# Dose REsponse models for bAyesian Model avERaging (dreamer)

## dreamer

The dreamer R package provides functions to easily perform Bayesian model averaging on (longitudinal) dose-response models. It also provides functions to generate data, and some useful post-processing functions including posterior means and quantiles, plots, and other metrics (e.g. calculating the posterior probability minimum efficacious dose, etc.).

## Generate data

We can easily see the possible models to generate data from by typing ?dreamer_data in the console. We will start by generating data from a quadratic model.

library(dreamer)
library(dplyr)
library(ggplot2)
set.seed(888)
n_cohorts = c(20, 20, 20, 20, 20), # number of subjects in each cohort
doses = c(0, .5, 1, 1.5, 2), # dose administered to each cohort
b1 = 5, # intercept
b2 = 5,
b3 = - 2,
sigma = 2 # standard deviation
)
head(data)
##   cohort dose subject response
## 1      1    0       1 1.097313
## 2      1    0       2 1.911268
## 3      1    0       3 6.459665
## 4      1    0       4 4.444836
## 5      1    0       5 1.687431
## 6      1    0       6 4.497953
ggplot(data, aes(dose, response)) + geom_point() ## Fit Model

Now we can use a Bayesian model averaging technique to analyze the data. We will use a linear and an EMAX model as candidate models, each with prior probability 1 / 2. There are quite a number of candidate models including quadratic,

Hyperparameters for each model are set by using the model_XXX() functions. Type ?model for a description of the model constructors and the models each of them fit.

# BAYESIAN MODEL AVERAGING
output <- dreamer_mcmc(
data = data,
n_burn = 1e3,
n_iter = 1e4,
n_chains = 2,
silent = TRUE,
# the argument name "mod_quad" is arbitrary and is chosen by the user
mu_b1 = 0,
sigma_b1 = 10,
mu_b2 = 0,
sigma_b2 = 10,
mu_b3 = 0,
sigma_b3 = 10,
shape = 1,
rate = .001,
w_prior = 1 / 2
),
# the argument name "mod_emax" is arbitrary and is chosen by the user
mod_emax = model_emax(
mu_b1 = 0,
sigma_b1 = 10,
mu_b2 = 0,
sigma_b2 = 10,
mu_b3 = 0,
sigma_b3 = 2,
mu_b4 = 1,
sigma_b4 = 5,
shape = 1,
rate = .001,
w_prior = 1 / 2
)
)

### Model Output

The output is a list of the sorted unique doses, unique times (for longitudinal models), the prior and posterior weights for each model, and MCMC output from each individual model.

names(output)
##  "doses"    "times"    "w_prior"  "w_post"   "mod_quad" "mod_emax"

Output can be easily summarized. The summary() function provides posterior estimates of parameters, Gelman diagnostics, and effective sample sizes for each model and parameter.

summary(output)
## $model_weights ## # A tibble: 2 x 3 ## model posterior_weight prior_weight ## <chr> <chr> <chr> ## 1 mod_quad 61.6% 50.0% ## 2 mod_emax 38.4% 50.0% ## ##$summary
## # A tibble: 9 x 14
##   model param  mean    sd      se   se_ts  2.5% 25% 50% 75% 97.5%
##   <chr> <chr> <dbl> <dbl>   <dbl>   <dbl>   <dbl> <dbl> <dbl> <dbl>   <dbl>
## 1 mod_… b1     4.76 0.441 0.00312 0.00312  3.89    4.47  4.76  5.06    5.62
## 2 mod_… b2     5.53 1.05  0.00739 0.00745  3.47    4.83  5.54  6.24    7.55
## 3 mod_… b3    -2.25 0.503 0.00356 0.00358 -3.23   -2.59 -2.25 -1.91   -1.26
## 4 mod_… sigma  2.11 0.152 0.00107 0.00109  1.84    2.00  2.10  2.20    2.43
## 5 mod_… b1     4.52 0.475 0.00336 0.00347  3.60    4.20  4.51  4.84    5.46
## 6 mod_… b2     8.02 1.13  0.00799 0.0688   7.10    7.43  7.63  7.90   11.4
## 7 mod_… b3    -1.98 1.46  0.0103  0.0556  -4.79   -2.79 -1.94 -1.29    1.77
## 8 mod_… b4     4.39 3.43  0.0243  0.110    0.0370  1.60  3.90  6.52   12.3
## 9 mod_… sigma  2.10 0.150 0.00106 0.00107  1.83    1.99  2.09  2.19    2.41
## # … with 3 more variables: gelman_point <dbl>, gelman_upper <dbl>,
## #   effective_size <dbl>

