/
rss_bslmm.m
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rss_bslmm.m
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function [bsam, zsam, lpsam, hsam, rsam, Naccept] = rss_bslmm(betahat, se, R, Nsnp, Ndraw, Nburn, Nthin)
% USAGE: simulate posterior draws under the RSS model with BSLMM prior
% INPUT:
% betahat: 1 by p, effect size estimates under single-SNP model
% se: 1 by p, standard errors of betahat
% R: p by p, population LD, symmetric, positive definite matrix
% Nsnp: 1 by p, the number of individuals for each SNP
% Ndraw: scalar, the total number of MCMC draws
% Nburn: scalar, the length of burn-in
% Nthin: scalar, the length of thinning interval
% OUTPUT:
% bsam: Nsam by p, the output chain of beta
% zsam: Nsam by p, the output chain of zlabel (0/1) mapping to (1/2)
% lpsam: Nsam by 1, the output chain of log(pi)
% hsam: Nsam by 1, the output chain of h
% rsam: Nsam by 1, the output chain of rho
% Naccept: 4 by 1, the total number of acceptance in four Metropolis-Hastings (MH) steps
% make sure the input summary-level data are row vectors
if (rows(betahat) ~= 1)
betahat = betahat';
end
if (rows(se) ~= 1)
se = se';
end
if (rows(Nsnp) ~= 1)
Nsnp = Nsnp';
end
p = length(betahat);
fprintf('total number of variants analyzed: %d \n', p);
if length(se) ~= p
error('length of betahat and se must be the same!');
end
% if R is an identity matrix, then we have a faster implementation
matrix_type = 1;
if R == eye(p)
matrix_type = 0;
fprintf('faster computation avaialbe if R is identity matrix \n')
end
% save SiRiS in banded storage to exploit benefit of lapack
Si = 1 ./ se(:);
SiRiS = repmat(Si, 1, p) .* R .* repmat(Si', p, 1);
% bandwidth of SiRiS
bw = findbandwidth(SiRiS);
% band storage of SiRiS
BM = bandstorage(SiRiS, bw); clear SiRiS;
% band storage of R
BR = bandstorage(R, bw);
fprintf('banded storage of matrices done \n');
Nstart = Nburn + Nthin;
Nsam = length(Nstart:Nthin:Ndraw);
tsam = 0;
z_Naccept = 0;
p_Naccept = 0;
h_Naccept = 0;
r_Naccept = 0;
stepsize = 1; % sd of gaussian random walk
% preallocate memory for mcmc output
zsam = uint8(zeros(Nsam, p));
bsam = zeros(Nsam, p);
lpsam = zeros(Nsam, 1);
hsam = zeros(Nsam, 1);
rsam = zeros(Nsam, 1);
% pre-compute some quantities used in mcmc iterations
q = betahat ./ (se.^2);
zs = betahat ./ se;
xxyysum = sum( 1 ./ ( Nsnp .* (se.^2) ) ); % used in induced prior SDs on beta
% initiate the latent label based on marginal z-scores
abz = abs(zs);
[gamma_start, ngamma_start, snp_rank] = initiate_model(p, abz);
z = gamma_start + 1;
% initiate the label counts given z
zc = zeros(1, 2);
zc(1) = sum(z==1);
zc(2) = p - zc(1);
% record the binary status of two label types
bin = [(z==1); (z==2)];
% initiate betatilde by standard normal
bt = randn(1, p);
% initiate pi based on marginal p-values
lp = log(ngamma_start / p);
% initiate (h, rho) by unif(0,1)
h = rand;
r = rand;
% initiate beta given betatilde, zlabel, pi, h and rho
sig_b = compute_sd_bslmm(xxyysum, lp, h, r);
b = sig_b(z) .* bt;
% compute the initial value of beta ./ se
bs = b ./ se;
fprintf('model initilization done \n')
% rank-based proposal distribution
p_gamma = pmf_ugmix(p, 2e3);
