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Comparisons with other packages

library(graphicalMCP)
library(lrstat)
library(gMCP)

Introduction

There are two R packages that cover graphical multiple comparison procedures (MCPs): gMCP (Rohmeyer and Klinglmueller 2024) and lrstat (Lu 2023). The development of graphicalMCP benefited from these two packages. Here we provide some comparisons between graphicalMCP and other packages with respect to key functions.

List of comparisons

Comparisons of weighting strategies

A random graph for five hypotheses will be generated and used for the comparison. Weighting strategies from the following two functions will be compared: graphicalMCP::graph_generate_weights() and gMCP::generateWeights(). This process is repeated 1000 times. Weighting strategies are matched for all 1000 cases.

set.seed(1234)
identical <- NULL
for (i in 1:1000) {
  graph <- random_graph(5)
  graphicalmcp_weights <- graphicalMCP::graph_generate_weights(graph)
  dimnames(graphicalmcp_weights) <- list(NULL, NULL)
  gmcp_weights <-
    gMCP::generateWeights(graph$transitions, graph$hypotheses)
  gmcp_weights <- gmcp_weights[nrow(gmcp_weights):1, ] # Reorder rows
  identical <- c(
    identical,
    all.equal(gmcp_weights, graphicalmcp_weights, tolerance = 1e-7)
  )
}
all(identical)
#> [1] TRUE

Comparisons of sequentially rejective procedures based on Bonferroni tests

Adjusted p-values for testing

A random graph for five hypotheses will be generated and used for the comparison. A set of p-values is randomly generated to be used for the graphical MCP. Adjusted p-values are calculated and compared using the following functions: graphicalMCP::graph_test_shortcut() and gMCP::gMCP(). This process is repeated 10000 times. Adjusted p-values are matched for all 10000 cases.

set.seed(1234)
alpha <- 0.025
identical <- NULL
for (i in 1:10000) {
  graph <- random_graph(5)
  p <- runif(5, 0, alpha)
  graphicalmcp_test_shortcut <-
    graph_test_shortcut(graph, p, alpha = alpha)$outputs$adjusted_p
  gmcp_test_shortcut <-
    gMCP(as_graphMCP(graph), p, alpha = alpha)@adjPValues
  identical <- c(
    identical,
    all.equal(graphicalmcp_test_shortcut, gmcp_test_shortcut, tolerance = 1e-7)
  )
}
all(identical)
#> [1] TRUE

Power simulations

A random graph for five hypotheses will be generated and used for the comparison. A set of marginal power (without multiplicity adjustment) is randomly generated. Local power (with multiplicity adjustment) is calculated and compared using the following functions: graphicalMCP::graph_calculate_power() and gMCP::calcPower(). Since different simulation methods are used, results are slightly different. The maximum absolute difference in local power is 0.0051 (0.51%) among 1000 cases, which is relatively small.

set.seed(1234)
alpha <- 0.025
sim_corr <- matrix(.5, 5, 5)
diag(sim_corr) <- 1
graphicalmcp_power <- NULL
gmcp_power <- NULL
for (i in 1:1000) {
  graph <- random_graph(5)
  marginal_power <- runif(5, 0.5, 0.9)
  noncentrality_parameter <-
    qnorm(1 - 0.025, lower.tail = TRUE) -
    qnorm(1 - marginal_power, lower.tail = TRUE)

  set.seed(1234 + i - 1)
  graphicalmcp_power <- rbind(
    graphicalmcp_power,
    graph_calculate_power(
      graph,
      alpha = alpha,
      power_marginal = marginal_power,
      sim_corr = sim_corr,
      sim_n = 2^17
    )$power$power_local
  )

  set.seed(1234 + i - 1)
  gmcp_power <- rbind(
    gmcp_power,
    calcPower(
      graph$hypotheses,
      alpha = alpha,
      graph$transitions,
      mean = noncentrality_parameter,
      corr.sim = sim_corr,
      n.sim = 2^17
    )$LocalPower
  )
}

