---
title: "Controlling bias and inflation in association studies using the empirical null distribution"
author: "Maarten van Iterson [aut, cre] and Erik van Zwet [ctb]"
package: "bacon `r packageVersion('bacon')`"
output: 
  BiocStyle::html_document:
    number_sections: yes
    toc_float: true
bibliography: bacon.bib
vignette: >
  %\VignetteIndexEntry{Controlling bias and inflation in association studies using the empirical null distribution}
  %\VignetteEngine{knitr::rmarkdown}
  %\VignetteEncoding{UTF-8}
---

**modified**: Sat Jan 20 08:18:27 2018
**compiled**: `r date()`

```{r style, echo = FALSE, results = 'asis', warning=FALSE}
suppressPackageStartupMessages(library(bacon))
BiocStyle::markdown()
options(digits=3)
```

# Introduction #

`r Biocpkg("bacon")` can be used to remove inflation and bias often
observed in epigenome- and transcriptome-wide association
studies [@vanIterson2017]. 

To this end `r Biocpkg("bacon")` constructs an empirical null
distribution using a Gibbs Sampling algorithm by fitting a
three-component normal mixture on z-scores. One component is forced,
using prior knowledge, to represent the null distribution with mean
and standard deviation representing the bias and inflation. The other
two components are necessary to capture the amount of true
associations present in the data, which we assume unknown but small.

`r Biocpkg("bacon")` provides functionality to inspect the output of
the Gibbs Sampling algorithm, i.e., plots of traces, posterior
distributions and the mixture fit, are provided. Furthermore,
inflation- and bias-corrected test-statistics, effect-sizes and
standard errors, or P-values are extracted easily. In addition,
functionality for performing fixed-effect meta-analysis and obtaining
inflation- and bias-corrected statistics with a 95% Confidence
Interval (CI) are provided as well.

The function `bacon` requires a vector or a matrix of z-scores and/or
effect-sizes and standard errors, e.g., those extracted from
association analyses using a linear regression approach. For
fixed-effect meta-analysis a matrix of effect-sizes and
standard-errors is required. 

This vignette illustrates the use of `r Biocpkg("bacon")` using
simulated z-scores, effect-sizes and standard errors to avoid long
run-times. If multiple sets of test-statisics or effect-sizes and
standard-errors are provided, the Gibbs Sampler algorithm can be
executed in parallel to reduce computation time using functionality
provide by `r Biocpkg("BiocParallel")`-package.

# A single set of test-statistics #

A vector containing $5000$ z-scores is generated from a normal mixture
distribution, $90\%$ of the z-scores were drawn from a biased and
inflated null distribution, $\mathcal{N}(0.2, 1.3)$, and the remaining
z-scores from $\mathcal{N}(\mu, 1)$, where $\mu \sim \mathcal{N}(4,
1)$. The `rnormmix`-function provided by `Bacon` generates a vector of
random test-statistics described above optionally with different
parameters.

```{r, generatedata1}
y <- rnormmix(5000, c(0.9, 0.2, 1.3, 1, 4, 1))
```

The function `bacon` executes the Gibbs Sampler algorithm and stores
all in- and out-put in an object of class `Bacon`. Several
accessor-functions are available to access data contained in the
`Bacon`-object, e.g. for obtaining the estimated parameters of the
mixture fit or explicitly the bias and inflation. Actually, the latter
two are the mean and standard deviation of the null component (mu.0
and sigma.0).

```{r, inspectdata1}
bc <- bacon(y)
bc
estimates(bc)
inflation(bc)
bias(bc)
```