p_gamma = p_gamma(snp_rank);
% run the FIRST mcmc step outside for loop
[loglik, lpart, qpart] = compute_loglik_rssbslmm(q, bw, BR, b, bs, bin, matrix_type);
% viz the mcmc progress
progress_bar = progress('init','start MCMC iteration');
% mcmc rountine to sample (betatilde, zlabel, pi, h, rho)
for t=1:Ndraw
% update zlabel given betatilde, pi, h, rho
[b, bs, z, bin, zc, ~, lpart, qpart, z_Naccept] = update_zlabel(q, zs, se, R, b, bs, z, bin, zc, bt, lp, sig_b, loglik, lpart, qpart, z_Naccept, matrix_type, p_gamma);
% update betatilde given zlabel, pi, h, rho
[b, bs, bt, loglik, lpart, qpart] = update_betatilde(q, zs, se, R, bw, BR, BM, b, bs, z, bin, bt, sig_b, lpart, qpart, matrix_type, p_gamma);
% update pi given betatilde, zlabel, h, rho
[b, bs, lp, sig_b, loglik, lpart, qpart, p_Naccept] = update_pi(xxyysum, b, bs, z, zc, lp, h, r, sig_b, loglik, lpart, qpart, p, p_Naccept, stepsize);
% update h given betatilde, zlabel, pi, rho
[b, bs, h, sig_b, loglik, lpart, qpart, h_Naccept] = update_h(xxyysum, b, bs, z, lp, h, r, sig_b, loglik, lpart, qpart, h_Naccept, stepsize);
% update rho given betatilde, zlabel, pi, h
[b, bs, r, sig_b, loglik, lpart, qpart, r_Naccept] = update_rho(xxyysum, b, bs, z, lp, h, r, sig_b, loglik, lpart, qpart, r_Naccept, stepsize);
% record the MCMC simulated draws of parameters
if t > Nburn && mod(t-Nburn, Nthin) == 0
tsam = tsam + 1;
bsam(tsam, :) = b;
zsam(tsam, :) = z;
lpsam(tsam) = lp;
hsam(tsam) = h;
rsam(tsam) = r;
end
progress_bar = progress(progress_bar, t/Ndraw);
end
Naccept = [z_Naccept p_Naccept h_Naccept r_Naccept];
end
function bandwidth = findbandwidth(A)
% USAGE: find the bandwidth of a symmetric band matrix
% SOURCE: Numerical Computing with MATLAB: Revised Reprint pp 72
[i, j] = find(A);
bandwidth = max(abs(i-j));
end
function B = bandstorage(A, p)
% USAGE: create the banded storage of a symmetric banded matrix A
% SOURCE: http://www.mathworks.com/matlabcentral/fileexchange
% /31131-efficient-cholesky-decomposition-of-symmetric-banded-matrix
% INPUT: upper or lower bandwidth p and a symmetric matrix A
% OUTPUT: B, compressed form of A
dim=size(A);
if ~(dim(1)==dim(2))
error('A must be square')
end
if (all((all(A)~=all(A'))))
error('A must be symmetric')
end
n = dim(1);
B = zeros(p+1, n);
for i=1:n % column
if i<=n-p
for j=i:p+i
B(j-i+1, i) = A(j, i);
end
else
for j=i:n
B(j-i+1, i) = A(j, i);
end
end
end
end
function [gamma_start, ngamma_start, snp_rank] = initiate_model(p, abz)
% USAGE: assign initial value to gamma for MCMC run by marginal association p-value/z-score
% INPUT:
% p: the number of snps analyzed
% abz: the absolute z-score obtained from single-marker model
% OUTPUT:
% gamma_start: the initial state of the inclusion vector, 0/1, 1 by p
% ngamma_start: integer, the initial number of snps included in the model
% snp_rank: the rank of each snp based on its marginal p-value, integer, 1 by p
gamma_start = zeros(1, p);
q_genome = invnormcdf( 1 - (0.025/p) ); % or use matlab stat tool box: norminv
in_loci = (abz > q_genome);
ngamma_start = sum(in_loci);
[~, snp_rank] = sort(abz, 'descend');
baseline = min(10, p-1); % avoid that initial pi == 1 (-Inf log likelihood)