diff <- data.frame(
  rbind(graphicalmcp_power, gmcp_power),
  procedure = rep(c("graphicalMCP", "gMCP"), each = nrow(graphicalmcp_power))
)

write.csv(
  diff,
  here::here("vignettes/cache/comparisons_power_shortcut.csv"),
  row.names = FALSE
)

diff <- read.csv(here::here("vignettes/cache/comparisons_power_shortcut.csv"))
graphicalmcp_power <- subset(diff, procedure == "graphicalMCP")
gmcp_power <- subset(diff, procedure == "gMCP")
round(
  max(
    abs(
      graphicalmcp_power[, -ncol(graphicalmcp_power)] -
        gmcp_power[, -ncol(gmcp_power)]
    )
  ),
  4
) # Maximum difference in local power among 1000 cases

Comparisons of closed test procedures with parametric tests

Adjusted p-values for testing

A successive graph with two primary and two secondary hypotheses will be generated and used for the comparison. A set of p-values is randomly generated to be used for the graphical MCP. Adjusted p-values are calculated and compared using the following functions: graphicalMCP::graph_test_closure() and gMCP::gMCP(). Parametric tests are used for two primary hypotheses. This process is repeated 10000 times. Adjusted p-values are matched for all 10000 cases.

hypotheses <- c(0.5, 0.5, 0, 0)
transitions <- rbind(
  c(0, 0.5, 0.5, 0),
  c(0.5, 0, 0, 0.5),
  c(0, 1, 0, 0),
  c(1, 0, 0, 0)
)
graph <- graph_create(hypotheses, transitions)

set.seed(1234)
alpha <- 0.025
identical <- NULL
test_corr <- rbind(
  c(1, 0.5, NA, NA),
  c(0.5, 1, NA, NA),
  c(NA, NA, 1, NA),
  c(NA, NA, NA, 1)
)
for (i in 1:10000) {
  p <- runif(4, 0, alpha)
  graphicalmcp_test_parametric <- graph_test_closure(
    graph,
    p,
    alpha = alpha,
    test_groups = list(1:2, 3:4),
    test_types = c("parametric", "bonferroni"),
    test_corr = list(test_corr[1:2, 1:2], NA)
  )$outputs$adjusted_p
  gmcp_test_parametric <- gMCP(
    as_graphMCP(graph),
    p,
    alpha = 0.025,
    correlation = test_corr
  )@adjPValues
  identical <- c(
    identical,
    all.equal(graphicalmcp_test_parametric, gmcp_test_parametric, tolerance = 1e-7)
  )
}
all(identical)
#> [1] TRUE

Power simulations

A successive graph with two primary and two secondary hypotheses will be generated and used for the comparison. A set of marginal power (without multiplicity adjustment) is randomly generated. Local power (with multiplicity adjustment) is calculated and compared using the following functions: graphicalMCP::graph_calculate_power() and gMCP::calcPower(). Parametric tests are used for two primary hypotheses. This process is repeated 100 times. Since different simulation methods are used, results are slightly different. The maximum absolute difference in local power is 0.0142 (1.42%) among 100 cases, which is small.

hypotheses <- c(0.5, 0.5, 0, 0)
transitions <- rbind(
  c(0, 0.5, 0.5, 0),
  c(0.5, 0, 0, 0.5),
  c(0, 1, 0, 0),
  c(1, 0, 0, 0)
)
graph <- graph_create(hypotheses, transitions)
test_corr <- rbind(
  c(1, 0.5, NA, NA),
  c(0.5, 1, NA, NA),
  c(NA, NA, 1, NA),
  c(NA, NA, NA, 1)
)
sim_corr <- matrix(0.5, 4, 4)
diag(sim_corr) <- 1
set.seed(1234)
alpha <- 0.025
graphicalmcp_power_parametric <- NULL
gmcp_power_parametric <- NULL
for (i in 1:100) {
  marginal_power <- runif(4, 0.5, 0.9)
  noncentrality_parameter <-
    qnorm(1 - 0.025, lower.tail = TRUE) -
    qnorm(1 - marginal_power, lower.tail = TRUE)

