Last updated: 2018-10-21

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Introduction

Document the leukemia figure in the cashr paper.

Load data

source("../code/gdash_lik.R")
source("../code/gdfit.R")
load(url("http://statweb.stanford.edu/~ckirby/brad/LSI/datasets-and-programs/data/leukdata.RData"))

Use Smyth’s pipeline to obtain summary statistics

design <- c(rep(0, 47), rep(1, 25))
lim = limma::lmFit(leukdata, model.matrix(~design))
r.ebayes = limma::eBayes(lim)
p = r.ebayes$p.value[, 2]
t = r.ebayes$t[, 2]
z = -sign(t) * qnorm(p/2)
x = lim$coefficients[, 2]
s = x / z

locfdr

fit.locfdr <- locfdr::locfdr(z)

Expand here to see past versions of unnamed-chunk-4-1.png:
Version Author Date
133541a LSun 2018-10-05

qvalue

fit.qvalue <- qvalue::qvalue(p)

ashr

fit.ash <- ashr::ash(x, s, mixcompdist = "normal", method = "fdr")
lfdr.ash.n <- ashr::get_lfdr(fit.ash)
num.ash.n <- sum(lfdr.ash.n <= 0.2)

pdf("../output/fig/ashr_diag_norm_leukemia.pdf", height = 6, width = 8)
par(mfrow = c(2, 2))
ashr::plot_diagnostic(fit.ash, plot.hist = TRUE, breaks = 50)
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dev.off()
quartz_off_screen 
                2 
fit.ash.u <- ashr::ash(x, s, method = "fdr")
lfdr.ash.u <- ashr::get_lfdr(fit.ash.u)
num.ash.u <- sum(lfdr.ash.u <= 0.2)

pdf("../output/fig/ashr_diag_unif_leukemia.pdf", height = 6, width = 8)
par(mfrow = c(2, 2))
ashr::plot_diagnostic(fit.ash.u, plot.hist = TRUE, breaks = 50)
Press [enter] to see next plot
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dev.off()
quartz_off_screen 
                2 
fit.ash.hu <- ashr::ash(x, s, method = "fdr", mixcompdist = "halfuniform")
lfdr.ash.hu <- ashr::get_lfdr(fit.ash.hu)
num.ash.hu <- sum(lfdr.ash.hu <= 0.2)

xplot <- seq(-2, 2, length = 1000)
plot(xplot, ashr:::dens(get_fitted_g(fit.ash), xplot), type = "l", xlim = c(-1, 1),
     xlab = expression(theta), ylab = expression(pi[1]~g(theta)))
yplot.u <- yplot.hu <- c()
for (i in seq(xplot)) {
  yplot.u[i] <- sum(dunif(xplot[i], get_fitted_g(fit.ash.u)$a[-1], get_fitted_g(fit.ash.u)$b[-1]) * get_fitted_g(fit.ash.u)$pi[-1])
  yplot.hu[i] <- sum(dunif(xplot[i], get_fitted_g(fit.ash.hu)$a[-1], get_fitted_g(fit.ash.hu)$b[-1]) * get_fitted_g(fit.ash.hu)$pi[-1])
}
lines(xplot, yplot.u, col = "blue", lty = 2)
lines(xplot, yplot.hu, col = "red", lty = 3)
legend("topleft", lty = 1:3, col = c("black", "blue", "red"), c("normal", "uniform", "halfuniform"))

Expand here to see past versions of unnamed-chunk-6-1.png:
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39b2b84 LSun 2018-10-12

cashr

fit.cash <- gdash(x, s, gd.ord = 10)

Plotting

x.plot <- seq(-10, 10, length = 1000)
gd.ord <- 10
hermite = Hermite(gd.ord)
gd0.std = dnorm(x.plot)
matrix_lik_plot = cbind(gd0.std)
for (i in 1 : gd.ord) {
  gd.std = (-1)^i * hermite[[i]](x.plot) * gd0.std / sqrt(factorial(i))
  matrix_lik_plot = cbind(matrix_lik_plot, gd.std)
}
y.plot = matrix_lik_plot %*% fit.cash$w * fit.cash$fitted_g$pi[1]

method.col <- scales::hue_pal()(5)
setEPS()
postscript("../output/paper/leukemia.eps", height = 5, width = 12)
#pdf("../output/paper/leukemia.pdf", height = 5, width = 12)

par(mfrow = c(1, 2))