Several methods are provided to inspect the output of the Gibbs
Sampler algorithm, such as traces-plots of all estimates, plots of
posterior distributions, provide as a scatter plot between two
parameters, and the actual fit of the three component mixture to the
histogram of z-scores.

```{r gsoutput1, fig.cap = "Plot of Gibbs Sampling traces. Each panel represent of one the estimated parameters. Default plot shows the burin-in period as well."}
traces(bc, burnin=FALSE)
```

```{r gsoutput2, fig.cap = "Gibbs Sampling posterior distributions of two estimated parameters the inflation (sigma 0) and proportion of null features (pi0 0). Posterior plots of the other parameters can be generated by using the `thetas` argument. The ellipical curves corresponding to a 75%, 90% and 95% probability regions for a bivariate normal distribution with mean and covariance estimated form the scatter-plot."}
posteriors(bc)
```

```{r gsoutput3, fig.cap = "Fit to the data as estimated using the Gibbs Sampling algorithm. Black line represent to overall fit, red the fit of the null distribution and blue and green the alternatives."}
fit(bc, n=100)
```

The previous three plots can be use as diagnostic tools to inspect the
Gibbs sampling process. 

There is also a generic plot function that can generate two types of
plots; a histogram of the z-scores and a qq-plot. The histogram of the
z-scores shows on top the standard normal distribution and the Gibbs
Sampling estimated empirical null distribution. The quantile-quantile
plot shows the $-log_{10}$ transformed P-values. Default values are
raw, not controlled for bias and inflation, z-scores and P-values.

```{r plothist1, fig.cap="Histogram of z-scores. With on top standard normal (black) and estimated empirical null distribution (red)."}
plot(bc, type="hist")
```

```{r plotqq1, fig.cap="Quantile-quantile plot of $-log_{10}$ transformed P-values. Left panel using uncorrected P-values and right panel using bacon bias and inflation corrected P-values."}
plot(bc, type="qq")
```

# Multiple sets of test-statistics #

Matrices containing $5000\times6$ effect-sizes and standard errors are
generated to simulated data for a fixed-effect meta-analyses. This is
a toy-example just to illustrate the capabilities of `bacon` in
handling multiple sets of test-statics.

```{r simulateddata2, message=FALSE}
set.seed(12345)
biases <- runif(6, -0.2, 0.2)
inflations <- runif(6, 1, 1.3)
es <- matrix(nrow=5000, ncol=6)
for(i in 1:6)
    es[,i] <- rnormmix(5000, c(0.9, biases[i], inflations[i], 0, 4, 1), shuffle=FALSE)
se <- replicate(6, 0.8*sqrt(4/rchisq(5000,df=4)))
colnames(es) <- colnames(se) <- LETTERS[1:ncol(se)]
rownames(es) <- rownames(se) <- 1:5000
head(rownames(es))
head(colnames(es))
```

By default the function `bacon` detects the number of cores/nodes
registered, as described in the `r Biocpkg("BiocParallel")`, to
perform bacon in parallel. To run the vignette in general we set it
here for convenience to 1 node.

```{r runbacon}
library(BiocParallel)
register(MulticoreParam(1, log=TRUE))
bc <- bacon(NULL, es, se)
bc
knitr::kable(estimates(bc))
inflation(bc)
bias(bc)
knitr::kable(tstat(bc)[1:5,])
knitr::kable(pval(bc)[1:5,])
knitr::kable(se(bc)[1:5,])
knitr::kable(es(bc)[1:5,])
```

The accessor-function return as expected matrices of estimates. For
the plotting functions an additional index of the ith study or z-score
is required.

```{r gsoutput4, fig.cap = "Plot of Gibbs Sampling traces. Each panel represent of one the estimated parameters. Default plot shows the burin-in period as well."}
traces(bc, burnin=FALSE, index=3)
```

```{r gsoutput5, fig.cap = "Gibbs Sampling posterior distributions of two estimated parameters the inflation (sigma 0) and proportion of null features (pi0 0). Posterior plots of the other parameters can be generated by using the `thetas` argument. The elliptical curves corresponding to a 75%, 90% and 95% probability regions for a bivariate normal distribution with mean and covariance estimated form the scatter-plot."}
posteriors(bc, index=3)
```

```{r gsoutput6, fig.cap = "Fit to the data as estimated using the Gibbs Sampling algorithm. Black line represent to overall fit, red the fit of the null distribution and blue and green the alternatives."}
fit(bc, n=100, index=3)
```

```{r plothist2, fig.cap="Histogram of z-scores. With on top standard normal (black) and estimated empirical null distribution (red)."}
plot(bc, type="hist")
```

```{r plotqq2, fig.cap="Quantile-quantile plot of $-log_{10}$ transformed P-values. Left panel using uncorrected P-values and right panel using bacon bias and inflation corrected P-values."}
plot(bc, type="qq")
```

