Help for package pcsstools

Type:

Package

Title:

Tools for Regression Using Pre-Computed Summary Statistics

Version:

0.1.2

Description:

Defines functions to describe regression models using only pre-computed summary statistics (i.e. means, variances, and covariances) in place of individual participant data. Possible models include linear models for linear combinations, products, and logical combinations of phenotypes. Implements methods presented in Wolf et al. (2021) <doi:10.3389/fgene.2021.745901> Wolf et al. (2020) <doi:10.1142/9789811215636_0063> and Gasdaska et al. (2019) <doi:10.1142/9789813279827_0036>.

License:

GPL (≥ 3)

Encoding:

UTF-8

LazyData:

true

Depends:

R (≥ 3.5.0)

Imports:

gtools, Rdpack, stats

RdMacros:

Rdpack

RoxygenNote:

7.2.1

Suggests:

testthat, knitr, rmarkdown, spelling

URL:

https://github.com/jackmwolf/pcsstools/

BugReports:

https://github.com/jackmwolf/pcsstools/issues

Language:

en-US

NeedsCompilation:

Packaged:

2023-09-06 00:52:25 UTC; Jack

Author:

Jack Wolf

[aut, cre, cph], R Core Team and contributors worldwide [cph, aut] (Author and copyright holder of modified 'stats' fragments)

Maintainer:

Jack Wolf <jackwolf910@gmail.com>

Repository:

CRAN

Date/Publication:

2023-09-06 04:10:02 UTC

ANOVA for linear models fit using PCSS

Description

Compute an analysis of variance table for one or more linear model fitted using PCSS.

Usage

## S3 method for class 'pcsslm'
anova(object, ...)

## S3 method for class 'pcsslmlist'
anova(object, ..., scale = 0, test = "F")

Arguments

object, ...

objects of class pcsslm.

scale

numeric. An estimate of the noise variance \sigma^2. If zero this will be estimated from the largest model considered.

test

a character string specifying the test statistic to be used. Can be one of "F", "Chisq" or "Cp", with partial matching allowed, or NULL for no test.

Value

An object of class "anova" inheriting from class "data.frame".

Author(s)

R Core Team and contributors worldwide. Modified by Jack Wolf

Approximate a linear model for a series of logical AND statements

Description

approx_and approximates the linear model for the a conjunction of m phenotypes as a function of a set of predictors.

Usage

approx_and(
  means,
  covs,
  n,
  predictors,
  add_intercept = TRUE,
  verbose = FALSE,
  response_assumption = "binary",
  ...
)

Arguments

means

vector of predictor and response means with the last m means being the means of m binary responses to combine in a logical and statement.

covs

a matrix of the covariance of all model predictors and the responses with the order of rows/columns corresponding to the order of means.

n

sample size.

predictors

list of objects of class predictor corresponding to the order of the predictors in means.

add_intercept

logical. Should the linear model add an intercept term?

verbose

should output be printed to console?

response_assumption

character. Either "binary" or "continuous". If "binary", specific calculations will be done to estimate product means and variances.

...

additional arguments

Value

an object of class "pcsslm".

An object of class "pcsslm" is a list containing at least the following components:

call

the matched call

terms

the terms object used

coefficients

a p x 4 matrix with columns for the estimated coefficient, its standard error, t-statistic and corresponding (two-sided) p-value.

sigma

the square root of the estimated variance of the random error.

df

degrees of freedom, a 3-vector p, n-p, p*, the first being the number of non-aliased coefficients, the last being the total number of coefficients.

fstatistic

a 3-vector with the value of the F-statistic with its numerator and denominator degrees of freedom.

r.squared

R^2, the 'fraction of variance explained by the model'.

adj.r.squared

the above R^2 statistic 'adjusted', penalizing for higher p.

cov.unscaled

a p x p matrix of (unscaled) covariances of the coef[j], j=1,...p.

Sum Sq

a 3-vector with the model's Sum of Squares Regression (SSR), Sum of Squares Error (SSE), and Sum of Squares Total (SST).

References

Wolf JM, Westra J, Tintle N (2021). “Using Summary Statistics to Model Multiplicative Combinations of Initially Analyzed Phenotypes With a Flexible Choice of Covariates.” Frontiers in Genetics, 12, 1962. ISSN 1664-8021, doi:10.3389/fgene.2021.745901, https://www.frontiersin.org/articles/10.3389/fgene.2021.745901/full.

