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*.html |
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# Workflow derived from https://github.com/r-lib/actions/tree/v2/examples | ||
# Need help debugging build failures? Start at https://github.com/r-lib/actions#where-to-find-help | ||
on: | ||
push: | ||
branches: [main, master] | ||
pull_request: | ||
branches: [main, master] | ||
release: | ||
types: [published] | ||
workflow_dispatch: | ||
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name: pkgdown | ||
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jobs: | ||
pkgdown: | ||
runs-on: ubuntu-latest | ||
# Only restrict concurrency for non-PR jobs | ||
concurrency: | ||
group: pkgdown-${{ github.event_name != 'pull_request' || github.run_id }} | ||
env: | ||
GITHUB_PAT: ${{ secrets.GITHUB_TOKEN }} | ||
permissions: | ||
contents: write | ||
steps: | ||
- uses: actions/checkout@v3 | ||
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- uses: r-lib/actions/setup-pandoc@v2 | ||
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- uses: r-lib/actions/setup-r@v2 | ||
with: | ||
use-public-rspm: true | ||
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- uses: r-lib/actions/setup-r-dependencies@v2 | ||
with: | ||
extra-packages: any::pkgdown, local::. | ||
needs: website | ||
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- name: Build site | ||
run: pkgdown::build_site_github_pages(new_process = FALSE, install = FALSE) | ||
shell: Rscript {0} | ||
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- name: Deploy to GitHub pages 🚀 | ||
if: github.event_name != 'pull_request' | ||
uses: JamesIves/github-pages-deploy-action@v4.4.1 | ||
with: | ||
clean: false | ||
branch: gh-pages | ||
folder: docs |
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*.Rproj | ||
*.Rproj.user | ||
.Rproj.user | ||
docs |
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#' Optimize a TMB model | ||
#' | ||
#' \code{fit_tmb} runs a TMB model and generates standard diagnostics | ||
#' | ||
#' @inheritParams stats::nlminb | ||
#' @inheritParams TMB::sdreport | ||
#' @param obj The compiled TMB object | ||
#' @param startpar Starting values for fixed effects (default NULL uses \code{obj$par}) | ||
#' @param control A list of control parameters. For details see \code{\link[stats]{nlminb}} | ||
#' @param getsd Boolean indicating whether to run standard error calculation; see \code{\link[TMB]{sdreport}} for details | ||
#' @param bias.correct Boolean indicating whether to do epsilon bias-correction; | ||
#' see \code{\link[TMB]{sdreport}} and \code{\link[TMBhelper]{fit_tmb}}for details | ||
#' @param bias.correct.control tagged list of options for epsilon bias-correction, | ||
#' where \code{vars_to_correct} is a character-vector of ADREPORT variables that should be bias-corrected | ||
#' @param savedir directory to save results (if \code{savedir=NULL}, then results aren't saved) | ||
#' @param loopnum number of times to re-start optimization (where \code{loopnum=3} | ||
#' sometimes achieves a lower final gradient than \code{loopnum=1}) | ||
#' @param newtonsteps Integer specifying the number of extra newton steps to take | ||
#' after optimization (alternative to \code{loopnum}). | ||
#' Each newtonstep requires calculating the Hessian matrix and is therefore slow. | ||
#' But for well-behaved models, each Newton step will typically | ||
#' decrease the maximum gradient of the loglikelihood with respect to each fixed effect, | ||
#' and therefore this option can be used to achieve an arbitrarily low final gradient | ||
#' given sufficient time for well-behaved models. However, this option will also | ||
