| Type: | Package |
| Title: | High-Dimensional Covariate-Augmented Overdispersed Poisson Factor Model |
| Version: | 1.3 |
| Date: | 2025-03-27 |
| Author: | Wei Liu [aut, cre], Qingzhi Zhong [aut] |
| Maintainer: | Wei Liu <liuweideng@gmail.com> |
| Description: | A covariate-augmented overdispersed Poisson factor model is proposed to jointly perform a high-dimensional Poisson factor analysis and estimate a large coefficient matrix for overdispersed count data. More details can be referred to Liu et al. (2024) <doi:10.1093/biomtc/ujae031>. |
| License: | GPL-3 |
| Depends: | irlba, R (≥ 3.5.0) |
| Imports: | MASS, stats, Rcpp (≥ 1.0.10) |
| URL: | https://github.com/feiyoung/COAP |
| BugReports: | https://github.com/feiyoung/COAP/issues |
| Suggests: | knitr, rmarkdown |
| LinkingTo: | Rcpp, RcppArmadillo |
| VignetteBuilder: | knitr |
| Encoding: | UTF-8 |
| RoxygenNote: | 7.1.2 |
| NeedsCompilation: | yes |
| Packaged: | 2025-03-27 09:49:55 UTC; Liuxianju |
| Repository: | CRAN |
| Date/Publication: | 2025-03-27 11:30:02 UTC |
Fit the COAP model
Description
Fit the covariate-augmented overdispersed Poisson factor model
Usage
RR_COAP(
X_count,
multiFac = rep(1, nrow(X_count)),
Z = matrix(1, nrow(X_count), 1),
rank_use = 5,
q = 15,
epsELBO = 1e-05,
maxIter = 30,
verbose = TRUE,
joint_opt_beta = FALSE,
fast_svd = TRUE
)
Arguments
X_count |
a count matrix, the observed count matrix. |
multiFac |
an optional vector, the normalization factor for each unit; default as full-one vector. |
Z |
an optional matrix, the covariate matrix; default as a full-one column vector if there is no additional covariates. |
rank_use |
an optional integer, specify the rank of the regression coefficient matrix; default as 5. |
q |
an optional string, specify the number of factors; default as 15. |
epsELBO |
an optional positive vlaue, tolerance of relative variation rate of the envidence lower bound value, defualt as '1e-5'. |
maxIter |
the maximum iteration of the VEM algorithm. The default is 30. |
verbose |
a logical value, whether output the information in iteration. |
joint_opt_beta |
a logical value, whether use the joint optimization method to update bbeta. The default is |
fast_svd |
a logical value, whether use the fast SVD algorithm in the update of bbeta; default is |
Details
None
Value
return a list including the following components: (1) H, the predicted factor matrix; (2) B, the estimated loading matrix; (3) bbeta, the estimated low-rank large coefficient matrix; (4) invLambda, the inverse of the estimated variances of error; (5) H0, the factor matrix; (6) ELBO: the ELBO value when algorithm stops; (7) ELBO_seq: the sequence of ELBO values.
References
Liu, W. and Q. Zhong (2024). High-dimensional covariate-augmented overdispersed poisson factor model. arXiv preprint arXiv:2402.15071.
See Also
None
Examples
n <- 300; p <- 100
d <- 20; q <- 6; r <- 3
datlist <- gendata_simu(n=n, p=p, d=20, q=q, rank0=r)
str(datlist)
fitlist <- RR_COAP(X_count=datlist$X, Z = datlist$Z, q=6, rank_use=3)
str(fitlist)
Generate simulated data
Description
Generate simulated data from covariate-augmented Poisson factor models
Usage
gendata_simu(
seed = 1,
n = 300,
p = 50,
d = 20,
q = 6,
rank0 = 3,
rho = c(1.5, 1),
sigma2_eps = 0.1,
seed.beta = 1
)
Arguments
seed |
a postive integer, the random seed for reproducibility of data generation process. |
n |
a postive integer, specify the sample size. |
p |
a postive integer, specify the dimension of count variables. |
d |
a postive integer, specify the dimension of covariate matrix. |
q |
a postive integer, specify the number of factors. |
rank0 |
a postive integer, specify the rank of the coefficient matrix. |
rho |
a numeric vector with length 2 and positive elements, specify the signal strength of regression coefficient and loading matrix, respectively. |
sigma2_eps |
a positive real, the variance of overdispersion error. |
seed.beta |
a postive integer, the random seed for reproducibility of data generation process by fixing the regression coefficient matrix beta. |
Details
None
Value
return a list including the following components: (1) X, the high-dimensional count matrix; (2) Z, the high-dimensional covriate matrix; (3) bbeta0, the low-rank large coefficient matrix; (4) B0, the loading matrix; (5) H0, the factor matrix; (6) rank: the true rank of bbeta0; (7) q: the true number of factors.
References
None
See Also
Examples
n <- 300; p <- 100
d <- 20; q <- 6; r <- 3
datlist <- gendata_simu(n=n, p=p, d=20, q=q, rank0=r)
str(datlist)
Select the parameters in COAP models
Description
Select the number of factors and the rank of coefficient matrix in the covariate-augmented overdispersed Poisson factor model
Usage
selectParams(
X_count,
Z,
multiFac = rep(1, nrow(X_count)),
q_max = 15,
r_max = 24,
threshold = c(0.1, 0.01),
verbose = TRUE,
...
)
Arguments
X_count |
a count matrix, the observed count matrix. |
Z |
an optional matrix, the covariate matrix; default as a full-one column vector if there is no additional covariates. |
multiFac |
an optional vector, the normalization factor for each unit; default as full-one vector. |
q_max |
an optional string, specify the upper bound for the number of factors; default as 15. |
r_max |
an optional integer, specify the upper bound for the rank of the regression coefficient matrix; default as 24. |
threshold |
an optional 2-dimensional positive vector, specify the the thresholds that filters the singular values of beta and B, respectively. |
verbose |
a logical value, whether output the information in iteration. |
... |
other arguments passed to the function |
Details
The threshold is to filter the singular values with low signal, to assist the identification of underlying model structure.
Value
return a named vector with names 'hr' and 'hq', the estimated rank and number of factors.
References
None
See Also
Examples
n <- 300; p <- 100
d <- 20; q <- 6; r <- 3
datlist <- gendata_simu(seed=30, n=n, p=p, d=20, q=q, rank0=r)
str(datlist)
set.seed(1)
para_vec <- selectParams(X_count=datlist$X, Z = datlist$Z)
print(para_vec)