Approximate the mean of Y conditional on X

Description

Approximate the mean of Y conditional on X

Usage

approx_conditional(means, covs, response, n)

Arguments

means

Vector of the mean of X and the mean of Y

covs

Matrix of covariances for X and Y

response

Character. If "binary" truncates means to interval [0, 1]. If "continuous" does not restrict.

n

Sample size

Value

A list of length 2 consisting of 2 functions that give the estimated conditional mean and conditional variance of Y as a function of X

Approximate the covariance of a set of predictors and a product of responses

Description

approx_mult_prod recursively estimates the covariances and means of a set of responses. Estimates are approximated using all unique response orderings and aggregated.

Usage

approx_mult_prod(
  means,
  covs,
  n,
  response,
  predictors,
  responses,
  verbose = FALSE
)

Arguments

means

a vector of predictor and response means with all response means at the end of the vector.

covs

covariance matrix of all predictors and responses with column and row order corresponding to the order of means.

n

sample size (an integer).

response

a string. Currently supports "binary" or "continuous".

predictors, responses

lists of objects of class predictor where each entry corresponds to one predictor/response variable.

verbose

logical.

Value

A list containing the following elements:

means

a vector of the (approximated) means of all predictors and the product of responses

covs

a matrix of (approximated) covariances between all predictors and the product of responses

References

Approximate a linear model for a series of logical OR statements

Description

approx_or approximates the linear model for a disjunction of m phenotypes as a function of a set of predictors.

Usage

approx_or(
  means,
  covs,
  n,
  predictors,
  add_intercept = TRUE,
  verbose = FALSE,
  response_assumption = "binary",
  ...
)

Arguments

means

vector of predictor and response means with the last m means being the means of m binary responses to combine in a logical OR statement.

covs

a matrix of the covariance of all model predictors and the responses with the order of rows/columns corresponding to the order of means.

n

sample size.

predictors

list of objects of class predictor corresponding to the order of the predictors in means.

add_intercept

logical. Should the linear model add an intercept term?

verbose

should output be printed to console?

response_assumption

character. Either "binary" or "continuous". If "binary", specific calculations will be done to estimate product means and variances.

...

additional arguments

Value

an object of class "pcsslm".

An object of class "pcsslm" is a list containing at least the following components:

call

the matched call

terms

the terms object used

coefficients

a p x 4 matrix with columns for the estimated coefficient, its standard error, t-statistic and corresponding (two-sided) p-value.

sigma

the square root of the estimated variance of the random error.

df

degrees of freedom, a 3-vector p, n-p, p*, the first being the number of non-aliased coefficients, the last being the total number of coefficients.

fstatistic

a 3-vector with the value of the F-statistic with its numerator and denominator degrees of freedom.

r.squared

R^2, the 'fraction of variance explained by the model'.

adj.r.squared

the above R^2 statistic 'adjusted', penalizing for higher p.

cov.unscaled

a p x p matrix of (unscaled) covariances of the coef[j], j=1,...p.

Sum Sq

a 3-vector with the model's Sum of Squares Regression (SSR), Sum of Squares Error (SSE), and Sum of Squares Total (SST).

References

Approximate summary statistics for a product of phenotypes and a set of predictors

Description

Approximate summary statistics for a product of phenotypes and a set of predictors

Usage

approx_prod_stats(means, covs, n, response, predictors)

Arguments

means

Vector of means of predictors and the two phenotypes to be multiplied

covs

Covariance matrix of all predictors and the two phenotypes

n

Sample size

response

character. Either "binary" or "continuous".

predictors

a list of elements of class predictor

Value

A list with the predicted covariance matrix of all predictors and the product and the means of all predictors and the product.

Approximate the covariance of one response with an arbitrary product of responses.

Description

Approximate the covariance of one response with an arbitrary product of responses.

Usage

approx_response_cov_recursive(
  ids,
  r_covs,
  r_means,
  n,
  responses,
  response,
  verbose = FALSE
)

Arguments

ids

Column ids of responses to use. First is taken alone while 2nd to last are to be multiplied

r_covs

Response covariance matrix

r_means

Response means (vector)

n

Sample size

responses

List of lists with elements of class predictor

response

Character, Either "binary" or "continuous"

verbose

logical

Value

A vector with the approximated covariance, and approximated mean and variance of the product

Calculate a linear model using PCSS

Description

calculate_lm describes the linear model of the last listed variable in means and covs as a function of all other variables in means and covs.

