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Support truncated prior distributions #430

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Feb 3, 2025
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Merged

Support truncated prior distributions #430

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4c3de0e
support truncated distributions
gowerc Jan 31, 2025
f7bade8
[skip roxygen] [skip vbump] Roxygen Man Pages Auto Update
github-actions[bot] Jan 31, 2025
81bd1c1
fix rcmdcheck
gowerc Feb 3, 2025
4d27de1
appease lintr
gowerc Feb 3, 2025
5f578bf
fix pkgdown references
gowerc Feb 3, 2025
20b1ab3
appease lintr
gowerc Feb 3, 2025
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63 changes: 50 additions & 13 deletions R/Prior.R
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Original file line number Diff line number Diff line change
Expand Up @@ -103,6 +103,15 @@ setValidity(
return(return_message)
}
}
if (length(object@limits) != 2) {
return("Limits must be a vector of length 2")
}
if (object@limits[1] >= object@limits[2]) {
return("Lower limit must be less than upper limit")
}
if (length(object@repr_model) != 1 || !is.character(object@repr_model)) {
return("Model representation must be length 1 string")
}
return(TRUE)
}
)
Expand All @@ -113,6 +122,7 @@ setValidity(
#' @export
set_limits.Prior <- function(object, lower = -Inf, upper = Inf) {
object@limits <- c(lower, upper)
validObject(object)
return(object)
}

Expand All @@ -127,10 +137,32 @@ as.character.Prior <- function(x, ...) {

parameters_rounded <- lapply(x@parameters, round, 5)

do.call(
display_string <- do.call(
glue::glue,
append(x@display, parameters_rounded)
)
display_limits <- render_stan_limits(x@limits)
if (display_limits != "" && display_string != "" && display_string != "<None>") {
display_string <- paste0(display_string, display_limits)
}
return(display_string)
}


#' Creates Stan Syntax for Truncated distributions
#' @description
#' This function creates the Stan syntax for truncated distributions
#' @param limits (`numeric`)\cr the lower and upper limits for a truncated distribution
#' @keywords internal
#' @return (`character`)\cr the Stan syntax for truncated distributions
render_stan_limits <- function(limits) {
l_bound <- if (limits[[1]] > -Inf) limits[[1]] else ""
u_bound <- if (limits[[2]] < Inf) limits[[2]] else ""
string <- ""
if (l_bound != "" || u_bound != "") {
string <- glue::glue(" T[{l_bound}, {u_bound}]", l_bound = l_bound, u_bound = u_bound)
}
return(string)
}


