Package 'EDISON'

Title: Network Reconstruction and Changepoint Detection
Description: Package EDISON (Estimation of Directed Interactions from Sequences Of Non-homogeneous gene expression) runs an MCMC simulation to reconstruct networks from time series data, using a non-homogeneous, time-varying dynamic Bayesian network. Networks segments and changepoints are inferred concurrently, and information sharing priors provide a reduction of the inference uncertainty.
Authors: Frank Dondelinger [aut, cre], Sophie Lebre [aut]
Maintainer: Frank Dondelinger <[email protected]>
License: GPL-2
Version: 1.1.2
Built: 2026-05-20 08:10:41 UTC
Source: https://github.com/cran/EDISON

Help Index

Check if move is acceptable.

Description

This function takes as input a new network proposal and checks that the proposal does not exceed the maximum number of parents for a node, and that there are no self loops (if self loops have been disallowed).

Usage

AcceptableMove(proposal, qmax, self.loops, target, fixed.edges)

Arguments

proposal

The proposed network (K-by-q matrix with K segments and q parent sets).
qmax

Maximum number of parents allowed.
self.loops

Flag indicating whether self loops are allowed.
target

The current target node (only needed to find out which parent would be the self loop).
fixed.edges

Which edges in the network should be fixed for all segments (q-by-q matrix with entries 0 for fixed non-edge, 1 for fixed edge, -1 for non-fixed edge).

Value

Returns TRUE if the proposed move is acceptable, FALSE otherwise.

Author(s)

Frank Dondelinger

See Also

make_structure_move

Add the proposed new network to the new.nets list.

Description

Updates the network.info data structure so that it stays consistent.

Usage

addProposalNetworkInfo(network.info, newS, E)

Arguments

network.info

Data structure containing the current network.
newS

Proposed new network for this target, a num.local.segs by num.parents matrix.
E

The current vector of local segments for this target (only used to check for consistency with the network.info change points).

Value

Updated network.info data structure, with new network added to new.nets.

Author(s)

Frank Dondelinger

Makes a binomial hyperparameter move.

Description

This function proposes a move for one of the hyperparameters of the binomial prior, calculates the acceptance probability and accepts the move accordingly.

Usage

BinoHyperMove(network.info, node.sharing, GLOBvar)

Arguments

network.info

The collected network information obtained using CollectNetworkInfo.
node.sharing

Which type of node sharing is used, either 'soft' or 'hard' sharing.
GLOBvar

Global variables of the MCMC.

Value

Returns a list with elements:

move

The move type (in this case, 2).
move.made

1 if the move was proposed, 0 otherwise.
network.info

The network information, including the new hyperparameters if the move was accepted.
accept

Whether the move was accepted or not.

Author(s)

Frank Dondelinger

References

For information about the binomial information sharing prior, see:

Husmeier et al. (2010), "Inter-time segment information sharing for non-homogeneous dynamic Bayesian networks", NIPS.

Dondelinger et al. (2012), "Non-homogeneous dynamic Bayesian networks with Bayesian regularization for inferring gene regulatory networks with gradually time-varying structure", Machine Learning.

See Also

BinoHyperMove

Calculates the MH ratio of the binomial prior.

Description

This function calculates the ratio of the binomial information sharing prior with the proposed new hyperparameter values, and the binomial prior with the current hyperparameter values.

Usage

BinoHyperRatio(params.proposed, changed, node.sharing, network.info)

Arguments

params.proposed

The new proposed hyperparameter values for the binomial prior.
changed

Gives the index of the parameter that has changed.
node.sharing

Type of information sharing among nodes: 'soft' or 'hard'.
network.info

The network information as collected by CollectNetworkInfo.

Value

This function returns a number greater than zero which represents the ratio of binomial priors.

Author(s)

Frank Dondelinger

References

For information about the binomial information sharing prior, see:

Husmeier et al. (2010), "Inter-time segment information sharing for non-homogeneous dynamic Bayesian networks", NIPS.

Dondelinger et al. (2012), "Non-homogeneous dynamic Bayesian networks with Bayesian regularization for inferring gene regulatory networks with gradually time-varying structure", Machine Learning.

See Also

BinoHyperMove

Computes the acceptance ratio of two changepoint configurations.

Description

This function computes the acceptance ratio of two changepoint configurations with networks in a changepoint birth or death move.

Usage

bp.computeAlpha(
  birth,
  lNew,
  kminus,
  Ekl,
  Estar,
  Ekr,
  yL,
  PxL,
  yR,
  PxR,
  y2,
  Px2,
  D,
  delta2,
  q,
  smax,
  v0,
  gamma0,
  prior_ratio = 1
)

Arguments

birth

1 for a changepoint birth move, -1 for a changepoint death move.
lNew

Number of edges in the new segment.
kminus

Minimal number of changepoints between the two compared models (equal to s for a birth move, s-1 for a death move.
Ekl

Changepoint on the left of proposed changepoint.
Estar

Changepoint being inserted or deleted.
Ekr

Changepoint on the right of proposed changepoint.
yL

Response data (left).
PxL

Projection matrix (left).
yR

Response data (right).
PxR

Projection matrix (right).
y2

Response data (both).
Px2

Projection matrix (both).
D

Hyperparameters for the number of edges in each segment.
delta2

Hyperparameters for the empirical covariance (signal-to-noise ratio).
q

Total number of nodes in the network.
smax

Maximum number of changepoints.
v0

Hyperparameter.
gamma0

Hyperparameter.
prior_ratio

Ratio of network structure priors.

Author(s)

Sophie Lebre

References

For more information about the model, see:

Dondelinger et al. (2012), "Non-homogeneous dynamic Bayesian networks with Bayesian regularization for inferring gene regulatory networks with gradually time-varying structure", Machine Learning.

See Also

cp.birth, cp.death

Builds response Y and predictor X.

Description

This function builds the response variables Y and predictor variables X from the input data.

Usage

buildXY(targetData, predData, GLOBvar)

Arguments

targetData

Target input data.
predData

Predictor input data.
GLOBvar

Global variables of the MCMC simulation.

Value

A list with elements:

X

Predictor variables.
Y

Response variables.

Author(s)

Sophie Lebre

Function to calculate the number of differences between adjaccent network segments.

Description

This function takes the current network structure, compares each segment to the next one, and calculates the number of changes. If soft information sharing among nodes is active, then this procedure is only done for the current target node.

Usage

CalculateChanges(network.info, node.sharing)

Arguments

network.info

The network information collected by function CollectNetworkInfo.
node.sharing

Specifies the type of information sharing among nodes: 'soft' or 'hard'.

Value

Returns a vector with 4 elements: the number of coinciding edges, the number of edges in the previous segment that are absent in the next one, the number of edges in the next segment that are absent in the previous one and the number of coinciding non-edges.

Author(s)

Frank Dondelinger

Calculated the global changepoint probabilities.

Description

This function calculates the global probability of a changepoint at each measured timepoint, using the node-specific probabilities.

Usage

calculateCPPGlobal(prob.cps)

Arguments

prob.cps

Node-specific changepoint probabilities, a NumNodes by NumTimepoints matrix.

Value

A matrix of length 1 by NumTimepoints, containing the global changepoint probabilities.

Author(s)

Frank Dondelinger

See Also

calculateCPProbabilities

Calculate the changepoint probabilities.

Description

This function calculates the marginal changepoint probabilities from the changepoint samples taken during the MCMC simulation.