Usage

calculate_lm(
  means,
  covs,
  n,
  add_intercept = FALSE,
  keep_pcss = FALSE,
  terms = NULL
)

Arguments

means

a vector of means of all model predictors and the response with the last element the response mean.

covs

a matrix of the covariance of all model predictors and the response with the order of rows/columns corresponding to the order of means.

n

sample size

add_intercept

logical. If TRUE adds an intercept to the model.

keep_pcss

logical. If TRUE, returns means and covs.

terms

terms

Value

an object of class "pcsslm".

An object of class "pcsslm" is a list containing at least the following components:

call

the matched call

terms

the terms object used

coefficients

a p x 4 matrix with columns for the estimated coefficient, its standard error, t-statistic and corresponding (two-sided) p-value.

sigma

the square root of the estimated variance of the random error.

df

degrees of freedom, a 3-vector p, n-p, p*, the first being the number of non-aliased coefficients, the last being the total number of coefficients.

fstatistic

a 3-vector with the value of the F-statistic with its numerator and denominator degrees of freedom.

r.squared

R^2, the 'fraction of variance explained by the model'.

adj.r.squared

the above R^2 statistic 'adjusted', penalizing for higher p.

cov.unscaled

a p x p matrix of (unscaled) covariances of the coef[j], j=1,...p.

Sum Sq

a 3-vector with the model's Sum of Squares Regression (SSR), Sum of Squares Error (SSE), and Sum of Squares Total (SST).

References

Wolf JM, Barnard M, Xia X, Ryder N, Westra J, Tintle N (2020). “Computationally efficient, exact, covariate-adjusted genetic principal component analysis by leveraging individual marker summary statistics from large biobanks.” Pacific Symposium on Biocomputing, 25, 719–730. ISSN 2335-6928, doi:10.1142/9789811215636_0063, https://www.ncbi.nlm.nih.gov/pmc/articles/PMC6907735/.

Gasdaska A, Friend D, Chen R, Westra J, Zawistowski M, Lindsey W, Tintle N (2019). “Leveraging summary statistics to make inferences about complex phenotypes in large biobanks.” Pacific Symposium on Biocomputing, 24, 391–402. ISSN 2335-6928, doi:10.1142/9789813279827_0036, https://pubmed.ncbi.nlm.nih.gov/30963077/.

Calculate a linear model for a linear combination of responses

Description

calculate_lm_combo describes the linear model for a linear combination of responses as a function of a set of predictors.

Usage

calculate_lm_combo(means, covs, n, phi, m = length(phi), add_intercept, ...)

Arguments

means

a vector of means of all model predictors and the response with the last m elements the response means (with order corresponding to the order of weights in phi).

covs

a matrix of the covariance of all model predictors and the responses with the order of rows/columns corresponding to the order of means.

n

sample size.

phi

vector of linear combination weights with one entry per response variable.

m

number of responses to combine. Defaults to length(weighs).

add_intercept

logical. If TRUE adds an intercept to the model.

...

additional arguments

Value

an object of class "pcsslm".

An object of class "pcsslm" is a list containing at least the following components:

call

the matched call

terms

the terms object used

coefficients

a p x 4 matrix with columns for the estimated coefficient, its standard error, t-statistic and corresponding (two-sided) p-value.

sigma

the square root of the estimated variance of the random error.

df

degrees of freedom, a 3-vector p, n-p, p*, the first being the number of non-aliased coefficients, the last being the total number of coefficients.

fstatistic

a 3-vector with the value of the F-statistic with its numerator and denominator degrees of freedom.

r.squared

R^2, the 'fraction of variance explained by the model'.

adj.r.squared

the above R^2 statistic 'adjusted', penalizing for higher p.

cov.unscaled

a p x p matrix of (unscaled) covariances of the coef[j], j=1,...p.

Sum Sq

a 3-vector with the model's Sum of Squares Regression (SSR), Sum of Squares Error (SSE), and Sum of Squares Total (SST).

References

Check that independent and dependent variables are accounted for through PCSS

Description

Check that independent and dependent variables are accounted for through PCSS

Usage

check_terms(xterms, yterms, pcssterms, pcsstype)

Arguments

xterms, yterms

character vector of model's independent variables or variables combined to the dependent variable

pcssterms

character vector of variables with provided PCSS

pcsstype

character describing the PCSS being checked. Either "means", "covs", "predictors", or "responses".

Value

No return value, called for side effects

Extract independent variables from a formula

Description

Extract independent variables from a formula

Usage

extract_predictors(formula = formula())

Arguments

formula

an object of class formula.

Value

A list with a character vector of all predictors and a logical value indicating whether the model includes an intercept term.

Extract dependent variables from a formula as a string

Description

Extract dependent variables from a formula as a string

Usage

extract_response(formula = formula())

Arguments

formula

an object of class formula.

