This vignette illustrates the use of the `PLN`

function
and the methods accompanying the R6 class `PLNfit`

.

From the statistical point of view, the function `PLN`

adjusts a multivariate Poisson lognormal model to a table of counts,
possibly after correcting for effects of offsets and covariates.
`PLN`

is the building block for all the multivariate models
found in the `PLNmodels`

package: having a basic
understanding of both the mathematical background and the associated set
of `R`

functions is a good place to start.

The packages required for the analysis are **PLNmodels**
plus some others for data manipulation and representation:

We illustrate our point with the trichoptera data set, a full description of which can be found in the corresponding vignette. Data preparation is also detailed in the specific vignette.

The `trichoptera`

data frame stores a matrix of counts
(`trichoptera$Abundance`

), a matrix of offsets
(`trichoptera$Offset`

) and some vectors of covariates
(`trichoptera$Wind`

, `trichoptera$Temperature`

,
etc.)

The multivariate Poisson lognormal model (in short PLN, see Aitchison and Ho (1989)) relates some \(p\)-dimensional observation vectors \(\mathbf{Y}_i\) to some \(p\)-dimensional vectors of Gaussian latent variables \(\mathbf{Z}_i\) as follows

\[\begin{equation} \begin{array}{rcl} \text{latent space } & \mathbf{Z}_i \sim \mathcal{N}({\boldsymbol\mu},\boldsymbol\Sigma), \\ \text{observation space } & Y_{ij} | Z_{ij} \quad \text{indep.} & \mathbf{Y}_i | \mathbf{Z}_i\sim\mathcal{P}\left(\exp\{\mathbf{Z}_i\}\right). \end{array} \end{equation}\]

The parameter \({\boldsymbol\mu}\) corresponds to the main effects and the latent covariance matrix \(\boldsymbol\Sigma\) describes the underlying residual structure of dependence between the \(p\) variables. The following figure provides insights about the role played by the different layers

This model generalizes naturally to a formulation closer to a multivariate generalized linear model, where the main effect is due to a linear combination of \(d\) covariates \(\mathbf{x}_i\) (including a vector of intercepts). We also let the possibility to add some offsets for the \(p\) variables in in each sample, that is \(\mathbf{o}_i\). Hence, the previous model generalizes to

\[\begin{equation} \mathbf{Y}_i | \mathbf{Z}_i \sim \mathcal{P}\left(\exp\{\mathbf{Z}_i\}\right), \qquad \mathbf{Z}_i \sim \mathcal{N}({\mathbf{o}_i + \mathbf{x}_i^\top\mathbf{B}},\boldsymbol\Sigma), \\ \end{equation}\] where \(\mathbf{B}\) is a \(d\times p\) matrix of regression parameters. When all individuals \(i=1,\dots,n\) are stacked together, the data matrices available to feed the model are

- the \(n\times p\) matrix of counts \(\mathbf{Y}\)
- the \(n\times d\) matrix of design \(\mathbf{X}\)
- the \(n\times p\) matrix of offsets \(\mathbf{O}\)

Inference in PLN then focuses on the regression parameters \(\mathbf{B}\) and on the covariance matrix \(\boldsymbol\Sigma\).

Technically speaking, we adopt in **PLNmodels** a
variational strategy to approximate the log-likelihood function and
optimize the consecutive variational surrogate of the log-likelihood
with a gradient-ascent-based approach. To this end, we rely on the CCSA
algorithm of Svanberg (2002) implemented in the C++ library (Johnson 2011), which
we link to the package.

The standard PLN model described above is adjusted with the function
`PLN`

. We now review its usage on a the trichoptera data
set.

In order to become familiar with the function `PLN`

and
its outputs, let us first fit a simple PLN model with just an intercept
for each species:

```
##
## Initialization...
## Adjusting a full covariance PLN model with nlopt optimizer
## Post-treatments...
## DONE!
```

Note the use of the `formula`

object to specify the model:
the vector \(\boldsymbol\mu\) of main
effects in the mathematical formulation (one per column species) is
specified in the call with the term `~ 1`

in the
right-hand-side of the formula. `Abundance`

is a variable in
the data frame `trichoptera`

corresponding to a matrix of 17
columns and the *response* in the model, occurring on the
left-hand-side of the formula.

`PLNfit`

object`myPLN`

is an `R6`

object with class
`PLNfit`

, which comes with a couple of methods, as recalled
when printing/showing such an object in the `R`

console:

```
## A multivariate Poisson Lognormal fit with full covariance model.
## ==================================================================
## nb_param loglik BIC ICL
## 170 -1129.917 -1460.722 -2222.171
## ==================================================================
## * Useful fields
## $model_par, $latent, $latent_pos, $var_par, $optim_par
## $loglik, $BIC, $ICL, $loglik_vec, $nb_param, $criteria
## * Useful S3 methods
## print(), coef(), sigma(), vcov(), fitted()
## predict(), predict_cond(), standard_error()
```

See also `?PLNfit`

for more comprehensive information.

Accessing public fields of a `PLNfit`

object can be done
just like with a traditional list, *e.g.*,

`## [1] -1129.917 -1460.722 -2222.171`

```
## nb_param loglik BIC ICL
## 1 170 -1129.917 -1460.722 -2222.171
```

We provide a set of S3-methods for `PLNfit`

that mimic the
standard (G)LM-like interface of `R::stats`

, which we present
now.