Usage

calculateCPProbabilities(network.samples)

Arguments

network.samples

List of network and changepoint samples collected during the MCMC simulation by EDISON.run and runDBN.

Value

Returns a matrix of dimension NumNodes by NumTimePoints, where each entry contains the marginal posterior probability of a changepoint for that node at that timepoint.

Author(s)

Frank Dondelinger

Examples

# Generate random gene network and simulate data from it
dataset = simulateNetwork()

# Run MCMC simulation to infer networks and changepoint locations
result = EDISON.run(dataset$sim_data, num.iter=500)

# Calculate posterior probabilities of changepoints
cps = calculateCPProbabilities(result)

Calculate the edge probabilities.

Description

This function calculates the marginal posterior probabilities of the edges in the network segments, for each timepoint, and optionally calculates the same for specified changepoints.

Usage

calculateEdgeProbabilities(network.samples, cps = NULL)

Arguments

network.samples

Network samples obtained from the MCMC simulation using EDISON.run and runDBN.
cps

Optionally specifies changepoints to allow for calculating the marginal posterior edge probabilities for specific segments.

Value

A list with elements:

probs.all

A list containing marginal edge posterior probabilities for each timepoint.
probs.segs

A list containing marginal edge posterior probabilities for each specified segment.

Author(s)

Frank Dondelinger

See Also

calculateEdgeProbabilitiesTimePoints,

calculateEdgeProbabilitiesSegs

Examples

# Generate random gene network and simulate data from it
dataset = simulateNetwork(l=25)

# Run MCMC simulation to infer networks and changepoint locations
result = EDISON.run(dataset$sim_data, num.iter=500)

# Calculate marginal posterior probabilities of edges in the network
network = calculateEdgeProbabilities(result)

# Calculate marginal posterior probabilities of edges in the network, 
# using the true changepoints
true.cps = c(2,dataset$epsilon)
network = calculateEdgeProbabilities(result, cps=true.cps)

Calculate edge probabilities for fixed segments.

Description

This function calculates the marginal posterior probabilities for the edges in each network for the specified segments.

Usage

calculateEdgeProbabilitiesSegs(prob.networks, cps, numNodes)

Arguments

prob.networks

List containing the marginal posterior probabilities for the edges of each network at each timepoint, from calculateEdgeProbabilitiesTimePoints.
cps

Changepoints defining the segments for which the edge probabilities should be calculated. Note that these are global changepoints that apply to the whole network.
numNodes

Number of nodes in the network.

Value

Returns a list of length equal to the number of segments, with each entry containing a matrix of size NumNodes by NumNodes which contains the marginal edge probabilities for that segment.

Author(s)

Frank Dondelinger

See Also

calculateEdgeProbabilities,

calculateEdgeProbabilitiesTimePoints

Calculate the edge posterior probabilities for each timepoint.

Description

This function calculates the marginal posterior edge probabilities of the network at each timepoint.

Usage

calculateEdgeProbabilitiesTimePoints(network.samples, cps, numNodes)

Arguments

network.samples

Collection of network and changepoint samples of the MCMC simulation, as obtained by EDISON.run, runDBN.
cps

Changepoint vector.
numNodes

Number of nodes in the network.

Value

A list of length equal to the number of timepoints, where each entry contains a matrix of size NumNodes by NumNodes with the marginal posterior edge probabilities of the network at this timepoint.

Author(s)

Frank Dondelinger

See Also

calculateEdgeProbabilities,

calculateEdgeProbabilitiesSegs

Calculates the ratio of two likelihoods in a structure move.

Description

This function calculates the ratio of the liklihoods in a network structure move. The returned value is the ratio for the modification of one edge in one segment.

Usage

CalculateLikelihoodRatio(gamma0, y, Pxlm, Pxl, v0, delta2, dir)

Arguments

gamma0

Hyperparameter.
y

Target data.
Pxlm

Projection matrix with modified edge.
Pxl

Original projection matrix.
v0

Hyperparameter.
delta2

Delta squared parameter (signal-to-noise).
dir

Direction of the change: 1 = Added an edge. 2 = Removed an edge. 0 = No change.

Value

Returns the likelihood ratio.

Author(s)

Frank Dondelinger

References

For more information about the hyperparameters and the functional form of the likelihood, see:

Dondelinger et al. (2012), "Non-homogeneous dynamic Bayesian networks with Bayesian regularization for inferring gene regulatory networks with gradually time-varying structure", Machine Learning.

See Also

CalculatePriorRatio

Calculates the network prior ratio.

Description

This function calculates the ratio of the network structure priors for a structure move.

Usage

CalculatePriorRatio(method, q, lambda, network.info)

Arguments

method

Indicates which prior to use: 'poisson' for the standard Poisson prior (no information sharing), 'exp_soft' or 'exp_hard' for the exponential information sharing prior with soft or hard sharing among nodes and 'bino_soft' or 'bino_hard' for the binomial information sharing prior with soft or hard sharing among nodes.
q

Number of nodes in the network.
lambda

Vector of lambda hyperparameter values for each network (needed for the Poisson prior).
network.info

The network information collected using CollectNetworkInfo.

Value

Returns the ratio of the network structure priors for the proposed structure move.

Author(s)

Frank Dondelinger

References

For more information on the network structure priors, see:

Husmeier et al. (2010), "Inter-time segment information sharing for non-homogeneous dynamic Bayesian networks", NIPS.

Dondelinger et al. (2012), "Non-homogeneous dynamic Bayesian networks with Bayesian regularization for inferring gene regulatory networks with gradually time-varying structure", Machine Learning.

See Also

CalculateLikelihoodRatio

Collects all the network information in one list.

Description

This function collects information about the current network segments and hyperparameters for the information sharing priors.

Usage

CollectNetworkInfo(
  Sall,
  Eall,
  prior.params,
  posPhase,
  target,
  q,
  self.loops,
  k
)

Arguments

Sall

Structure of all segments. A list of length q, where each element is a K_i by q matrix containing the parents for the current node in each of the K_i segments.
Eall

Positions of segment boundaries. A list of length q, where each element is a vector containing the segment boundaries for the current parent node.
prior.params

The hyperparameters of the information sharing prior (if applicable).
posPhase

The segment being changed.
target

The target parent node whose edge is being changed.
q

The total number of nodes in the network.
self.loops

Whether self-loops are allowed in the network.
k

The level-2 hyperparameter for the exponential prior.

Value

The function returns a list with the following elements:

nets

The structure of all segments, a list of length K where K is the total number of segments over all nodes.
segment

Identical to posPhase.
target.nets

Identical to Sall.
prior.params

Identical to prior.params.
self.loops

Identical to self.loops.
k

Identical to k.
new.nets

Dummy variable for holding the proposed network in a network structure move. Originally identical to variable nets.

Author(s)

Frank Dondelinger

Compute projection matrix.

Description

This function computes the projection matrix that is needed for calculation of the likelihood.

Usage

computePx(len, x, delta2)

Arguments

len

Delimiting breakpoints.
x

The observations of x in the corresponding state.
delta2

Signal-to-noise ratio hyperparameter.

Value

The projection matrix.

Author(s)

Sophie Lebre

References

For more information about the hyperparameters and the functional form of the likelihood, see:

Dondelinger et al. (2012), "Non-homogeneous dynamic Bayesian networks with Bayesian regularization for inferring gene regulatory networks with gradually time-varying structure", Machine Learning.

See Also

CalculateLikelihoodRatio

Calculate proposal frequencies for changepoint moves.

