My goal is to basically migrate this code to R. All the preprocessing wrt datasets has been already done, now however I am stuck in writing the "model" file. As a first attempt, and for the sake of clarity, I wrote the code which is shown below in R language.
What I want to do is to run an MCMC to have an estimate of the parameter R_t, given the daily reported data for Italian Country. The main steps that have been pursued are:
- Sample an array parameter, namely the log(R_t), from a Gaussian RW distribution
Gauss_RandomWalk <- function(N, x0, mu, variance) {
z <- cumsum(rnorm(n=N, mean=mu, sd=sqrt(variance)))
t <- 1:N
x <- (x0 + t*mu + z)
return(x)
}
log_R_t <- Gauss_RandomWalk(tot_dates, 0., 0., 0.035**2)
R_t_candidate <- exp(log_R_t)
- Compute some quantities, that are function of this sampled parameters, namely the number of infections. This dependence is quite simple, since it is linear algebra:
infections <- rep(0. , tot_dates)
infections[1] <- exp(seed)
for (t in 2:tot_dates){
infections[t] <- sum(R_t_candidate * infections * gt_to_convolution[t-1,])
}
- Convolve the array I have just computed with a delay distribution (onset+reporting delay), finally rescaling it by the exposure variable:
test_adjusted_positive <- convolve(infections, delay_distribution_df$density, type = "open")
test_adjusted_positive <- test_adjusted_positive[1:tot_dates]
positive <- round(test_adjusted_positive*exposure)
- Compute the Likelihood, which is proportional to the probability that a certain set of data was observed (i.e. daily confirmed cases), by sampling the aforementioned log(R_t) parameter from which the variable positive is computed.
likelihood <- dnbinom(round(Italian_data$daily_confirmed), mu = positive, size = 1/6)
Finally, here we come to my BUGS model file:
model {
#priors as a Gaussian RW
log_rt[1] ~ dnorm(0, 0.035)
log_rt[2] ~ dnorm(0, 0.035)
for (t in 3:tot_dates) {
log_rt[t] ~ dnorm(log_rt[t-1] + log_rt[t-2], 0.035)
R_t_candidate[t] <- exp(log_rt[t])
}
# data likelihood
for (t in 2:tot_dates) {
infections[t] <- sum(R_t_candidate * infections * gt_to_convolution[t-1,])
}
test_adjusted_positive <- convolve(infections, delay_distribution)
test_adjusted_positive <- test_adjusted_positive[1:tot_dates]
positive <- test_adjusted_positive*exposure
for (t in 2:tot_dates) {
confirmed[t] ~ dnbinom( obs[t], positive[t], 1/6)
}
}
where gt_to_convolution
is a constant matrix, tot_dates
is a constant value and exposure
is a constant array.
When trying to compile it through:
data <- NULL
data$obs <- round(Italian_data$daily_confirmed)
data$tot_dates <- n_days
data$delay_distribution <- delay_distribution_df$density
data$exposure <- exposure
data$gt_to_convolution <- gt_to_convolution
inits <- NULL
inits$log_rt <- rep(0, tot_dates)
library (rjags)
library (coda)
set.seed(1995)
model <- "MyModel.bug"
jm <- jags.model(model , data, inits)
It raises the following raising error:
Compiling model graph
Resolving undeclared variables
Allocating nodes
Deleting model
Error in jags.model(model, data, inits) : RUNTIME ERROR:
Compilation error on line 19.
Possible directed cycle involving test_adjusted_positive
Hence I am not even able to debug it a little, even though I'm pretty sure there is something wrong more in general but I cannot figure out what and why.
At this point, I think the best choice would be to implement a Metropolis Algorithm myself according to the likelihood above, but obviously, I would way much more prefer to use an already tested framework that is BUGS/JAGS, this is the reason why I am asking for help.