Value

a character vector of all responses

Approximate the partial correlation of Y and Z given X

Description

Approximate the partial correlation of Y and Z given X

Usage

get_pcor(covs, cors = cov2cor(covs))

Arguments

covs

Covariance matrix of X, Y, and Z.

cors

Correlation matrix of X, Y, and Z.

Value

Approximated partial correlation of the later two terms given the first

Guess the function that is applied to a set of responses

Description

guess_response takes a character vector of the dependent variable from a formula object and identifies which function separates the individual variables that make up the response. It then returns the model_* function to model the appropriate response using PCSS.

Usage

guess_response(response = character())

Arguments

response

character. Output of extract_response.

Value

A character. Either "model_combo", "model_product", "model_or", "model_and", or "model_singular".

List all permutations of a sequence of integers

Description

Lists all permutations of 1,2,...,m unique up to the first two elements

Usage

make_permutations(m)

Arguments

m

number of elements to permute

Value

A list of vectors of permutations of 1,2,...,m.

Approximate a linear model for a series of logical AND statements using PCSS

Description

model_and approximates the linear model for the conjunction of m phenotypes as a function of a set of predictors.

Usage

model_and(formula, n, means, covs, predictors, ...)

Arguments

formula

an object of class formula whose dependent variable is a combination of variables and logical & operators. All model terms must be accounted for in means and covs.

n

sample size.

means

named vector of predictor and response means.

covs

named matrix of the covariance of all model predictors and the responses.

predictors

named list of objects of class predictor.

...

additional arguments

Value

an object of class "pcsslm".

An object of class "pcsslm" is a list containing at least the following components:

call

the matched call

terms

the terms object used

coefficients

a p x 4 matrix with columns for the estimated coefficient, its standard error, t-statistic and corresponding (two-sided) p-value.

sigma

the square root of the estimated variance of the random error.

df

degrees of freedom, a 3-vector p, n-p, p*, the first being the number of non-aliased coefficients, the last being the total number of coefficients.

fstatistic

a 3-vector with the value of the F-statistic with its numerator and denominator degrees of freedom.

r.squared

R^2, the 'fraction of variance explained by the model'.

adj.r.squared

the above R^2 statistic 'adjusted', penalizing for higher p.

cov.unscaled

a p x p matrix of (unscaled) covariances of the coef[j], j=1,...p.

Sum Sq

a 3-vector with the model's Sum of Squares Regression (SSR), Sum of Squares Error (SSE), and Sum of Squares Total (SST).

References

Examples

ex_data <- pcsstools_example[c("g1", "x1", "y4", "y5")]
head(ex_data)
means <- colMeans(ex_data)
covs <- cov(ex_data)
n <- nrow(ex_data)
predictors <- list(
  g1 = new_predictor_snp(maf = mean(ex_data$g1) / 2),
  x1 = new_predictor_normal(mean = mean(ex_data$x1), sd = sd(ex_data$x1))
)

model_and(
  y4 & y5 ~ g1 + x1,
  means = means, covs = covs, n = n, predictors = predictors
)
summary(lm(y4 & y5 ~ g1 + x1, data = ex_data))

Model a linear combination of a set of phenotypes using PCSS

Description

model_combo calculates the linear model for a linear combination of phenotypes as a function of a set of predictors.

Usage

model_combo(formula, phi, n, means, covs, ...)

Arguments

formula

an object of class formula whose dependent variable is a series of variables joined by + operators. model_combo will treat a principal component score of those variables as the actual dependent variable. All model terms must be accounted for in means and covs.

phi

named vector of linear weights for each variable in the dependent variable in formula.

n

sample size.

means

named vector of predictor and response means.

covs

named matrix of the covariance of all model predictors and the responses.

...

additional arguments

Value

an object of class "pcsslm".

An object of class "pcsslm" is a list containing at least the following components:

call

the matched call

terms

the terms object used

coefficients

a p x 4 matrix with columns for the estimated coefficient, its standard error, t-statistic and corresponding (two-sided) p-value.

sigma

the square root of the estimated variance of the random error.

df

degrees of freedom, a 3-vector p, n-p, p*, the first being the number of non-aliased coefficients, the last being the total number of coefficients.

fstatistic

a 3-vector with the value of the F-statistic with its numerator and denominator degrees of freedom.

r.squared

R^2, the 'fraction of variance explained by the model'.

adj.r.squared

the above R^2 statistic 'adjusted', penalizing for higher p.

cov.unscaled

a p x p matrix of (unscaled) covariances of the coef[j], j=1,...p.

