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MultiBD

MultiBD is an R package for direct likelihood-based inference of multivariate birth-death processes.

Installation

  1. Install (if necessary) package dependencies and helpers:
install.packages(c("Rcpp", "RcppParallel", "BH", "devtools"))
  1. Install MultiBD from github (until package becomes available via CRAN):
devtools::install_github("msuchard/MultiBD")

Short example

library(MultiBD)
data(Eyam)

loglik_sir <- function(param, data) {
  alpha <- exp(param[1]) # Rates must be non-negative
  beta  <- exp(param[2])
  
  # Set-up SIR model
  drates1 <- function(a, b) { 0 }
  brates2 <- function(a, b) { 0 }
  drates2 <- function(a, b) { alpha * b     }
  trans12 <- function(a, b) { beta  * a * b }
  
  sum(sapply(1:(nrow(data) - 1), # Sum across all time steps k
             function(k) {
               log(
                 dbd_prob(  # Compute the transition probability matrix
                   t  = data$time[k + 1] - data$time[k], # Time increment
                   a0 = data$S[k], b0 = data$I[k],       # From: S(t_k), I(t_k)                                      
                   drates1, brates2, drates2, trans12,
                   a = data$S[k + 1], B = data$S[k] + data$I[k] - data$S[k + 1],
                   computeMode = 4, nblocks = 80         # Compute using 4 threads
                 )[1, data$I[k + 1] + 1]                 # To: S(t_(k+1)), I(t_(k+1))
               )
             }))
}

loglik_sir(log(c(3.204, 0.019)), Eyam) # Evaluate at mode

Vignettes

  1. Simple MCMC under SIR
  2. SIR model and proposed branching approximation

License

MultiBD is licensed under Apache License 2.0

Development status

Build Status

Beta

Acknowledgements

References

  1. Ho LST, Xu J, Crawford FW, Minin VN, Suchard MA. Birth(death)/birth-death processes and their computable transition probabilities with statistical applications. arXiv preprint arXiv:1603.03819, 2016.

These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
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