Description

This function calculates the frequency at which each of the different changepoint moves is proposed. For the poisson network structure prior, this ensures that the proposal frequency is equal to the prior probability.

Usage

computeRho4(k, kmin, kmax, c, lambda)

Arguments

k

The number of hidden states.
kmin

Minimum number of hidden states.
kmax

Maximum number of hidden states
c

Parameter.
lambda

Hyperparameter controlling the number of hidden states.

Value

Vector containing the proposal frequencies for the different changepoint moves.

Author(s)

Sophie Lebre

References

For more information about the hyperparameters and the functional form of the likelihood, see:

Dondelinger et al. (2012), "Non-homogeneous dynamic Bayesian networks with Bayesian regularization for inferring gene regulatory networks with gradually time-varying structure", Machine Learning.

Convert internal representation of networks.

Description

Converts from representing the network as a list of target nodes to representing it as a list of segments.

Usage

convert_nets(Ball, Eall)

Arguments

Ball

Input network: List of target nodes, where each element is a NumSegs by NumNodes matrix giving the parents for the target node in each segment.
Eall

Changepoints: List of target nodes, where each element contains a vector of changepoints.

Value

List with elements:

B_nets

List of segments, where each element contains a matrix of size NumNodes by NumNodes, representing the network for that segment.
segs

Vector containing the global segment boundaries.

Author(s)

Frank Dondelinger

Make changepoint birth move.

Description

This function makes a changepoint birth move, possibly adding a changepoint.

Usage

cp.birth(Eall, Sall, Ball, Sig2all, X, Y, D, GLOBvar, HYPERvar, target)

Arguments

Eall

Changepoints: List of target nodes, where each element contains a vector of changepoints.
Sall

Network structure: List of target nodes, where each element is a NumSegs by NumNodes matrix giving the parents for the target node in each segment. A binary matrix.
Ball

Network parameters: Similar to network structure, but with regression parameters included.
Sig2all

Sigma squared parameters.
X

Response data.
Y

Target data.
D

Hyperparameter.
GLOBvar

Global variables of the MCMC simulation.
HYPERvar

Hyperparameter variables.
target

Which target node the move is being proposed for.

Value

A list with elements:

E

New changepoint vector for target node.
Sall

Updated network structure.
Ball

Updated network structure with regression parameters.
Sig2all

Udated sigma squared.
prior.params

Updated vector of structure prior hyperparameters.
accept

Whether the move was accepted or not.
move

What type of move was made. In this case move=1 for a changepoint birth move.
alpha

The acceptance ratio of the move.
estar

The location of the new changepoint.
k

Hyperparameter.

Author(s)

Sophie Lebre

Frank Dondelinger

References

For more information about the different changepoint moves, see:

Dondelinger et al. (2012), "Non-homogeneous dynamic Bayesian networks with Bayesian regularization for inferring gene regulatory networks with gradually time-varying structure", Machine Learning.

See Also

cp.death, cp.shift

Make changepoint death move.

Description

This function makes a changepoint death move, possibly removing a changepoint.

Usage

cp.death(Eall, Sall, Ball, Sig2all, X, Y, D, GLOBvar, HYPERvar, target)

Arguments

Eall

Changepoints: List of target nodes, where each element contains a vector of changepoints.
Sall

Network structure: List of target nodes, where each element is a NumSegs by NumNodes matrix giving the parents for the target node in each segment. A binary matrix.
Ball

Network parameters: Similar to network structure, but with regression parameters included.
Sig2all

Sigma squared parameters.
X

Response data.
Y

Target data.
D

Hyperparameter.
GLOBvar

Global variables of the MCMC simulation.
HYPERvar

Hyperparameter variables.
target

Which target node the move is being proposed for.

Value

A list with elements:

E

New changepoint vector for target node.
Sall

Updated network structure.
Ball

Updated network structure with regression parameters.
Sig2all

Updated sigma squared.
prior.params

Updated vector of structure prior hyperparameters.
accept

Whether the move was accepted or not.
move

What type of move was made. In this case move=2 for a changepoint death move.
alpha

The acceptance ratio of the move.
estar

The location of the removed changepoint.
k

Hyperparameter.

Author(s)

Sophie Lebre

Frank Dondelinger

References

For more information about the different changepoint moves, see:

Dondelinger et al. (2012), "Non-homogeneous dynamic Bayesian networks with Bayesian regularization for inferring gene regulatory networks with gradually time-varying structure", Machine Learning.

See Also

cp.birth, cp.shift

Makes a changepoint shift move.

Description

This function makes a changepoint shift move, possibly moving one of the changepoints.

Usage

cp.shift(Eall, Sall, Ball, Sig2all, X, Y, GLOBvar, HYPERvar, target)

Arguments

Eall

Changepoints: List of target nodes, where each element contains a vector of changepoints.
Sall

Network structure: List of target nodes, where each element is a NumSegs by NumNodes matrix giving the parents for the target node in each segment. A binary matrix.
Ball

Network parameters: Similar to network structure, but with regression parameters included.
Sig2all

Sigma squared parameters.
X

Response data.
Y

Target data.
GLOBvar

Global variables of the MCMC simulation.
HYPERvar

Hyperparameter variables.
target

Which target node the move is being proposed for.

Value

A list with elements:

E

New changepoint vector for target node.
Sall

Updated network structure.
Ball

Updated network structure with regression parameters.
Sig2all

Updated sigma squared.
prior.params

Updated vector of structure prior hyperparameters.
accept

Whether the move was accepted or not.
move

What type of move was made. In this case move=2 for a changepoint death move.
alpha

The acceptance ratio of the move.
estar

The location of the removed changepoint.
k

Hyperparameter.

Author(s)

Sophie Lebre

References

For more information about the different changepoint moves, see:

Dondelinger et al. (2012), "Non-homogeneous dynamic Bayesian networks with Bayesian regularization for inferring gene regulatory networks with gradually time-varying structure", Machine Learning.

See Also

cp.birth, cp.death

Set the default options for the MCMC simulation.

Description

This function creates a list with the default options of the MCMC simulation.

Usage

defaultOptions()

Value

A list of default options with elements:

lmax

Maximum number of parent nodes. Default=5.
m

Number of repeated measurements. Default=1 (no repeats).
dyn

Lag for the DBN model. Default = 1 when X(t) depends on the previous measurement X(t-1), but dyn can be chosen equal to 2, 3, ...
minPhase

Minimal length of a segment. Default=2.
maxCP

Maximal number of changepoints. Default=10.
maxTF

Maximal number of incoming edges for each node. Default=5.
alphaCP

Hyperparameter for the number of changepoints. Default=1.
betaCP

Hyperparameter for the number of changepoints. Default=0.5.
alphaTF

Hyperparameter for the number of incoming edges. Default=1.
betaTF

Hyperparameter for the number of incoming edges. Default=0.5.
burnin

Whether to include a burnin period. Default=F.
psrf.check

Whether to calculate the potential scale reduction factor (PSRF). Default=F.
pp.l1

Proposal frequency for level-1 hyperparameter moves. Default=0.2.
pp.l2

Proposal frequency for level-2 hyperparameter moves. Default=0.01.
save.by.node

Whether to save results separately for each target node. Default=F.
save.file

Whether to save the results to a file. Default=F.
hyper.fixed

Whether to keep the network structure prior hyperparameters fixed. Default=F.
cp.fixed

Whether to keep the changepoints fixed. Default=F.
hyper.init

Initial values for the network structure prior hyperparameters. Default=NULL.
cp.init

Initial values for the changepoint locations. Default=NULL.