if ngamma_start < baseline
ngamma_start = baseline;
gamma_start(snp_rank(1:baseline)) = 1;
else
gamma_start(in_loci) = 1;
end
end
function sig_b = compute_sd_bslmm(xxyysum, lp, h, r)
% USAGE: compute the induced SDs in BSLMM prior
% INPUT:
% xxyysum: scalar
% lp: scalar, current value of log(pi)
% h: scalar, current value of h
% r: scalar, current value of rho
% OUTPUT:
% sig_b: 1 by 2
sig2_beta = (h*r) / (exp(lp) * xxyysum);
sig2_poly = (h*(1-r)) / xxyysum;
sig2_b = [sig2_poly sig2_poly+sig2_beta];
sig_b = sqrt(sig2_b);
end
function p_gamma = pmf_ugmix(p, geomean)
% USAGE: find pmf of mixture of uniform (0.3) and truncated geometric (0.7) rvs
% INPUT:
% p: scalar, specifying the support for the mixture rv on 1, 2, ... p
% geomean: the mean parameter of the truncated geometrical rv, scalar
% OUTPUT:
% p_gamma: pmf vector, 1 by p
gp = 1 - exp(-1/geomean); % the same as piMASS
unif_term = (0.3/p) * ones(1, p);
geom_seq = (1-gp) .^ (0:p-1);
geom_term = 0.7*gp/(1-(1-gp)^p) * geom_seq;
p_gamma = unif_term + geom_term;
p_gamma = p_gamma / sum(p_gamma);
end
function [loglik, lpart, qpart] = compute_loglik_rssbslmm(q, bwd, BR, b, bs, bin, matrix_type)
% USAGE: compute log p(betahat|se, R, beta) under bslmm prior
% INPUT:
% q: 1 by p, beta ./ (se.^2)
% bwd: bandwidth of R matrix
% BR: banded storage of estimated LD matrix
% b: 1 by p, beta
% bs: 1 by p, beta ./ se
% bin: 2 by p, [(zlabel == 1) ; (zlabel == 2)]
% matrix_type: 0 if R is identity; 1 otherwise
% OUTPUT:
% loglik: log p(betahat|se, R, beta)
% lpart: 1 by 2, indexed by [zlabel == 1, zlabel == 2]
% qpart: 1 by 2, indexed by [both zlabel == 1, both zlabel == 2, cross term]
lpart = zeros(1, 2);
qpart = zeros(1, 3);
lpart(1) = q(bin(1, :)) * b(bin(1, :))';
lpart(2) = q(bin(2, :)) * b(bin(2, :))';
switch matrix_type
case 0
qpart(1) = bs(bin(1, :)) * bs(bin(1, :))';
qpart(2) = bs(bin(2, :)) * bs(bin(2, :))';
case 1
% direct implementation
%qpart(1) = bs(bin(1, :)) * R(bin(1, :), bin(1, :)) * bs(bin(1, :))';
%qpart(2) = bs(bin(2, :)) * R(bin(2, :), bin(2, :)) * bs(bin(2, :))';
%qpart(3) = bs * R * bs' - qpart(1) - qpart(2);
p = length(q);
y = lapack('DSBMV(h, i, i, d, d, i, d, i, d, D, i)', 'L', p, bwd, 1, BR, bwd+1, bs', 1, 0, zeros(p, 1), 1);
qpart_all = bs * y;
bs_1 = bs .* double(bin(1, :));
y_1 = lapack('DSBMV(h, i, i, d, d, i, d, i, d, D, i)', 'L', p, bwd, 1, BR, bwd+1, bs_1', 1, 0, zeros(p, 1), 1);
qpart(1) = bs_1 * y_1;
bs_2 = bs .* double(bin(2, :));
y_2 = lapack('DSBMV(h, i, i, d, d, i, d, i, d, D, i)', 'L', p, bwd, 1, BR, bwd+1, bs_2', 1, 0, zeros(p, 1), 1);
qpart(2) = bs_2 * y_2;
qpart(3) = qpart_all - qpart(1) - qpart(2);
end
loglik = sum(lpart) - 0.5*sum(qpart);
end
function [beta, bs, logpi, sigmabeta, loglik, lpart, qpart, Naccept] = update_pi(xxyysum, beta_old, bs_old, zlabel, labelcounts, logpi_old, h_old, rho_old, sigmabeta_old, loglik_old, lpart_old, qpart_old, p, Naccept, stepsize)
% USAGE: Metropolis-Hastings update of pi given zlabel and betatilde
% INPUT:
% xxyysum: scalar, used in inducing sigma_beta and sigma_polygenic
% beta_old: 1 by p
% bs_old: 1 by p, beta_old ./ se
