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Random Effect Container C++ Wrapper

Source: R/random_effects.R
RandomEffectSamples.Rd

Class that wraps the "persistent" aspects of a C++ random effects model, including draws of the parameters and a map from the original label indices to the 0-indexed label numbers used to place group samples in memory (i.e. the first label is stored in column 0 of the sample matrix, the second label is store in column 1 of the sample matrix, etc...)

This class is intended for advanced use cases in which users require detailed control of sampling algorithms and data structures. Minimal input validation and error checks are performed – users are responsible for providing the correct inputs. For tutorials on the "proper" usage of the stochtree's advanced workflow, we provide several vignettes at stochtree.ai

Coordinates various C++ random effects classes and persists those needed for prediction / serialization

Public fields

rfx_container_ptr

External pointer to a C++ StochTree::RandomEffectsContainer class

label_mapper_ptr

External pointer to a C++ StochTree::LabelMapper class

training_group_ids

Unique vector of group IDs that were in the training dataset

Methods

Public methods

Method new()

Create a new RandomEffectSamples object.

Usage

RandomEffectSamples$new()

Returns

A new RandomEffectSamples object.

Method load_in_session()

Construct RandomEffectSamples object from other "in-session" R objects

Usage

RandomEffectSamples$load_in_session(
  num_components,
  num_groups,
  random_effects_tracker
)

Arguments

num_components

Number of "components" or bases defining the random effects regression

num_groups

Number of random effects groups

random_effects_tracker

Object of type RandomEffectsTracker

Returns

None

Method load_from_json()

Construct RandomEffectSamples object from a json object

Usage

RandomEffectSamples$load_from_json(
  json_object,
  json_rfx_container_label,
  json_rfx_mapper_label,
  json_rfx_groupids_label
)

Arguments

json_object

Object of class CppJson

json_rfx_container_label

Label referring to a particular rfx sample container (i.e. "random_effect_container_0") in the overall json hierarchy

json_rfx_mapper_label

Label referring to a particular rfx label mapper (i.e. "random_effect_label_mapper_0") in the overall json hierarchy

json_rfx_groupids_label

Label referring to a particular set of rfx group IDs (i.e. "random_effect_groupids_0") in the overall json hierarchy

Returns

A new RandomEffectSamples object.

Method append_from_json()

Append random effect draws to RandomEffectSamples object from a json object

Usage

RandomEffectSamples$append_from_json(
  json_object,
  json_rfx_container_label,
  json_rfx_mapper_label,
  json_rfx_groupids_label
)

Arguments

json_object

Object of class CppJson

json_rfx_container_label

Label referring to a particular rfx sample container (i.e. "random_effect_container_0") in the overall json hierarchy

json_rfx_mapper_label

Label referring to a particular rfx label mapper (i.e. "random_effect_label_mapper_0") in the overall json hierarchy

json_rfx_groupids_label

Label referring to a particular set of rfx group IDs (i.e. "random_effect_groupids_0") in the overall json hierarchy

Returns

None

Method load_from_json_string()

Construct RandomEffectSamples object from a json object

Usage

RandomEffectSamples$load_from_json_string(
  json_string,
  json_rfx_container_label,
  json_rfx_mapper_label,
  json_rfx_groupids_label
)

Arguments

json_string

JSON string which parses into object of class CppJson

json_rfx_container_label

Label referring to a particular rfx sample container (i.e. "random_effect_container_0") in the overall json hierarchy

json_rfx_mapper_label

Label referring to a particular rfx label mapper (i.e. "random_effect_label_mapper_0") in the overall json hierarchy

json_rfx_groupids_label

Label referring to a particular set of rfx group IDs (i.e. "random_effect_groupids_0") in the overall json hierarchy

Returns

A new RandomEffectSamples object.

Method append_from_json_string()

Append random effect draws to RandomEffectSamples object from a json object

Usage

RandomEffectSamples$append_from_json_string(
  json_string,
  json_rfx_container_label,
  json_rfx_mapper_label,
  json_rfx_groupids_label
)

Arguments

json_string

JSON string which parses into object of class CppJson

json_rfx_container_label

Label referring to a particular rfx sample container (i.e. "random_effect_container_0") in the overall json hierarchy

json_rfx_mapper_label

Label referring to a particular rfx label mapper (i.e. "random_effect_label_mapper_0") in the overall json hierarchy

json_rfx_groupids_label

Label referring to a particular set of rfx group IDs (i.e. "random_effect_groupids_0") in the overall json hierarchy

Returns

None

Method predict()

Predict random effects for each observation implied by rfx_group_ids and rfx_basis. If a random effects model is "intercept-only" the rfx_basis will be a vector of ones of size length(rfx_group_ids).

Usage

RandomEffectSamples$predict(rfx_group_ids, rfx_basis = NULL)

Arguments

rfx_group_ids

Indices of random effects groups in a prediction set

rfx_basis

(Optional) Basis used for random effects prediction

Returns

Matrix with as many rows as observations provided and as many columns as samples drawn of the model.

Method extract_parameter_samples()

Extract the random effects parameters sampled. With the "redundant parameterization" of Gelman et al (2008), this includes four parameters: alpha (the "working parameter" shared across every group), xi (the "group parameter" sampled separately for each group), beta (the product of alpha and xi, which corresponds to the overall group-level random effects), and sigma (group-independent prior variance for each component of xi).

Usage

RandomEffectSamples$extract_parameter_samples()

Returns

List of arrays. The alpha array has dimension (num_components, num_samples) and is simply a vector if num_components = 1. The xi and beta arrays have dimension (num_components, num_groups, num_samples) and are simply matrices if num_components = 1. The sigma array has dimension (num_components, num_samples) and is simply a vector if num_components = 1.

Method delete_sample()

Modify the RandomEffectsSamples object by removing the parameter samples index by sample_num.

Usage

RandomEffectSamples$delete_sample(sample_num)

Arguments

sample_num

Index of the RFX sample to be removed

Method extract_label_mapping()

Convert the mapping of group IDs to random effect components indices from C++ to R native format

Usage

RandomEffectSamples$extract_label_mapping()

Returns

List mapping group ID to random effect components.