dish. gd=groupedData(diam~time|dish,data=d) m1=nlme(diam~a+b*time/(1+c*time),fixed=a+b+c~1,data=gd,correlation=cor AR1(),start=c(a=0.5,b=5,c=0.5)) summary(m1) # Nonlinear mixed-effects model fit by maximum likelihood # Model: diam ~ a + b * time/(1 + c * time) # Data: gd # AIC BIC logLik # 129.7694 158.3157 -53.88469 # Random effects: # Formula: list(a ~ 1, b ~ 1, c ~ 1) # Level: dish # Structure: General positive-definite, Log-Cholesky parametrization # StdDev Corr # a 0.1014472 a b # b 1.2060357 -0.557 # c 0.1095790 -0.958 0.772
# Residual 0.3150067 # # Correlation Structure: AR(1) # Formula: ~1 | dish # Parameter estimate(s): # Phi # -0.03344977 # Fixed effects: a + b + c ~ 1 # Value Std.Error DF t-value p-value # a 1.288262 0.1086390 88 11.85819 0 # b 5.215250 0.4741948 88 10.99812 0 # c 0.498221 0.0450643 88 11.05578 0 # Correlation: # a b # b -0.506 # c -0.542 0.823 # Standardized Within-Group Residuals: # Min Q1 Med Q3 # -1.74222962 -0.64713559 -0.03349711 0.70298828 # Number of Observations: 99 # Number of Groups: 9 plot(augPred(m1))
Max 2.24686664
range(time) # 0 10 xv=seq(0,10,0.1) plot(time,diam,pch=as.numeric(dish),col=as.numeric(dish)) sapply(1:9,function(i)lines(xv,predict(m1,list(dish=i,time=xv)),lty=2) )
#### self-starting functions ################################ page 674 ## Models will fail if the starting values are too far off. ## The most used self-starting functions are: ## SSasymp asymptotic regression model y=ab*exp(-c*x) ## SSasympOff asymptotic regression model with an offset y=ab*exp(-c*(x-d)) ## SSasympOrig asymptotic regression model through the origin y=a*(1-exp(-b*x)) ## SSbiexp biexponential model y=a*exp(b*x)-c*exp(-d*x) ## SSfol first order compartment model y=k*exp(-exp(a)*x)-exp(-exp(b)*x) ## SSfpl four-parameter logistic model y=a+(b-a)/(1+exp(c-x)/d) ## SSgompertz Gompertz growth model y=a*exp(b*exp(-c*x)) ## SSlogis logistic model y=a/(1+b*exp(-c*x)) ## SSmicmen Michaelis-Menten model y=a*b/(b+x) ## SSweibull Weibull growth model y=ab*exp(c*x^d) ## self-startimg Michaelis-Menten model ## y=a*b/(b+x) a=asymptote, b=x for which y=a/2
rm(list = ls()) # removes previous variables d=read.table("http://www.bio.ic.ac.uk/research/mjcraw/therbook/data/mm .txt",header=T); attach(d); d # conc rate # 1 0.02 76 # . . . m=nls(rate~SSmicmen(conc,a,b)); summary(m) # Formula: rate ~ SSmicmen(conc, a, b) # Parameters: # Estimate Std. Error t value Pr(>|t|) # a 2.127e+02 6.947e+00 30.615 3.24e-11 *** # b 6.412e-02 8.281e-03 7.743 1.57e-05 *** # Residual standard error: 10.93 on 10 degrees of freedom # Number of iterations to convergence: 0 # Achieved convergence tolerance: 1.917e-06 xv=seq(min(conc),max(conc),0.01); yv=predict(m,list(conc=xv)) plot(rate~conc); lines(xv,yv)
## Non-linear time series models (temporal pseudoreplication) page 671 rm(list = ls()) # removes previous variables d=read.table("http://www.bio.ic.ac.uk/research/mjcraw/therbook/data/no nlinear.txt",header=T); attach(d); head(d) # Growth curves, diam is response variable, time indicates a repeated measure on each dish. gd=groupedData(diam~time|dish,data=d) m1=nlme(diam~a+b*time/(1+c*time),fixed=a+b+c~1,data=gd,correlation=cor AR1(),start=c(a=0.5,b=5,c=0.5)) summary(m1) plot(augPred(m1)) range(time) # 0 10 xv=seq(0,10,0.1) plot(time,diam,pch=as.numeric(dish),col=as.numeric(dish)) sapply(1:9,function(i)lines(xv,predict(m1,list(dish=i,time=xv)),lty=2) ) # Nonlinear mixed-effects model fit by maximum likelihood # Model: diam ~ a + b * time/(1 + c * time) # Data: gd
# # # # # # # # # # # # # # # # # # # # # # # # # # # # # #
AIC BIC logLik 129.7694 158.3157 -53.88469 Random effects: Formula: list(a ~ 1, b ~ 1, c ~ 1) Level: dish Structure: General positive-definite, Log-Cholesky parametrization StdDev Corr a 0.1014472 a b b 1.2060357 -0.557 c 0.1095790 -0.958 0.772 Residual 0.3150067 Correlation Structure: AR(1) Formula: ~1 | dish Parameter estimate(s): Phi -0.03344977 Fixed effects: a + b + c ~ 1 Value Std.Error DF t-value p-value a 1.288262 0.1086390 88 11.85819 0 b 5.215250 0.4741948 88 10.99812 0 c 0.498221 0.0450643 88 11.05578 0 Correlation: a b b -0.506 c -0.542 0.823 Standardized Within-Group Residuals: Min Q1 Med Q3 Max -1.74222962 -0.64713559 -0.03349711 0.70298828 2.24686664 Number of Observations: 99 Number of Groups: 9
#### self-starting functions ################################ page 674 ## Models will fail if the starting values are too far off. ## The most used self-starting functions are: ## SSasymp asymptotic regression model y=ab*exp(-c*x) ## SSasympOff asymptotic regression model with an offset y=ab*exp(-c*(x-d)) ## SSasympOrig asymptotic regression model through the origin y=a*(1-exp(-b*x)) ## SSbiexp biexponential model y=a*exp(b*x)-c*exp(-d*x) ## SSfol first order compartment model y=k*exp(-exp(a)*x)-exp(-exp(b)*x) ## SSfpl four-parameter logistic model y=a+(b-a)/(1+exp(c-x)/d) ## SSgompertz Gompertz growth model y=a*exp(b*exp(-c*x)) ## SSlogis logistic model y=a/(1+b*exp(-c*x)) ## SSmicmen Michaelis-Menten model y=a*b/(b+x) ## SSweibull Weibull growth model y=ab*exp(c*x^d) ## self-startimg Michaelis-Menten model ## y=a*b/(b+x) a=asymptote, b=x for which y=a/2 rm(list = ls()) # removes previous variables d=read.table("http://www.bio.ic.ac.uk/research/mjcraw/therbook/data/mm .txt",header=T); attach(d); d
# conc rate # 1 0.02 76 # . . . m=nls(rate~SSmicmen(conc,a,b)); summary(m) # Formula: rate ~ SSmicmen(conc, a, b) # Parameters: # Estimate Std. Error t value Pr(>|t|) # a 2.127e+02 6.947e+00 30.615 3.24e-11 *** # b 6.412e-02 8.281e-03 7.743 1.57e-05 *** # Residual standard error: 10.93 on 10 degrees of