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Williams.r
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Williams.r
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### Note!
### Throughout this coding, n is a vector of sample size from
### dose level 0 to k, and k/K is number of treatments not including
### control.
##'@export
##'
powChow <- function(n=NULL,delta=NULL,sigma=1,tK=NULL,sig.level=0.05,power=NULL,
alternative = c("two.sided", "one-tailed")){
## powChow(G=5,power=0.8,tK=1.75,sigma=0.22,delta=0.11)
## powChow(n=c(4,4,4,4,4),sigma=0.22,delta=1:5)
S2 <- sigma^2
if(is.null(power)){
n0 <- n[1]
#G <- length(n)
tK<- c(NA,interpWilliamTable(n=n,alpha=sig.level))
names(tK)[1] <- 0
power <- 1-pnorm(tK-delta/(sigma*sqrt(2/n)))
}else{
n0 <- 2*S2*(tK+qnorm(power))^2/(delta^2)
}
return(list(n0=n0,power=power))
}
##'@export
powWilliams <- function(data,trend="downward",Ha=2,method=c("approximate","tabulation","simulation","bootstrap"),alpha=0.01,simanz=9999,...){
## powWilliams(data=data1,alpha=0.05,method="approximate")
## powWilliams(data=data1,alpha=0.05,method="simulation")
## ## powWilliams(data=data1,alpha=0.05,method="tabulation")
## power calculation based on the alternative being true, which means the level 2 dosage is not the NOEC.
method <- match.arg(method)
## calculate n and delta and S2
dose <- data[,1]
d <- by(data[,-1],data[,1],colMeans)
d <- matrix(unlist(d),ncol=ncol(data)-1,byrow=TRUE)
if(trend=="downward"){
d <- data.frame(dose=levels(data[,1]),-d)} else d <- data.frame(dose=levels(data[,1]),d)
names(d)<- colnames(data)
n <- by(data[,-1],data[,1],nrow)
n <- as.vector(unlist(n))
k <- length(levels(dose))
res <- matrix(NA,k,ncol(data)-1)
rownames(res) <- 0:(k-1)
colnames(res) <- colnames(data)[-1]
for(coln in 2:ncol(data)){
mu <- MLE_Williams(d[,coln],n)
delta <- mu[Ha]-mu[1]
if(trend=="downward") S2 <- sum((data[,coln]+rep(d[,coln],n))^2)/(sum(n)-k) else S2 <- sum((data[,coln]-rep(d[,coln],n))^2)/(sum(n)-k)
if(method=="approximate"){
res[,coln-1] <- powChow(n=n,delta=mu-mu[1],sigma=sqrt(S2))$power
}else{
if(method=="simulation"){
## simulation based method
## Generate data from the alternative
browser()
tobs <- (mu-d[1,coln])/sqrt(S2/n[1]+S2/n)
talt <- simTbar(n,mu=(mu-mu[1])/sqrt(S2*2/n[1]),simanz=simanz)
beta <- sapply(1:k,function(k)sum(tobs[k] > talt[k,])/(1+simanz))
res[,coln-1] <- 1-beta
}else{
if(method=="tabulation"){
### use both tabulation and simulations!
### count the number that we reject the NULL by tabulation!
talt <- simTbar(n,mu=(mu-mu[1])/sqrt(S2*2/n[1]),simanz=simanz)
## calculate the observed MLEs and test statistics.
taltobs <- apply(simTbar,1,function(x) x)
## check for each doselevel, if these <alpha
## for each dose level calculate the power.
}
}
}
}
return(res)
}
##'Simualte the test statistic under hypothesis $\mu$
##'@param n sample size for all dose levels
##'@param mu mean at each level, default being 0
##'@param simanz number of simulations.
##'@return simulated t statistic for each dose level, a matrix of k*simanz.
##'@export
simTbar <- function(n,mu=NULL,simanz=9999){
k <- length(n)
nu <- sum(n)-k## here the k including the control level.
maxn <- max(n)
count <- 0
if(is.null(mu)) mu <- rep(0,k)
tbar <- sapply(1:simanz, function(x){
data <- rnorm(sum(n),rep(mu,n)) ###mu 0, sd 1
index <-c(0,cumsum(n))
d <- rep(NA,k)
for(i in 1:k) d[i] <- mean(data[(index[i]+1):index[i+1]])
muMLE <- MLE_Williams(d,n)
s2 <- sum((data-rep(d,n))^2)/nu
#t <- (mu[k]-d[1])/(sqrt(s2/n[1]+s2/n[k]))
tvec <- (muMLE-d[1])/(sqrt(s2/n[1]+s2/n))
if(tvec[1]!=0) browser()
return(tvec)
})
rownames(tbar) <- 0:(length(n)-1)
return(tbar)
}
##'Function to calculate quantiles of the simulated tbar distribution.
##'
##' @param p the quantile to be calculated
##'@param n sample size for all dose levels
##'@param mu mean at each level, default being 0
##'@param simanz number of simulations.
##'@return quantile of simulated distribution.