% zlabel: 1 by p, 1 <- polygenic and 2 <- polygenic+sparse
% labelcounts: 1 by 2, [sum(zlabel==1) sum(zlabel==2)]
% logpi_old: scalar, current value of log(pi)
% h_old: scalar
% rho_old: scalar
% sigmabeta_old: 1 by 2, current value of [sigma_polygenic, sqrt(sigma_beta^2+sigma_polygenic)]
% loglik_old: scalar, log p(betahat|betatilde, zlabel, theta_old)
% lpart_old: 1 by 2, indexed by [zlabel == 1, zlabel == 2]
% qpart_old: 1 by 2, indexed by [both zlabel == 1, both zlabel == 2, cross term]
% p: integer, the total number of variants
% Naccept: integer
% stepsize: scalar, the sd of normal random walk
% OUTPUT:
% beta: 1 by p
% bs: 1 by p, beta ./ se
% logpi: scalar
% sigmabeta: 1 by 2
% loglik: scalar
% lpart: 1 by 2
% qpart: 1 by 3
% Naccept: integer
%% STEP 0: compute log p(pi|betahat, betatilde, zlabel, h, rho)
logpos_old = loglik_old + log(1-exp(logpi_old))*labelcounts(1) + logpi_old*labelcounts(2) - logpi_old;
logMHratio = 0;
%% STEP 1: propose new values for pi
if rand < 0.33
extrastep = randperm(19);
repeat = 1 + extrastep(1);
else
repeat = 1;
end
% symmetric gaussian random walk proposal for logit transformed log(pi)
[logpi_new, pi_logratio] = propose_pi(logpi_old, stepsize, repeat, p);
logMHratio = logMHratio + pi_logratio;
%% STEP 2: calculate proposed sigmabeta and mh acceptance ratio
sigmabeta_new = compute_sd_bslmm(xxyysum, logpi_new, h_old, rho_old);
[loglik_new, lpart_new, qpart_new] = update_loglik_sigma(sigmabeta_old, sigmabeta_new, lpart_old, qpart_old);
logpos_new = loglik_new + dot([log(1-exp(logpi_new)) logpi_new], labelcounts) - logpi_new;
logMHratio = logMHratio + logpos_new - logpos_old;
%% STEP 3: Metropolis-Hastings update
if logMHratio>0 || log(rand)<logMHratio
Naccept = Naccept + 1;
loglik = loglik_new;
lpart = lpart_new;
qpart = qpart_new;
logpi = logpi_new;
sigmabeta = sigmabeta_new;
linear_scalar = sigmabeta_new ./ sigmabeta_old;
beta = linear_scalar(zlabel) .* beta_old;
bs = linear_scalar(zlabel) .* bs_old;
else
loglik = loglik_old;
lpart = lpart_old;
qpart = qpart_old;
logpi = logpi_old;
sigmabeta = sigmabeta_old;
beta = beta_old;
bs = bs_old;
end
end
function [beta, bs, h, sigmabeta, loglik, lpart, qpart, Naccept] = update_h(xxyysum, beta_old, bs_old, zlabel, logpi_old, h_old, rho_old, sigmabeta_old, loglik_old, lpart_old, qpart_old, Naccept, stepsize)
% USAGE: Metropolis-Hastings update of h given zlabel and betatilde
% INPUT:
% xxyysum: scalar, used in inducing sigma_beta and sigma_polygenic
% beta_old: 1 by p
% bs_old: 1 by p, beta_old ./ se
% zlabel: 1 by p, 1 <- polygenic and 2 <- polygenic+sparse
% logpi_old: scalar, current value of log(pi)
% h_old: scalar
% rho_old: scalar
% sigmabeta_old: 1 by 2, current value of [sigma_polygenic, sqrt(sigma_beta^2+sigma_polygenic)]
% loglik_old: scalar, log p(betahat|betatilde, zlabel, theta_old)
% lpart_old: 1 by 2, indexed by [zlabel == 1, zlabel == 2]
% qpart_old: 1 by 2, indexed by [both zlabel == 1, both zlabel == 2, cross term]
% Naccept: integer
% stepsize: scalar, the sd of normal random walk
% OUTPUT:
% beta: 1 by p
% bs: 1 by p, beta ./ se
% h: scalar
% sigmabeta: 1 by 2
% loglik: scalar
% lpart: 1 by 2
% qpart: 1 by 3
% Naccept: integer