freedom # Number of iterations to convergence: 0 # Achieved convergence tolerance: 1.917e-06 xv=seq(min(conc),max(conc),0.01); yv=predict(m,list(conc=xv)) plot(rate~conc); lines(xv,yv)
## self-startimg asymptotic exponential model ## y=a-b*exp(-c*x) a=asymptote, b=a-intercept, c=rate constant rm(list = ls()) # removes previous variables d=read.table("http://www.bio.ic.ac.uk/research/mjcraw/therbook/data/ja ws.txt",header=T); attach(d); d # age deer using length of jaw bones # Example of jaw bone length (y) as a function of deer age (x). # age bone # 1 0.000000 0.00000 # 2 5.112000 20.22000 # . . . m=nls(bone~SSasymp(age,a,b,c)); summary(m) # Formula: bone ~ SSasymp(age, a, b, c) # Parameters: # Estimate Std. Error t value Pr(>|t|) # a 115.2527 2.9139 39.553 <2e-16 *** # b -3.4348 8.1961 -0.419 0.677 # c -2.0915 0.1385 -15.101 <2e-16 *** # Residual standard error: 13.21 on 51 degrees of freedom # Number of iterations to convergence: 0 # Achieved convergence tolerance: 2.438e-07 xv=seq(min(age),max(age),0.02); yv=predict(m,list(age=xv)) plot(bone~age); lines(xv,yv)
par(mfrow=c(2,2)); plot(profile(m)); par(mfrow=c(1,1)) ## Investigates the behavior of the objective function (log-likelihood for nls) p. 676 ## near the solution (fitted value).
## self-startimg logistic model p. 676 ## y=a/(1+b*exp(-c*x)) rm(list = ls()) # removes previous variables
d=read.table("http://www.bio.ic.ac.uk/research/mjcraw/therbook/data/ss logistic.txt",header=T); attach(d); head(d) # density concentration # 1 0.017 0.04882812 # . . . m=nls(density~SSlogis(log(concentration),a,b,c)); summary(m) # Formula: density ~ SSlogis(log(concentration), a, b, c) # Parameters: # Estimate Std. Error t value Pr(>|t|) # a 2.34518 0.07815 30.01 2.17e-13 *** # b 1.48309 0.08135 18.23 1.22e-10 *** # c 1.04146 0.03227 32.27 8.51e-14 *** # Residual standard error: 0.01919 on 13 degrees of freedom # Number of iterations to convergence: 0 # Achieved convergence tolerance: 3.302e-06 xv=seq(log(min(concentration)),log(max(concentration)),0.01); yv=predict(m,list(concentration=exp(xv))) plot(log(concentration),density); lines(xv,yv)
## self-startimg four-parameter logistic model p. 678 ## y=a+(b-a)/(1+exp(c-x)/d) has lower as well as upper asymptote. rm(list = ls()) # removes previous variables d=read.table("http://www.bio.ic.ac.uk/research/mjcraw/therbook/data/ch icks.txt",header=T); attach(d); d # weight Time # 1 42 0 # . . . m=nls(weight~SSfpl(Time,a,b,c,d)); summary(m) # Formula: weight ~ SSfpl(Time, a, b, c, d) # Parameters: # Estimate Std. Error t value Pr(>|t|) # a 27.453 6.601 4.159 0.003169 ** # b 348.971 57.899 6.027 0.000314 *** # c 19.391 2.194 8.836 2.12e-05 *** # d 6.673 1.002 6.662 0.000159 *** # Residual standard error: 2.351 on 8 degrees of freedom # Number of iterations to convergence: 0 # Achieved convergence tolerance: 2.406e-07
xv=seq(min(Time),max(Time),(max(Time)-min(Time))/100); yv=predict(m,list(Time=xv)) plot(weight~Time); lines(xv,yv)
## self-startimg Weibull growth function p. 679 ## y=a-b*exp(c*x^d) rm(list = ls()) # removes previous variables d=read.table("http://www.bio.ic.ac.uk/research/mjcraw/therbook/data/we ibull.growth.txt",header=T); attach(d); head(d) # weight time # 1 49 2 # . . . m=nls(weight~SSweibull(time,a,b,c,d)); summary(m) # Formula: weight ~ SSweibull(time, a, b, c, d) # Parameters: # Estimate Std. Error t value Pr(>|t|) # a 158.5012 1.1769 134.67 3.28e-13 *** # b 110.9971 2.6330 42.16 1.10e-09 *** # c -5.9934 0.3733 -16.05 8.83e-07 *** # d 2.6461 0.1613 16.41 7.62e-07 *** # Residual standard error: 2.061 on 7 degrees of freedom # Number of iterations to convergence: 0 # Achieved convergence tolerance: 5.702e-06 xv=seq(min(time),max(time),(max(time)-min(time))/100); yv=predict(m,list(time=xv)) plot(weight~time); lines(xv,yv)
## self-startimg first-order compartment function p. 680 ## y=k*exp(-exp(a)*x) - exp(-exp(b)*x) ## where k=Dose * x * exp(a+b+c)/(exp(b)-exp(a)) x=Time below. rm(list = ls()) # removes previous variables d=read.table("http://www.bio.ic.ac.uk/research/mjcraw/therbook/data/fo l.txt",header=T); attach(d); head(d) # Wt Dose Time conc # 1 79.6 4.02 0.00 0.74 # . . . m=nls(conc~SSfol(Dose,Time,a,b,c)); summary(m) # Formula: conc ~ SSfol(Dose, Time, a, b, c) # Parameters: # Estimate Std. Error t value Pr(>|t|) # a -2.9196 0.1709 -17.085 1.40e-07 *** # b 0.5752 0.1728 3.328 0.0104 * # c -3.9159 0.1273 -30.768 1.35e-09 *** # Residual standard error: 0.732 on 8 degrees of freedom # Number of iterations to convergence: 8 # Achieved convergence tolerance: 4.907e-06 xv=seq(min(Time),max(Time),(max(Time)-min(Time))/100); yv=predict(m,list(Time=xv)) plot(conc~Time); lines(xv,yv)
Chapter 21, Tree Models
Tree models are computationally intensive methods that are used in situations where there are many explanatory variables, and we would like guidance about which of them to include in the model. Tree models are particularly good at tasks that might be regarded as appropriate for multivariate statistics, such as classification problems. Their advantages are that they: are very simple are excellent for initial data inspection give a very clear picture of the structure of the data provide a highly intuitive insight into the interactions The model is fit using binary recursive partitioning, where the data are successively split so that at any node, the split that maximally distinguishes the response variable is selected. Each explanatory variable is assessed turn and the variable explaining the greatest amount of deviance in the response variable is selected. Deviance is defined as D=(yi-u|i|)2 where u|i| is the mean of all the response values assigned to node i and the sum of squares add over all nodes. The value of any split is defined as the reduction in this residual sum of squares. The procedure is: Select a threshold value of an explanatory variable. Calculate the mean value of the response variable above and below this threshold value of the explanatory variable. Use these two means u|i| to calculate the deviance D. Loop through all possible values of the threshold for all the explanatory variable. Determine which value of the threshold gives the lowest deviance.
