[R] mcmcsamp() in lmer

[Douglas Bates]

On 1/21/06, Spencer Graves <spencer.graves at pdf.com> wrote:
> Dear Prof. Gelman:
>
>           Thanks for providing such a simple, replicable example.  I got the
> same results you describe under Windows XP Pro with:
>  > sessionInfo()
> R version 2.2.1, 2005-12-20, i386-pc-mingw32
>
> attached base packages:
> [1] "methods"   "stats"     "graphics"  "grDevices" "utils"     "datasets"
> [7] "base"
>
> other attached packages:
>       lme4   lattice    Matrix
> "0.995-1" "0.12-11" "0.995-1"
>
>           Unfortunately, I'm missing something in my attempts to move beyond
> this.  First, I tried "traceback()", which gave me a standard
> cryptogram, which I couldn't decypher.  Then I typed "mcmcsamp" and
> learned that it consists solely of a call to
> 'standardGeneric("mcmcsamp")'.  The help file for 'standardGeneric' sent
> me to "?GenericFunctions", which sent me further to "showMethods", which
>   produced the following:
>
> showMethods("mcmcsamp")
>
> Function "mcmcsamp":
> object = "mer"
> object = "lmer"
>      (inherited from object = "mer")
>
>           Then I confirmed that the object "M1" created by the "lmer" call
> indeed had class "lmer".  From there, I tried several things without
> success.  The help("GenericFunctions") file mentioned 'dumpMethod' and
> 'dumpMethods'.
>
>  > dumpMethods("mcmcsamp") # produced nothing I could find.
>  > dumpMethods("mcmcsamp", file="mcmcsamp.R")
> # produced a file named "mcmcsamp.R" of official length 0 KB
> # containing nothing, as far as I could tell.
>  > dumpMethods("mcmcsamp", file="mcmcsamp.R", signature="lmer")
> # also generated an empty file.
>
>  > dumpMethod("mcmcsamp", "lmer")
> [1] "mcmcsamp.lmer.R"
> # Produced a file 'mcmcsamp.lmer.R' in the working directory,
> #which contained only the following:
>
> setMethod("mcmcsamp", "lmer",
> NULL
> )
>
>           I also tried 'trace(mcmcsamp)' and 'trace("mcmcsamp", browser, exit =
> browser)' before running the function giving the error message.  Nothing
> I saw from that seemed useful.
>
>           I'd be much obliged to anyone who could help understand how I could
> diagnose this issue.

First you try

> showMethods("mcmcsamp", classes = "mer", includeDefs = TRUE)

Function "mcmcsamp":
object = "mer":
structure(function (object, n = 1, verbose = FALSE, ...)
{
    .local <- function (object, n = 1, verbose = FALSE, saveb = FALSE,
        trans = TRUE, ...)
    {
        family <- object at family
        lmm <- family$family == "gaussian" && family$link ==
            "identity"
        if (!lmm)
            stop("mcmcsamp for GLMMs not yet implemented in supernodal
representation")
        ans <- t(.Call("mer_MCMCsamp", object, saveb, n, trans,
            PACKAGE = "Matrix"))
        attr(ans, "mcpar") <- as.integer(c(1, n, 1))
        class(ans) <- "mcmc"
        glmer <- FALSE
        gnms <- names(object at flist)
        cnms <- object at cnames
        ff <- fixef(object)
        colnms <- c(names(ff), if (glmer) character(0) else "sigma^2",
            unlist(lapply(seq(along = gnms), function(i) abbrvNms(gnms[i],
                cnms[[i]]))))
        if (trans) {
            ptyp <- c(integer(length(ff)), if (glmer) integer(0) else 1:1,
                unlist(lapply(seq(along = gnms), function(i) {
                  k <- length(cnms[[i]])
                  rep(1:2, c(k, (k * (k - 1))/2))
                })))
            colnms[ptyp == 1] <- paste("log(", colnms[ptyp ==
                1], ")", sep = "")
            colnms[ptyp == 2] <- paste("atanh(", colnms[ptyp ==
                2], ")", sep = "")
        }
        colnames(ans) <- colnms
        ans
    }
    .local(object, n, verbose, ...)
}, class = structure("MethodDefinition", package = "methods"), target
= structure("mer", .Names = "object", class = structure("signature",
package = "methods")), defined = structure("mer", .Names = "object",
class = structure("signature", package = "methods")))

which tells you that the real work is being done inside a C function
called mer_mcmcsamp.  The sources for that function are in
Matrix/src/lmer.c from the source package.

I had code for the saveb = TRUE option in there but hadn't tested it
out yet.  I believe that Martin has enabled it in the sources for the
0.995-3 release.  That's the good news.  The bad news is that we are
still running tests on that version trying to find the cause of the
segfault on Windows.


>
>           Best Wishes,
>           Spencer Graves
>
> Andrew Gelman wrote:
>
> > I am working with lmer() in the latest release of Matrix, doing various
> > things including writing a function called mcsamp() that acts as a
> > wrapper for mcmcsamp() and automatically runs multiple chains, diagnoses
> > convergence, and stores the result as a bugs object so it can be
> > plotted.  I recognize that at this point, mcmcsamp() is somewhat of a
> > placeholder (since it doesn't work on a lot of models) but I'm sure it
> > will continue to be improved so I'd like to be able to work with it, as
> > a starting point if necessary.
> >
> > Anyway, I couldn't get mcmcsamp() to work with the saveb=TRUE option.
> > Here's a simple example:
> >
> > y <- 1:10
> > group <- rep (c(1,2), c(5,5))
> > M1 <- lmer (y ~ 1 + (1 | group))   # works fine
> > mcmcsamp (M1)                         # works fine
> > mcmcsamp (M1, saveb=TRUE)
> >
> > This last gives an error message:
> >
> > Error in "colnames<-"(`*tmp*`, value = c("(Intercept)", "log(sigma^2)",  :
> >         length of 'dimnames' [2] not equal to array extent
> >
> > Thanks for your help.
> > Andrew
> >
>
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