# Fixed-effect meta-analysis #

The following code chunk shows how to perform fixed-effect
meta-analysis and the inspection of results.

```{r meta}
bcm <- meta(bc)
head(pval(bcm))
print(topTable(bcm))
```

```{r plotqq3, fig.cap="Quantile-quantile plot of $-log_{10}$ transformed P-values for each cohort and the meta-analysis P-values. Left panel using uncorrected P-values and right panel using bacon bias and inflation corrected P-values."}
plot(bcm, type="qq")
```

# Adjustment with 95% CI #

Here we describe how inflation- and bias-corrected statistics with a 95% Confidence
Interval (CI) can be constructed. 

Given a vector of z-scores. Replicate the z-scores, minimal 30 times, and store in a matrix. 
```{r simulateddata3, message=FALSE}
zs <- rnormmix(5000, c(0.9, 0.2, 1.3, 1, 4, 1))
```

This is a toy-example just to illustrate how `bacon` can be used to create
a sampling distributions of metrics output from `bacon` therefore we just use 10 replicates to speedup the calculations.

```{r simulateddata4, message=FALSE}
zs <- cbind(zs, matrix(zs, nrow=5000, ncol=9))
colnames(zs) <- c(paste0("A", 1:10))
rownames(zs) <- 1:5000
head(rownames(zs))
head(colnames(zs))
```

By default the function `bacon` sets a global seed for random number
generation (RNG) that occurs in the Gibbs Sampling process. The global seed
is sufficient for controlling the RNG when the input is a single-vector or
a matrix so that each call to bacon produces the same results. Since
`r Biocpkg("BiocParallel")` performs RNG independently of the global environment,
the `globalSeed` can be set to `NULL` to allow RNG across each parallel
process that calls `bacon`, and the `parallelSeed` (default 42) used by
`r Biocpkg("BiocParallel")` will control the RNG so that a separate call to `bacon` with
the same input matrix will produce the same 'randomized' results.

```{r runbaconseed}
library(BiocParallel)
register(MulticoreParam(1, log=TRUE))
bc <- bacon(teststatistics = zs, 
            globalSeed = NULL,
            parallelSeed = 42)
bc
head(inflation(bc))
head(bias(bc))
```

The resulting sampling distributions can be used to calculate the
average estimated inflation and bias metrics with a 95%
CI. Averaged inflation- and bias- adjusted z-scores and p-values
can also be easily extracted.

For example, overall average bias and inflation:

```{r ciave}
mean_bias <- mean(bias(bc))
mean_bias
mean_inflation <- mean(inflation(bc))
mean_inflation
```

The 95% confidence intervals:

```{r cici}
CI_bias <- quantile(bias(bc), c(0.025, 0.975))
CI_bias
CI_inflation <- quantile(inflation(bc), c(0.025, 0.975))
CI_inflation
```

And average inflation- and bias-corrected z-scores and P-values:

```{r cizspval}
avg_corrected_zs <- rowMeans(tstat(bc))
avg_corrected_zs[1:5]
avg_corrected_pvals <- rowMeans(bacon::pval(bc))
avg_corrected_pvals[1:5]
```

# Session Info #

Here is the output of `sessionInfo()` on the system on which this
document was compiled:

```{r session info, echo=FALSE}
sessionInfo()
```

# References #