#####

hist(z, prob = TRUE, main = "", xlab = expression(paste(z, "-scores")), cex.lab = 1.25, breaks = 50)

lines(x.plot, y.plot, col = method.col[5], lwd = 2)
lines(x.plot, dnorm(x.plot), col = "orange", lty = 2, lwd = 2)
lines(x.plot, dnorm(x.plot, fit.locfdr$fp0[3, 1], fit.locfdr$fp0[3, 2]) * fit.locfdr$fp0[3, 3], col = method.col[3], lty = 2, lwd = 2)

text(-3.5, 0.188, "N(0,1)", col = "orange")
arrows(-2.2, 0.188, -1.3, 0.183, length = 0.1, angle = 20, col = "orange")

text(-6.5, 0.11, bquote(atop(" locfdr empirical null:", .(round(fit.locfdr$fp0[3, 3], 2)) %*% N(.(round(fit.locfdr$fp0[3, 1], 2)), .(round(fit.locfdr$fp0[3, 2], 2))^2))), col = method.col[3])
arrows(-2.8, 0.1115, -1.9, 0.1065, length = 0.1, angle = 20, col = method.col[3])

text(5.6, 0.105,
     bquote(paste("cashr: ", .(round(fit.cash$fitted_g$pi[1], 2)) %*% hat(f))),
     col = method.col[5])
arrows(2.9, 0.10, 2, 0.095, length = 0.1, angle = 20, col = method.col[5])

####

plot(z, z, type = "n", ylim = c(0, 1), ylab = "Local FDR", xlab = expression(paste(z, "-scores")), cex.lab = 1.25)

points(z, fit.cash$lfdr, pch = 15, cex = 0.5, col = method.col[5])
points(z, fit.locfdr$fdr, pch = 16, cex = 0.5, col = method.col[3])
points(z, fit.qvalue$lfdr, pch = 17, cex = 0.5, col = method.col[2])
points(z, ashr::get_lfdr(fit.ash), pch = 18, cex = 0.5, col = method.col[4])

#abline(h = 0.2, lty = 2)

legend("topright", bty = "n", pch = 15 : 18, col = method.col[c(5, 3, 2, 4)], c("cashr", "locfdr", "qvalue", "ashr"))

dev.off()
quartz_off_screen 
                2 
fit.BH <- p.adjust(p, method = "BH")
sum(fit.cash$qvalue <= 0.1)
[1] 385
sum(fit.BH <= 0.1)
[1] 1579
sum(fit.qvalue$qvalues <= 0.1)
[1] 1972
sum(ashr::get_qvalue(fit.ash) <= 0.1)
[1] 3346
sum(ashr::qval.from.lfdr(fit.locfdr$fdr) <= 0.1)
[1] 282

Session information

sessionInfo()
R version 3.4.3 (2017-11-30)
Platform: x86_64-apple-darwin15.6.0 (64-bit)
Running under: macOS High Sierra 10.13.6

Matrix products: default
BLAS: /Library/Frameworks/R.framework/Versions/3.4/Resources/lib/libRblas.0.dylib
LAPACK: /Library/Frameworks/R.framework/Versions/3.4/Resources/lib/libRlapack.dylib

locale:
[1] en_US.UTF-8/en_US.UTF-8/en_US.UTF-8/C/en_US.UTF-8/en_US.UTF-8

attached base packages:
[1] stats     graphics  grDevices utils     datasets  methods   base     

other attached packages:
[1] ashr_2.2-3        Rmosek_8.0.69     PolynomF_1.0-2    CVXR_0.99        
[5] REBayes_1.2       Matrix_1.2-12     SQUAREM_2017.10-1 EQL_1.0-0        
[9] ttutils_1.0-1    

loaded via a namespace (and not attached):
 [1] gmp_0.5-13.2      Rcpp_0.12.18      pillar_1.1.0     
 [4] plyr_1.8.4        compiler_3.4.3    git2r_0.21.0     
 [7] workflowr_1.1.1   R.methodsS3_1.7.1 R.utils_2.7.0    
[10] iterators_1.0.9   tools_3.4.3       digest_0.6.15    
[13] bit_1.1-12        tibble_1.4.2      gtable_0.2.0     
[16] evaluate_0.10.1   lattice_0.20-35   rlang_0.1.6      
[19] foreach_1.4.4     yaml_2.1.18       parallel_3.4.3   
[22] Rmpfr_0.7-1       ECOSolveR_0.4     stringr_1.3.0    
[25] knitr_1.20        rprojroot_1.3-2   bit64_0.9-7      
[28] grid_3.4.3        qvalue_2.10.0     R6_2.2.2         
[31] rmarkdown_1.9     limma_3.34.7      reshape2_1.4.3   
[34] ggplot2_2.2.1     locfdr_1.1-8      magrittr_1.5     
[37] whisker_0.3-2     scales_0.5.0      splines_3.4.3    
[40] MASS_7.3-50       backports_1.1.2   codetools_0.2-15 
[43] htmltools_0.3.6   scs_1.1-1         assertthat_0.2.0 
[46] colorspace_1.3-2  stringi_1.1.6     lazyeval_0.2.1   
[49] munsell_0.4.3     pscl_1.5.2        doParallel_1.0.11
[52] truncnorm_1.0-7   R.oo_1.22.0      

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