Split the data into high and low subsets on the basis of the threshold for this response variable. Repeat the procedure on each subset of the data on either side of the threshold. Keep going until no further reduction id deviance is obtained, or there are too few data points to merit further subdivision. If the explanatory variable are categorical, it is a classification tree. If the explanatory variable are continuous, it is a regression tree. regression trees
library(tree) rm(list = ls()) # removes previous variables d=read.table("http://www.bio.ic.ac.uk/research/mjcraw/therbook/data/Po llute.txt",header=T); attach(d); head(d) # Pollution Temp Industry Population Wind Rain Wet.days # 1 24 61.5 368 497 9.1 48.34 115 # . . . m1=tree(Pollution~.,d); plot(m1); text(m1)
m1 # node), split, n, deviance, yval # * denotes terminal node # 1) root 41 22040 30.05 # 2) Industry < 748 36 11260 24.92 # 4) Population < 190 7 4096 43.43 * # 5) Population > 190 29 4187 20.45 # 10) Wet.days < 108 11 96 12.00 * # 11) Wet.days > 108 18 2826 25.61 # 22) Temp < 59.35 13 1895 29.69 # 44) Wind < 9.65 8 1213 33.88 * # 45) Wind > 9.65 5 318 23.00 *
# # ## ## ## ## ## ## ##
23) Temp > 59.35 5 152 15.00 * 3) Industry > 748 5 3002 67.00 * in the line "2) Industry < 748 36 11260 24.92" "2)" labels the node "Industry < 748" is the split criterion "36" is the number of cases going into the split "11260" is the deviance at the node "24.92" is the mean of the response variable at the node. * indicates a terminal node (estimate)
d1=data.frame(d,node=as.numeric(m1$where),predicted=predict(m1)); attach(d1) d1[order(node),] ## Nodes are numbered differently than above. ## Node 3: Industry < 748 and Population < 190 # Pollution Temp Industry Population Wind Rain Wet.days node predicted # 4 28 51.0 137 176 8.7 15.17 89 3 43.42857 # 6 46 47.6 44 116 8.8 33.36 135 3 43.42857 # 18 13 61.0 91 132 8.2 48.52 100 3 43.42857 # 19 31 55.2 35 71 6.6 40.75 148 3 43.42857 # 23 56 49.1 412 158 9.0 43.37 127 3 43.42857 # 27 36 54.0 80 80 9.0 40.25 114 3 43.42857 # 41 94 50.0 343 179 10.6 42.75 125 3 43.42857 ## Node 5: Industry < 748 and Population > 190 and Wet.days < 108 # Pollution Temp Industry Population Wind Rain Wet.days node predicted # 7 9 66.2 641 844 10.9 35.94 78 5 12.00000 # 13 14 51.5 181 347 10.9 30.18 98 5 12.00000 # 15 17 51.9 454 515 9.0 12.95 86 5 12.00000 # 20 12 56.7 453 716 8.7 20.66 67 5 12.00000 # 21 10 70.3 213 582 6.0 7.05 36 5 12.00000 # 24 10 68.9 721 1233 10.8 48.19 103 5 12.00000 # 26 8 56.6 125 277 12.7 30.58 82 5 12.00000 # 36 10 61.6 337 624 9.2 49.10 105 5 12.00000 # 38 14 54.5 381 507 10.0 37.00 99 5 12.00000 # 39 17 49.0 104 201 11.2 30.85 103 5 12.00000 # 40 11 56.8 46 244 8.9 7.77 58 5 12.00000 ## Node 8: Industry < 748 and Population > 190 and Wet.days > 108 ## and Temp < 59.35 and Wind < 9.65 # Pollution Temp Industry Population Wind Rain Wet.days node predicted
# 2 30 55.6 291 593 8.3 43.11 123 8 33.87500 # 9 26 57.8 197 299 7.6 42.59 115 8 33.87500 # 10 61 50.4 347 520 9.4 36.22 147 8 33.87500 # 11 29 57.3 434 757 9.3 38.98 111 8 33.87500 # 16 23 54.0 462 453 7.1 39.04 132 8 33.87500 # 17 47 55.0 625 905 9.6 41.31 111 8 33.87500 # 29 29 51.1 379 531 9.4 38.79 164 8 33.87500 # 34 26 51.5 266 540 8.6 37.01 134 8 33.87500 ## Node 9: Industry < 748 and Population > 190 and Wet.days > 108 ## and Temp < 59.35 and Wind > 9.65 # Pollution Temp Industry Population Wind Rain Wet.days node predicted # 12 28 52.3 361 746 9.7 38.74 121 9 23.00000 # 28 16 45.7 569 717 11.8 29.07 123 9 23.00000 # 30 29 43.5 669 744 10.6 25.94 137 9 23.00000 # 35 31 59.3 96 308 10.6 44.68 116 9 23.00000 # 37 11 47.1 391 463 12.4 36.11 166 9 23.00000 ## Node 10: Industry < 748 and Population > 190 and Wet.days > 108 ## and Temp > 59.35 # Pollution Temp Industry Population Wind Rain Wet.days node predicted # 1 24 61.5 368 497 9.1 48.34 115 10 15.00000 # 5 14 68.4 136 529 8.8 54.47 116 10 15.00000 # 14 18 59.4 275 448 7.9 46.00 119 10 15.00000 # 32 9 68.3 204 361 8.4 56.77 113 10 15.00000 # 33 10 75.5 207 335 9.0 59.80 128 10 15.00000 ## Node 11: Industry > 748 # Pollution Temp Industry Population Wind Rain Wet.days node predicted # 3 56 55.9 775 622 9.5 35.89 105 11 67.00000 # 8 35 49.9 1064 1513 10.1 30.96 129 11 67.00000 # 22 110 50.6 3344 3369 10.4 34.44 122 11 67.00000 # 25 69 54.6 1692 1950 9.6 39.93 115 11 67.00000 # 31 65 49.7 1007 751 10.9 34.99 155 11 67.00000 plot(node,Pollution)
#### tree models as regressions ########################################## page 689 d=read.table("http://www.bio.ic.ac.uk/research/mjcraw/therbook/data/ca r.test.frame.txt",header=T); attach(d); head(d) # Price Country Reliability Mileage Type Weight Disp. HP # 1 8895 USA 4 33 Small 2560 97 113 # . . . plot(Weight,Mileage)
m2=tree(Mileage~Weight); plot(m2); text(m2)
xv=seq(min(Weight),max(Weight),10); yv=predict(m2,list(Weight=xv)) plot(Weight,Mileage); lines(xv,yv)