Expand All @@ -157,12 +189,17 @@ setMethod(
#' @family as.StanModule
#' @export
as.StanModule.Prior <- function(object, name, ...) {
trunctation <- if (object@repr_model != "") {
paste0(render_stan_limits(object@limits), ";")
} else {
""
}
string <- paste(
"data {{",
paste0(" ", object@repr_data, collapse = "\n"),
"}}",
"model {{",
paste0(" ", object@repr_model, collapse = "\n"),
paste0(" ", object@repr_model, trunctation),
"}}",
sep = "\n"
)
Expand Down Expand Up @@ -233,7 +270,7 @@ prior_normal <- function(mu, sigma) {
Prior(
parameters = list(mu = mu, sigma = sigma),
display = "normal(mu = {mu}, sigma = {sigma})",
repr_model = "{name} ~ normal(prior_mu_{name}, prior_sigma_{name});",
repr_model = "{name} ~ normal(prior_mu_{name}, prior_sigma_{name})",
repr_data = c(
"real prior_mu_{name};",
"real<lower=0> prior_sigma_{name};"
Expand All @@ -257,7 +294,7 @@ prior_std_normal <- function() {
Prior(
parameters = list(),
display = "std_normal()",
repr_model = "{name} ~ std_normal();",
repr_model = "{name} ~ std_normal()",
repr_data = "",
centre = 0,
sample = \(n) local_rnorm(n),
Expand All @@ -276,7 +313,7 @@ prior_cauchy <- function(mu, sigma) {
Prior(
parameters = list(mu = mu, sigma = sigma),
display = "cauchy(mu = {mu}, sigma = {sigma})",
repr_model = "{name} ~ cauchy(prior_mu_{name}, prior_sigma_{name});",
repr_model = "{name} ~ cauchy(prior_mu_{name}, prior_sigma_{name})",
repr_data = c(
"real prior_mu_{name};",
"real<lower=0> prior_sigma_{name};"
Expand All @@ -301,7 +338,7 @@ prior_cauchy <- function(mu, sigma) {
prior_gamma <- function(alpha, beta) {
Prior(
parameters = list(alpha = alpha, beta = beta),
repr_model = "{name} ~ gamma(prior_alpha_{name}, prior_beta_{name});",
repr_model = "{name} ~ gamma(prior_alpha_{name}, prior_beta_{name})",
display = "gamma(alpha = {alpha}, beta = {beta})",
repr_data = c(
"real<lower=0> prior_alpha_{name};",
Expand All @@ -327,7 +364,7 @@ prior_lognormal <- function(mu, sigma) {
Prior(
parameters = list(mu = mu, sigma = sigma),
display = "lognormal(mu = {mu}, sigma = {sigma})",
repr_model = "{name} ~ lognormal(prior_mu_{name}, prior_sigma_{name});",
repr_model = "{name} ~ lognormal(prior_mu_{name}, prior_sigma_{name})",
repr_data = c(
"real prior_mu_{name};",
"real<lower=0> prior_sigma_{name};"
Expand All @@ -352,7 +389,7 @@ prior_beta <- function(a, b) {
Prior(
parameters = list(a = a, b = b),
display = "beta(a = {a}, b = {b})",
repr_model = "{name} ~ beta(prior_a_{name}, prior_b_{name});",
repr_model = "{name} ~ beta(prior_a_{name}, prior_b_{name})",
repr_data = c(
"real<lower=0> prior_a_{name};",
"real<lower=0> prior_b_{name};"
Expand Down Expand Up @@ -408,7 +445,7 @@ prior_uniform <- function(alpha, beta) {
Prior(
parameters = list(alpha = alpha, beta = beta),
display = "uniform(alpha = {alpha}, beta = {beta})",
repr_model = "{name} ~ uniform(prior_alpha_{name}, prior_beta_{name});",
repr_model = "{name} ~ uniform(prior_alpha_{name}, prior_beta_{name})",
repr_data = c(
"real prior_alpha_{name};",
"real prior_beta_{name};"
Expand Down Expand Up @@ -439,7 +476,7 @@ prior_student_t <- function(nu, mu, sigma) {
sigma = sigma
),
display = "student_t(nu = {nu}, mu = {mu}, sigma = {sigma})",
repr_model = "{name} ~ student_t(prior_nu_{name}, prior_mu_{name}, prior_sigma_{name});",
repr_model = "{name} ~ student_t(prior_nu_{name}, prior_mu_{name}, prior_sigma_{name})",
repr_data = c(
"real<lower=0> prior_nu_{name};",
"real prior_mu_{name};",
Expand Down Expand Up @@ -471,7 +508,7 @@ prior_logistic <- function(mu, sigma) {
sigma = sigma
),
display = "logistic(mu = {mu}, sigma = {sigma})",
repr_model = "{name} ~ logistic(prior_mu_{name}, prior_sigma_{name});",
repr_model = "{name} ~ logistic(prior_mu_{name}, prior_sigma_{name})",
repr_data = c(
"real prior_mu_{name};",
"real<lower=0> prior_sigma_{name};"
Expand Down Expand Up @@ -500,7 +537,7 @@ prior_loglogistic <- function(alpha, beta) {
beta = beta
),
display = "loglogistic(alpha = {alpha}, beta = {beta})",
repr_model = "{name} ~ loglogistic(prior_alpha_{name}, prior_beta_{name});",
repr_model = "{name} ~ loglogistic(prior_alpha_{name}, prior_beta_{name})",
repr_data = c(
"real<lower=0> prior_alpha_{name};",
"real<lower=0> prior_beta_{name};"
Expand Down Expand Up @@ -531,7 +568,7 @@ prior_invgamma <- function(alpha, beta) {
beta = beta
),
display = "inv_gamma(alpha = {alpha}, beta = {beta})",
repr_model = "{name} ~ inv_gamma(prior_alpha_{name}, prior_beta_{name});",
repr_model = "{name} ~ inv_gamma(prior_alpha_{name}, prior_beta_{name})",
repr_data = c(
"real<lower=0> prior_alpha_{name};",
"real<lower=0> prior_beta_{name};"
Expand Down
18 changes: 18 additions & 0 deletions man/render_stan_limits.Rd
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38 changes: 19 additions & 19 deletions tests/testthat/_snaps/JointModel.md
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Original file line number Diff line number Diff line change
Expand Up @@ -10,16 +10,16 @@