##'@export
qWilliamTbar <- function(p,n,mu=NULL,simanz=9999){
###@example \dontrun{
### qWilliamTbar(p=c(0.05,0.95),n=c(4,4,4))
### simTab <- sapply(1:1000,function(i){qWilliamTbar(p=c(0.05,0.95),n=c(4,4,4,4))})
### simTab_no4k4 <- sapply(1:1000,function(i){qWilliamTbar(p=c(0.05,0.95),n=c(4,4,4,4,4))})
###}
tbar <- simTbar(n,mu,simanz)
apply(tbar,1,function(x)quantile(x,p))
}
##'@export
percent <- function(x, digits = 2, format = "f", ...)
{
paste(formatC(100 * x, format = format, digits = digits, ...), "%", sep = "")
}
####
##'@export
gCriticalval <- function(p=c(0.95,0.99),n=c(4,4,4,4,4),dof=NULL,ndose=NULL,method=c("tabulation","simulation"),...){
##example:gCriticalval(p,n=c(4,4,4),method="simulation",simanz=100000)
## example:gCriticalval(n=c(4,4,4))
method <- match.arg(method)
if(method=="tabulation"){
if(all(p %in% c(0.99,0.95))){
res <- sapply(p,function(x){
if(x==0.99) {
return(interpWilliamTable(dof=dof,n,alpha=0.01,method="inverse"))
}else{
return(interpWilliamTable(dof=dof,n,alpha=0.05,method="inverse"))
}
})
colnames(res)<- percent(p,digits=0)
return(res)
}else{
stop("There are only 5% and 1% tablulated values!")
}
}
if(method=="simulation"){
return(t(qWilliamTbar(p,n,...)))
}
}
##'@export
calcWilliams <- function(data,trend=c("downward","upward","auto"),includecontrol= TRUE,method=c("tabulation","simulation","both"),critical=TRUE,...){
###@example \dontrun{
###res <- calcWiiliams(data=data1,trend="downward",includecontrol=TRUE)
### res <- calcWiiliams(data=data1,trend="downward",method="simulation")
###}
trend <- match.arg(trend)
method <- match.arg(method)
## Note that the data structure:
## first column is dose level!
## the first level of dose has to be the control level,
## in this case is 0!!
dosecol <- 1
dose <- data[,dosecol]
if(!is.factor(dose)) dose <- factor(dose)
d <- by(data[,-dosecol],data[,dosecol],colMeans)
d <- matrix(unlist(d),ncol=ncol(data)-1,byrow=TRUE)
if(trend=="downward"){
d <- data.frame(dose=levels(dose),-d)} else d <- data.frame(dose=levels(dose),d)
names(d)<- colnames(data)
n <- by(data[,-dosecol],data[,dosecol],nrow)
n <- as.vector(unlist(n))
k <- length(levels(dose)) ## including the control level!!!!
res <- list()
for(coln in 2:ncol(data)){
res[[coln-1]] <- data.frame(Dose=levels(dose),Mean=ifelse(trend=="downward",-1,1)*d[,coln],MLE=rep(NA,k),Tbar=rep(NA,k))
mu <- rep(NA,k)
for(i in 1:k){
c<- rep(NA,i-1+1)
for(u in 1:i){
a <- rep(NA,k-i+1)
for(v in i:k) a[v-i+1]<- sum(n[u:v]*d[u:v,coln])/sum(n[u:v])
c[u]<- min(a)
}
mu[i] <- max(c)
}
## # MLE is obtained by mu
res[[coln-1]]$MLE <- mu
## For Every level in the dosage
if(trend=="downward") S2 <- sum((data[,coln]+rep(d[,coln],n))^2)/(sum(n)-k) else S2 <- sum((data[,coln]-rep(d[,coln],n))^2)/(sum(n)-k)
if(includecontrol==FALSE) {
if(trend=="downward") S2 <- S2 - sum((data[1:n[1],coln]+d[1,coln])^2)/(sum(n)-k) else S2 <- S2 - sum((data[1:n[1],coln]-d[1,coln])^2)/(sum(n)-k)
}
index <- c(0,cumsum(n))
d1 <- rep(d[,coln],n)
###
tobs <- (mu[K]-d[1,coln])/sqrt(S2/n[1]+S2/n[K])
res[[coln-1]]$Tbar[K] <- tobs
if(method=="simulation"||method=="both"){
tbar <- simTbar(n,mu,simanz)
WillSim <- t(apply(tbar,1,function(x)quantile(x,p=c(0.95,0.99))))
res[[coln-1]]$pval <- sapply(1:k,function(i) {1- sum(tbar[i,]<tobs[i])/(1+simanz)})
res[[coln-1]]$WillSim <- WillSim
if(critical==TRUE){
res[[coln-1]]$critical_sim.95 <- WillSim[,1]*sqrt(S2/n[1]+S2/n)+d[1,coln]