Author(s)

Frank Dondelinger

Examples

# Set options to allow saving network and changepoint samples to file
options = defaultOptions()
options$save.file = TRUE

# NOT EXECUTED
# result.bino2 = EDISON.run(dataset$sim_data, 
#                  information.sharing='bino_hard',
#                  num.iter=5000, output.file='bino2.results',
#                  options=options)

Calculate inverse gamma distribution.

Description

This function calculates the density of the inverse gamma distribution.

Usage

dinvgamma(x, shape, scale = 1, log = FALSE)

Arguments

x

Input.
shape

Shape parameter.
scale

Scale parameter (1/rate).
log

Whether to return the log density.

Value

Returns the density (or log density).

Author(s)

Frank Dondelinger

Examples

# Draw samples from inverse gamma distribution with shape parameter 1 
# and scale parameter 1
samples = rinvgamma(100, shape=1, scale=1)

# Calculate density of samples
densities = dinvgamma(samples, shape=1, scale=1)

Wrapper function for starting an MCMC simulation

Description

This function provides a wrapper for starting an MCMC simulation, using only the data and some basic options as input.

Usage

EDISON.run(
  input,
  output.file = "EDISON.output",
  information.sharing = "poisson",
  num.iter = 10000,
  prior.params = NULL,
  options = NULL,
  fixed.edges = NULL
)

Arguments

input

Input data. Either a filename pointing to an R data file containing the results of simulateNetwork, or a NumTimePoints by NumNodes matrix.
output.file

Where to save the output of the MCMC simulation.
information.sharing

Which information sharing prior to use: 'poisson' for the Poisson prior (no information sharing), 'exp_hard' or 'exp_soft' for the exponential prior with hard or soft coupling among nodes, respectively, and 'bino_hard' or 'bino_soft' for the binomial prior with hard or soft coupling among nodes.
num.iter

Number of iterations of the MCMC simulation.
prior.params

Initial values of the hyperparameters of the information sharing priors.
options

Settings for the MCMC simulation, as generated by defaultOptions.
fixed.edges

Matrix of size NumNodes by NumNodes, with fixed.edges[i,j]==1|0 if the edge between nodes i and j is fixed, and -1 otherwise. Defaults to NULL (no edges fixed).

Value

Returns the results of the MCMC simulation, similar to runDBN.

Author(s)

Sophie Lebre Frank Dondelinger

References

For details on the model and MCMC simulation, see:

Dondelinger et al. (2012), "Non-homogeneous dynamic Bayesian networks with Bayesian regularization for inferring gene regulatory networks with gradually time-varying structure", Machine Learning.

See Also

runDBN

Examples

# Generate random gene network and simulate data from it
dataset = simulateNetwork(l=25)

# Run MCMC simulation to infer networks and changepoint locations
# Uses default settings: Poisson prior and 1500 iterations
result.poisson = EDISON.run(dataset$sim_data, num.iter=500)

# Use the binomial information sharing prior with hard node coupling, and
# run for 5000 iterations

# NOT EXECUTED
#result.bino = EDISON.run(dataset$sim_data, 
#                information.sharing='bino_hard', num.iter=5000)
                        
# Set options to allow saving network and changepoint samples to file
options = defaultOptions()
options$save.file = TRUE

# NOT EXECUTED
# result.bino2 = EDISON.run(dataset$sim_data, 
#                  information.sharing='bino_hard',
#                  num.iter=5000, output.file='bino2.results',
#                  options=options)

Makes an exponential hyperparameter move.

Description

This function tries to make a level-1 or level-2 hyperparameter move for the exponential prior

Usage

ExpHyperMove(network.info, node.sharing, GLOBvar, hyper.proposals)

Arguments

network.info

The network information collected by CollectNetworkInfo.
node.sharing

The type of information sharing among nodes: 'soft' or 'hard'.
GLOBvar

Collection of global variables of the MCMC.
hyper.proposals

Proposal width of the hyperparameter move.

Value

Returns a list with elements:

move.made

1 if a level-1 hyperparameter move has been made, 0 otherwise.
network.info

Network information with updated hyperparameters if the move was accepted.
accept

Whether a level-1 hyperparameter move has been accepted or not.
move.made.k

1 if a level-2 hyperparameter move has been made, 0 otherwise.
accept.k

Whether a level-2 hyperparameter move has been accepted or not.
move

Type of move: 2 for a level-1 hyperparameter move, 3 for a level-2 hyperparameter move.

Author(s)

Frank Dondelinger

References

For information about the exponential information sharing prior, see:

Husmeier et al. (2010), "Inter-time segment information sharing for non-homogeneous dynamic Bayesian networks", NIPS.

Dondelinger et al. (2012), "Non-homogeneous dynamic Bayesian networks with Bayesian regularization for inferring gene regulatory networks with gradually time-varying structure", Machine Learning.

See Also

ExpHyperRatioTarget

Calculates the ratio of an exponential hyperparameter move.

Description

This function calculates the acceptance ratio of a level-1 hyperparameter move for a given target node.

Usage

ExpHyperRatioTarget(beta.proposed, beta.old, target.net, self.loops)

Arguments

beta.proposed

Proposed new hyperparameter value.
beta.old

Previous value of hyperparameter beta.
target.net

Network segments for the target node associated with this hyperparameter value.
self.loops

'TRUE' if self-loops are acceptable, 'FALSE' otherwise.

Value

Returns the ratio of the exponential prior with the previous hyperparameter value and the proposed new hyperparameter value.

Author(s)

Frank Dondelinger

References

For information about the exponential information sharing prior, see:

Husmeier et al. (2010), "Inter-time segment information sharing for non-homogeneous dynamic Bayesian networks", NIPS.

Dondelinger et al. (2012), "Non-homogeneous dynamic Bayesian networks with Bayesian regularization for inferring gene regulatory networks with gradually time-varying structure", Machine Learning.

See Also

ExpHyperMove

Modify network to ensure stationarity.

Description

This function ensures that the eigenvalues of the network structure matrix are smaller or equal to 1, thereby ensuring stationarity of the regression. This is done by removing edges at random until the condition is satisfied.

Usage

fix_eigenvalues(network, q, gauss_weights)

Arguments

network

Original network structure, a matrix of size NumNodes by NumNodes.
q

Number of nodes.
gauss_weights

If TRUE, use Gaussian regression weight, if FALSE conserve original weights.

Value

Returns a network with fewer eigenvalues than the original network, but satisfying the stationarity condition.

Author(s)

Frank Dondelinger

See Also

generateNetwork

Generate a random network.

Description

This function generates a random network with changepoints for structure changes, for simulating synthetic data.

Usage

generateNetwork(
  lambda_2 = 0.45,
  q = 10,
  min_phase_length = 1,
  k_bar = 5,
  l = 10,
  lambda_3 = 2,
  spacing = 1,
  gauss_weights = TRUE,
  same = FALSE,
  change_method = "sequential",
  fixed = FALSE,
  cps = NULL
)

Arguments

lambda_2

Average number of parents for each node in the network (parameter for a Poisson distribution).
q

Number of nodes.
min_phase_length

Minimum segment length.
k_bar

Maximum number of changepoints. If fixed=TRUE, this is equal to the number of changepoints.
l

Length of the time series.
lambda_3

Average number of structure changes between two segments (parameter for a Poisson distribution).
spacing

1 if segments are equally spaced, 0 if they are spaced randomly (subject to the constraints of min_phase_length).
gauss_weights

1 if edge weights in the network are drawn from N(0, 1), 0 if they are fixed to be 1.
same

1 if all segments have the same network structure (no changes), 0 otherwise.
change_method

'sequential' if the changes happen sequentially (i.e. changes at segment i are applied to segment i-1), 'hierarchical' if the changes happen with respect to a hypernetwork (i.e. changes at segment i are applied to segment 0).
fixed

T if the changepoint locations are fixed, F if they should be sampled.
cps

Changepoint locations (if they are fixed).