Survival:
Weibull-PH Survival Model with parameters:
sm_weibull_ph_lambda ~ gamma(alpha = 2, beta = 0.5)
sm_weibull_ph_gamma ~ gamma(alpha = 2, beta = 0.5)
sm_weibull_ph_lambda ~ gamma(alpha = 2, beta = 0.5) T[0, ]
sm_weibull_ph_gamma ~ gamma(alpha = 2, beta = 0.5) T[0, ]
beta_os_cov ~ normal(mu = 0, sigma = 2)

Longitudinal:
Random Slope Longitudinal Model with parameters:
lm_rs_intercept ~ normal(mu = 30, sigma = 10)
lm_rs_slope_mu ~ normal(mu = 1, sigma = 3)
lm_rs_slope_sigma ~ lognormal(mu = 0, sigma = 1.5)
lm_rs_sigma ~ lognormal(mu = 0, sigma = 1.5)
lm_rs_slope_sigma ~ lognormal(mu = 0, sigma = 1.5) T[0, ]
lm_rs_sigma ~ lognormal(mu = 0, sigma = 1.5) T[0, ]
lm_rs_ind_rnd_slope ~ <None>

Link:
Expand All @@ -38,16 +38,16 @@

Survival:
Weibull-PH Survival Model with parameters:
sm_weibull_ph_lambda ~ gamma(alpha = 2, beta = 0.5)
sm_weibull_ph_gamma ~ gamma(alpha = 2, beta = 0.5)
sm_weibull_ph_lambda ~ gamma(alpha = 2, beta = 0.5) T[0, ]
sm_weibull_ph_gamma ~ gamma(alpha = 2, beta = 0.5) T[0, ]
beta_os_cov ~ normal(mu = 0, sigma = 2)

Longitudinal:
Random Slope Longitudinal Model with parameters:
lm_rs_intercept ~ normal(mu = 30, sigma = 10)
lm_rs_slope_mu ~ normal(mu = 1, sigma = 3)
lm_rs_slope_sigma ~ lognormal(mu = 0, sigma = 1.5)
lm_rs_sigma ~ lognormal(mu = 0, sigma = 1.5)
lm_rs_slope_sigma ~ lognormal(mu = 0, sigma = 1.5) T[0, ]
lm_rs_sigma ~ lognormal(mu = 0, sigma = 1.5) T[0, ]
lm_rs_ind_rnd_slope ~ <None>

Link:
Expand All @@ -66,8 +66,8 @@

Survival:
Weibull-PH Survival Model with parameters:
sm_weibull_ph_lambda ~ gamma(alpha = 2, beta = 0.5)
sm_weibull_ph_gamma ~ gamma(alpha = 2, beta = 0.5)
sm_weibull_ph_lambda ~ gamma(alpha = 2, beta = 0.5) T[0, ]
sm_weibull_ph_gamma ~ gamma(alpha = 2, beta = 0.5) T[0, ]
beta_os_cov ~ normal(mu = 0, sigma = 2)

Longitudinal:
Expand All @@ -94,11 +94,11 @@
lm_gsf_mu_ks ~ normal(mu = -0.69315, sigma = 1)
lm_gsf_mu_kg ~ normal(mu = -1.20397, sigma = 1)
lm_gsf_mu_phi ~ normal(mu = 0, sigma = 1)
lm_gsf_omega_bsld ~ lognormal(mu = -1.60944, sigma = 1)
lm_gsf_omega_ks ~ lognormal(mu = -1.60944, sigma = 1)
lm_gsf_omega_kg ~ lognormal(mu = -1.60944, sigma = 1)
lm_gsf_omega_phi ~ lognormal(mu = -1.60944, sigma = 1)
lm_gsf_sigma ~ lognormal(mu = -2.30259, sigma = 1)
lm_gsf_omega_bsld ~ lognormal(mu = -1.60944, sigma = 1) T[0, ]
lm_gsf_omega_ks ~ lognormal(mu = -1.60944, sigma = 1) T[0, ]
lm_gsf_omega_kg ~ lognormal(mu = -1.60944, sigma = 1) T[0, ]
lm_gsf_omega_phi ~ lognormal(mu = -1.60944, sigma = 1) T[0, ]
lm_gsf_sigma ~ lognormal(mu = -2.30259, sigma = 1) T[0, ]
lm_gsf_eta_tilde_bsld ~ std_normal()
lm_gsf_eta_tilde_ks ~ std_normal()
lm_gsf_eta_tilde_kg ~ std_normal()
Expand All @@ -119,16 +119,16 @@

