Markov chain Monte Carlo Sampler for Multivariate Generalised Linear Mixed
Models with special emphasis on correlated random effects arising from pedigrees
and phylogenies (Hadfield 2010). Please read the course notes: vignette("CourseNotes",
"MCMCglmm")
or the overview vignette("Overview", "MCMCglmm")
MCMCglmm(fixed, random=NULL, rcov=~units, family="gaussian", mev=NULL,
data,start=NULL, prior=NULL, tune=NULL, pedigree=NULL, nodes="ALL",
scale=TRUE, nitt=13000, thin=10, burnin=3000, pr=FALSE,
pl=FALSE, verbose=TRUE, DIC=TRUE, singular.ok=FALSE, saveX=TRUE,
saveZ=TRUE, saveXL=TRUE, slice=FALSE, ginverse=NULL, trunc=FALSE,
theta_scale=NULL, saveWS=TRUE)
Posterior Distribution of MME solutions, including fixed effects
Posterior Distribution of (co)variance matrices
Posterior Distribution of cut-points from an ordinal model
Posterior Distribution of latent variables
list: fixed formula and number of fixed effects
list: random formula, dimensions of each covariance matrix, number of levels per covariance matrix, and term in random formula to which each covariance belongs
list: residual formula, dimensions of each covariance matrix, number of levels per covariance matrix, and term in residual formula to which each covariance belongs
deviance -2*log(p(y|...))
deviance information criterion
sparse fixed effect design matrix
sparse random effect design matrix
sparse structural parameter design matrix
residual term for each datum
distribution of each datum
(co)variance matrix of the proposal distribution for the latent variables
logical; was mev
passed?
sparse design matrix for scaled terms.
formula
for the fixed effects, multiple responses
are passed as a matrix using cbind
formula
for the random effects. Multiple random terms can be passed using the +
operator, and in the most general case each random term has the form variance.function(formula):linking.function(random.terms)
. Currently, the only variance.functions
available are idv
, idh
, us
, cor[]
and ante[]
. idv
fits a constant variance across all components in formula
. Both idh
and us
fit different variances across each component in formula
, but us
will also fit the covariances. corg
fixes the variances along the diagonal to one and corgh
fixes the variances along the diagonal to those specified in the prior. cors
allows correlation submatrices.
ante[]
fits ante-dependence structures of different order (e.g ante1, ante2), and the number can be prefixed by a c
to hold all regression coefficients of the same order equal. The number can also be suffixed by a v
to hold all innovation variances equal (e.g antec2v
has 3 parameters). The formula
can contain both factors and numeric terms (i.e. random regression) although it should be noted that the intercept term is suppressed. The (co)variances are the (co)variances of the random.terms
effects. Currently, the only linking.functions
available are mm
and str
. mm
fits a multimembership model where multiple random terms are separated by the +
operator. str
allows covariances to exist between multiple random terms that are also separated by the +
operator. In both cases the levels of all multiple random terms have to be the same. For simpler models the variance.function(formula)
and linking.function(random.terms)
can be omitted and the model syntax has the simpler form ~random1+random2+...
. There are two reserved variables: units
which index rows of the response variable and trait
which index columns of the response variable
formula
for residual covariance structure. This has to be set up so that each data point is associated with a unique residual. For example a multi-response model might have the R-structure defined by ~us(trait):units
optional character vector of trait distributions. Currently,
"gaussian"
, "poisson"
, "categorical"
,
"multinomial"
, "ordinal"
, "threshold"
, "exponential"
, "geometric"
, "cengaussian"
,
"cenpoisson"
, "cenexponential"
, "zipoisson"
, "zapoisson"
, "ztpoisson"
, "hupoisson"
, "zibinomial"
, "threshold"
, "nzbinom"
, "ncst"
, "msst"
, "hubinomial"
, "ztmb"
and "ztmultinomial"
are supported, where the prefix "cen"
means censored, the prefix "zi"
means zero inflated, the prefix "za"
means zero altered, the prefix "zt"
means zero truncated and the prefix "hu"
means hurdle. If NULL
, data
needs to contain a
family
column.
optional vector of measurement error variances for each data point for random effect meta-analysis.
data.frame
optional list having 5 possible elements:
R
(R-structure) G
(G-structure) and Liab
(latent variables or liabilities) should contain the starting values where G
itself is also a list with as many elements as random effect components. The element QUASI
should be logical: if TRUE
starting latent variables are obtained heuristically, if FALSE
then they are sampled from a Z-distribution. The element r
should be be between -1 and 1 and determines the correlation between the starting latent variables and the ordered latent variables (ordered by the response variable): the default is 0.8.