Sum Sq

a 3-vector with the model's Sum of Squares Regression (SSR), Sum of Squares Error (SSE), and Sum of Squares Total (SST).

References

Examples

ex_data <- pcsstools_example[c("g1", "x1", "x2", "x3", "y1", "y2", "y3")]
head(ex_data)
means <- colMeans(ex_data)
covs <- cov(ex_data)
n <- nrow(ex_data)
phi <- c("y1" = 1, "y2" = -1, "y3" = 0.5)

model_combo(
  y1 + y2 + y3 ~ g1 + x1 + x2 + x3, 
  phi = phi, n = n, means = means, covs = covs
)

summary(lm(y1 - y2 + 0.5 * y3 ~ g1 + x1 + x2 + x3, data = ex_data))

Approximate a linear model for a series of logical OR statements using PCSS

Description

model_or approximates the linear model for the a disjunction of m phenotypes as a function of a set of predictors.

Usage

model_or(formula, n, means, covs, predictors, ...)

Arguments

formula

an object of class formula whose dependent variable is a combination of variables and logical | operators. All model terms must be accounted for in means and covs.

n

sample size.

means

named vector of predictor and response means.

covs

named matrix of the covariance of all model predictors and the responses.

predictors

named list of objects of class predictor.

...

additional arguments

Value

an object of class "pcsslm".

An object of class "pcsslm" is a list containing at least the following components:

call

the matched call

terms

the terms object used

coefficients

a p x 4 matrix with columns for the estimated coefficient, its standard error, t-statistic and corresponding (two-sided) p-value.

sigma

the square root of the estimated variance of the random error.

df

degrees of freedom, a 3-vector p, n-p, p*, the first being the number of non-aliased coefficients, the last being the total number of coefficients.

fstatistic

a 3-vector with the value of the F-statistic with its numerator and denominator degrees of freedom.

r.squared

R^2, the 'fraction of variance explained by the model'.

adj.r.squared

the above R^2 statistic 'adjusted', penalizing for higher p.

cov.unscaled

a p x p matrix of (unscaled) covariances of the coef[j], j=1,...p.

Sum Sq

a 3-vector with the model's Sum of Squares Regression (SSR), Sum of Squares Error (SSE), and Sum of Squares Total (SST).

References

Examples

ex_data <- pcsstools_example[c("g1", "x1", "y4", "y5")]
head(ex_data)
means <- colMeans(ex_data)
covs <- cov(ex_data)
n <- nrow(ex_data)
predictors <- list(
  g1 = new_predictor_snp(maf = mean(ex_data$g1) / 2),
  x1 = new_predictor_normal(mean = mean(ex_data$x1), sd = sd(ex_data$x1))
)

model_or(
  y4 | y5 ~ g1 + x1,
  means = means, covs = covs, n = n, predictors = predictors
)
summary(lm(y4 | y5 ~ g1 + x1, data = ex_data))

Model the principal component score of a set of phenotypes using PCSS

Description

model_prcomp calculates the linear model for the mth principal component score of a set of phenotypes as a function of a set of predictors.

Usage

model_prcomp(
  formula,
  comp = 1,
  n,
  means,
  covs,
  center = FALSE,
  standardize = FALSE,
  ...
)

Arguments

formula

an object of class formula whose dependent variable is a series of variables joined by + operators. model_prcomp will treat a principal component score of those variables as the actual dependent variable. All model terms must be accounted for in means and covs.

comp

integer indicating which principal component score to analyze. Must be less than or equal to the total number of phenotypes.

n

sample size.

means

named vector of predictor and response means.

covs

named matrix of the covariance of all model predictors and the responses.

center

logical. Should the dependent variables be centered before principal components are calculated?

standardize

logical. Should the dependent variables be standardized before principal components are calculated?

...

additional arguments

Value

an object of class "pcsslm".

An object of class "pcsslm" is a list containing at least the following components:

call

the matched call

terms

the terms object used

coefficients

a p x 4 matrix with columns for the estimated coefficient, its standard error, t-statistic and corresponding (two-sided) p-value.

sigma

the square root of the estimated variance of the random error.

df

degrees of freedom, a 3-vector p, n-p, p*, the first being the number of non-aliased coefficients, the last being the total number of coefficients.

fstatistic

a 3-vector with the value of the F-statistic with its numerator and denominator degrees of freedom.

r.squared

R^2, the 'fraction of variance explained by the model'.

adj.r.squared

the above R^2 statistic 'adjusted', penalizing for higher p.

cov.unscaled

a p x p matrix of (unscaled) covariances of the coef[j], j=1,...p.