res[[coln-1]]$critical_sim.99 <- WillSim[,2]*sqrt(S2/n[1]+S2/n)+d[1,coln]
}
}
if(method=="tabulation"||method=="both"){
WillTab <- rbind(rep(NA,2),gCriticalval(p=c(0.95,0.99),n=n) )
rownames(WillTab)[1] <- 0
res[[coln-1]]$pvaltab <- sapply(1:k,function(i) getPval(tobs[i],q2=WillTab[i,]))
res[[coln-1]]$WillTab <- WillTab
if(critical==TRUE){
res[[coln-1]]$critical_tab.95 <- WillTab[,1]*sqrt(S2/n[1]+S2/n)+d[1,coln]
res[[coln-1]]$critical_tab.99 <- WillTab[,2]*sqrt(S2/n[1]+S2/n)+d[1,coln]
}
}
for(K in k:2){
tobs <- (mu[K]-d[1,coln])/sqrt(S2/n[1]+S2/n[K])
res[[coln-1]]$Tbar[K] <- tobs
##########
if(method=="simulation"||method=="both"){
if(critical==TRUE){
res[[coln-1]]$pval[K] <- pres$p
}else{
res[[coln-1]]$pval[K] <- pres
}
}else{
if(method=="tabulation"||method=="both"){
ptab <- try(gCriticalval(n=n[1:K],method="tabulation"),silent=TRUE)
if(!class(ptab)=="try-error"){
res[[coln-1]]$pvaltab[K] <- getPval(tobs,ptab)
res[[coln-1]]$critical_tab.95[K] <- ptab[1]*sqrt(S2/n[1]+S2/n[K])+d[1,coln]
res[[coln-1]]$critical_tab.99[K] <- ptab[2]*sqrt(S2/n[1]+S2/n[K])+d[1,coln]
}
}
}
}
}
names(res)<-colnames(data)[-1]
return(res)
}
getPval <- function(tobs=2.00,q2=c(1.93,2.90)){
if(is.na(tobs) || any(is.na(q2))){
return("NA")
}else{
if(tobs>q2[2]){
return("<1%")
}else{
if(tobs>q2[1]){
return("<5%")
}else{
return(">5%")
}
}
}}
##'@export
MLE_Williams <- function(d,n){
k <- length(n)
mu <- rep(NA,k)
for(i in 1:k){
c<- rep(NA,i-1+1)
for(u in 1:i){
a <- rep(NA,k-i+1)
for(v in i:k) a[v-i+1]<- sum(n[u:v]*d[u:v])/sum(n[u:v])
c[u]<- min(a)
}
mu[i] <- max(c)}
return(mu)
}
##'@export
simNull <- function(n,tobs,simanz=9999,critical=TRUE,qp=c(0.95,0.99),...){
### simulate the Null distribution to get the p-value.
k <- length(n)
if(length(tobs)==1) tobs <- rep(tobs,k)
nu <- sum(n)-k
maxn <- max(n)
count <- 0
mu <- rep(0,k)
tnull <- sapply(1:simanz, function(x){
data <- rnorm(sum(n),rep(mu,n))
index <-c(0,cumsum(n))
d <- rep(NA,k)
for(i in 1:k) d[i] <- mean(data[(index[i]+1):index[i+1]])
muMLE <- MLE_Williams(d,n)
s2 <- sum((data-rep(d,n))^2)/nu
##t <- (muMLE[k]-d[1])/(sqrt(s2/n[1]+s2/n[k]))
tvec <- (muMLE-d[1])/(sqrt(s2/n[1]+s2/n))
return(tvec)
})
###
p <- sapply(1:k,function(i){1- sum(tnull[i,]<tobs[i])/(1+simanz)})
if(critical==TRUE) {
return(list(p=p,q=sapply(1:k,function(i)quantile(tnull[i,],qp))))
}else{
return(p)
}
}
##'@export
##'@example interpWilliamTable(n=c(4,4,4,4,4),alpha=0.05)
interpWilliamTable <- function(dof=NULL,n=c(4,4,4,4),doselevel=NULL,alpha=0.05,method=c("inverse"),dofmethod=c("I","SAS")){
## http://stats.stackexchange.com/questions/64538/how-do-i-find-values-not-given-in-interpolate-in-statistical-tables
if(alpha==0.05){
data(tbar.tab1)
tbarTab <- tbar.tab1
}
if(alpha==0.01){
data(tbar.tab2)
tbarTab <- tbar.tab2
}
dofmethod <- match.arg(dofmethod)
ndose <- length(n)-1
if(is.null(dof)){
if(dofmethod=="I") v <- sum(n)-ndose-1 ### How to calculate degree of freedom???
if(dofmethod=="SAS") {
if(all(n==n[1])) v <- (n[1]-1)*ndose
}
}else v <- dof
if(is.null(doselevel)) {
calcdoselevel <- as.character(1:(length(n)-1))
}else{
calcdoselevel <- as.character(calcdoselevel)
}
df <- as.numeric(rownames(tbarTab))
## doselevel <- as.numeric(colnames(tbarTab))
if(method=="inverse"){
z <- rep(NA,length(calcdoselevel))
names(z) <- calcdoselevel
for(k in seq(calcdoselevel)){
x <- 1/df
y <- tbarTab[,calcdoselevel[k]]
z[k] <- approx(x,y,xout=1/v)$y
}
}
return(z)
}