--- title: "Positive Manifold (Sign Restriction)" output: rmarkdown::html_vignette vignette: > %\VignetteIndexEntry{Positive Manifold (Sign Restriction)} %\VignetteEngine{knitr::rmarkdown} %\VignetteEncoding{UTF-8} --- ```{r, include = FALSE} knitr::opts_chunk$set( collapse = TRUE, comment = "#>" ) ``` # Introduction For some research questions, there might be expectations in regards to the directions of the edges. For example, in symptom networks, all relations are often hypothesized to be positive (i.e., positive manifold). In turn, any negative relations are thought to be spurious. In **GGMncv**, it is possible to estimate the conditional dependence structure, given that all edges in the graph are positive (sign restriction). ## Packages ```{r setup, warning=FALSE, message=FALSE} library(GGMncv) library(corrplot) ``` ## Correlations The `ptsd` dataset includes 20 post-traumatic stress symptoms. The following visualizes the correlation matrix: ```{r} corrplot::corrplot(cor(ptsd), method = "shade") ``` Notice that all of the correlations are positive. ## Partial Correlations Here are the partial correlations: ```{r} pcors <- -cov2cor(solve(cor(ptsd))) + diag(ncol(ptsd)) corrplot::corrplot(pcors, method = "shade") ``` Notice that some relations went to essentially zero (white), whereas other changed direction altogether. ## GGM Here the conditional dependence structure is selected via `ggmncv`: ```{r, message=FALSE, warning=FALSE} # fit model fit <- GGMncv::ggmncv(cor(ptsd), n = nrow(ptsd), progress = FALSE, penalty = "atan") # plot graph plot(GGMncv::get_graph(fit), edge_magnify = 10, node_names = colnames(ptsd)) ``` Notice a few negatives are included in the graph. ## Sign Restriction Here the graph is re-estimated, with the constraint that all of negative edges in the above plot are actually zero. ```{r} # set negatives to zero (sign restriction) adj_new <- ifelse(fit$P <= 0, 0, 1) check_zeros <- TRUE # track trys iter <- 0 # iterate until all positive while(check_zeros){ iter <- iter + 1 fit_new <- GGMncv::constrained(cor(ptsd), adj = adj_new) check_zeros <- any(fit_new$wadj < 0) adj_new <- ifelse(fit_new$wadj <= 0, 0, 1) } # make graph object new_graph <- list(P = fit_new$wadj, adj = adj_new) class(new_graph) <- "graph" # plot graph plot(new_graph, edge_magnify = 10, node_names = colnames(ptsd)) ``` The graph now only includes positive edges. Note this is not the same as simply removing the negative relations, as, in this case, this is the maximum likelihood estimate for the inverse covariance matrix. Note also `new_graph` is making the graph class so that it can be plotted with `plot`. ## Alternative Approach The above essentially takes the selected graph, and then re-estimates it with the constraint that the negative edges are zero. Perhaps a more sophisticated approach is to select the graph with those constraints. This can be implemented with: ```{r} R <- cor(ptsd) n <- nrow(ptsd) p <- ncol(ptsd) # store fitted models fit <- ggmncv(R = R, n = n, progress = FALSE, store = TRUE, n_lambda = 50) # all fitted models # sol: solution sol_path <- fit$fitted_models # storage bics <- NA Thetas <- list() for(i in seq_along(sol_path)){ # positive in wi is a negative partial adj_new <- ifelse(sol_path[[i]]$wi >= 0, 0, 1) check_zeros <- TRUE # track trys iter <- 0 # iterate until all positive while(check_zeros){ iter <- iter + 1 fit_new <- GGMncv::constrained(R, adj = adj_new) check_zeros <- any(fit_new$wadj < 0) adj_new <- ifelse(fit_new$wadj <= 0, 0, 1) } bics[i] <- GGMncv:::gic_helper( Theta = fit_new$Theta, R = R, n = n, p = p, type = "bic", edges = sum(fit_new$Theta[upper.tri(fit_new$Theta)] != 0) ) Thetas[[i]] <- fit_new$Theta } # select via minimizing bic # (then convert to partial correlatons) pcors <- -(cov2cor(Thetas[[which.min(bics)]]) - diag(p)) # make graph class new_graph <- list(P = pcors, adj = ifelse(pcors == 0, 0, 1)) class(new_graph) <- "graph" # plot graph plot(new_graph, edge_magnify = 10, node_names = colnames(ptsd)) ```