Last updated: 2019-03-12

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    Rmd 8437998 zouyuxin 2019-03-12 wflow_publish(“analysis/DontStopProblem.Rmd”)


library(susieR)
library(R.utils)
sourceDirectory("~/Documents/GitHub/susieR/inst/code/susiez_num/")

Data: SuSiE vs DAP: data 31_35 (lower power)

X = readRDS('data/random_data_31.rds')$X
R = cor(X)
data = readRDS('data/random_data_31_sim_gaussian_35.rds')
y = data$Y
beta = data$meta$true_coef
sumstats = readRDS('data/random_data_31_sim_gaussian_35_get_sumstats_1.rds')
zscores = sumstats$sumstats$bhat/sumstats$sumstats$shat
plot(zscores, pch=16, main='z scores')
pos = 1:length(zscores)
points(pos[beta!=0],zscores[beta!=0],col=2,pch=16)

susie_plot(zscores, y = "z", b = beta, main='p values from z scores')

which(beta!=0)
[1] 424 427 523 941 950
fit_1 = susie_z_general_num(zscores, R, lambda = 1e-6, track_fit = TRUE, verbose = TRUE, max_iter = 100, estimate_prior_method = 'EM')
fit_1 = readRDS('output/random_data_31_35_fit_em.rds')

The algorithm fails to stop.

The objective is -1790.4412135.

susie_plot(fit_1, y='PIP', b=beta)

The estimated prior variance at last 10 iterations are

for(i in 90:length(fit_1$trace)){
  print(fit_1$trace[[i]]$V)
}
 [1] 1290.44535    0.00000   42.28013  203.79406   37.97423    0.00000
 [7]   31.53090   24.34893    0.00000    0.00000
 [1] 1293.43575    0.00000   42.28013  202.60485   37.97431    0.00000
 [7]   31.53091   24.34895    0.00000    0.00000
 [1] 1296.44627    0.00000   42.28012  201.41253   37.97438    0.00000
 [7]   31.53092   24.34897    0.00000    0.00000
 [1] 1299.47711    0.00000   42.28012  200.21709   37.97446    0.00000
 [7]   31.53093   24.34898    0.00000    0.00000
 [1] 1302.52853    0.00000   42.28012  199.01852   37.97454    0.00000
 [7]   31.53094   24.34900    0.00000    0.00000
 [1] 1305.60074    0.00000   42.28012  197.81680   37.97462    0.00000
 [7]   31.53095   24.34902    0.00000    0.00000
 [1] 1308.69400    0.00000   42.28012  196.61194   37.97470    0.00000
 [7]   31.53096   24.34904    0.00000    0.00000
 [1] 1311.80855    0.00000   42.28012  195.40392   37.97478    0.00000
 [7]   31.53097   24.34906    0.00000    0.00000
 [1] 1314.94464    0.00000   42.28012  194.19273   37.97486    0.00000
 [7]   31.53098   24.34907    0.00000    0.00000
 [1] 1318.10251    0.00000   42.28012  192.97836   37.97494    0.00000
 [7]   31.53099   24.34909    0.00000    0.00000
 [1] 1321.28244    0.00000   42.28012  191.76081   37.97503    0.00000
 [7]   31.53100   24.34911    0.00000    0.00000

Fit model with initial prior variance 50:

fit_2 = susie_z_general_num(zscores, R, lambda = 1e-6, track_fit = TRUE, verbose = TRUE, scaled_prior_variance = 50, estimate_prior_method = 'EM')
[1] "before estimate sigma2 objective:-1816.93777951728"
[1] "after estimate sigma2 objective:-1816.93777951728"
[1] "before estimate sigma2 objective:-1780.84227231863"
[1] "after estimate sigma2 objective:-1780.84227231863"
[1] "before estimate sigma2 objective:-1780.72942172036"
[1] "after estimate sigma2 objective:-1780.72942172036"
[1] "before estimate sigma2 objective:-1780.72794633462"
[1] "after estimate sigma2 objective:-1780.72794633462"
[1] "before estimate sigma2 objective:-1780.72793597231"
[1] "after estimate sigma2 objective:-1780.72793597231"

The algorithm stops. The objective is -1780.727936.

susie_plot(fit_2, y='PIP', b=beta)

The estimated prior variances are

fit_2$V
 [1] 2520.96470   42.28076   37.95474   31.52849   24.34387    0.00000
 [7]    0.00000    0.00000    0.00000    0.00000
fit_3 = susie_z_general_num(zscores, R, lambda = 1e-6, track_fit = TRUE, verbose = TRUE, s_init = fit_2, scaled_prior_variance = fit_2$V)
[1] "before estimate sigma2 objective:-1780.7279359051"
[1] "after estimate sigma2 objective:-1780.7279359051"
[1] "before estimate sigma2 objective:-1780.72793590511"
[1] "after estimate sigma2 objective:-1780.72793590511"
susie_plot(fit_3, y='PIP', b=beta)

Fit model using ‘optim’:

fit_4 = susie_z_general_num(zscores, R, lambda = 1e-6, track_fit = TRUE, verbose = TRUE, estimate_prior_method = 'optim')
[1] "before estimate sigma2 objective:-1786.68857739904"
[1] "after estimate sigma2 objective:-1786.68857739904"
[1] "before estimate sigma2 objective:-1781.50283517316"
[1] "after estimate sigma2 objective:-1781.50283517316"
[1] "before estimate sigma2 objective:-1780.72803928019"
[1] "after estimate sigma2 objective:-1780.72803928019"
[1] "before estimate sigma2 objective:-1780.72793598391"
[1] "after estimate sigma2 objective:-1780.72793598391"

The objective is -1780.727936.

susie_plot(fit_4, y='PIP', b=beta)

The estimated prior variances are

fit_4$V
 [1] 2520.99866   42.27946   37.95660   31.52854   24.34473    0.00000
 [7]    0.00000    0.00000    0.00000    0.00000

Session information

sessionInfo()
R version 3.5.1 (2018-07-02)
Platform: x86_64-apple-darwin15.6.0 (64-bit)
Running under: macOS  10.14.3

Matrix products: default
BLAS: /Library/Frameworks/R.framework/Versions/3.5/Resources/lib/libRblas.0.dylib
LAPACK: /Library/Frameworks/R.framework/Versions/3.5/Resources/lib/libRlapack.dylib

locale:
[1] en_US.UTF-8/en_US.UTF-8/en_US.UTF-8/C/en_US.UTF-8/en_US.UTF-8

attached base packages:
[1] stats     graphics  grDevices utils     datasets  methods   base     

other attached packages:
[1] R.utils_2.7.0     R.oo_1.22.0       R.methodsS3_1.7.1 susieR_0.7.1.0482

loaded via a namespace (and not attached):
 [1] workflowr_1.1.1 Rcpp_1.0.0      lattice_0.20-38 digest_0.6.18  
 [5] rprojroot_1.3-2 grid_3.5.1      backports_1.1.3 git2r_0.24.0   
 [9] magrittr_1.5    evaluate_0.12   stringi_1.2.4   whisker_0.3-2  
[13] Matrix_1.2-15   rmarkdown_1.11  tools_3.5.1     stringr_1.3.1  
[17] yaml_2.2.0      compiler_3.5.1  htmltools_0.3.6 knitr_1.20     

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