Survival:
Weibull-PH Survival Model with parameters:
sm_weibull_ph_lambda ~ gamma(alpha = 2, beta = 0.5)
sm_weibull_ph_gamma ~ gamma(alpha = 2, beta = 0.5)
sm_weibull_ph_lambda ~ gamma(alpha = 2, beta = 0.5) T[0, ]
sm_weibull_ph_gamma ~ gamma(alpha = 2, beta = 0.5) T[0, ]
beta_os_cov ~ normal(mu = 0, sigma = 2)

Longitudinal:
Random Slope Longitudinal Model with parameters:
lm_rs_intercept ~ normal(mu = 30, sigma = 10)
lm_rs_slope_mu ~ normal(mu = 1, sigma = 3)
lm_rs_slope_sigma ~ lognormal(mu = 0, sigma = 1.5)
lm_rs_sigma ~ lognormal(mu = 0, sigma = 1.5)
lm_rs_slope_sigma ~ lognormal(mu = 0, sigma = 1.5) T[0, ]
lm_rs_sigma ~ lognormal(mu = 0, sigma = 1.5) T[0, ]
lm_rs_ind_rnd_slope ~ <None>

Link:
Expand Down
20 changes: 10 additions & 10 deletions tests/testthat/_snaps/LongitudinalClaretBruno.md
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Original file line number Diff line number Diff line change
Expand Up @@ -10,11 +10,11 @@
lm_clbr_mu_g ~ normal(mu = 0, sigma = 0.5)
lm_clbr_mu_c ~ normal(mu = -0.91629, sigma = 0.5)
lm_clbr_mu_p ~ normal(mu = 0.69315, sigma = 0.5)
lm_clbr_omega_b ~ lognormal(mu = -1.60944, sigma = 0.5)
lm_clbr_omega_g ~ lognormal(mu = -1.60944, sigma = 0.5)
lm_clbr_omega_c ~ lognormal(mu = -1.60944, sigma = 0.5)
lm_clbr_omega_p ~ lognormal(mu = -1.60944, sigma = 0.5)
lm_clbr_sigma ~ lognormal(mu = -2.30259, sigma = 0.5)
lm_clbr_omega_b ~ lognormal(mu = -1.60944, sigma = 0.5) T[0, ]
lm_clbr_omega_g ~ lognormal(mu = -1.60944, sigma = 0.5) T[0, ]
lm_clbr_omega_c ~ lognormal(mu = -1.60944, sigma = 0.5) T[0, ]
lm_clbr_omega_p ~ lognormal(mu = -1.60944, sigma = 0.5) T[0, ]
lm_clbr_sigma ~ lognormal(mu = -2.30259, sigma = 0.5) T[0, ]
lm_clbr_eta_b ~ std_normal()
lm_clbr_eta_g ~ std_normal()
lm_clbr_eta_c ~ std_normal()
Expand All @@ -34,11 +34,11 @@
lm_clbr_mu_g ~ gamma(alpha = 2, beta = 1)
lm_clbr_mu_c ~ normal(mu = -0.91629, sigma = 0.5)
lm_clbr_mu_p ~ normal(mu = 0.69315, sigma = 0.5)
lm_clbr_omega_b ~ lognormal(mu = -1.60944, sigma = 0.5)
lm_clbr_omega_g ~ lognormal(mu = -1.60944, sigma = 0.5)
lm_clbr_omega_c ~ lognormal(mu = -1.60944, sigma = 0.5)
lm_clbr_omega_p ~ lognormal(mu = -1.60944, sigma = 0.5)
lm_clbr_sigma ~ normal(mu = 0, sigma = 1)
lm_clbr_omega_b ~ lognormal(mu = -1.60944, sigma = 0.5) T[0, ]
lm_clbr_omega_g ~ lognormal(mu = -1.60944, sigma = 0.5) T[0, ]
lm_clbr_omega_c ~ lognormal(mu = -1.60944, sigma = 0.5) T[0, ]
lm_clbr_omega_p ~ lognormal(mu = -1.60944, sigma = 0.5) T[0, ]
lm_clbr_sigma ~ normal(mu = 0, sigma = 1) T[0, ]
lm_clbr_eta_b ~ std_normal()
lm_clbr_eta_g ~ std_normal()
lm_clbr_eta_c ~ std_normal()
Expand Down
20 changes: 10 additions & 10 deletions tests/testthat/_snaps/LongitudinalGSF.md
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Original file line number Diff line number Diff line change
