bgamcar1

The bgamcar1 package documents the bespoke functions used in the paper “Comparing corrosion control treatments for drinking water using a robust Bayesian generalized additive model”, now available as a journal article, with data and code in a separate repository. bgamcar1 fits Bayesian generalized additive models with continuous-time first-order autoregressive (CAR(1), Pinheiro et al., 2021) errors, Student t likelihoods, and (optional) censoring. The functions are wrappers around or alternatives to existing brms functions (Bürkner, 2017, 2018), addressing a current gap in the models brms can fit.

Installation

You can install the development version of bgamcar1 from GitHub with:

# install.packages("devtools")
devtools::install_github("bentrueman/bgamcar1")

Example

Below is a quick demonstration of the main functions. First load the simulated data; all input variables are centered and scaled to unit variance (the response was log-transformed before scaling). The data-generating process sums a nonlinear multiyear trend, a seasonal trend with a peak in August, and CAR(1)-filtered Student-t errors. Censoring should be indicated using a character vector with the values “left”, “right”, “interval”, and “none”.

library("ggplot2")
library("dplyr")
library("brms")
library("loo")
library("ggdist")
library("bgamcar1")
theme_set(theme_bw())
options(mc.cores = parallel::detectCores())
rseed <- 2356
simdat <- readr::read_csv("man/models/data-simulated.csv")

Then fit the model:

model_formula <- bf(
  scaled_lead | cens(cens_lead) ~
  s(scaled_date_numeric, k = 10) +
    s(scaled_date_yday, bs = "cc", k = 10) +
    ar(time = scaled_date_numeric)
)

fit <- fit_stan_model(
  "man/models/demo", rseed, model_formula, simdat,
  save_warmup = FALSE, 
  iter_sampling = 2000,
  iter_warmup = 1000,
  backend = "cmdstanr"
)

Generate predictions using add_pred_draws_car()…

preds_car1 <- add_pred_draws_car1(simdat, fit)
fitted_car1 <- ggdist::median_qi(preds_car1, .epred)

… and plot the data and the model predictions:

fitted_car1 %>%
  mutate(
    across(
      c(.epred, .lower, .upper),
      ~ retrans(.x, lead, recensor = TRUE)
    )
  ) %>%
  ggplot(aes(date)) +
  geom_line(aes(y = lead, col = "Data")) +
  geom_ribbon(
    aes(ymin = .lower, ymax = .upper, fill = "GAM + CAR(1)"),
    col = NA, alpha = .3, show.legend = FALSE
  ) +
  geom_line(aes(y = .epred, col = "GAM + CAR(1)")) +
  scale_y_log10() +
  scale_color_manual(values = c("grey50", "#3366FF")) +
  scale_fill_manual(values = "#3366FF") +
  labs(x = NULL, y = "response", col = NULL)

Functions in brms that don’t involve the autocorrelation term can still be used:

brms::conditional_smooths(fit) %>%
  plot(ask = FALSE, newpage = FALSE, plot = FALSE) %>%
  patchwork::wrap_plots()

Do a quick posterior predictive check. This is based on the function cenfit() from the NADA package (Lopaka, 2020).

ppc <- ppc_km_nada(simdat, fit, seed = rseed)

ppc %>%
  ggplot(aes(obs, prob, col = type, group = .draw)) +
  geom_line() +
  scale_color_manual(values = c("#3366FF", "grey70")) +
  coord_cartesian(xlim = c(-5, 5)) +
  labs(x = "Observation", y = "Probability", col = NULL)

Finally, compare models using approximate leave-one-out cross-validation, using loo_cv(), a wrapper around loo::loo() (Vehtari & Gabry, 2017).

loo_car1 <- loo_cv(simdat, fit)
loo_gam <- loo_cv(simdat, fit, car1 = FALSE)
loo::loo_compare(loo_car1, loo_gam)
#>        elpd_diff se_diff
#> model1   0.0       0.0  
#> model2 -13.2       4.5

Left-censored predictors

The bgamcar1 package fills an additional gap in brms functionality by accommodating left-censored predictors. The approach is based on this brms vignette and the Stan manual (see Estimating Censored Values). Post-processing functions in brms will not work with the output—since the likelihood has been modified—and those in bgamcar1 do not work either (yet). The model predictions can be generated in R, though, or the generated quantities block can be used to reproduce the model predictions or the imputed variables via the stancode argument to bgamcar1::fit_stan_model().

simdat_logistic <- readr::read_csv("man/models/data-simulated-logistic.csv")

model_formula_logistic <- bf(y ~ mi(x) + ar(time), family = "bernoulli") + 
  bf(x | mi() ~ 1, family = "gaussian") + 
  set_rescor(FALSE)

model_priors <- c(
  prior(normal(0, 2), class = b),
  prior(normal(0.5, 1), class = ar, resp = y, lb = 0, ub = 1),
  prior(normal(0, 1), class = sderr, resp = y, lb = 0)
)

# pass "save_mu" to fit_stan_model() instead of using posterior_linpred():

save_mu <- c(
  "generated quantities" = 
  "// vector combining observed and missing responses
  vector[N_x] Yl_x_gq = Y_x;
  // matrix storing lagged residuals
  matrix[N_y, max_lag_y] Err_y_gq = rep_matrix(0, N_y, max_lag_y);
  // initialize linear predictor term
  vector[N_y] mu_y_gq = rep_vector(0.0, N_y);
  Yl_x_gq[Jmi_x] = Ymi_x;
  Yl_x_gq[Jcens_x] = Ycens_x; // add imputed left-censored values
  mu_y_gq += Intercept_y + err_y;
  for (n in 1:N_y) {
    // add more terms to the linear predictor
    mu_y_gq[n] += (bsp_y[1]) * Yl_x_gq[n];
  }
  // include ARMA terms
  for (n in 1:N_y) {
    for (i in 1:J_lag_y[n]) {
      Err_y_gq[n + 1, i] = err_y[n + 1 - i];
    }
    mu_y_gq[n] += Err_y_gq[n, 1] * pow(ar_y[1], s[n]); // CAR(1)
  }"
)

fit_logistic <- fit_stan_model(
  file = "man/models/demo-logistic",
  seed = rseed,
  bform = model_formula_logistic,
  bdata = simdat_logistic, 
  bpriors = model_priors,
  d_x = simdat_logistic$d_time,
  backend = "cmdstanr",
  var_car1 = "y",
  var_xcens = "x",
  cens_ind = "x_cens",
  lcl = -1,
  save_warmup = FALSE,
  stancode = save_mu
)

References

Lopaka Lee (2020). NADA: Nondetects and Data Analysis for Environmental Data. R package version 1.6-1.1. https://CRAN.R-project.org/package=NADA

Paul-Christian Bürkner (2017). brms: An R Package for Bayesian Multilevel Models Using Stan. Journal of Statistical Software, 80(1), 1-28. https://doi.org/10.18637/jss.v080.i01

Paul-Christian Bürkner (2018). Advanced Bayesian Multilevel Modeling with the R Package brms. The R Journal, 10(1), 395-411. https://doi.org/10.32614/RJ-2018-017

Pinheiro J, Bates D, DebRoy S, Sarkar D, R Core Team (2021). nlme: Linear and Nonlinear Mixed Effects Models. R package version 3.1-153, https://CRAN.R-project.org/package=nlme

Vehtari A, Gelman A, Gabry J (2017). “Practical Bayesian model evaluation using leave-one-out cross-validation and WAIC.” Statistics and Computing, 27, 1413-1432. https://doi.org/10.1007/s11222-016-9696-4