%% STEP 0: compute log p(h|betahat, betatilde, zlabel, pi, rho)
logpos_old = loglik_old;
logMHratio = 0;
%% STEP 1: propose new values for h
if rand < 0.33
extrastep = randperm(19);
repeat = 1 + extrastep(1);
else
repeat = 1;
end
% symmetric gaussian random walk proposal for log(h/(1-h))
[h_new, h_logratio] = propose_h(h_old, stepsize, repeat);
logMHratio = logMHratio + h_logratio;
%% STEP 2: calculate proposed sigmabeta and mh acceptance ratio
sigmabeta_new = compute_sd_bslmm(xxyysum, logpi_old, h_new, rho_old);
[loglik_new, lpart_new, qpart_new] = update_loglik_sigma(sigmabeta_old, sigmabeta_new, lpart_old, qpart_old);
logpos_new = loglik_new;
logMHratio = logMHratio + logpos_new - logpos_old;
%% STEP 3: metropolis-hastings update
if logMHratio>0 || log(rand)<logMHratio
Naccept = Naccept + 1;
loglik = loglik_new;
lpart = lpart_new;
qpart = qpart_new;
h = h_new;
sigmabeta = sigmabeta_new;
linear_scalar = sigmabeta_new ./ sigmabeta_old;
beta = linear_scalar(zlabel) .* beta_old;
bs = linear_scalar(zlabel) .* bs_old;
else
loglik = loglik_old;
lpart = lpart_old;
qpart = qpart_old;
h = h_old;
sigmabeta = sigmabeta_old;
beta = beta_old;
bs = bs_old;
end
end
function [beta, bs, rho, sigmabeta, loglik, lpart, qpart, Naccept] = update_rho(xxyysum, beta_old, bs_old, zlabel, logpi_old, h_old, rho_old, sigmabeta_old, loglik_old, lpart_old, qpart_old, Naccept, stepsize)
% USAGE: Metropolis-Hastings update of rho given zlabel and betatilde
% INPUT:
% xxyysum: scalar, used in inducing sigma_beta and sigma_polygenic
% beta_old: 1 by p
% bs_old: 1 by p, beta_old ./ se
% zlabel: 1 by p, 1 <- polygenic and 2 <- polygenic+sparse
% logpi_old: scalar, current value of log(pi)
% h_old: scalar
% rho_old: scalar
% sigmabeta_old: 1 by 2, current value of [sigma_polygenic, sqrt(sigma_beta^2+sigma_polygenic)]
% loglik_old: scalar, log p(betahat|betatilde, zlabel, theta_old)
% lpart_old: 1 by 2, indexed by [zlabel == 1, zlabel == 2]
% qpart_old: 1 by 2, indexed by [both zlabel == 1, both zlabel == 2, cross term]
% Naccept: integer
% stepsize: scalar, the sd of normal random walk
% OUTPUT:
% beta: 1 by p
% bs: 1 by p, beta ./ se
% rho: scalar
% sigmabeta: 1 by 2
% loglik: scalar
% lpart: 1 by 2
% qpart: 1 by 3
% Naccept: integer
%% STEP 0: compute log p(rho|betahat, betatilde, zlabel, pi, h)
logpos_old = loglik_old;
logMHratio = 0;
%% STEP 1: propose new values for rho
if rand < 0.33
extrastep = randperm(19);
repeat = 1 + extrastep(1);
else
repeat = 1;
end
% symmetric gaussian random walk proposal for log(rho/(1-rho))
[rho_new, rho_logratio] = propose_h(rho_old, stepsize, repeat);
logMHratio = logMHratio + rho_logratio;
%% STEP 2: calculate proposed sigmabeta and mh acceptance ratio
sigmabeta_new = compute_sd_bslmm(xxyysum, logpi_old, h_old, rho_new);
[loglik_new, lpart_new, qpart_new] = update_loglik_sigma(sigmabeta_old, sigmabeta_new, lpart_old, qpart_old);
logpos_new = loglik_new;
logMHratio = logMHratio + logpos_new - logpos_old;
%% STEP 3: metropolis-hastings update
if logMHratio>0 || log(rand)<logMHratio
Naccept = Naccept + 1;
loglik = loglik_new;
lpart = lpart_new;
qpart = qpart_new;
rho = rho_new;