#### model simplification ############################### page 690 ## Simplification is a comprise between fit and explanatory power, ## because a model with perfect fit would have as many parameters and data points. ## prune.tree() returns a nested sequence of sub-trees by recursively 'snipping' off the least
## important splits, based on a cost-complexity measure. pt=prune.tree(m1); pt # pollution example # $size # number of terminal nodes # [1] 6 5 4 3 2 1 # $dev # total deviance of each subtree # [1] 8876.589 9240.484 10019.992 11284.887 14262.750 22037.902 # $k # cpst-complexity pruning parameter. # [1] -Inf 363.8942 779.5085 1264.8946 2977.8633 7775.1524 # $method # [1] "deviance" # attr(,"class") # [1] "prune" "tree.sequence" m3=prune.tree(m1,best=4); m3 # best tree with 4 terminal nodes # node), split, n, deviance, yval # * denotes terminal node # 1) root 41 22040 30.05 # 2) Industry < 748 36 11260 24.92 # 4) Population < 190 7 4096 43.43 * # 5) Population > 190 29 4187 20.45 # 10) Wet.days < 108 11 96 12.00 * # 11) Wet.days > 108 18 2826 25.61 * # 3) Industry > 748 5 3002 67.00 * plot(m3); text(m3)
#### classification trees with categorical explanatory variables ########### page 693 ## Tree models are very useful for developing efficient and effective taxonomic keys. ## First split where it explains the most variability. rm(list = ls()) # removes previous variables d=read.table("http://www.bio.ic.ac.uk/research/mjcraw/therbook/data/ep ilobium.txt",header=T); attach(d); d # species stigma stem.hairs glandular.hairs seeds pappilose stolons petals base # 1 hirsutum lobed spreading absent none uniform absent <9mm rounded
# 2 parviflorum lobed absent >10mm rounded # 3 montanum lobed absent >10mm rounded # 4 lanceolatum lobed absent >10mm cuneate # 5 tetragonum clavate absent >10mm rounded # 6 obscurum clavate stolons >10mm rounded # 7 roseum clavate absent >10mm cuneate # 8 palustre clavate absent >10mm rounded # 9 ciliatum clavate absent >10mm rounded
spreading spreading spreading appressed appressed spreading spreading spreading
absent present present present present present
none none none none none none
uniform uniform uniform uniform uniform uniform uniform ridged
present appendage present appendage
m=tree(species~.,d);m # only one node because only 1 entry for each species # node), split, n, deviance, yval, (yprob) # * denotes terminal node # 1) root 9 39.55 ciliatum ( 0.1111 0.1111 0.1111 0.1111 0.1111 0.1111 0.1111 0.1111 0.1111 ) * m=tree(species~.,d,minsize=2,mindev=1e-6);m # node), split, n, deviance, yval, (yprob) # * denotes terminal node # 1) root 9 39.550 ciliatum ( 0.1111 0.1111 0.1111 0.1111 0.1111 0.1111 0.1111 0.1111 0.1111 ) # 2) stigma: clavate 5 16.090 ciliatum ( 0.2000 0.0000 0.0000 0.0000 0.2000 0.2000 0.0000 0.2000 0.2000 ) # 4) stem.hairs: appressed 2 2.773 obscurum ( 0.0000 0.0000 0.0000 0.0000 0.5000 0.0000 0.0000 0.0000 0.5000 ) # 8) stolons: absent 1 0.000 tetragonum ( 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 1.0000 ) * # 9) stolons: stolons 1 0.000 obscurum ( 0.0000 0.0000 0.0000 0.0000 1.0000 0.0000 0.0000 0.0000 0.0000 ) * # 5) stem.hairs: spreading 3 6.592 ciliatum ( 0.3333 0.0000 0.0000 0.0000 0.0000 0.3333 0.0000 0.3333 0.0000 ) # 10) seeds: appendage 2 2.773 ciliatum ( 0.5000 0.0000 0.0000 0.0000 0.0000 0.5000 0.0000 0.0000 0.0000 ) # 20) pappilose: ridged 1 0.000 ciliatum ( 1.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 ) * # 21) pappilose: uniform 1 0.000 palustre ( 0.0000 0.0000 0.0000 0.0000 0.0000 1.0000 0.0000 0.0000 0.0000 ) * # 11) seeds: none 1 0.000 roseum ( 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 1.0000 0.0000 ) * # 3) stigma: lobed 4 11.090 hirsutum ( 0.0000 0.2500 0.2500 0.2500 0.0000 0.0000 0.2500 0.0000 0.0000 ) # 6) glandular.hairs: absent 2 2.773 hirsutum ( 0.0000 0.5000 0.0000 0.0000 0.0000 0.0000 0.5000 0.0000 0.0000 ) # 12) petals: <0mm 1 0.000 parviflorum ( 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 1.0000 0.0000 0.0000 ) * # 13) petals: >9mm 1 0.000 hirsutum ( 0.0000 1.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 ) * # 7) glandular.hairs: present 2 2.773 lanceolatum ( 0.0000 0.0000 0.5000 0.5000 0.0000 0.0000 0.0000 0.0000 0.0000 ) # 14) base: cuneate 1 0.000 lanceolatum ( 0.0000 0.0000 1.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 ) * # 15) base: rounded 1 0.000 montanum ( 0.0000 0.0000 0.0000 1.0000 0.0000 0.0000 0.0000 0.0000 0.0000 ) * plot(m); text(m)
#### classification trees for replicated data ###################### page 695 rm(list = ls()) # removes previous variables d=read.table("http://www.bio.ic.ac.uk/research/mjcraw/therbook/data/ta xonomy.txt",header=T); attach(d); head(d) ## Construct the key for the four taxa with the smallest error rate. # Taxon Petals Internode Sepal Bract Petiole Leaf Fruit # 1 I 5.621498 29.48060 2.462107 18.20341 11.279097 1.128033 7.876151 # . . . m1=tree(Taxon~.,d); m1 # node), split, n, deviance, yval, (yprob) # * denotes terminal node # 1) root 120 332.70 I ( 0.2500 0.2500 0.2500 0.2500 ) # 2) Sepal < 3.53232 90 197.80 I ( 0.3333 0.3333 0.3333 0.0000 ) # 4) Leaf < 2.00426 60 83.18 I ( 0.5000 0.5000 0.0000 0.0000 ) # 8) Petiole < 9.91246 30 0.00 II ( 0.0000 1.0000 0.0000 0.0000 ) * # 9) Petiole > 9.91246 30 0.00 I ( 1.0000 0.0000 0.0000 0.0000 ) * # 5) Leaf > 2.00426 30 0.00 III ( 0.0000 0.0000 1.0000 0.0000 ) * # 3) Sepal > 3.53232 30 0.00 IV ( 0.0000 0.0000 0.0000 1.0000 ) * plot(m1); text(m1)
summary(m1) # Classification tree: # tree(formula = Taxon ~ ., data = d) # Variables actually used in tree construction: # [1] "Sepal" "Leaf" "Petiole" # Number of terminal nodes: 4 # Residual mean deviance: 0 = 0 / 116 # Misclassification error rate: 0 = 0 / 120 # impressive
Chapter 22, Time Series Analysis