  set.seed(1234 + i - 1)
  graphicalmcp_power_parametric <- rbind(
    graphicalmcp_power_parametric,
    graph_calculate_power(
      graph,
      alpha = alpha,
      test_groups = list(1:2, 3:4),
      test_types = c("parametric", "bonferroni"),
      test_corr = list(test_corr[1:2, 1:2], NA),
      power_marginal = marginal_power,
      sim_corr = sim_corr,
      sim_n = 2^14
    )$power$power_local
  )

  set.seed(1234 + i - 1)
  gmcp_power_parametric <- rbind(
    gmcp_power_parametric,
    calcPower(
      graph$hypotheses,
      alpha = alpha,
      graph$transitions,
      corr.test = test_corr,
      mean = noncentrality_parameter,
      corr.sim = sim_corr,
      n.sim = 2^14
    )$LocalPower
  )
}

diff <- data.frame(
  rbind(graphicalmcp_power_parametric, gmcp_power_parametric),
  procedure = rep(c("graphicalMCP", "gMCP"), each = nrow(gmcp_power_parametric))
)

write.csv(
  diff,
  here::here("vignettes/cache/comparisons_power_parametric.csv"),
  row.names = FALSE
)

diff <- read.csv(here::here("vignettes/cache/comparisons_power_parametric.csv"))
graphicalmcp_power <- subset(diff, procedure == "graphicalMCP")
gmcp_power <- subset(diff, procedure == "gMCP")
round(
  max(
    abs(
      graphicalmcp_power_parametric[, -ncol(graphicalmcp_power_parametric)] -
        gmcp_power_parametric[, -ncol(gmcp_power)]
    )
  ),
  4
) # Maximum difference in local power among 100 cases

Comparisons of closed test procedures with Simes tests

Adjusted p-values for testing

A successive graph with two primary and two secondary hypotheses will be generated and used for the comparison. A set of p-values is randomly generated to be used for the graphical MCP. Adjusted p-values are calculated and compared using the following functions: graphicalMCP::graph_test_closure() and lrstat::fadjpsim(). Simes tests are used for two primary hypotheses. This process is repeated 10000 times. Adjusted p-values are matched for all 10000 cases.

hypotheses <- c(0.5, 0.5, 0, 0)
eps <- 0.0001
transitions <- rbind(
  c(0, 1 - eps, eps, 0),
  c(1 - eps, 0, 0, eps),
  c(0, 1, 0, 0),
  c(1, 0, 0, 0)
)
graph <- graph_create(hypotheses, transitions)

set.seed(1234)
alpha <- 0.025
identical <- NULL
family <- rbind(
  c(1, 1, 0, 0),
  c(0, 0, 1, 0),
  c(0, 0, 0, 1)
)
for (i in 1:10000) {
  p <- runif(4, 0, alpha)
  graphicalmcp_test_simes <- graph_test_closure(
    graph,
    p,
    alpha = alpha,
    test_groups = list(1:2, 3:4),
    test_types = c("simes", "bonferroni")
  )$outputs$adjusted_p
  names(graphicalmcp_test_simes) <- NULL
  lrstat_test_simes <-
    fadjpsim(
      fwgtmat(graph$hypotheses, graph$transitions),
      p,
      family
    )

  identical <- c(
    identical,
    all.equal(graphicalmcp_test_simes, lrstat_test_simes, tolerance = 1e-7)
  )
}
all(identical)
#> [1] TRUE

Power simulations

Power simulations are not available in lrstat. Thus a comparison could be done to compare graphicalMCP::graph_calculate_power() and a manual repetition of lrstat::fadjpsim() for many sets of marginal power. This process is the same as the above comparison of adjusted p-values, and thus omitted.

Reference

Lu, Kaifeng. 2023. lrstat: Power and Sample Size Calculation for Non-Proportional Hazards. https://cran.r-project.org/package=lrstat.
Rohmeyer, Kornelius, and Florian Klinglmueller. 2024. gMCP: Graph Based Multiple Test Procedures. https://cran.r-project.org/package=gMCP.

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They may not be fully stable and should be used with caution. We make no claims about them.