Mike Love’s blog

R gotchas

Posted in uncategorized by mikelove on June 2, 2014

I put together a short list of potential R gotchas: unexpected results which might trip up new R users.

For example, if we have a matrix m,


returns a matrix, while


returns a vector, unless one writes


Setting aside what the default behavior of functions should be, my point is simply that these are important to be aware of. https://github.com/mikelove/r-gotchas/blob/master/README.md

Empirical Bayes and the James-Stein rule

Posted in statistics by mikelove on November 7, 2013

Suppose we observe 300 individual estimates y_i which are distributed \mathcal{N}(m_i, \sigma_y^2), with \sigma_y known.

Now if we assume m_i \sim \mathcal{N}(0, \sigma_m^2), the James-Stein rule gives an estimator for m_i which dominates y_i .

Below is code for a little RStudio script to see how changing the balance of variance between data y and the variance of the means changes the amount of optimal shrinkage. For more info, read the paper referenced below! It uses the RStudio’s manipulate library: info on that.

Screen Shot 2013-11-07 at 12.48.41 PM

# Stein's estimation rule and its competitors - an empirical Bayes approach
# B Efron, C Morris, Journal of the American Statistical, 1973
n <- 300
sigma.means <- 5
means <- rnorm(n, 0, sigma.means)
# sigma.y <- 5
  y <- rnorm(n,means,sigma.y)
  A <- sum((y/sigma.y)^2)/(n - 2) - 1
  B <- 1/(1 + A)
  eb <- (1 - B) * y
  plot(means, y, main="y ~ N(mean, sigma.y)\nmean ~ N(0, sigma.mean=5)")
  points(means, eb, col="red")
  legend("topleft","James-Stein estimators",col="red",pch=1)
  s <- seq(from=0,to=1,length=100)
  plot(s, sapply(s, function(b) sum((means - (1 - b)*y)^2)),
       type="l", xlab="possible values for B", ylab="sum squared error")
  points(B, sum((means - eb)^2),col="red",pch=16)
  legend("top","James-Stein B",col="red",pch=16)
}, sigma.y = slider(1,10))

More hclust madness

Posted in statistics, visualization by mikelove on October 24, 2013

Here is a bit of code for making a heatmap, which orders the rows of a matrix such that the first column (as ordered by in the dendrogram) has all 0s then all 1s, then the 2nd column is similarly ordered in two groups conditioning on the 1st column and so on. Hard to explain but easy to see in the picture below. I came up with raising to the power of 2 quickly, but then it took me a few minutes to realize I have to multiply the columns by the order of the order.

x <- replicate(10,sample(0:1,100,TRUE))
hc <- hclust(dist(t(x)))
y <- sweep(x,2,2^(ncol(x)-order(hc$order)),"*")
z <- x[order(rowSums(y)),]
heatmap.2(z, trace="none", key=FALSE,


Plot hclust with colored labels

Posted in statistics, visualization by mikelove on October 16, 2013

Again I find myself trying to plot a cluster dendrogram with colored labels. With some insight from this post, I came up with the following function:

# matrix contains genomics-style data where columns are samples 
#   (if otherwise remove the transposition below)
# labels is a factor variable going along the columns of matrix
plotHclustColors <- function(matrix,labels,...) {
  colnames(matrix) <- labels
  d <- dist(t(matrix))
  hc <- hclust(d)
  labelColors <- brewer.pal(nlevels(labels),"Set1")
  colLab <- function(n) {
    if (is.leaf(n)) {
      a <- attributes(n)
      labCol <- labelColors[which(levels(lab) == a$label)]
      attr(n, "nodePar") <- c(a$nodePar, lab.col=labCol)
  clusDendro <- dendrapply(as.dendrogram(hc), colLab)

In action:


Jacob and Monod

Posted in genetics by mikelove on September 8, 2013

Binomial GLM for ratios of read counts

Posted in statistics by mikelove on September 2, 2013

For certain sequencing experiments (e.g. methylation data), one might end up with a ratio of read counts at a certain location satisfying a given property (e.g. ‘is methylated’) and want to test if this ratio is significantly associated with a given variable, x.

One way to proceed would be a linear regression of ratio ~ x. However the case when 100 reads cover a nucleotide is not statistically equivalent to the case when 2 reads cover a nucleotide. The binomial probabilities will become increasingly spiked at p*n as the number of reads n increases. So the case with 100 reads covering gives us more information than the case with 2 reads covering.

Here is a bit of code for using the glm() function in R with the binomial distribution with weights representing the covering reads.


n <- 100
# random poisson number of observations (reads)
reads <- rpois(n,lambda=5)
# make a N(0,2) predictor variable x
x <- rnorm(n,0,2)
# x will be negatively correlated with the target variable y
beta <- -1
# through a sigmoid curve mapping x*beta to probabilities in [0,1]
p <- exp(x*beta)/(1 + exp(x*beta))
# binomial distribution from the number of observations (reads)
y <- rbinom(n,prob=p,size=reads)

# plot the successes (y) over the total number of trials (reads)
# and order the x-axis by the predictor variable x
o <- order(x)
# more clear to see the relationship
# plot just the ratio
plot((y/reads)[o],type="h",col="red",ylab="ratio",xlab="rank of x")

# from help for glm():
# "For a binomial GLM prior weights are used to give 
# the number of trials when the response is the 
# proportion of successes"
fit <- glm(y/reads ~ x, weights=reads, family=binomial)

How wrong is hypergeometric test with one random margin?

Posted in statistics by mikelove on August 26, 2013

In biostats and bioinformatics, the hypergeometric distribution is often used to assign probability of surprise to the amount of overlap between results and annotation, e.g.: 100 gene levels are changed by drug treatment and 50 of those genes are annotated as relating to immune system. The probability of surprise of such an overlap depends on the total number of genes examined in the analysis and the number of genes annotated as relating to the immune system.

However a hypergeometric test is not perfect for this application, as it assumes the margins are fixed (“margins” meaning the sums along the side of the contingency table, i.e. the number of changed genes and the number of immune system genes). While the annotation side might be considered fixed, the number of genes which are observed as changed is better considered a random variable, as it depends on the dataset.

What happens if one of the margins is a random variable? Here is a simple example showing how the null distribution of the number of genes in the intersection changes when one of the margins is allowed to vary by different amounts.

  • consider 100 genes, 20 annotated for a given category
  • black/blue density is randomly taking 20 genes as changed
  • red density is flipping a 0.2 coin 100 times and taking this many genes as changed
  • green densities are variations on a censored negative binomial, which has more variance than the binomial in red




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