Time series data are vectors of numbers, typically regularly spaced in time.
rm(list = ls()) # removes previous variables d=read.table("http://www.bio.ic.ac.uk/research/mjcraw/therbook/data/bl owfly.txt",header=T); attach(d); head(d) # flies # A. J. Nicholson reared blowfly larvae in a laboratory # 1 948 # and kept the experiment running for almost seven years. # 2 942 # . . . # 361 6803 # 362 \032 ## The last point seems to be bad, so I will remove it. d=d[1:361,] flies=ts(d); plot(flies) # time series object #
## You can see the pattern better by changes the aspect ratio. library(lattice) xyplot(flies~1:length(flies), type="l" ,aspect=0.3, xlab="") #
## The process seems to have changed around week 200. n=length(flies); n par(mfrow=c(2,2)) ## Plot lags, such as flies[1] vs flies[2], and flies[1] vs flies[3], etc. ## Need to make the vectors the same length, so they match. sapply(1:4, function(x) plot(as.numeric(flies[-c(nx+1:n)]),as.numeric(flies[-c(1:x)])) ) par(mfrow=c(1,1))
# ## The correlation drops off quickly with increasing lags. ## Autocorrelation is the correlation between successive observations over time. ## Partial autocorrelations adjust for the effects of correlations with fewer lags. par(mfrow=c(1,2)) acf(flies,main="autocorrelation") acf(flies, type="p",main="partial autocorrelation") par(mfrow=c(1,1))
## At lag 0, autocorrelation with itself is 1. ## Partial autocorrelations starts with lag 1, which is the same as the autocorrelation. ## The autocorrelation drops off with time, but becomes negative with the next down slope of the cycle. ## The negative partial autocorrelation at lags 2 and 3 reflects the length of the ## larval (1 week) and pupal (2 weeks) periods. ## Cycles are caused by over compensating density dependence, resulting form larval competition for food. ## It looks like the process is different after week 200. period=numeric(n); period[1:200]=0; period[201:n]=1; weeks=1:n m1=lm(flies~weeks*period); anova(m1) # Analysis of Variance Table # Response: flies # Df Sum Sq Mean Sq F value Pr(>F) # weeks 1 8091 8091 0.8299 0.3629 # period 1 424 424 0.0435 0.8349 # weeks:period 1 258019 258019 26.4662 4.434e-07 *** # Residuals 357 3480395 9749 m2=lm(flies~weeks+period); anova(m1,m2) # Analysis of Variance Table # Model 1: flies ~ weeks * period # Model 2: flies ~ weeks + period # Res.Df RSS Df Sum of Sq F Pr(>F) # 1 357 3480395 # 2 358 3738414 -1 -258019 26.466 4.434e-07 *** ## Both the intercept and slope changes after week 200, ##so we should analyze these periods separately. flies1=flies[1:200]; weeks1=1:200; flies2=flies[201:n]; weeks2=1:length(flies2)
m1=lm(flies1~weeks1);summary(m1) # Coefficients: # Estimate Std. Error t value Pr(>|t|) # (Intercept) 204.4682 15.3166 13.349 <2e-16 *** # weeks1 -0.3012 0.1322 -2.279 0.0237 * m2=lm(flies2~weeks2);summary(m2) # Coefficients: # Estimate Std. Error t value Pr(>|t|) # (Intercept) 119.6196 13.6147 8.786 2.37e-15 # weeks2 0.7613 0.1458 5.222 5.47e-07 ## Decrease in period 1, but an increase in period ## Tests do not consider autocorrelations (spatial
*** *** 2. pseudoreplication).
dt1=flies1-predict(m1); dt2=flies2-predict(m2) # detrended par(mfrow=c(1,3)) ts.plot(dt1) acf(dt1, main="autocorrelation") acf(dt1, type="p", main="partial autocorrelation") #
ts.plot(dt2) acf(dt2, main="autocorrelation") acf(dt2, type="p", main="partial autocorrelation") par(mfrow=c(1,1)) #
#### moving average ############################################## page 708 rm(list = ls()) # removes previous variables d=read.table("http://www.bio.ic.ac.uk/research/mjcraw/therbook/data/te mp.txt",header=T); attach(d); head(d) # temps # 1 3.170968 # . . . ## A three point moving average removes much of the local noise. ## yi = (xi-1 + xi + xi+1)/3 ma=function(x,d) { d=as.integer(d/2); n=length(x); y=numeric(n); y[1:d]=NA; y[(nd+1):n]=NA for (i in (d+1):(n-d)) y[i]=mean(x[(i-d):(i+d)]) y } par(mfrow=c(3,1)) plot(temps, main="points"); lines(temps); mavg=ma(temps,3); plot(temps,main="moving average 3"); lines(ma(temps,3)) mavg=ma(temps,7); plot(temps,main="moving average 7"); lines(ma(temps,7)) par(mfrow=c(1,1))
## Note the seasonal pattern. #### seasonal data ############################################### page 708 rm(list = ls()) # removes previous variables d=read.table("http://www.bio.ic.ac.uk/research/mjcraw/therbook/data/Si lwoodWeather.txt",header=T); attach(d); head(d) # upper lower rain month yr # daily weather from Silwood Park, England 1987-2005 # 1 10.8 6.5 12.2 1 1987 # 2 10.5 4.5 1.3 1 1987 # . . . plot(upper,type="l")
# n=length(upper); n; yrLen=n/19; yrLen # n=6940, yr=365.2632 days t=(1:n)/yrLen; head(t) # time in years m=lm(upper~sin(t*2*pi)+cos(t*2*pi)); summary(m) # Coefficients: # Estimate Std. Error t value Pr(>|t|) # (Intercept) 14.95647 0.04088 365.86 <2e-16 *** # sin(t * 2 * pi) -2.53888 0.05781 -43.91 <2e-16 *** # cos(t * 2 * pi) -7.24015 0.05781 -125.23 <2e-16 *** plot(t,upper,pch="."); lines(t,predict(m))
plot(m$resid,pch=".")
