Created
April 26, 2023 11:34
-
-
Save sims1253/5469c7fbf923cd9c38df64cf1df9708e to your computer and use it in GitHub Desktop.
An example for how a configuration setup for a simulation study can look.
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
library(brms) | |
library(bayesim) | |
library(bayesfam) | |
library(dplyr) | |
library(purrr) | |
set.seed(1235813) | |
# Sim Setup | |
RESULT_PATH <- "~/Documents/foo" | |
NCORES <- 12 | |
CLUSTER_TYPE <- "FORK" # or PSOCK if you have Windows | |
SEED <- 1339 | |
set.seed(SEED) | |
options(error = recover) # for easier debugging | |
DEBUG <- FALSE # unless you want every single simulation step written to disk | |
DATASET_N <- 200 | |
DATA_GEN_FUN = basedag_data | |
stan_pars <- list( | |
backend = "rstan", | |
cmdstan_path = NULL, | |
cmdstan_write_path = NULL, | |
warmup = 500, | |
iter = 1500, | |
chains = 1, | |
init = 0.1 | |
) | |
metrics <- c( | |
"v_mean", | |
"v_sd", | |
"v_median", | |
"v_mad", | |
"v_pos_prob", | |
"v_quantiles", | |
"v_bias", | |
"v_rmse", | |
"v_mae", | |
"v_mse", | |
"v_true_percentile", | |
"divergent_transitions_rel", | |
"bad_pareto_ks", | |
"time_per_sample", | |
"rhat", | |
"ess_bulk", | |
"ess_tail", | |
"elpd_loo", | |
"elpd_test", | |
"rmse_loo", | |
"rmse_test", | |
"r2_loo", | |
"r2_test", | |
"data_gen", | |
"fit_gen" | |
) | |
VARS_OF_INTEREST = list(list(c("b_x"))) | |
QUANTILES = list(list(seq(0.1, 0.9, length.out = 9))) | |
# Data Gen Setup | |
data_generation_configuration <- expand.grid( | |
z1_x_coef = NA, | |
z1_y_coef = NA, | |
z2_y_coef = 0.5, | |
z3_x_coef = 0.8, | |
x_z4_coef = NA, | |
y_z4_coef = NA, | |
sigma_z1 = 0.5, | |
sigma_z2 = 0.5, | |
sigma_z3 = 0.5, | |
sigma_z4 = 0.5, | |
sigma_x = 0.5, | |
data_N = 100, | |
dataset_N = DATASET_N, | |
data_family = c( | |
"gamma", | |
"weibull", | |
"lognormal", | |
"softplusnormal", | |
"frechet", | |
"betaprime", | |
"gompertz" | |
), | |
data_link = c( | |
"log", | |
"softplus", | |
"identity" | |
), | |
lb = 0.000001, | |
ub = Inf, | |
resample = 1.3, | |
x_y_coef = c(NA, 0), | |
y_intercept = NA, | |
sigma_y = NA, | |
shape = c( | |
"ramp", | |
"asymmetric", | |
"symmetric" | |
), | |
noise_sd = 0.1, | |
stringsAsFactors = FALSE | |
) | |
data_generation_configuration <- filter( | |
data_generation_configuration, | |
!(data_link == "identity" & | |
data_family != "lognormal" & | |
data_family != "softplusnormal") | |
) | |
data_generation_configuration <- filter( | |
data_generation_configuration, | |
!(data_link != "identity" & | |
(data_family == "lognormal" | data_family == "softplusnormal")) | |
) | |
z1_x_coef_list <- list( | |
"log" = 0.6, | |
"softplus" = 1.2 | |
) | |
z1_y_coef_list <- list( | |
"log" = 0.8, | |
"softplus" = 1.2 | |
) | |
x_z4_coef_list <- list( | |
"log" = 0.5, | |
"softplus" = 0.5 | |
) | |
y_z4_coef_list <- list( | |
"log" = 1, | |
"softplus" = 0.5 | |
) | |
sigma_y_list <- list( | |
"gamma" = c(1, 10, 40), | |
"weibull" = c(1, 4, 8), | |
"lognormal" = c(1, 0.35, 0.15), | |
"softplusnormal" = c(2, 4, 2), | |
"frechet" = c(2, 5, 10), | |
"inverse.gaussian" = c(1, 10, 1000), | |
"betaprime" = c(1, 20, 50), | |
"gompertz" = c(0.2, 0.3, 0.6) | |
) | |
y_intercept_list <- list( | |
"log" = log(c(1, 10, 10)), | |