#' perform strangely or have unexpected consequences for poorly-behaved models, e.g., | ||
#' when fixed effects are at upper or lower bounds. | ||
#' @param n sample sizes (if \code{n!=Inf} then \code{n} is used to calculate BIC and AICc) | ||
#' @param getHessian return Hessian for usage in later code | ||
#' @param quiet Boolean whether to print additional messages results to terminal | ||
#' @param start_time_elapsed how much time has elapsed prior to calling fit_tmb, | ||
#' for use, e.g., when calling \code{fit_tmb} multiple times in sequence, | ||
#' where \code{start_time_elapsed = opt_previous$time_for_run} | ||
#' @param ... list of settings to pass to \code{\link[TMB]{sdreport}} | ||
#' | ||
#' @return the standard output from \code{\link[stats]{nlminb}}, except with additional diagnostics and timing info, | ||
#' and a new slot containing the output from \code{\link[TMB]{sdreport}} | ||
#' | ||
#' @references For more details see \url{https://doi.org/10.1016/j.fishres.2015.11.016} | ||
#' @export | ||
fit_tmb <- | ||
function( obj, | ||
fn = obj$fn, | ||
gr = obj$gr, | ||
startpar = NULL, | ||
lower = -Inf, | ||
upper = Inf, | ||
getsd = TRUE, | ||
control = list(eval.max = 1e4, iter.max = 1e4, trace = 1), | ||
bias.correct = FALSE, | ||
bias.correct.control = list(sd = FALSE, split = NULL, nsplit = NULL, vars_to_correct = NULL), | ||
savedir = NULL, | ||
loopnum = 2, | ||
newtonsteps = 0, | ||
n = Inf, | ||
getReportCovariance = FALSE, | ||
getJointPrecision = FALSE, | ||
getHessian = FALSE, | ||
quiet = FALSE, | ||
start_time_elapsed = as.difftime("0:0:0"), | ||
... ){ | ||
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# Defaults | ||
if(is.null(startpar)) startpar = obj$par | ||
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# Check for issues | ||
if( bias.correct==TRUE & is.null(obj$env$random) ){ | ||
message( "No random effects detected in TMB model, so overriding user input to `TMBhelper::fit_tmb` to instead specify `bias.correct=FALSE`") | ||
bias.correct = FALSE | ||
} | ||
if( getReportCovariance==FALSE ){ | ||
message( "Note that `getReportCovariance=FALSE` causes an error in `TMB::sdreport` when no ADREPORTed variables are present") | ||
} | ||
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# Check for issues | ||
List = list(...) | ||
#if( !is.null(List$jointJointPrecision) ){ | ||
# if( getJointPrecision==FALSE & getReportCovariance==TRUE ){ | ||
# stop("Some versions of TMB appear to throw an error when `getJointPrecision=TRUE` and `getReportCovariance=FALSE`") | ||
# } | ||
#} | ||
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# Local function -- combine two lists | ||
combine_lists = function( default, input ){ | ||
output = default | ||
for( i in seq_along(input) ){ | ||
if( names(input)[i] %in% names(default) ){ | ||
output[[names(input)[i]]] = input[[i]] | ||
}else{ | ||
output = c( output, input[i] ) | ||
} | ||
} | ||
return( output ) | ||
} | ||
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# Replace defaults for `BS.control` with provided values (if any) | ||
BS.control = list(sd=FALSE, split=NULL, nsplit=NULL, vars_to_correct=NULL) | ||
BS.control = combine_lists( default=BS.control, input=bias.correct.control ) | ||
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# Replace defaults for `control` with provided values if any | ||
nlminb.control = list(eval.max=1e4, iter.max=1e4, trace=0) | ||
nlminb.control = combine_lists( default=nlminb.control, input=control ) | ||
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# Run first time | ||
start_time = Sys.time() | ||
parameter_estimates = nlminb( start=startpar, objective=fn, gradient=gr, control=nlminb.control, lower=lower, upper=upper ) | ||