sigmabeta = sigmabeta_new;
linear_scalar = sigmabeta_new ./ sigmabeta_old;
beta = linear_scalar(zlabel) .* beta_old;
bs = linear_scalar(zlabel) .* bs_old;
else
loglik = loglik_old;
lpart = lpart_old;
qpart = qpart_old;
rho = rho_old;
sigmabeta = sigmabeta_old;
beta = beta_old;
bs = bs_old;
end
end
function [logpi_new, pi_logratio] = propose_pi(logpi_old, sigma_gauss, repeat, p)
% USAGE: symmetric gaussian random walk proposal for logit transformed log(pi)
% INPUT:
% logpi_old: the current value of log(pi), scalar
% sigma_gauss: SD of the gaussian proposal
% repeat: small world proposal
% p: the total number of SNPs
% OUTPUT:
% logpi_new: the proposed value of log(pi), scalar
% pi_logratio: the contribution of proposal for log(pi) to log MH acceptance ratio
pi_logratio = 0;
theta_old = (log(p)+logpi_old) / log(p);
kappa_old = log(theta_old) - log(1-theta_old);
for i=1:repeat
kappa_new = kappa_old + sigma_gauss * randn;
theta_new = exp(kappa_new) / ( exp(kappa_new) + 1 );
logpi_new = (theta_new - 1) * log(p);
pi_logratio = pi_logratio + log(theta_new) + log(1-theta_new);
pi_logratio = pi_logratio - log(theta_old) - log(1-theta_old);
pi_logratio = pi_logratio + logpi_new;
pi_logratio = pi_logratio - logpi_old;
logpi_old = logpi_new;
theta_old = theta_new;
kappa_old = kappa_new;
end
end
function [h_new, h_logratio] = propose_h(h_old, sigma_gauss, repeat)
% USAGE: symmetric gaussian random walk proposal for logit(h)
% logit(h_new) = logit(h_old) + Normal(0, sigma_gauss^2)
% INPUT:
% h_old: the current value of h, scalar
% sigma_gauss: SD of the gaussian proposal
% repeat: small-world proposal, scalar
% OUTPUT:
% h_new: the proposed value of h, scalar
% h_logratio: - log J(h_new|h_old) + log J(h_old|h_new)
h_logratio = 0;
lh_old = log(h_old / (1-h_old));
for i=1:repeat
lh_new = lh_old + randn * sigma_gauss;
h_new = exp(lh_new) / (exp(lh_new)+1);
h_logratio = h_logratio + log(h_new) + log(1-h_new);
h_logratio = h_logratio - log(h_old) - log(1-h_old);
lh_old = lh_new;
h_old = h_new;
end
end
function [loglik_new, linear_part_new, quadra_part_new] = update_loglik_sigma(sigmabeta, sigmabeta_new, linear_part, quadra_part)
% USAGE: compute log p(betahat|betatilde, zlabel, theta) and friends when hyper theta is updated by metropolis-hastings
% INPUT:
% sigmabeta: 1 by 2
% sigmabeta_new: 1 by 2
% linear_part: 1 by 2, indexed by [zlabel == 1, zlabel == 2]
% quadra_part: 1 by 2, indexed by [both zlabel == 1, both zlabel == 2, cross term]
% OUTPUT:
% loglik_new: log p(betahat|betatilde, zlabel, theta_new)
% linear_part_new: 1 by 2, indexed by [zlabel == 1, zlabel == 2]
% quadra_part_new: 1 by 2, indexed by [both zlabel == 1, both zlabel == 2, cross term]
% update the two components of the linear term: q' * beta
linear_scalar = sigmabeta_new ./ sigmabeta;
linear_part_new = linear_part .* linear_scalar;
% update the three components of the quadratic term: bs * R * bs'
quadra_scalar = [linear_scalar(1)^2 linear_scalar(2)^2 linear_scalar(1)*linear_scalar(2)];
quadra_part_new = quadra_part .* quadra_scalar;
% update the log p(betahat|betatilde, zlabel, theta)
loglik_new = sum(linear_part_new) - 0.5 * sum(quadra_part_new);
end