"softplus" = softplus(c(1, 10, 10)) | |
) | |
x_y_coef_list <- list( | |
"log" = list( | |
"ramp" = 0.5, | |
"asymmetric" = 0.2, | |
"symmetric" = 0.1 | |
), | |
"softplus" = list( | |
"ramp" = 0.9, | |
"asymmetric" = 1.4, | |
"symmetric" = 0.8 | |
) | |
) | |
for (i in seq_len(nrow(data_generation_configuration))) { | |
family <- data_generation_configuration$data_family[[i]] | |
shape <- data_generation_configuration$shape[[i]] | |
switch(family, | |
"lognormal" = link <- "log", | |
"softplusnormal" = link <- "softplus", | |
link <- data_generation_configuration$data_link[[i]] | |
) | |
data_generation_configuration$z1_x_coef[[i]] <- z1_x_coef_list[[link]] | |
data_generation_configuration$z1_y_coef[[i]] <- z1_y_coef_list[[link]] | |
data_generation_configuration$x_z4_coef[[i]] <- x_z4_coef_list[[link]] | |
data_generation_configuration$y_z4_coef[[i]] <- y_z4_coef_list[[link]] | |
if (is.na(data_generation_configuration$x_y_coef[[i]])) { | |
data_generation_configuration$x_y_coef[[i]] <- x_y_coef_list[[link]][[shape]] | |
} | |
if (shape == "ramp") { | |
data_generation_configuration$sigma_y[[i]] <- sigma_y_list[[family]][[1]] | |
data_generation_configuration$y_intercept[[i]] <- y_intercept_list[[link]][[1]] | |
} | |
if (shape == "asymmetric") { | |
data_generation_configuration$sigma_y[[i]] <- sigma_y_list[[family]][[2]] | |
data_generation_configuration$y_intercept[[i]] <- y_intercept_list[[link]][[2]] | |
} | |
if (shape == "symmetric") { | |
data_generation_configuration$sigma_y[[i]] <- sigma_y_list[[family]][[3]] | |
data_generation_configuration$y_intercept[[i]] <- y_intercept_list[[link]][[3]] | |
} | |
} | |
data_generation_configuration$id <- as.numeric( | |
rownames(data_generation_configuration) | |
) | |
# Fit Gen Setup | |
fit_configuration <- expand.grid( | |
fit_family = c( | |
"gompertz", | |
"gamma", | |
"weibull", | |
"lognormal", | |
"softplusnormal", | |
"frechet", | |
"betaprime", | |
"gaussian" | |
), | |
fit_link = c( | |
"log", | |
"softplus", | |
"identity" | |
), | |
formula = c( | |
"y ~ x + z1 + z2", | |
"y ~ x + z2", | |
"y ~ x + z1", | |
"y ~ x + z1 + z2 + z3", | |
"y ~ x + z1 + z2 + z4" | |
), | |
stringsAsFactors = FALSE | |
) | |
fit_configuration <- filter( | |
fit_configuration, | |
!(fit_link == "identity" & | |
fit_family != "gaussian" & | |
fit_family != "lognormal" & | |
fit_family != "softplusnormal" & | |
fit_family != "lognormal_custom") | |
) | |
fit_configuration <- filter( | |
fit_configuration, | |
!(fit_link != "identity" & | |
(fit_family == "lognormal" | | |
fit_family == "softplusnormal" | | |
fit_family == "lognormal_custom")) | |
) | |
fit_configuration$prior = c() # should stay empty for this | |
# Simulation | |
result_df <- full_simulation( | |
data_gen_confs = data_generation_configuration, | |
data_gen_fun = DATA_GEN_FUN, | |
fit_confs = fit_configuration, | |
metrics = metrics, | |
ncores_simulation = NCORES, | |
cluster_type = CLUSTER_TYPE, | |
stan_pars = stan_pars, | |
seed = SEED, | |
result_path = RESULT_PATH, | |
debug = DEBUG, | |
vars_of_interest = VARS_OF_INTEREST, | |
quantiles = QUANTILES | |
) |
Sign up for free
to join this conversation on GitHub.
Already have an account?
Sign in to comment