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ggdmc is a generic tool for conducting hierarchical Bayesian computation on cognitive (RT) models. The package uses the population-based Markov chain Monte Carlo (pMCMC).
This example demonstrates the Wiener diffusion model. For other models, see my tutorials site. The naming of R functions in ggdmc attempts to inform the user what the functions are for. For example, BuildModel is to build a model object.
As the user is often reminded in using Bayesian tools, it is always a good practice to check the result of a model fit. Note also the sequence of parameters in a parameter vector (i.e., p.vector) must follow the sequence in the p.vector reported by BuildModel. Some build-in checks will try to safeguard this, but they are far from bulletproof.
## Set up model ----
## fixing sv & sz to 0, makes to set up a Wiener diffusion model
require(ggdmc)
model <- BuildModel(
p.map = list(a = "1", v="1", z="1", d="1", sz="1", sv="1", t0="1",
st0="1"),
match.map = list(M = list(s1 = "r1", s2 = "r2")),
factors = list(S = c("s1", "s2")),
responses = c("r1","r2"),
constants = c(st0 = 0, d = 0, sv = 0, sz = 0),
type = "rd")
npar <- length(GetPNames(model))
p.vector <- c(a=1, v=1.5, z=0.5, t0=.15)
dat <- simulate(model, nsim = 50, ps = p.vector)
dmi <- BuildDMI(dat, model)
p.prior <- BuildPrior(
dists = rep("tnorm", npar),
p1=c(a=1, v=0, z=1, t0=1),
p2=c(a=1, v=2, z=1, t0=1),
lower = c(0, -5, rep(0, 2)),
upper = rep(NA, npar))
## Fit model -------------
fit0 <- StartNewsamples(dmi, p.prior)
fit <- run(fit0)
## Check model -----------
plot(fit)
plot(fit, den = TRUE)
plot(fit, pll = FALSE)
plot(fit, pll = FALSE, den = TRUE)
(isconv <- gelman(fit))
est <- summary(fit, recovery = TRUE, ps = p.vector, verbose = TRUE)
require(ggdmc);
model <- BuildModel(
p.map = list(a = "1", v ="1", z ="1", d ="1", sz ="1", sv ="1", t0 ="1",
st0 ="1"),
match.map = list(M = list(s1 = "r1", s2 = "r2")),
factors = list(S = c("s1", "s2")),
responses = c("r1","r2"),
constants = c(st0 = 0, d = 0, sv = 0, sz = 0),
type = "rd")
npar <- length(GetPNames(model))
pop.mean <- c(a = 2, v = 4, z = 0.5, t0 = 0.3)
pop.scale <- c(a = 0.5, v = .5, z = 0.1, t0 = 0.05)
pop.prior <- BuildPrior(
dists = rep("tnorm", npar),
p1 = pop.mean,
p2 = pop.scale,
lower = c(0,-5, 0, 0),
upper = c(5, 7, 1, 1))
## Simulate some data
dat <- simulate(model, nsub = 50, nsim = 30, prior = pop.prior)
dmi <- BuildDMI(dat, model)
ps <- attr(dat, "parameters")
p.prior <- BuildPrior(
dists = rep("tnorm", npar),
p1 = pop.mean,
p2 = pop.scale*5,
lower = c(0,-5, 0, 0),
upper = c(5, 7, 1, 1))
plot(p.prior, ps = ps) ## Check if all true pvectors in the range of prior
## Sampling separately
fit0 <- StartNewsamples(dmi, p.prior, ncore = 4)
fit <- run(fit0, 5e2, ncore = 4)
fit <- run(fit, 1e2, add = TRUE, ncore = 4) ## add additional 100 samples
## Check model -----
isconv <- gelman(fit, verbose = TRUE)
plot(fit)
est0 <- summary(fit, recovery = TRUE, ps = ps, verbose = TRUE)
## Sampling hierarchically
mu.prior <- BuildPrior(
dists = rep("tnorm", npar),
p1 = pop.mean,
p2 = pop.scale*5,
lower = c(0,-5, 0, 0),
upper = c(5, 7, 1, 1))
sigma.prior <- BuildPrior(
dists = rep("beta", npar),
p1 = c(a=1, v=1, z=1, t0=1),
p2 = rep(1, npar),
upper = rep(1, npar))
## !!!The names are important!!!
priors <- list(pprior = p.prior, location = mu.prior, scale = sigma.prior)
names(priors)
## [1] "pprior" "location" "scale"
## Fit hierarchical model ----
fit0 <- StartNewsamples(dmi, priors)
fit <- run(fit0, 5e2)
p0 <- plot(fit, hyper = TRUE)
p0 <- plot(fit, hyper = TRUE, den = TRUE, pll=FALSE)
## Check model -----------
res <- hgelman(fit, verbose = TRUE)
est0 <- summary(fit, recovery = TRUE, ps = ps, verbose = TRUE)
est1 <- summary(fit, hyper = TRUE, recovery = TRUE, ps = pop.mean, type = 1, verbose = TRUE)
est2 <- summary(fit, hyper = TRUE, recovery = TRUE, ps = pop.scale, type = 2, verbose = TRUE)
for(i in 1:length(fit))
{
est <- summary(fit[[i]], recovery = TRUE, ps = ps[i,], verbose=TRUE)
}
4 to 9 are separated from the latest version of the package. For these PDA-based models see my BRM paper and associated packages there.
For the details regarding PLBA types, please see Holmes, Trueblood, and Heathcote (2016)
One aim in designing ggdmc is to read objects from DMC, so they share some similarities. They have however some differences. For example, in the latest version of ggdmc, the dimension of theta and phi arrays are ‘npar x nchain x nmc’. DMC uses ‘nchain x npar x nmc’. The dimension of the ‘log_likelihoods’ and ‘summed_log_prior’ matrices are ‘nchain x nmc’. DMC uses ‘nmc x nchain’. Remember to transpose them, if you want to operate objects back-and-forth. Convenient functions, using ‘aperm’ and ‘t’, for doing this will be added in the future version.
Please see my tutorials site, Cognitive Model, for more examples.
From CRAN (0.2.6.0): > install.packages(“ggdmc”)
From source:
install.packages(“ggdmc_0.2.6.0.tar.gz”, repos = NULL, type=“source”)
From GitHub (you need devtools) (0.2.6.0):
devtools::install_github(“yxlin/ggdmc”)
For Mac Users:
1. Install gfortran. As
to 27, Aug, 2018, the gfortran version has to be 6.1, even you are using
a macOS High Sierra Version 10.13.4. gfortran 6.3 may not
work.
2. Install clang4-r. James
Balamuta has created a convenient tool, clang4-r. Once
you install clang4-r, your clang will then understand the OpenMP flag in
ggdmc. The aim is to allow macOS to understand OpenMP flag, so
you may use other methods for that purpose, if you do not want to
install clang4-r. The clang4-r is the most straightforward we found so
far. However we have not looked into the source code of clang4-r. Use it
at your own risk.
A configure script now disables OpenMP, so macOS users can install without encountering the OpenMP problem.
If you use this package, please cite the software, for example:
Lin, Y.-S and Strickland, L.. (in preparation). Evidence accumulation models with R: A practical guide to hierarchical Bayesian methods.
The R documentation, tutorials, C++ codes, parallel computations, new genetic algorithm, R helper functions and R packaging are developed by Yi-Shin Lin. DMC is developed by Andrew Heathcote (Heathcote et al., 2018), where you may find more different and intersting models.
Please report bugs to me.
GPL-2
These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.