### Posterior Credible Intervals

It is easy to find posterior credible intervals of the mean response for doses of interest:

posterior(output)
## $stats ## # A tibble: 5 x 4 ## dose mean 2.50% 97.50% ## <dbl> <dbl> <dbl> <dbl> ## 1 0 4.67 3.74 5.57 ## 2 0.5 7.13 6.45 7.82 ## 3 1 7.84 7.15 8.61 ## 4 1.5 7.83 7.18 8.49 ## 5 2 7.11 6.05 7.97 # posterior Pr(effect of dose - effect of reference dose) posterior(x = output, reference_dose = 0)  ##$stats
## # A tibble: 5 x 5
##    dose reference_dose  mean 2.50% 97.50%
##   <dbl>          <dbl> <dbl>   <dbl>    <dbl>
## 1   0                0  0       0        0
## 2   0.5              0  2.47    1.47     3.72
## 3   1                0  3.18    2.06     4.32
## 4   1.5              0  3.16    2.05     4.29
## 5   2                0  2.44    1.06     3.87

## Posterior Plots

Plot the Bayesian model averaging posterior over the dose range:

plot(output) One can also plot the observed means on top of the plot:

plot(output, data = data) One can also look the dose response relative to a specific dose:

plot(output, reference_dose = 0) # adjust relative to dose = 0 The predictive credible intervals for the mean with predictive number of observations can be added easily:

plot(output, data = data, predictive = 10) One could also look at the predictive distribution of the difference between two sample means from different doses:

plot(output, reference_dose = 0, predictive = 10) One can also plot individual model fits, if desired. Here is the EMAX model’s posterior:

plot(output$mod_emax, data = data) Comparing all the model fits together is easy: plot_comparison(output) If the plot is too crowded, you can select individual fits: plot_comparison( mod_emax = output$mod_emax,
mod_quad = output$mod_quad ) ## Posterior Quantities ### Probability of Meeting Effect of Interest (EOI) The posterior probability of meeting a certain effect of interest can be calculated, i.e., Pr(mean response > EOI | data). One can specify custom doses and EOIs relative to another dose, or in absolute terms. # absolute: pr(mean at dose 0.50 > 1 | data) pr_eoi(output, eoi = 1, dose = 0.50) ## # A tibble: 1 x 3 ## eoi dose prob ## <dbl> <dbl> <dbl> ## 1 1 0.5 1 # relative: pr( (mean at dose 0.50) - (mean at dose 0.25) > 0.55 | data ) pr_eoi(output, eoi = 0.55, dose = 0.50, reference_dose = 0.25) ## # A tibble: 1 x 4 ## eoi dose reference_dose prob ## <dbl> <dbl> <dbl> <dbl> ## 1 0.55 0.5 0.25 0.720 # vectorized n_doses <- length(output$doses)
pr_eoi(
output,
eoi = rep(.55, n_doses),
dose = output$doses, reference_dose = rep(0, n_doses) ) ## # A tibble: 5 x 4 ## eoi dose reference_dose prob ## <dbl> <dbl> <dbl> <dbl> ## 1 0.55 0 0 0 ## 2 0.55 0.5 0 1.00 ## 3 0.55 1 0 1 ## 4 0.55 1.5 0 1 ## 5 0.55 2 0 0.997 Posterior probabilities of meeting the effect of interest can be calculated for individual models by applying the pr_eoi() function to a specific model’s output: # from the quadratic model pr_eoi( output$mod_quad,
eoi = 1.5,
dose = .75,
reference_dose = 0
)
## # A tibble: 1 x 4
##     eoi  dose reference_dose  prob
##   <dbl> <dbl>          <dbl> <dbl>
## 1   1.5  0.75              0 0.995

### Probability of Minimum Efficacious Dose (MED)

Calculating the probability each dose is the minimum efficacious dose (as defined as the smallest dose which is above a certain clinically significant difference (CSD)) in the set of doses is performed with the pr_med() function:

pr_med(output, csd = 8)
## # A tibble: 5 x 2
##    dose    prob
##   <dbl>   <dbl>
## 1   0   0
## 2   0.5 0.0051
## 3   1   0.347
## 4   1.5 0.0506
## 5   2   0.00525
# placebo adjusted
pr_med(
output,
csd = 3,
reference_dose = 0
)
## # A tibble: 5 x 3
##    dose reference_dose    prob
##   <dbl>          <dbl>   <dbl>
## 1   0                0 0
## 2   0.5              0 0.175
## 3   1                0 0.445
## 4   1.5              0 0.0296
## 5   2                0 0.00435
# relative to placebo grp (dose = 0) for just the EMAX model
pr_med(
output$mod_emax, csd = 3, reference_dose = 0 ) ## # A tibble: 5 x 3 ## dose reference_dose prob ## <dbl> <dbl> <dbl> ## 1 0 0 0 ## 2 0.5 0 0.423 ## 3 1 0 0.0849 ## 4 1.5 0 0.0217 ## 5 2 0 0.0122 ### Probability of Minimum Dose with at Least X% Efficacy Calculating the posterior probability each of the specified doses is the smallest dose with at least X% efficacy can be done as follows: # looking for smallest dose with 95% of the maximum efficacy pr_medx(output, ed = 95) ## # A tibble: 5 x 3 ## ed dose prob ## <dbl> <chr> <dbl> ## 1 95 0 0 ## 2 95 0.5 0.322 ## 3 95 1 0.665 ## 4 95 1.5 0.0138 ## 5 95 2 0.000150 ### Posterior Probability of MEDX These functions obtain posterior quantiles of the minimum efficacious dose which has X% of maximum efficacy. post_medx(output, ed = 95) ##$stats
##   ed pr_edx_exists      mean       2.5%     97.5%
## 1 95             1 0.6075771 0.01855687 0.9584038

### Posterior Distribution of Percentage Effect

This function provides the posterior quantiles of a dose’s effective dose percent. This is calculated by calculating the dose’s response divided by the maximum response over the range for each iteration of the MCMC.

post_perc_effect(
output,
dose = c(.05, .5)
)
## $stats ## # A tibble: 2 x 5 ## dose pr_perc_exists mean 2.50% 97.50% ## <dbl> <dbl> <dbl> <dbl> <dbl> ## 1 0.05 1 0.660 0.505 0.995 ## 2 0.5 1 0.900 0.803 1.00 ## MCMC Diagnostics Get diagnostics for each parameter: diagnostics(output) ## # A tibble: 9 x 5 ## model param gelman_point gelman_upper effective_size ## <chr> <chr> <dbl> <dbl> <dbl> ## 1 mod_quad b1 1.00 1.00 20000. ## 2 mod_quad b2 1.00 1.00 19706. ## 3 mod_quad b3 1.00 1.00 19685. ## 4 mod_quad sigma 1.00 1.00 19343. ## 5 mod_emax b1 1.00 1.00 18816. ## 6 mod_emax b2 1.02 1.05 267. ## 7 mod_emax b3 1.01 1.02 710. ## 8 mod_emax b4 1.00 1.01 1010. ## 9 mod_emax sigma 1.00 1.00 19754. # single model diagnostics(output$mod_emax)
## # A tibble: 5 x 4
##   param gelman_point gelman_upper effective_size
##   <chr>        <dbl>        <dbl>          <dbl>
## 1 b1            1.00         1.00         18816.
## 2 b2            1.02         1.05           267.
## 3 b3            1.01         1.02           710.
## 4 b4            1.00         1.01          1010.
## 5 sigma         1.00         1.00         19754.

MCMC traceplots are easy to plot:

# traceplot for all parameters for each model
# plot_trace(output)

# single model
plot_trace(output$mod_quad) ## Visualizing Priors To help users choose a prior, the dreamer_plot_prior() function allows the user to see what the prior actually looks like in context of the dose range for a particular model. This is particularly helpful for complex models, or binary models. dreamer_plot_prior( doses = c(0, 2.5, 5), mod_linear_binary = model_linear_binary( mu_b1 = -1, sigma_b1 = .1, mu_b2 = 1, sigma_b2 = .1, link = "logit", w_prior = 1 ) ) Individual prior draws can also be plotted: dreamer_plot_prior( doses = seq(from = 0, to = 5, length.out = 50), n_samples = 100, plot_draws = TRUE, mod_quad_binary = model_quad_binary( mu_b1 = -.5, sigma_b1 = .2, mu_b2 = -.5, sigma_b2 = .2, mu_b3 = .5, sigma_b3 = .1, link = "logit", w_prior = 1 ) ) One can also view the prior for all the models combined in a Bayesian model averaging prior! dreamer_plot_prior( doses = c(0, 2.5, 5), mod_linear_binary = model_linear_binary( mu_b1 = -1, sigma_b1 = .1, mu_b2 = 1, sigma_b2 = .1, link = "logit", w_prior = .75 ), mod_quad_binary = model_quad_binary( mu_b1 = -.5, sigma_b1 = .2, mu_b2 = -.5, sigma_b2 = .2, mu_b3 = .5, sigma_b3 = .1, link = "logit", w_prior = .25 ) ) ## Independent Model An independent mean model can also be fit to each of the doses. In this case, because no parametric assumptions are made on the dose-response curve, no Bayesian model averaging is employed and no interpolation is allowed. output_independent <- dreamer_mcmc( data = data, n_adapt = 1e3, n_burn = 1e3, n_iter = 1e4, n_chains = 2, silent = TRUE, # make rjags be quiet, # this model has the same prior on the mean for each dose mod_indep = model_independent( mu_b1 = 0, sigma_b1 = 1, shape = 1, rate = .001 ) ) # prior is too strong! plot(output_independent, data = data) output_independent2 <- dreamer_mcmc( data = data, n_adapt = 1e3, n_burn = 1e3, n_iter = 1e4, n_chains = 2, silent = TRUE, # make rjags be quiet, # this model has the different priors on the mean for each dose mod_indep = model_independent( mu_b1 = c(0, 1, 2, 3, 4), sigma_b1 = c(10, 10, 20, 20, 30), shape = 1, rate = .001, doses = c(0, 0.5, 1, 1.5, 2) ) ) plot(output_independent2, data = data) All other functions are also available as above. ## Longitudinal Modeling Longitudinal modeling is also available in dreamer. Longitudinal data can be generated by specifying the longitudinal argument, the longitudinal parameters, and the times to observe subjects. See documentation for dreamer::model_longitudinal() and dreamer::model for the parameterization of the longitudinal models. set.seed(889) data_long <- dreamer_data_linear( n_cohorts = c(10, 10, 10, 10), # number of subjects in each cohort doses = c(.25, .5, .75, 1.5), # dose administered to each cohort b1 = 0, # intercept b2 = 2, # slope sigma = .5, # standard deviation, longitudinal = "itp", times = c(0, 12, 24, 52), t_max = 52, # maximum time a = .5, c1 = .1 ) ggplot(data_long, aes(time, response, group = dose, color = factor(dose))) + geom_point() Fitting the MCMC is the same as before, except priors need to be specified for the longitudinal part of the model: # BAYESIAN MODEL AVERAGING output_long <- dreamer_mcmc( data = data_long, n_adapt = 1e3, n_burn = 1e3, n_iter = 1e4, n_chains = 2, silent = TRUE, # make rjags be quiet, mod_linear = model_linear( mu_b1 = 0, sigma_b1 = 1, mu_b2 = 0, sigma_b2 = 1, shape = 1, rate = .001, w_prior = 1 / 2, # prior probability of the model longitudinal = model_longitudinal_itp( mu_a = 0, sigma_a = 1, a_c1 = 0, b_c1 = 1, t_max = 52 ) ), mod_quad = model_quad( mu_b1 = 0, sigma_b1 = 1, mu_b2 = 0, sigma_b2 = 1, mu_b3 = 0, sigma_b3 = 1, shape = 1, rate = .001, w_prior = 1 / 2, longitudinal = model_longitudinal_linear( mu_a = 0, sigma_a = 1, t_max = 52 ) ) ) Plotting longitudinal models is straightforward: plot(output_long, data = data_long) # plot dose response at last time point plot(output_long, times = 52, data = data_long) All the other posterior quantity functions work on longitudinal data. For example: posterior(output_long) ##$stats
## # A tibble: 16 x 5
##     dose  time  mean 2.50% 97.50%
##    <dbl> <dbl> <dbl>   <dbl>    <dbl>
##  1  0.25     0 0.516   0.352    0.678
##  2  0.25    12 0.941   0.824    1.06
##  3  0.25    24 1.10    0.951    1.24
##  4  0.25    52 1.18    1.01     1.35
##  5  0.5      0 0.516   0.352    0.678
##  6  0.5     12 1.24    1.13     1.36
##  7  0.5     24 1.51    1.39     1.62
##  8  0.5     52 1.65    1.51     1.80
##  9  0.75     0 0.516   0.352    0.678
## 10  0.75    12 1.54    1.41     1.68
## 11  0.75    24 1.92    1.82     2.02
## 12  0.75    52 2.13    1.98     2.27
## 13  1.5      0 0.516   0.352    0.678
## 14  1.5     12 2.45    2.21     2.70
## 15  1.5     24 3.16    2.96     3.35
## 16  1.5     52 3.54    3.27     3.82