## some periodicity, but no obvious trend par(mfrow=c(1,2)); acf(m$resid); acf(m$resid,type="p"); par(mfrow=c(1,1));
## strong autocorrelation, which drop off quickly ## Only the partial autocorrelation at lag 1 is large, ## suggesting an autoregressive model with lag 1, AR(1). #### pattern in monthly means ############################### 713 moMeans=tapply(upper,list(month,yr),mean) # monthly means temp=ts(as.vector(moMeans)) par(mfrow=c(1,2)); plot(temp); acf(temp); par(mfrow=c(1,1)) page
## cycle with period of 12 months yrMeans=tapply(upper,yr,mean) # monthly means ytemp=ts(as.vector(yrMeans)) par(mfrow=c(1,2)); plot(ytemp); acf(ytemp); par(mfrow=c(1,1))
# ## No evidence for autocorrelation among years. #### built-in time series functions ######################### page 714 high=ts(upper,start=c(1987,1),frequency=365); plot(high) # time series object
# ## decomposition up=stl(high,"periodic"); plot(up) # Seasonal Decomposition
## testing for a trend in time series tapply(upper, factor(yr>1996), mean) # FALSE TRUE # mean after 1966 is greater # 14.62056 15.32978 yr=factor(yr); n=length(upper); ix=1:n; yrLen=n/19; t=(1:n)/yrLen # time in years library(lme4) m1=lmer(upper~ix+sin(t*2*pi)+cos(t*2*pi) + (1|factor(yr)), REML=F) m2=lmer(upper~sin(t*2*pi)+cos(t*2*pi) + (1|factor(yr)), REML=F) # remove ix index anova(m1,m2) # Models: # m2: upper ~ sin(t * 2 * pi) + cos(t * 2 * pi) + (1 | yr) # m1: upper ~ ix + sin(t * 2 * pi) + cos(t * 2 * pi) + (1 | yr) # Df AIC BIC logLik Chisq Chi Df Pr(>Chisq) # m2 5 36452 36486 -18221 # m1 6 36458 36499 -18223 0 1 1
## m2, without ix, is preferred.
No suggestion of global warming.
m3=lm(yrMeans~I(1:length(yrMeans))); summary(m3) ## Analyzing yearly means removes the spatial pseudoreplication, because they are uncorrelated. # Coefficients: # Estimate Std. Error t value Pr(>|t|) # (Intercept) 14.27105 0.32220 44.293 <2e-16 *** # I(1:length(yrMeans)) 0.06858 0.02826 2.427 0.0266 * ## Significantly increasing trend. m4=lm(yrMeans[-1]~I(1:(length(yrMeans)-1))); summary(m4) # Coefficients: # Estimate Std. Error t value Pr(>|t|) # (Intercept) 14.59826 0.30901 47.243 <2e-16 *** # I(1:(length(yrMeans) - 1)) 0.04761 0.02855 1.668 0.115 ## Not significant if drop first year. #### spectral analysis ##################################### Page 717 ## Spectral analysis is an alternative approach that is based on the analysis of ## frequencies rather than the fluctuations of numbers. rm(list = ls()) # removes previous variables d=read.table("http://www.bio.ic.ac.uk/research/mjcraw/therbook/data/ly nx.txt",header=T); attach(d); head(d) # Lynx # annual number of lynx pelts bought by Hudson's Bay Company # 1 269 # . . . plot.ts(Lynx)
# spectrum(lynx)
# ## of ## ##
The graph is interpreted as showing strong cycles with a frequency about 0.1. The vertical blue bar shows the 95% confidence interval. A frequency of 0.1 indicates a period of 1/0.1 = 10 years.
#### multiple time series ######################################## Page 718 rm(list = ls()) # removes previous variables d=read.table("http://www.bio.ic.ac.uk/research/mjcraw/therbook/data/tw oseries.txt",header=T); attach(d); head(d) # x y # 1 101 121 # . . . plot.ts(cbind(x,y))
# par(mfrow=c(1,2)); acf(x,type="p"); acf(y,type="p"); par(mfrow=c(1,1));
# ## The evidence for periodicity is stronger in x than in y. ## The partial autocorrelation for x is significant at a lag of 2.
acf(cbind(x,y))