Sum Sq

a 3-vector with the model's Sum of Squares Regression (SSR), Sum of Squares Error (SSE), and Sum of Squares Total (SST).

References

Examples

ex_data <- pcsstools_example[c("g1", "x1", "x2", "y1", "y2", "y3")]
head(ex_data)
means <- colMeans(ex_data)
covs <- cov(ex_data)
n <- nrow(ex_data)

model_prcomp(
  y1 + y2 + y3 ~ g1 + x1 + x2,
  comp = 1, n = n, means = means, covs = covs
)

Approximate a linear model for a product using PCSS

Description

model_product approximates the linear model for the product of m phenotypes as a function of a set of predictors.

Usage

model_product(
  formula,
  n,
  means,
  covs,
  predictors,
  responses = NULL,
  response = "continuous",
  ...
)

Arguments

formula

an object of class formula whose dependent variable is a combination of variables and * operators. All model terms must be accounted for in means and covs.

n

sample size.

means

named vector of predictor and response means.

covs

named matrix of the covariance of all model predictors and the responses.

predictors

named list of objects of class predictor

responses

named list of objects of class predictor corresponding to all terms being multiplied in the response. Can be left NULL if only multiplying two terms

response

character. Describe distribution of all product terms. Either "continuous" or "binary". If "binary" different approximations of product means and variances are used.

...

additional arguments

Value

an object of class "pcsslm".

An object of class "pcsslm" is a list containing at least the following components:

call

the matched call

terms

the terms object used

coefficients

a p x 4 matrix with columns for the estimated coefficient, its standard error, t-statistic and corresponding (two-sided) p-value.

sigma

the square root of the estimated variance of the random error.

df

degrees of freedom, a 3-vector p, n-p, p*, the first being the number of non-aliased coefficients, the last being the total number of coefficients.

fstatistic

a 3-vector with the value of the F-statistic with its numerator and denominator degrees of freedom.

r.squared

R^2, the 'fraction of variance explained by the model'.

adj.r.squared

the above R^2 statistic 'adjusted', penalizing for higher p.

cov.unscaled

a p x p matrix of (unscaled) covariances of the coef[j], j=1,...p.

Sum Sq

a 3-vector with the model's Sum of Squares Regression (SSR), Sum of Squares Error (SSE), and Sum of Squares Total (SST).

References

Examples

ex_data <- pcsstools_example[c("g1", "g2", "g3", "x1", "y4", "y5", "y6")]
head(ex_data)
means <- colMeans(ex_data)
covs <- cov(ex_data)
n <- nrow(ex_data)
predictors <- list(
  g1 = new_predictor_snp(maf = mean(ex_data$g1) / 2),
  g2 = new_predictor_snp(maf = mean(ex_data$g2) / 2),
  g3 = new_predictor_snp(maf = mean(ex_data$g3) / 2),
  x1 = new_predictor_normal(mean = mean(ex_data$x1), sd = sd(ex_data$x1))
)
responses <- lapply(means[c("y4", "y5", "y6")], new_predictor_binary)

model_product(
  y4 * y5 * y6 ~ g1 + g2 + g3 + x1,
  means = means, covs = covs, n = n,
  predictors = predictors, responses = responses, response = "binary"
)

summary(lm(y4 * y5 * y6 ~ g1 + g2 + g3 + x1, data = ex_data))

Model an individual phenotype using PCSS

Description

model_singular calculates the linear model for a singular phenotype as a function of a set of predictors.

Usage

model_singular(formula, n, means, covs, ...)

Arguments

formula

an object of class formula whose dependent variable is only variable. All model terms must be accounted for in means and covs.

n

sample size.

means

named vector of predictor and response means.

covs

named matrix of the covariance of all model predictors and the responses.

...

additional arguments

Value

an object of class "pcsslm".

An object of class "pcsslm" is a list containing at least the following components:

call

the matched call

terms

the terms object used

coefficients

a p x 4 matrix with columns for the estimated coefficient, its standard error, t-statistic and corresponding (two-sided) p-value.

sigma

the square root of the estimated variance of the random error.

df

degrees of freedom, a 3-vector p, n-p, p*, the first being the number of non-aliased coefficients, the last being the total number of coefficients.

fstatistic

a 3-vector with the value of the F-statistic with its numerator and denominator degrees of freedom.

r.squared

R^2, the 'fraction of variance explained by the model'.

adj.r.squared

the above R^2 statistic 'adjusted', penalizing for higher p.

cov.unscaled

a p x p matrix of (unscaled) covariances of the coef[j], j=1,...p.