optional list of prior specifications having 4 possible elements:
R
(R-structure) G
(G-structure), B
(fixed effects) and S
(theta_scale parameter). B
and S
are lists containing the expected value (mu
) and a
(co)variance matrix (V
) representing the strength of belief: the defaults are B$mu
=S$mu
=0 and B$V
=S$V
=I*1e+10, where where I is an identity matrix of appropriate dimension. The priors for the variance structures (R
and G
) are lists with the expected (co)variances (V
) and degree of belief parameter (nu
) for the inverse-Wishart, and also the mean vector (alpha.mu
) and covariance matrix (alpha.V
) for the redundant working parameters. The defaults are nu
=0, V
=1, alpha.mu
=0, and alpha.V
=0. When alpha.V
is non-zero, parameter expanded algorithms are used.
optional list with elements mh_V
and/or mh_weights
mh_V
should be a list with as many elements as there are R-structure terms with each element being the (co)variance matrix defining the proposal distribution for the associated latent variables. If NULL an adaptive algorithm is used which ceases to adapt once the burn-in phase has finished. mh_weights
should be equal to the number of latent variables and acts as a scaling factor for the proposal standard deviations.
ordered pedigree with 3 columns id, dam and sire or a
phylo
object. This argument is retained for back compatibility - see ginverse argument for a more general formulation.
pedigree/phylogeny nodes to be estimated. The default,
"ALL"
estimates effects for all individuals in a pedigree or nodes in a
phylogeny (including ancestral nodes). For phylogenies "TIPS"
estimates
effects for the tips only, and for pedigrees a vector of ids can be passed to
nodes
specifying the subset of individuals for which animal effects are
estimated. Note that all analyses are equivalent if omitted nodes have missing
data but by absorbing these nodes the chain max mix better. However, the
algorithm may be less numerically stable and may iterate slower, especially for
large phylogenies.
logical: should the phylogeny (needs to be ultrametric) be scaled to unit length (distance from root to tip)?
number of MCMC iterations
thinning interval
burnin
logical: should the posterior distribution of random effects be saved?
logical: should the posterior distribution of latent variables be saved?
logical: if TRUE
MH diagnostics are printed to screen
logical: if TRUE
deviance and deviance information criterion are calculated
logical: if FALSE
linear dependencies in the fixed effects are removed. if TRUE
they are left in an estimated, although all information comes form the prior
logical: save fixed effect design matrix
logical: save random effect design matrix
logical: save structural parameter design matrix
logical: should slice sampling be used? Only applicable for binary traits with independent residuals
a list of sparse inverse matrices (\({\bf A^{-1}}\)) that are proportional to the covariance structure of the random effects. The names of the matrices should correspond to columns in data
that are associated with the random term. All levels of the random term should appear as rownames for the matrices.
logical: should latent variables in binary models be truncated to prevent under/overflow (+/-20 for categorical/multinomial models and +/-7 for threshold/probit models)?
optional list of 4 possible elements specifying a set of location effects (fixed or random) that are to be scaled by the parameter theta_scale
for the subset of observations which have level level
in factor factor
: factor
, level
, fixed
(position of fixed terms to be scaled) and random
(position of random effect components).
logical: save design matrix for scaled effects.
Jarrod Hadfield j.hadfield@ed.ac.uk
General analyses: Hadfield, J.D. (2010) Journal of Statistical Software 33 2 1-22
Phylogenetic analyses: Hadfield, J.D. & Nakagawa, S. (2010) Journal of Evolutionary Biology 23 494-508
Background Sorensen, D. & Gianola, D. (2002) Springer
mcmc
# Example 1: univariate Gaussian model with standard random effect
data(PlodiaPO)
model1<-MCMCglmm(PO~1, random=~FSfamily, data=PlodiaPO, verbose=FALSE,
nitt=1300, burnin=300, thin=1)
summary(model1)
# Example 2: univariate Gaussian model with phylogenetically correlated
# random effect
data(bird.families)
phylo.effect<-rbv(bird.families, 1, nodes="TIPS")
phenotype<-phylo.effect+rnorm(dim(phylo.effect)[1], 0, 1)
# simulate phylogenetic and residual effects with unit variance
test.data<-data.frame(phenotype=phenotype, taxon=row.names(phenotype))
Ainv<-inverseA(bird.families)$Ainv
# inverse matrix of shared phyloegnetic history
prior<-list(R=list(V=1, nu=0.002), G=list(G1=list(V=1, nu=0.002)))
model2<-MCMCglmm(phenotype~1, random=~taxon, ginverse=list(taxon=Ainv),
data=test.data, prior=prior, verbose=FALSE, nitt=1300, burnin=300, thin=1)
plot(model2$VCV)
Run the code above in your browser using DataLab