Value

A list with the following elements:

network

The network, a list of length NumSegs, where each element is a NumNodes by NumNodes matrix.
epsilon

The vector of changepoint locations.
k

The number of changepoint.
changes

The number of changes among segments.

Author(s)

Frank Dondelinger

See Also

simulateNetwork

Examples

# Generate random network with default parameters
network = generateNetwork()

# Simulate data using generated network
dataset = simulateNetwork(net=network)

# Generate random network with 4 changepoints and 15 nodes, 
# with changepoints distributed over a timeseries of length 50
network = generateNetwork(l=50, q=15, fixed=TRUE, k_bar=4)

# Simulate data of length 50 using generated network
dataset = simulateNetwork(net=network)

Make a hyperparameter move.

Description

This function makes a hyperparameter move for the information sharing prior selected (or no move if no information sharing prior is selected).

Usage

HyperparameterMove(method, network.info, GLOBvar, hyper.proposals)

Arguments

method

The information sharing method used: 'poisson' for the Poisson prior (no information sharing), 'exp_soft' and 'exp_hard' for the exponential information sharing prior with soft or hard information sharing among nodes, respectively, 'bino_soft' and 'bino_hard' for the binomial information sharing prior with soft or hard information sharing among nodes, respectively.
network.info

Network information collected using CollectNetworkInfo.
GLOBvar

Global variables used during the MCMC.
hyper.proposals

Proposal width for hyperparameters.

Value

List summing up the result of the hypermove. Contains at least:

move.made

Whether a hyperparameter move has been made.
network.info

The network information, possibly updated if the hyperparameter move was made and accepted.

May contain further elements depending on the type of information sharing prior used. See the prior-specific functions ExpHyperMove and BinoHyperMove for details.

Author(s)

Frank Dondelinger

References

For information about the information sharing priors, see:

Husmeier et al. (2010), "Inter-time segment information sharing for non-homogeneous dynamic Bayesian networks", NIPS.

Dondelinger et al. (2012), "Non-homogeneous dynamic Bayesian networks with Bayesian regularization for inferring gene regulatory networks with gradually time-varying structure", Machine Learning.

Sets up initial values of hyperparameters.

Description

This function initialises the variable HYPERvar with values for the various hyperparameters in the model.

Usage

HyperParms(options)

Arguments

options

MCMC settings, possibly from defaultOptions.

Value

Settings for the HYPERvar variable:

cD

Proportion of changepoint moves proposed.
alphaD

Prior settings for the number of changepoints.
betaD

Prior settings for the number of changepoints.
c

Ratio of changepoint birth/death moves proposed.
v0

Prior settings for the sigma squared parameters.
gamma0

Prior settings for the sigma squared parameters.
alphad2

Prior settings for the signal-to-noise ratio delta squared.
betad2

Prior settings for the signal-to-noise ratio delta squared.
alphalbd

Prior settings for the number of transcription factors.
betalbd

Prior settings for the number of transcription factors.

Author(s)

Sophie Lebre

Frank Dondelinger

Initialise the MCMC simulation.

Description

This function intialises the parameters and variables needed for the MCMC simulation.

Usage

init(X, Y, sinit, GLOBvar, HYPERvar, options)

Arguments

X

Input response data.
Y

Input target data.
sinit

Initial changepoints.
GLOBvar

Global variables used during the MCMC simulation.
HYPERvar

Hyperparameter variables.
options

MCMC simulation options as obtained e.g. by defaultOptions.

Value

List with elements:

counters

Matrices for counting the number of moves made and accepted.
initState

Initial state of the variables of the MCMC simulation.
listStock

Variables for recording the network, changepoint and hyperparameter samples.

Author(s)

Sophie Lebre

Frank Dondelinger

See Also

sampleParms

Main function of the MCMC simulation.

Description

This function executes the main loop of the MCMC simulation, making the different moves and recording samples.

Usage

main(X, Y, initiation, GLOBvar, HYPERvar)

Arguments

X

Input response data.
Y

Input target data.
initiation

Initialisation of the MCMC simulation, as obtained by function init.
GLOBvar

Global variables of the MCMC simulation.
HYPERvar

Hyperparameter variables.

Value

Returns a list with the following elements:

counters

List containing the different move counters for the number of times moves have been proposed and accepted.
listStock

List containing the recorded samples for the networks, changepoints and hyperparameters

Author(s)

Sophie Lebre

Frank Dondelinger

References

For more information about the MCMC simulations, see:

Dondelinger et al. (2012), "Non-homogeneous dynamic Bayesian networks with Bayesian regularization for inferring gene regulatory networks with gradually time-varying structure", Machine Learning.

See Also

runDBN

Makes a structure move.

Description

This function makes a network structure move.

Usage

make_structure_move(
  x,
  y,
  S,
  B,
  Sig2,
  q,
  qmax,
  network.info,
  method,
  Mphase,
  E,
  fixed.edges,
  HYPERvar
)

Arguments

x

Response data.
y

Target data.
S

Network structure for the current target node, a NumSegs by NumNodes matrix.
B

Same as S, but including the regression parameters.
Sig2

Sigma squared parameters.
q

Number of nodes.
qmax

Maximum number of parents.
network.info

Network information, as collected by CollectNetworkInfo.
method

Information sharing method: Either 'poisson', 'exp_hard',

'exp_soft', 'bino_hard', 'bino_soft'.
Mphase

Segment boundary positions.
E

Changepoint vector.
fixed.edges

Matrix of size NumNodes by NumNodes, with fixed.edges[i,j]==1|0 if the edge between nodes i and j is fixed, and -1 otherwise. Defaults to NULL (no edges fixed).
HYPERvar

Hyperparameter variables.

Value

Returns a list containing the following elements:

newS

Updated network structure.
newB

Updated network structure with regression parameters.
move

Type of move being made: 1 for network structure moves.
accept

1 if the move has been accepted, 0 otherwise.

Author(s)

Frank Dondelinger

References

For more information about the MCMC moves, see:

Dondelinger et al. (2012), "Non-homogeneous dynamic Bayesian networks with Bayesian regularization for inferring gene regulatory networks with gradually time-varying structure", Machine Learning.

Calculates the prior probability of the network segments under the binomial prior.

Description

This function calculates the (log) probability of the network segments using the binomial information sharing prior.

Usage

NetworkProbBino(network.info, node.sharing = "soft")

Arguments

network.info

Network information collected by function CollectNetworkInfo.
node.sharing

Coupling of hyperparameters among nodes: 'hard' or 'soft'.

Value

Returns the log prior probability of the network segments under the binomial prior.

Author(s)

Frank Dondelinger

References

For information about the binomial information sharing prior, see:

Husmeier et al. (2010), "Inter-time segment information sharing for non-homogeneous dynamic Bayesian networks", NIPS.

Dondelinger et al. (2012), "Non-homogeneous dynamic Bayesian networks with Bayesian regularization for inferring gene regulatory networks with gradually time-varying structure", Machine Learning.

See Also

NetworkRatioBino, CalculatePriorRatio

Calculates the prior probability of the network using the exponential prior.