Sum Sq

a 3-vector with the model's Sum of Squares Regression (SSR), Sum of Squares Error (SSE), and Sum of Squares Total (SST).

References

Examples

ex_data <- pcsstools_example[c("g1", "x1", "y1")]
means <- colMeans(ex_data)
covs <- cov(ex_data)
n <- nrow(ex_data)

model_singular(
  y1 ~ g1 + x1,
  n = n, means = means, covs = covs
)
summary(lm(y1 ~ g1 + x1, data = ex_data))

Create an object of class "predictor"

Description

Create an object of class "predictor"

Usage

new_predictor(
  f = function() {
 },
  predictor_type = character(),
  lb,
  ub,
  support
)

Arguments

f

a function that gives the probability mass/distribution function of a random variable.

predictor_type

a character describing the random variable. Either "discrete" or "continuous".

lb, ub

if predictor_type == "continuous" double giving the lower/upper bound of the pdf f.

support

if predictor_type == "discrete" vector of the support of the pmf for f.

Value

an object of class "predictor".

Examples

new_predictor(
  f = function(x0) dnorm(x0, mean = 0, sd = 1),
  predictor_type = "continuous", lb = -Inf, ub = Inf
)

Shortcut to create a predictor object for a binary variable

Description

new_predictor_binary calls new_predictor

Usage

new_predictor_binary(p)

Arguments

p

probability of success (predictor mean)

Value

an object of class "predictor".

Examples

new_predictor_binary(p = 0.75)

Shortcut to create a predictor object for a continuous variable

Description

new_predictor_normal calls new_predictor

Usage

new_predictor_normal(mean, sd)

Arguments

mean

predictor mean (double).

sd

predictor standard deviation (double)

Value

an object of class "predictor".

Examples

new_predictor_normal(mean = 10, sd = 1)

Shortcut to create a predictor object for a SNP's minor allele counts

Description

new_predictor_snp calls new_predictor

Usage

new_predictor_snp(maf)

Arguments

maf

minor allele frequency

Value

an object of class "predictor".

Examples

new_predictor_snp(maf = 0.3)

Approximate a linear model using PCSS

Description

pcsslm approximates a linear model of a combination of variables using precomputed summary statistics.

Usage

pcsslm(formula, pcss = list(), ...)

Arguments

formula

an object of class formula whose dependent variable is a combination of variables and logical | operators. All model terms must have appropriate PCSS in pcss.

pcss

a list of precomputed summary statistics. In all cases, this should include n: the sample size, means: a named vector of predictor and response means, and covs: a named covariance matrix including all predictors and responses. See Details for more information.

...

additional arguments. See Details for more information.

Details

pcsslm parses the input formula's dependent variable for functions such as sums (+), products (*), or logical operators (| and &). It then identifies models the combination of variables using one of model_combo, model_product, model_or, model_and, or model_prcomp.

Different precomputed summary statistics are needed inside pcss depending on the function that combines the dependent variable.

For linear combinations (and principal component analysis), only n, means, and covs are required
For products and logical combinations, the additional items predictors and responses are required. These are named lists of objects of class predictor generated by new_predictor, with a predictor object for each independent variable in predictors and each dependent variable in responses. However, if only modeling the product or logical combination of only two variables, responses can be NULL without consequence.

If modeling a principal component score of a set of variables, include the argument comp where comp is an integer indicating which principal component score to analyze. Optional logical arguments center and standardize determine if responses should be centered and standardized before principal components are calculated.

If modeling a linear combination, include the argument phi, a named vector of linear weights for each variable in the dependent variable in formula.

If modeling a product, include the argument response, a character equal to either "continuous" or "binary". If "binary", specialized approximations are performed to estimate means and variances.

Value

an object of class "pcsslm".

An object of class "pcsslm" is a list containing at least the following components:

call

the matched call

terms

the terms object used

coefficients

a p x 4 matrix with columns for the estimated coefficient, its standard error, t-statistic and corresponding (two-sided) p-value.

sigma

the square root of the estimated variance of the random error.

df

degrees of freedom, a 3-vector p, n-p, p*, the first being the number of non-aliased coefficients, the last being the total number of coefficients.

fstatistic

a 3-vector with the value of the F-statistic with its numerator and denominator degrees of freedom.

r.squared

R^2, the 'fraction of variance explained by the model'.

adj.r.squared

the above R^2 statistic 'adjusted', penalizing for higher p.

cov.unscaled

a p x p matrix of (unscaled) covariances of the coef[j], j=1,...p.