Expand Up @@ -10,11 +10,11 @@
lm_gsf_mu_ks ~ normal(mu = -0.69315, sigma = 1)
lm_gsf_mu_kg ~ normal(mu = -1.20397, sigma = 1)
lm_gsf_mu_phi ~ normal(mu = 0, sigma = 1)
lm_gsf_omega_bsld ~ lognormal(mu = -1.60944, sigma = 1)
lm_gsf_omega_ks ~ lognormal(mu = -1.60944, sigma = 1)
lm_gsf_omega_kg ~ lognormal(mu = -1.60944, sigma = 1)
lm_gsf_omega_phi ~ lognormal(mu = -1.60944, sigma = 1)
lm_gsf_sigma ~ lognormal(mu = -2.30259, sigma = 1)
lm_gsf_omega_bsld ~ lognormal(mu = -1.60944, sigma = 1) T[0, ]
lm_gsf_omega_ks ~ lognormal(mu = -1.60944, sigma = 1) T[0, ]
lm_gsf_omega_kg ~ lognormal(mu = -1.60944, sigma = 1) T[0, ]
lm_gsf_omega_phi ~ lognormal(mu = -1.60944, sigma = 1) T[0, ]
lm_gsf_sigma ~ lognormal(mu = -2.30259, sigma = 1) T[0, ]
lm_gsf_eta_tilde_bsld ~ std_normal()
lm_gsf_eta_tilde_ks ~ std_normal()
lm_gsf_eta_tilde_kg ~ std_normal()
Expand All @@ -33,11 +33,11 @@
lm_gsf_mu_ks ~ normal(mu = -0.69315, sigma = 1)
lm_gsf_mu_kg ~ gamma(alpha = 2, beta = 1)
lm_gsf_mu_phi ~ normal(mu = 0, sigma = 1)
lm_gsf_omega_bsld ~ lognormal(mu = -1.60944, sigma = 1)
lm_gsf_omega_ks ~ lognormal(mu = -1.60944, sigma = 1)
lm_gsf_omega_kg ~ lognormal(mu = -1.60944, sigma = 1)
lm_gsf_omega_phi ~ lognormal(mu = -1.60944, sigma = 1)
lm_gsf_sigma ~ normal(mu = 0, sigma = 1)
lm_gsf_omega_bsld ~ lognormal(mu = -1.60944, sigma = 1) T[0, ]
lm_gsf_omega_ks ~ lognormal(mu = -1.60944, sigma = 1) T[0, ]
lm_gsf_omega_kg ~ lognormal(mu = -1.60944, sigma = 1) T[0, ]
lm_gsf_omega_phi ~ lognormal(mu = -1.60944, sigma = 1) T[0, ]
lm_gsf_sigma ~ normal(mu = 0, sigma = 1) T[0, ]
lm_gsf_eta_tilde_bsld ~ std_normal()
lm_gsf_eta_tilde_ks ~ std_normal()
lm_gsf_eta_tilde_kg ~ std_normal()
Expand Down
8 changes: 4 additions & 4 deletions tests/testthat/_snaps/LongitudinalRandomSlope.md
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Original file line number Diff line number Diff line change
Expand Up @@ -8,8 +8,8 @@
Random Slope Longitudinal Model with parameters:
lm_rs_intercept ~ normal(mu = 30, sigma = 10)
lm_rs_slope_mu ~ normal(mu = 1, sigma = 3)
lm_rs_slope_sigma ~ lognormal(mu = 0, sigma = 1.5)
lm_rs_sigma ~ lognormal(mu = 0, sigma = 1.5)
lm_rs_slope_sigma ~ lognormal(mu = 0, sigma = 1.5) T[0, ]
lm_rs_sigma ~ lognormal(mu = 0, sigma = 1.5) T[0, ]
lm_rs_ind_rnd_slope ~ <None>


Expand All @@ -24,8 +24,8 @@
Random Slope Longitudinal Model with parameters:
lm_rs_intercept ~ normal(mu = 0, sigma = 1)
lm_rs_slope_mu ~ normal(mu = 1, sigma = 3)
lm_rs_slope_sigma ~ lognormal(mu = 0, sigma = 1.5)
lm_rs_sigma ~ gamma(alpha = 2, beta = 1)
lm_rs_slope_sigma ~ lognormal(mu = 0, sigma = 1.5) T[0, ]
lm_rs_sigma ~ gamma(alpha = 2, beta = 1) T[0, ]
lm_rs_ind_rnd_slope ~ <None>


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