Description

This function calculates the log prior probability of the network structure. It uses the exponential information sharing prior.

Usage

NetworkProbExp(network.info)

Arguments

network.info

Network information collected using the function CollectNetworkInfo

Value

Returns the log prior probability of the network segments.

Author(s)

Frank Dondelinger

References

For information about the exponential information sharing prior, see:

Husmeier et al. (2010), "Inter-time segment information sharing for non-homogeneous dynamic Bayesian networks", NIPS.

Dondelinger et al. (2012), "Non-homogeneous dynamic Bayesian networks with Bayesian regularization for inferring gene regulatory networks with gradually time-varying structure", Machine Learning.

See Also

NetworkRatioExp, CalculatePriorRatio

Calculates the ratio of binomial prior probabilites.

Description

This function calculates the ratio of binomial prior probabilities of two networks.

Usage

NetworkRatioBino(network.info, node.sharing)

Arguments

network.info

Network information collected by function CollectNetworkInfo. Note that network.info$new.nets has to be set.
node.sharing

Type of coupling of hyperparameters among nodes: 'hard' or 'soft'.

Value

Returns the ratio of [prior of new network]/[prior of old network].

Author(s)

For information about the binomial information sharing prior, see:

Husmeier et al. (2010), "Inter-time segment information sharing for non-homogeneous dynamic Bayesian networks", NIPS.

Dondelinger et al. (2012), "Non-homogeneous dynamic Bayesian networks with Bayesian regularization for inferring gene regulatory networks with gradually time-varying structure", Machine Learning.

See Also

NetworkProbBino, CalculatePriorRatio

Calculates the ratio of exponential network prior probabilities.

Description

This function calculates the ratio of exponential network information sharing prior probabilities.

Usage

NetworkRatioExp(network.info)

Arguments

network.info

Network information collected using the function CollectNetworkInfo. Note that network.info$new.nets has to be set.

Value

Returns the ratio [prior of new network]/[prior of old network].

Author(s)

Frank Dondelinger

References

For information about the exponential information sharing prior, see:

Husmeier et al. (2010), "Inter-time segment information sharing for non-homogeneous dynamic Bayesian networks", NIPS.

Dondelinger et al. (2012), "Non-homogeneous dynamic Bayesian networks with Bayesian regularization for inferring gene regulatory networks with gradually time-varying structure", Machine Learning.

See Also

NetworkProbExp, CalculatePriorRatio

Collects and saves output.

Description

This function collects the network, changepoint and hyperparameter samples taken from the MCMC simulation, and saves them to a file if appropriate.

Usage

output(counters, listStock, GLOBvar, HYPERvar, OUTvar)

Arguments

counters

List of counters for the number of moves that have been proposed and accepted.
listStock

Network, changepoint and hyperparameter samples.
GLOBvar

Global variables of the MCMC simulation.
HYPERvar

Hyperparameter variables.
OUTvar

Output variables, including the output file.

Value

Returns a list with an element for each target node which is also a list. Each sublist containts the elements:

cp_samples

Changepoint samples, a NumSamples by MaxNumChangePoints matrix.
edge_samples

Network samples (with regression parameters), a NumSamples by (NumSegs * NumNodes) matrix.
target

The target node for this subnetwork.
hyper_samples

Information sharing prior hyperparameter samples, a NumSamples by NumHyperParams matrix.
sampled

Sampled iterations.
counters

Counters for the number of proposed and accepted moves.

Author(s)

Frank Dondelinger

Make a network structure or hyperparameter move.

Description

This function makes a network structure or information sharing hyperparameter move.

Usage

phase.update(Eall, Sall, Ball, Sig2all, X, Y, GLOBvar, HYPERvar, target)

Arguments

Eall

List of changepoints with one entry for each target node. Each entry has length equal to the number of changepoints for that target node.
Sall

Network structure: List of length equal to the number of target nodes, where each list entry is a NumSegs by NumNodes matrix.
Ball

Network structure with regression coefficients: Same as Sall, but with regression coefficients as matrix entries.
Sig2all

Sigma squared.
X

Input response data.
Y

Input target data.
GLOBvar

Global variables used during the MCMC simulation.
HYPERvar

Hyperparameter variables.
target

Current target node.

Value

Returns a list with the following elements:

E

Changepoints for the current target node.
Sall

Network structure (possibly updated).
Ball

Network structure regression coefficients (possibly updated).
Sig2all

Sigma squared.
prior.params

Information sharing prior hyperparameters (possibly updated).
k

Level-2 exponential prior hyperparameter (possibly updated).
move

Move type: 4 for a network structure move, 5 hyperparameter move.
move

Structure Move type: 1 for a network structure move, 2 for a level-1 hyperparameter move, 3 for a level-2 hyperparameter move.
accept

1 if the move has been accepted, 0 otherwise.

Author(s)

Sophie Lebre

Frank Dondelinger

References

For more information on network structure moves and information sharing priors, see:

Dondelinger et al. (2012), "Non-homogeneous dynamic Bayesian networks with Bayesian regularization for inferring gene regulatory networks with gradually time-varying structure", Machine Learning.

See Also

make_structure_move

Calculate network prior ratio with Poisson prior.

Description

This function calculates the ratio of the Poisson prior for two networks.

Usage

PriorRatioPoisson(network.info, q, lambda)

Arguments

network.info

Network information collected using CollectNetworkInfo. Note that one needs to set network.info$new.nets.
q

Number of nodes in the network.
lambda

Vector of lambda hyperparameters for each network.

Value

Returns the ratio [prior of new network]/[prior of old network].

Author(s)

Frank Dondelinger

References

For more information on the network structure priors, see:

Dondelinger et al. (2012), "Non-homogeneous dynamic Bayesian networks with Bayesian regularization for inferring gene regulatory networks with gradually time-varying structure", Machine Learning.

See Also

CalculatePriorRatio

Tune the proposal width for betas.

Description

This function adjusts the proposal width for the beta hyperparameter(s) of the exponential information sharing prior, so that the acceptance rate is close to 0.25.

Usage

proposalTuning(acceptRate, hyper.proposals)

Arguments

acceptRate

Current acceptance rate.
hyper.proposals

Current proposal width.

Value

Returns the new proposal width.

Author(s)

Frank Dondelinger

Propose a new real hyperparameter value.

Description

This function proposes a new real values hyperparameter for the information sharing prior.

Usage

proposeContinuous(orig_beta, proposal_range, limit = 30)

Arguments

orig_beta

Current value of the hyperparameter.
proposal_range

Range for the new value.
limit

Hard limit on the range.

Value

Returns a new uniformly random value within proposal_range of orig_beta and limited by limit.

Author(s)

Frank Dondelinger

See Also

ProposeDiscrete

Examples

# Previous parameter value
param = runif(1, 0, 1)

# Propose new value within range [0, 1], with proposal width 0.1
new.param = proposeContinuous(param, 0.1, 1)

Propose a new discrete value.

Description

This function proposes a new discrete parameter, based on the previous value, within the given proposal range, making sure that the maximum range is not exceeded.

Usage

ProposeDiscrete(params.old, proposal.range, max.range)

Arguments

params.old

Old parameter value (an integer).
proposal.range

Range for new proposal (an integer).
max.range

Maximum value for new proposal (an integer).

Value

Returns the new proposed parameter, which will be an integer in the range [0, max.range], and within at most proposal.range of params.old.