One can access the fitted value of the counts (`Abundance`

– \(\hat{\mathbf{Y}}\)) and check that
the algorithm basically learned correctly from the data^{1}:

```
data.frame(
fitted = as.vector(fitted(myPLN)),
observed = as.vector(trichoptera$Abundance)
) %>%
ggplot(aes(x = observed, y = fitted)) +
geom_point(size = .5, alpha =.25 ) +
scale_x_log10() +
scale_y_log10() +
theme_bw() + annotation_logticks()
```

The residual correlation matrix better displays as an image matrix:

It is also possible to use observation weights like in standard (G)LMs:

```
myPLN_weighted <-
PLN(
Abundance ~ 1,
data = trichoptera,
weights = runif(nrow(trichoptera)),
control = PLN_param(trace = 0)
)
data.frame(
unweighted = as.vector(fitted(myPLN)),
weighted = as.vector(fitted(myPLN_weighted))
) %>%
ggplot(aes(x = unweighted, y = weighted)) +
geom_point(size = .5, alpha =.25 ) +
scale_x_log10() +
scale_y_log10() +
theme_bw() + annotation_logticks()
```

For ecological count data, it is generally a good advice to include the sampling effort via an offset term whenever available, otherwise samples are not necessarily comparable:

```
myPLN_offsets <-
PLN(Abundance ~ 1 + offset(log(Offset)),
data = trichoptera, control = PLN_param(trace = 0))
```

Note that we use the function `offset`

with a
log-transform of the total counts^{2} since it acts in the latent layer of the
model. Obviously the model with offsets is better since the
log-likelihood is higher with the same number of parameters^{3}:

nb_param | loglik | BIC | ICL |
---|---|---|---|

170 | -1129.917 | -1460.722 | -2222.171 |

170 | -1051.803 | -1382.607 | -2208.955 |

Let us try to correct for the wind effect in our model:

```
##
## Initialization...
## Adjusting a full covariance PLN model with nlopt optimizer
## Post-treatments...
## DONE!
```

When we compare the models, the gain is clear in terms of log-likelihood. However, the BIC chooses not to include this variable:

nb_param | loglik | BIC | ICL |
---|---|---|---|

170 | -1051.803 | -1382.607 | -2208.955 |

187 | -1028.073 | -1391.958 | -2084.686 |

It is possible to change a bit the parametrization used for modeling
the residual covariance matrix \(\boldsymbol\Sigma\), and thus reduce the
total number of parameters used in the model. By default, the residual
covariance is fully parameterized (hence \(p
\times (p+1)/2\) parameters). However, we can chose to only model
the variances of the species and not the covariances, by means of a
diagonal matrix \(\boldsymbol\Sigma_D\)
with only \(p\) parameters. In an
extreme situation, we may also chose a single variance parameter for the
whole matrix \(\boldsymbol\Sigma = \sigma
\mathbf{I}_p\). This can be tuned in `PLN`

with the
`control`

argument, a list controlling various aspects of the
underlying optimization process:

```
myPLN_spherical <-
PLN(
Abundance ~ 1 + offset(log(Offset)),
data = trichoptera, control = PLN_param(covariance = "spherical", trace = 0)
)
```

```
myPLN_diagonal <-
PLN(
Abundance ~ 1 + offset(log(Offset)),
data = trichoptera, control = PLN_param(covariance = "diagonal", trace = 0)
)
```

Note that, by default, the model chosen is
`covariance = "spherical"`

, so that the two following calls
are equivalents:

```
##
## Initialization...
## Adjusting a full covariance PLN model with nlopt optimizer
## Post-treatments...
## DONE!
```

```
##
## Initialization...
## Adjusting a full covariance PLN model with nlopt optimizer
## Post-treatments...
## DONE!
```

Different covariance models can then be compared with the usual criteria: it seems that the gain brought by passing from a diagonal matrix to a fully parameterized covariance is not worth having so many additional parameters:

```
rbind(
myPLN_offsets$criteria,
myPLN_diagonal$criteria,
myPLN_spherical$criteria
) %>%
as.data.frame(row.names = c("full", "diagonal", "spherical")) %>%
knitr::kable()
```

nb_param | loglik | BIC | ICL | |
---|---|---|---|---|

full | 170 | -1051.803 | -1382.607 | -2208.955 |

diagonal | 34 | -1109.687 | -1175.848 | -2057.882 |

spherical | 18 | -1158.521 | -1193.548 | -2151.259 |

A final model that we can try is the diagonal one with the wind as a covariate, which gives a slight improvement.

```
myPLN_final <-
PLN(
Abundance ~ 1 + Wind + offset(log(Offset)),
data = trichoptera, control = PLN_param(covariance = "diagonal", trace = 0)
)
rbind(
myPLN_wind$criteria,
myPLN_diagonal$criteria,
myPLN_final$criteria
) %>% knitr::kable()
```

nb_param | loglik | BIC | ICL |
---|---|---|---|

187 | -1028.073 | -1391.958 | -2084.686 |

34 | -1109.687 | -1175.848 | -2057.882 |

51 | -1073.046 | -1172.288 | -1760.609 |

Aitchison, J., and C. H. Ho. 1989. “The Multivariate Poisson-Log
Normal Distribution.” *Biometrika* 76 (4): 643–53.

Johnson, Steven G. 2011. *The NLopt Nonlinear-Optimization
Package*. https://nlopt.readthedocs.io/en/latest/.

Svanberg, Krister. 2002. “A Class of Globally Convergent
Optimization Methods Based on Conservative Convex Separable
Approximations.” *SIAM Journal on Optimization* 12 (2):
555–73.

We use a log-log scale in our plot in order not to give an excessive importance to the higher counts in the fit↩︎

Note that if the offset is not computed on the same scale as the count, you might need a different transformation than the log. To ensure that the offset are on the count-scale, you can use the

`scale = "count"`

argument in`prepare_data()`

, see also the corresponding vignette.↩︎In

**PLNmodels**the R-squared is a pseudo-R-squared that can only be trusted between model where the same offsets term was used↩︎