# ## x & y is the cross correlation of the two time series ## The lag is reversed for y & x. acf(cbind(x,y),type="p")
# ## Partial autocorrelations control for both x and y. plot(diff(x),diff(y))
# ## Plotting the differences shows a negative correlation, with two outliers. #### simulated time series ################################## Page 722 ## Shows how a first-order autoregressive process [AR(1)] appears in the plots.
rm(list = ls()) # removes previous variables n=250; e=rnorm(n,0,2)# error term y=e # no autocorrelation. par(mfrow=c(1,3)); plot.ts(y); acf(y); acf(y,type="p")
# a=-0.5; y[1]=e[1] for (i in 2:n) y[i]=a*y[i-1]+e[i] par(mfrow=c(1,3)); plot.ts(y); acf(y); acf(y,type="p")
# a=0.5; y[1]=e[1] for (i in 2:n) y[i]=a*y[i-1]+e[i] par(mfrow=c(1,3)); plot.ts(y); acf(y); acf(y,type="p")
# a=1; y[1]=e[1] # random walk for (i in 2:n) y[i]=a*y[i-1]+e[i] par(mfrow=c(1,3)); plot.ts(y); acf(y); acf(y,type="p")
# par(mfrow=c(1,1)) #### time series models ############################ Page 726 Moving average (AV) Autoregressive (AR) Autoregressive moving average (ARMA) rm(list = ls()) # removes previous variables d=read.table("http://www.bio.ic.ac.uk/research/mjcraw/therbook/data/ly nx.txt",header=T); attach(d); head(d) # Lynx # annual number of lynx pelts bought by Hudson's Bay Company # 1 269 # . . . par(mfrow=c(1,2)); acf(Lynx); acf(Lynx,type="p"); par(mfrow=c(1,1))
# ## Crawley comments that "the population is very clearly cyclic, with a period ## of 10 years. The dynamics appear to be driven by strong, negative density dependence ##(a partial autocorrelation of =0.588) at lag 2. There are other significant partials ## at lags 1 and 8 (positive) and lag 4 (negative). Of course you cannot infer the ## mechanism by observing the dynamics, but the lags associated with significant negative ## and positive feedbacks are extremely interesting and highly suggestive. ## The main prey species of the lynx is the snowshoe hare and the negative feedback at ## lag 2 may reflect the timescale of this predator-prey interaction. The hares are ## known to cause medium-term induced reductions in the quality of their food plants as ## a result of heavy browsing pressure when the hares [are] at high density, and this ## could map through to lynx populations with lag 4." ## arima (autoregressive moving average models) order=c(p,d,q) where ## p = autoregressive order ## d = degree of differencing ## q = moving average order m100=arima(Lynx,order=c(1,0,0)) m200=arima(Lynx,order=c(2,0,0)) m300=arima(Lynx,order=c(3,0,0)) m400=arima(Lynx,order=c(4,0,0)) m500=arima(Lynx,order=c(5,0,0)) m600=arima(Lynx,order=c(6,0,0)) m001=arima(Lynx,order=c(0,0,1)) m002=arima(Lynx,order=c(0,0,2)) m003=arima(Lynx,order=c(0,0,3)) m004=arima(Lynx,order=c(0,0,4)) m005=arima(Lynx,order=c(0,0,5)) m006=arima(Lynx,order=c(0,0,6)) AIC(m100,m200,m300,m400,m500,m600,m001,m002,m003,m004,m005,m006) # df AIC # m100 3 1926.991 # m200 4 1878.032 # m300 5 1879.957 # m400 6 1874.222 # min for AR models # m500 7 1875.276 # m600 8 1876.858
# m001 3 1917.947 # m002 4 1890.061 # m003 5 1887.770 # m004 6 1888.279 # m005 7 1885.698 # m006 8 1885.230 # min for MA models AIC(m100,m200,m300,m400,m500,m600,m001,m002,m003,m004,m005,m006,k=log( length(Lynx))) # BIC # df AIC # m100 3 1935.199 # m200 4 1888.977 # min for AR models # m300 5 1893.638 # m400 6 1890.639 # m500 7 1894.429 # m600 8 1898.748 # m001 3 1926.155 # m002 4 1901.006 # min for MA models # m003 5 1901.451 # m004 6 1904.696 # m005 7 1904.851 # m006 8 1907.119 m201=arima(Lynx,order=c(2,0,1)) m202=arima(Lynx,order=c(2,0,2)) m206=arima(Lynx,order=c(2,0,6)) # no estimate m401=arima(Lynx,order=c(4,0,1)) m402=arima(Lynx,order=c(4,0,2)) m406=arima(Lynx,order=c(4,0,6)) # no estimate AIC(m200,m201,m202,m400,m401,m402) # df AIC # m200 4 1878.032 # m201 5 1879.459 # m202 6 1876.167 # m400 6 1874.222 # m401 7 1875.351 # m402 8 1862.435 # min AR 4, dif 0, MA 2 AIC(m200,m201,m202,m400,m401,m402,k=log(length(Lynx))) # BIC # df AIC # m200 4 1888.977 # m201 5 1893.140 # m202 6 1892.585 # m400 6 1890.639 # m401 7 1894.504 # m402 8 1884.325 # min AR 4, dif 0, MA 2 m412=arima(Lynx,order=c(4,1,2)) # Add difference m422=arima(Lynx,order=c(4,2,2)) m432=arima(Lynx,order=c(4,3,2)) AIC(m402,m412,m422,m432,m200,m210,m220,m230) # df AIC # m402 8 1862.435 # m412 7 1863.830 # m422 7 1859.194 # min AR 4, dif 2, MA 2 # m432 7 1878.830 AIC(m402,m412,m422,m432,m200,m210,m220,m230,k=log(length(Lynx))) # BIC # df AIC # m402 8 1884.325 # m412 7 1882.984 # m422 7 1878.348 # min AR 4, dif 2, MA 2 # m432 7 1897.984 # m200 4 1888.977 # m210 3 1903.359 # m220 3 1928.970
# m230
3 1969.465