Author(s)

Frank Dondelinger

See Also

proposeContinuous

Examples

# Previous parameter value
param = rpois(1, 5)

# Propose new value within range [0, 10], with proposal width 2
new.param = ProposeDiscrete(param, 2, 10)

Calculates the potential scale reduction factor.

Description

This function calculates the potential scale reduction factor of parameters or hyperparameters over several MCMC simulations (or one simulation split up). This can serve as a convergence diagnostic.

Usage

psrf(parameters)

Arguments

parameters

A list of MCMC trajectories, where each trajectory is a matrix with NumParams rows and NumIterations columns, where NumParams is the number of parameters and NumIterations is the number of samples.

Value

A vectors of length NumParams, containing the PSRF values for each parameter.

Author(s)

Sophie Lebre

Frank Dondelinger

References

Gelman and Rubin (1992) Inference from iterative simulation using multiple sequences, Statistical Science.

See Also

psrf_check, psrf_check_hyper

Examples

# Generate 5 'runs' of random samples from Gaussian N(0,1)
samples = list()

for(run in 1:5) {
  samples[[run]] = matrix(rnorm(1000), 1, 1000)
}

# Check potential scale reduction factor
# (Will be very close to 1 due to the samples being from 
# the same distribution)
psrf.val = psrf(samples)


# Now use slightly different Gaussian distributions for each 'run'.
for(run in 1:5) {
  mean = runif(1, 0, 2)
  samples[[run]] = matrix(rnorm(1000, mean, 1), 1, 1000)
}

# Check potential scale reduction factor
# (Should be > 1.1)
psrf.val = psrf(samples)

Check the potential scale reduction factors for all parameters (edges).

Description

This function treats the edges of the network as parameters, calculates their potential scale reduction factors and returns the highest value.

Usage

psrf_check(params, q, k_max, num_it)

Arguments

params

Matrix of parameters.
q

Number of nodes.
k_max

Number of segments.
num_it

Number of iterations/samples.

Value

Returns the highest PSRF value.

Author(s)

Frank Dondelinger

References

Gelman and Rubin (1992) Inference from iterative simulation using multiple sequences, Statistical Science.

See Also

psrf, psrf_check_hyper

Checks the potential scale reduction factor for the hyperparameters.

Description

This function checks the potential scale reduction factors for the hyperparameters of the information sharing priors.

Usage

psrf_check_hyper(params, num_it)

Arguments

params

Matrix of hyperparameters.
num_it

Number of iterations/samples.

Value

Returns the maximum PSRF value.

Author(s)

Frank Dondelinger

References

Gelman and Rubin (1992) Inference from iterative simulation using multiple sequences, Statistical Science.

See Also

psrf, psrf_check

Read target data.

Description

This function reads in the target data.

Usage

readDataTS(data, posI, t0, tf, m, n)

Arguments

data

Input data matrix to read.
posI

Position of interest.
t0

First timepoint.
tf

Last timepoint.
m

Number of repetitions.
n

Number of timepoints.

Value

Returns the target data.

Author(s)

Sophie Lebre

See Also

buildXY

Samples from the inverse gamma distribution.

Description

This function samples from the inverse gamma distribution.

Usage

rinvgamma(n, shape, scale)

Arguments

n

Number of values to sample.
shape

Shape parameter.
scale

Scale parameter (1/rate).

Value

Random sample from the inverse gamma distribution.

Author(s)

Frank Dondelinger

See Also

dinvgamma

Examples

# Draw samples from inverse gamma distribution with shape parameter 1 
# and scale parameter 1
samples = rinvgamma(100, shape=1, scale=1)

# Calculate density of samples
densities = dinvgamma(samples, shape=1, scale=1)

Setup and run the MCMC simulation.

Description

This function initialises the variabes for the MCMC simulation, runs the simulation and returns the output.

Usage

runDBN(
  targetdata,
  preddata = NULL,
  q,
  n,
  multipleVar = TRUE,
  minPhase = 2,
  niter = 20000,
  scaling = TRUE,
  method = "poisson",
  prior.params = NULL,
  self.loops = TRUE,
  k = 15,
  options = NULL,
  outputFile = ".",
  fixed.edges = NULL
)

Arguments

targetdata

Target input data: A matrix of dimensions NumNodes by NumTimePoints.
preddata

Optional: Input response data, if different from the target data.
q

Number of nodes.
n

Number of timepoints.
multipleVar

TRUE when a specific variance is estimated for each segment, FALSE otherwise.
minPhase

Minimal segment length.
niter

Number of MCMC iterations.
scaling

If TRUE, scale the input data to mean 0 and standard deviation 1, else leave it unchanged.
method

Network structure prior to use: 'poisson' for a sparse Poisson prior (no information sharing), 'exp_hard' or 'exp_soft' for the exponential information sharing prior with hard or soft node coupling, 'bino_hard' or 'bino_soft' with hard or soft node coupling.
prior.params

Initial hyperparameters for the information sharing prior.
self.loops

If TRUE, allow self-loops in the network, if FALSE, disallow self-loops.
k

Initial value for the level-2 hyperparameter of the exponential information sharing prior.
options

MCMC options as obtained e.g. by the function defaultOptions.
outputFile

File where the output of the MCMC simulation should be saved.
fixed.edges

Matrix of size NumNodes by NumNodes, with fixed.edges[i,j]==1|0 if the edge between nodes i and j is fixed, and -1 otherwise. Defaults to NULL (no edges fixed).

Value

A list containing the results of the MCMC simulation: network samples, changepoint samples and hyperparameter samples. For details, see output.

Author(s)

Sophie Lebre

Frank Dondelinger

References

For more information about the MCMC simulations, see:

Dondelinger et al. (2012), "Non-homogeneous dynamic Bayesian networks with Bayesian regularization for inferring gene regulatory networks with gradually time-varying structure", Machine Learning.

See Also

output

Sample initial regression coefficients.

Description

This function samples the initial regression coefficients for the networks.

Usage

sampleBinit(Si, sig2, delta2, X, q)

Arguments

Si

Network structure.
sig2

Sigma squared.
delta2

Signal-to-noise ratio hyperparameter.
X

Input data.
q

Number of nodes.

Value

Returns a vector of regression coefficients.

Author(s)

Sophie Lebre

References

For details of the regression model, see:

Dondelinger et al. (2012), "Non-homogeneous dynamic Bayesian networks with Bayesian regularization for inferring gene regulatory networks with gradually time-varying structure", Machine Learning.

Sample regression coefficients.

Description

This function samples the regression coefficients given the current state of the MCMC simulation.

Usage

sampleBxy(xi, y, Sig2, delta2)

Arguments

xi

Response data.
y

Target data.
Sig2

Sigma squared.
delta2

Signal-to-noise hyperparameter.

Value

The regression parameters.

Author(s)

Sophie Lebre

References

For details of the regression model, see:

Dondelinger et al. (2012), "Non-homogeneous dynamic Bayesian networks with Bayesian regularization for inferring gene regulatory networks with gradually time-varying structure", Machine Learning.

Sample delta squared.

Description

This function samples the signal-to-noise hyperparameter delta squared.

Usage

sampleDelta2(pos, x, q, B, S, sig2, alphad2, betad2)

Arguments

pos

The current segment.
x

Data,
q

Number of nodes.
B

Regression coefficients.
S

Network structure.
sig2

Sigma squared.
alphad2

Gamma prior hyperparameter.
betad2

Gamma prior hyperparameter.

Value

New sample of delta squared.