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# Re-run to further decrease final gradient | ||
for( i in seq(2,loopnum,length=max(0,loopnum-1)) ){ | ||
Temp = parameter_estimates[c('iterations','evaluations')] | ||
parameter_estimates = nlminb( start=parameter_estimates$par, objective=fn, gradient=gr, control=nlminb.control, lower=lower, upper=upper ) | ||
parameter_estimates[['iterations']] = parameter_estimates[['iterations']] + Temp[['iterations']] | ||
parameter_estimates[['evaluations']] = parameter_estimates[['evaluations']] + Temp[['evaluations']] | ||
} | ||
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## Run some Newton steps | ||
for(i in seq_len(newtonsteps)) { | ||
g = as.numeric( gr(parameter_estimates$par) ) | ||
h = optimHess(parameter_estimates$par, fn=fn, gr=gr) | ||
parameter_estimates$par = parameter_estimates$par - solve(h, g) | ||
parameter_estimates$objective = fn(parameter_estimates$par) | ||
} | ||
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# Exclude difficult-to-interpret messages | ||
parameter_estimates = parameter_estimates[c('par','objective','iterations','evaluations')] | ||
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# Add diagnostics | ||
parameter_estimates[["time_for_MLE"]] = Sys.time() - start_time | ||
parameter_estimates[["max_gradient"]] = max(abs(gr(parameter_estimates$par))) | ||
parameter_estimates[["Convergence_check"]] = ifelse( parameter_estimates[["max_gradient"]]<0.0001, "There is no evidence that the model is not converged", "The model is likely not converged" ) | ||
parameter_estimates[["number_of_coefficients"]] = c("Total"=length(unlist(obj$env$parameters)), "Fixed"=length(startpar), "Random"=length(unlist(obj$env$parameters))-length(startpar) ) | ||
parameter_estimates[["AIC"]] = TMBhelper::TMBAIC( opt=parameter_estimates ) | ||
if( n!=Inf ){ | ||
parameter_estimates[["AICc"]] = TMBhelper::TMBAIC( opt=parameter_estimates, n=n ) | ||
parameter_estimates[["BIC"]] = TMBhelper::TMBAIC( opt=parameter_estimates, p=log(n) ) | ||
} | ||
parameter_estimates[["diagnostics"]] = data.frame( "Param"=names(startpar), "starting_value"=startpar, "Lower"=lower, "MLE"=parameter_estimates$par, "Upper"=upper, "final_gradient"=as.vector(gr(parameter_estimates$par)) ) | ||
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# Get standard deviations | ||
if(getsd==TRUE){ | ||
# Compute hessian | ||
sd_time = Sys.time() | ||
h = optimHess(parameter_estimates$par, fn=fn, gr=gr) | ||
# Check for problems | ||
if( is.character(try(chol(h),silent=TRUE)) ){ | ||
warning("Hessian is not positive definite, so standard errors are not available") | ||
if( !is.null(savedir) ){ | ||
capture.output( parameter_estimates, file=file.path(savedir,"parameter_estimates.txt")) | ||
} | ||
return( list("opt"=parameter_estimates, "h"=h) ) | ||
} | ||
# Compute standard errors | ||
if( bias.correct==FALSE | is.null(BS.control[["vars_to_correct"]]) ){ | ||
if( !is.null(BS.control[["nsplit"]]) ) { | ||
if( BS.control[["nsplit"]] == 1 ) BS.control[["nsplit"]] = NULL | ||
} | ||
parameter_estimates[["SD"]] = TMB::sdreport( obj=obj, par.fixed=parameter_estimates$par, hessian.fixed=h, bias.correct=bias.correct, | ||
bias.correct.control=BS.control[c("sd","split","nsplit")], getReportCovariance=getReportCovariance, | ||
getJointPrecision=getJointPrecision, ... ) | ||
}else{ | ||
if( "ADreportIndex" %in% names(obj$env) ){ | ||
Which = as.vector(unlist( obj$env$ADreportIndex()[ BS.control[["vars_to_correct"]] ] )) | ||
}else{ | ||
# Run first time to get indices | ||
parameter_estimates[["SD"]] = TMB::sdreport( obj=obj, par.fixed=parameter_estimates$par, hessian.fixed=h, bias.correct=FALSE, | ||