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USGS Home Contact USGS Search USGS

USGS Status and Trends of Biological Resources and Monitoring

Topic 10 - Introduction to R Graphics

Help & Documentation

graphics in base package

main sub xlab

plot(year,ACT,col="#FF0000") # color as RGB value pie(rep(1,8),col=palette(),labels=palette())

# PLOT TEXT data(primates, package="DAAG") attach(primates)

hist(totlngth,breaks=10,col="black") # 10 bins box() # submit with above line detach(possum)

Topic 11 - Introduction to R Graphics - continued

barchart(names(mileage.means) ~ mileage.means) # lattice package

bargraph.CI(Type, MPG.city) # in sciplot package provides se error bars

boxplot(MPG.city~Type) # base package

bwplot(Type ~ MPG.city) # box plot lattice package

plot(density(MPG.city)) # base package

densityplot( ~ MPG.city) # lattice package

dotchart(MPG.city,groups=Type) # base package Cars93[MPG.city>35,] # to find out which ones.

dotplot(Type ~ MPG.city) # lattice package, similar to stripplot

stripplot(Type ~ MPG.city) # lattice package, similar to dotplot

histogram(MPG.city) # lattice package

Bivariate Scatter Plots plot(MPG.city ~ Weight) # base package

xyplot(MPG.city ~ Weight) # lattice package

Quantile-Quantile Plots qq.plot(MPG.city, distribution="norm") # base package

qqmath( ~ MPG.city, distribution=qnorm) # quantile-quantile plot against a distribution, lattice package

contourplot(z~x*y) # lattice package

wireframe(z~x*y) # lattice package

cloud(MPG.city~Weight*EngineSize) # lattice package

Hypervariate cars=data.frame(Weight,EngineSize,MPG.city,Fuel.tank.capacity,Type ) splom(cars)

xyplot(sunspot.year~ 1:289, type="l", aspect=1/2)

Topic 11 - Introduction to R Graphics - continued

dotplot(site ~ yield | year * variety, data=barley, layout=c(2,4,3))

= is equality operator. newPanel=function(x,y) { largest=y==max(y); panel.points(x[!largest],y[!largest],pch="+"); panel.points(x[largest],y[largest],pch="M"); } xyplot(NOx ~ E, data=ethanol, panel=newPanel)

plotmeans data(state) plotmeans(state.area ~ state.region)

plotmeans(state.area ~ state.region, mean.labels=TRUE, digits=-3, connect=FALSE)

balloonplot library(MASS) data(Cars93) attach(Cars93) head(Cars93) balloonplot(Type,Passengers,MPG.highway,fun=mean)

two-dimensional histogram - hits2d library(DAAG) attach(possum) head(possum) hist2d(skullw,totlngth,nbins=5,xlab="skullw",ylab="totlngth")

pie(rep(1,16),col=heat.colors(16)) # key, black is zero frequency.

Chapter 19, Mixed-Effects Models

plot(c[,"N"],c1[,"N"],main="Slope",xlab="separate regressions",ylab="mixed model") abline(0,1) par(mfrow=c(1,1));

Chapter 20, Non-linear Regression

c 10.81731 11.54809 10.67196 11.23607 10.65341

range(time) # 0 10 xv=seq(0,10,0.1) plot(time,diam,pch=as.numeric(dish),col=as.numeric(dish)) sapply(1:9,function(i)lines(xv,predict(m1,list(dish=i,time=xv)),lty=2) )

xv=seq(min(Time),max(Time),(max(Time)-min(Time))/100); yv=predict(m,list(Time=xv)) plot(weight~Time); lines(xv,yv)

Chapter 21, Tree Models

m2=tree(Mileage~Weight); plot(m2); text(m2)

xv=seq(min(Weight),max(Weight),10); yv=predict(m2,list(Weight=xv)) plot(Weight,Mileage); lines(xv,yv)

spreading spreading spreading appressed appressed spreading spreading spreading

absent present present present present present

none none none none none none

uniform uniform uniform uniform uniform uniform uniform ridged

present appendage present appendage

Chapter 22, Time Series Analysis

*** *** 2. pseudoreplication).

ts.plot(dt2) acf(dt2, main="autocorrelation") acf(dt2, type="p", main="partial autocorrelation") par(mfrow=c(1,1)) #

## some periodicity, but no obvious trend par(mfrow=c(1,2)); acf(m$resid); acf(m$resid,type="p"); par(mfrow=c(1,1));

# ## decomposition up=stl(high,"periodic"); plot(up) # Seasonal Decomposition

## m2, without ix, is preferred.

No suggestion of global warming.

# par(mfrow=c(1,2)); acf(x,type="p"); acf(y,type="p"); par(mfrow=c(1,1));

* * 2. pseudoreplication).