Sum Sq

a 3-vector with the model's Sum of Squares Regression (SSR), Sum of Squares Error (SSE), and Sum of Squares Total (SST).

References

Examples

## Principal Component Analysis
ex_data <- pcsstools_example[c("g1", "x1", "y1", "y2", "y3")]
pcss <- list(
  means = colMeans(ex_data),
  covs = cov(ex_data),
  n = nrow(ex_data)
)

pcsslm(y1 + y2 + y3 ~ g1 + x1, pcss = pcss, comp = 1)

## Linear combination of variables
ex_data <- pcsstools_example[c("g1", "g2", "y1", "y2")]
pcss <- list(
  means = colMeans(ex_data),
  covs = cov(ex_data),
  n = nrow(ex_data)
)

pcsslm(y1 + y2 ~ g1 + g2, pcss = pcss, phi = c(1, -1))
summary(lm(y1 - y2 ~ g1 + g2, data = ex_data))

## Product of variables
ex_data <- pcsstools_example[c("g1", "x1", "y4", "y5", "y6")]

pcss <- list(
  means = colMeans(ex_data),
  covs = cov(ex_data),
  n = nrow(ex_data),
  predictors = list(
    g1 = new_predictor_snp(maf = mean(ex_data$g1) / 2),
    x1 = new_predictor_normal(mean = mean(ex_data$x1), sd = sd(ex_data$x1))
  ),
  responses = lapply(
    colMeans(ex_data)[3:length(colMeans(ex_data))], 
    new_predictor_binary
  )
)

pcsslm(y4 * y5 * y6 ~ g1 + x1, pcss = pcss, response = "binary")
summary(lm(y4 * y5 * y6 ~ g1 + x1, data = ex_data))

## Disjunct (OR statement) of variables
ex_data <- pcsstools_example[c("g1", "x1", "y4", "y5")]

pcss <- list(
  means = colMeans(ex_data),
  covs = cov(ex_data),
  n = nrow(ex_data),
  predictors = list(
    g1 = new_predictor_snp(maf = mean(ex_data$g1) / 2),
    x1 = new_predictor_normal(mean = mean(ex_data$x1), sd = sd(ex_data$x1))
  )
)
pcsslm(y4 | y5 ~ g1 + x1, pcss = pcss) 
summary(lm(y4 | y5 ~ g1 + x1, data = ex_data))

Simulated example data

Description

A dataset containing simulated genetic data with 3 SNPs, 3 continuous covariates, and 6 continuous phenotypes.

Usage

pcsstools_example

Format

A data frame with 1000 rows and 12 columns:

g1,g2,g3: Minor allele counts at three sites
x1,x2,x3: Continuous covariates
y1,y2,y3: Continuous phenotypes
y4,y5,y6: Binary phenotypes

Print an object of class pcsslm

Description

Prints a linear model fit through pre-computed summary statistics

Usage

## S3 method for class 'pcsslm'
print(
  x,
  digits = max(3L, getOption("digits") - 3L),
  symbolic.cor = x$symbolic.cor,
  signif.stars = getOption("show.signif.stars"),
  ...
)

Arguments

x

an object of class "pcsslm"

digits

the number of significant digits to use when printing.

symbolic.cor

logical. If TRUE, print the correlations in a symbolic form (see symnum) rather than as numbers.

signif.stars

logical. If TRUE, 'significance stars' are printed for each coefficient.

...

further arguments passed to or from other methods.

Value

an object of class "pcsslm".

An object of class "pcsslm" is a list containing at least the following components:

call

the matched call

terms

the terms object used

coefficients

a p x 4 matrix with columns for the estimated coefficient, its standard error, t-statistic and corresponding (two-sided) p-value.

sigma

the square root of the estimated variance of the random error.

df

degrees of freedom, a 3-vector p, n-p, p*, the first being the number of non-aliased coefficients, the last being the total number of coefficients.

fstatistic

a 3-vector with the value of the F-statistic with its numerator and denominator degrees of freedom.

r.squared

R^2, the 'fraction of variance explained by the model'.

adj.r.squared

the above R^2 statistic 'adjusted', penalizing for higher p.

cov.unscaled

a p x p matrix of (unscaled) covariances of the coef[j], j=1,...p.

Sum Sq

a 3-vector with the model's Sum of Squares Regression (SSR), Sum of Squares Error (SSE), and Sum of Squares Total (SST).

Author(s)

R Core Team and contributors worldwide. Modified by Jack Wolf