getReportCovariance=FALSE, getJointPrecision=FALSE, ... ) | ||
# Determine indices | ||
Which = which( rownames(summary(parameter_estimates[["SD"]],"report")) %in% BS.control[["vars_to_correct"]] ) | ||
} | ||
# Split up indices | ||
if( !is.null(BS.control[["nsplit"]]) && BS.control[["nsplit"]]>1 ){ | ||
Which = split( Which, cut(seq_along(Which), BS.control[["nsplit"]]) ) | ||
} | ||
Which = Which[sapply(Which,FUN=length)>0] | ||
if(length(Which)==0) Which = NULL | ||
# Repeat SD with indexing | ||
message( paste0("Bias correcting ", length(Which), " derived quantities") ) | ||
parameter_estimates[["SD"]] = TMB::sdreport( obj=obj, par.fixed=parameter_estimates$par, hessian.fixed=h, bias.correct=TRUE, | ||
bias.correct.control=list(sd=BS.control[["sd"]], split=Which, nsplit=NULL), getReportCovariance=getReportCovariance, | ||
getJointPrecision=getJointPrecision, ... ) | ||
} | ||
# Update | ||
parameter_estimates[["Convergence_check"]] = ifelse( parameter_estimates$SD$pdHess==TRUE, parameter_estimates[["Convergence_check"]], "The model is definitely not converged" ) | ||
parameter_estimates[["time_for_sdreport"]] = Sys.time() - sd_time | ||
# Add hessian to parameter_estimates | ||
if( getHessian==TRUE ){ | ||
parameter_estimates[["hessian"]] = h | ||
} | ||
} | ||
parameter_estimates[["time_for_run"]] = Sys.time() - start_time + start_time_elapsed | ||
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# Save results | ||
if( !is.null(savedir) ){ | ||
save( parameter_estimates, file=file.path(savedir,"parameter_estimates.RData")) | ||
capture.output( parameter_estimates, file=file.path(savedir,"parameter_estimates.txt")) | ||
} | ||
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# Print warning to screen | ||
if( quiet==FALSE & parameter_estimates[["Convergence_check"]] != "There is no evidence that the model is not converged" ){ | ||
message( "#########################" ) | ||
message( parameter_estimates[["Convergence_check"]] ) | ||
message( "#########################" ) | ||
} | ||
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# Return stuff | ||
return( parameter_estimates ) | ||
} | ||
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#' List fixed and random effects | ||
#' | ||
#' \code{list_parameters} lists all fixed and random effects | ||
#' | ||
#' @param Obj Compiled TMB object | ||
#' @return Return Tagged-list of fixed and random effects (returned invisibly) | ||
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#' @export | ||
list_parameters = function( Obj, verbose=TRUE ){ | ||
Return = list() | ||
Table = data.frame() | ||
if( length(Obj$env$random)>0 ){ | ||
Return[["Fixed_effects"]] = names(Obj$env$last.par[-Obj$env$random]) | ||
Return[["Random_effects"]] = names(Obj$env$last.par[Obj$env$random]) | ||
Table = data.frame("Coefficient_name"=names(table(Return[["Fixed_effects"]])), "Number_of_coefficients"=as.numeric(table(Return[["Fixed_effects"]])), "Type"="Fixed") | ||
Table = rbind( Table, data.frame("Coefficient_name"=names(table(Return[["Random_effects"]])), "Number_of_coefficients"=as.numeric(table(Return[["Random_effects"]])), "Type"="Random")) | ||
}else{ | ||
Return[["Fixed_effects"]] = names(Obj$env$last.par) | ||
Table = data.frame("Coefficient_name"=names(table(Return[["Fixed_effects"]])), "Number_of_coefficients"=as.numeric(table(Return[["Fixed_effects"]])), "Type"="Fixed") | ||
} | ||
if( verbose==TRUE ){ | ||
message("List of estimated fixed and random effects:") | ||
print(Table) | ||
} | ||
return( invisible(Table) ) | ||
} |
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url: ~ | ||
template: | ||
bootstrap: 5 | ||
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