Author(s)

Sophie Lebre

References

For details of the sampling, see:

Dondelinger et al. (2012), "Non-homogeneous dynamic Bayesian networks with Bayesian regularization for inferring gene regulatory networks with gradually time-varying structure", Machine Learning.

Sample initial number of changepoints.

Description

This function samples the initial number of changepoints from a sparse Poisson prior.

Usage

sampleK(mini, maxi, lambda, nb)

Arguments

mini

Minimum value.
maxi

Maximum value.
lambda

Parameter of the Poisson distribution.
nb

Number of values to sample.

Value

The sampled number of changepoints.

Author(s)

Sophie Lebre

References

For more information on the prior choice and sampling, see:

Dondelinger et al. (2012), "Non-homogeneous dynamic Bayesian networks with Bayesian regularization for inferring gene regulatory networks with gradually time-varying structure", Machine Learning.

Sample initial parameters for the MCMC simulation.

Description

This function samples the initial hyperparameters and parameters that are needed for the MCMC simulation.

Usage

sampleParms(X, GLOBvar, HYPERvar, s_init = NULL, options)

Arguments

X

Input data.
GLOBvar

Global variables of the MCMC simulation.
HYPERvar

Hyperparameter variables.
s_init

Initial number of changepoints.
options

MCMC options, as given by e.g. defaultOptions.

Value

Returns a list with elements:

E

The initial changepoint vector.
S

The intial networks structure.
B

The initial regression parameters.
Sig2

The inital sigma squared variances.
betas

The intial hyperparameters for the exponential information sharing prior.
hyper_params

The initial hyperparameters for the binomial information sharing prior.

Author(s)

Sophie Lebre

Frank Dondelinger

References

For more information about the parameters and hyperparameters, see:

Dondelinger et al. (2012), "Non-homogeneous dynamic Bayesian networks with Bayesian regularization for inferring gene regulatory networks with gradually time-varying structure", Machine Learning.

See Also

init

Sample initial sigma squared.

Description

This function samples the initial values for the sigma squared variance from the inverse gamma prior.

Usage

sampleSig2(y, Px, v0, gamma0)

Arguments

y

Input data.
Px

Projection matrix.
v0

Inverse gamma prior hyperparameter.
gamma0

Inverse gamma prior hyperparameter.

Value

The sampled sigma squared values.

Author(s)

Sophie Lebre

References

For more information about the model, see:

Dondelinger et al. (2012), "Non-homogeneous dynamic Bayesian networks with Bayesian regularization for inferring gene regulatory networks with gradually time-varying structure", Machine Learning.

Generate network and simulate data.

Description

This function generates a random network with structure changepoints (or takes one as input) and simulated data from it using a regression model.

Usage

simulateNetwork(
  l = 100,
  min_phase_length = 10,
  k_bar = 10,
  q = 10,
  lambda_2 = 0.45,
  noise = 0.25,
  net = NULL,
  lambda_3 = 2,
  spacing = 0,
  gauss_weights = FALSE,
  same = FALSE,
  changes = "sequential",
  fixed = FALSE,
  cps = NULL,
  saveFile = NULL
)

Arguments

l

Length of the time series.
min_phase_length

Minimum segment length.
k_bar

Maximum number of changepoints.
q

Number of nodes.
lambda_2

Average number of parents for each node in the network (parameter for a Poisson distribution).
noise

Standard deviation of the Gaussian observation noise. Can be constant, or segment specific (in which case the number of changepoints needs to be fixed and the noise needs to be a vector of the same length).
net

Input network, can be NULL if a new network should be generated.
lambda_3

Average number of structure changes between two segments (parameter for a Poisson distribution).
spacing

1 if segments are equally spaced, 0 if they are spaced randomly (subject to the constraints of min_phase_length).
gauss_weights

1 if edge weights in the network are drawn from N(0, 1), 0 if they are fixed to be 1.
same

1 if the networks should all be the same (no changes), 0 otherwise.
changes

'sequential' if the changes happen sequentially (i.e. changes at segment i are applied to segment i-1), 'hierarchical' if the changes happen with respect to a hypernetwork (i.e. changes at segment i are applied to segment 0).
fixed

T if the changepoint locations are fixed, F if they should be sampled.
cps

Changepoint locations (if they are fixed).
saveFile

If not NULL, indicates the filename for saving the output in R data format.

Value

A list with elements:

sim_data

A matrix of length NumNodes by NumTimepoints containing the simulated data from the regression model.
epsilon

Changepoint vector.
k

Number of changepoints.
network

The network, a list of length NumSegs, where each element is a NumNodes by NumNodes matrix.
noise

The standard deviation of the applied Gaussian noise.

Author(s)

Frank Dondelinger

See Also

generateNetwork

Examples

# Generate random network and simulate data with default parameters
dataset = simulateNetwork()

# Generate random network and simulate data with an average of 
# 1 change per node among network segments
dataset = simulateNetwork(lambda_3=1)

# Generate random network and simulate data with an average of 
# 1 change per node among network segments and standard deviation 
# of the Gaussian observation noise 0.5
dataset = simulateNetwork(lambda_3=1, noise=0.5)

# Generate random network with default parameters
network = generateNetwork()

# Simulate data using generated network
dataset = simulateNetwork(net=network)

# Generate random network with 4 changepoints and 15 nodes, 
# with changepoints distributed over a timeseries of length 50
network = generateNetwork(l=50, q=15, fixed=TRUE, k_bar=4)

# Simulate data of length 50 using generated network
dataset = simulateNetwork(net=network)

Update sigma squared variances.

Description

This function samples new values for the sigma squared variances, given the current network structure. A multivariate distribution is assumed.

Usage

updateSigMulti(
  phase,
  X,
  Y,
  E,
  Sall,
  Ball,
  Sig2,
  Mphase,
  alphad2,
  betad2,
  v0,
  gamma0
)

Arguments

phase

Current segment.
X

Input response data.
Y

Input target data.
E

Changepoints.
Sall

Network structure.
Ball

Regression coefficients.
Sig2

Current sigma squared values.
Mphase

Segment positions.
alphad2

Hyperparameter for gamma prior.
betad2

Hyperparameter for gamma prior.
v0

Hyperparameter for inverse gamma prior.
gamma0

Hyperparameter for inverse gamma prior.

Value

The new samples sigma squared values.

Author(s)

Sophie Lebre

References

For more information about the model, see:

Dondelinger et al. (2012), "Non-homogeneous dynamic Bayesian networks with Bayesian regularization for inferring gene regulatory networks with gradually time-varying structure", Machine Learning.

See Also

updateSigSolo

Sample new values for sigma squared.

Description

This function samples new values for the sigma squared variances, given the current network structure. A univariate distribution is assumed.

Usage

updateSigSolo(X, Y, E, Sall, Ball, Sig2, Mphase, alphad2, betad2, v0, gamma0)

Arguments

X

Input response data.
Y

Input target data.
E

Changepoints.
Sall

Network structure.
Ball

Regression coefficients.
Sig2

Current sigma squared.
Mphase

Segment position.
alphad2

Gamma prior hyperparameter.
betad2

Gamma prior hyperparameter.
v0

Inverse gamma prior hyperparameter.
gamma0

Inverse gamma prior hyperparameter.

Value

Returns the new samples sigma squared values.

Author(s)

Sophie Lebre

References

For more information about the model, see:

Dondelinger et al. (2012), "Non-homogeneous dynamic Bayesian networks with Bayesian regularization for inferring gene regulatory networks with gradually time-varying structure", Machine Learning.

See Also

updateSigMulti