vignettes/vignette1.Rmd
vignette1.Rmd
This document illustrates the main features and functionality of the gllvm package, developed for the analysis of multivariate abundance data. Examples are provided in order to show how generalized linear latent variable models (GLLVM) can be applied to data. The functionality of the package is described in detail in Niku et al. (2019).
Multivariate abundance data, consisting of observations of multiple interacting species from a set of samples, are often collected in ecological studies to characterize a community or assemblage of organisms. The term “abundance” is taken here to mean counts, presence-absence records, biomass data or any other measure of the extent to which a species may be present at a site.
GLLVM extends the basic generalized linear model to multivariate data using a factor analytic approach, i.e. incorporating a small number of latent variables for each site accompanied by species specific factor loadings to model correlations between responses. These latent variables have a natural interpretation as ordination axes, but with additional capacity, e.g. predicting new values, controlling for known environmental variables, using standard model selection tools to choose number of ordination axes.
A multivariate abundance dataset can be defined by a matrix of abundances, with rows (usually sites) and columns of responses (usually species). Denote the abundance of the th species at the th site as . A set of k environmental variables, or experimental treatments, may also be recorded at each site and stored in the vector . A GLLVM regresses the mean abundance against environmental variables and a vector of latent variables, :
where and are vectors of species specific coefficients related to the covariates and latent variables, respectively. The latent variables can be thought of as unmeasured environmental variables, or as ordination scores, capturing the main axes of covariation of abundance (after controlling for observed predictors ). We assume these latent variables are independent across sites and standard normally distributed. The parameters are species specific intercepts, while are optional site effects which can be chosen as either fixed or random effects (. If row effects are included, all other terms in the model can be subsequently interpreted as modelling relative abundance or compositional effects (Hui et al., 2015).
If trait covariates are also recorded, we can use them to help explain inter-specific variation in environmental response. This leads to an extension of the so-called “fourth corner model” where multivariate abundance is regressed against a function of traits and environment, and the environment-trait interactions represents the fourth corner association between traits and environment. We also include species-specific random slopes for environmental covariates in order to take into account the inters-pecific variation in responses that is not explained by the covariates. The associated fourth corner GLLVM then has mean model:
where is a vector of main effects for environmental covariates, and are the fourth corner coefficients. A main effect for traits is not included, because main effects on abundance across species are absorbed by the intercept term . This model assumes that inter-specific variation in response to covariates is mediated by species and random slopes, which reduces the number of parameters related to covariates.
A difficulty fitting the GLLVM is that the ’s are unobserved and we must integrate over their possible values. Specifically, the log-likelihood function we wish to maximize has the form $$l(\boldsymbol\Psi)=\sum_{i=1}^n \log(f(y_{ij},\boldsymbol\Psi))=\sum_{i=1}^n \log\left(\int_{{\rm I\!R}^{d}} \prod_{j=1}^m f(y_{ij}|\boldsymbol u_i;\boldsymbol\Psi) f(\boldsymbol{u}_i) d\boldsymbol{u}_i,\right),$$
where includes all model parameters. In this expression we have assumed abundances are independent across sites and any correlation across responses is captured by the latent variables . Thus conditional on , the are independent of each other within sites.
The gllvm package overcomes these computational problems using three key innovations:
maximizing an approximation to the log-likelihood that is (almost completely) closed form. We provide two ways to do this – using Gaussian variational approximations for overdispersed counts, binary and ordinal responses, or using Laplace approximations for other exponential family distributions when a fully closed form variational approximation cannot be obtained e.g. biomass data can be modelled by the Tweedie distribution.
Parameter estimation makes use of automatic differentiation software in C++ to accelerate computation times, via the interface provided by the R package TMB.
Careful choice of starting values. In particular, we use a factor analysis on Dunn-Smyth residuals to obtain starting values close to the anticipated solution, optionally, with jittering to check the sensitivity of the approach.
In the next examples we illustrate the usage of the gllvm package
using antTraits
data from the mvabund
package.
The data consists of counts of 41 ant species measured at 30 sites
across south-east Australia, along with records of five environmental
variables and five trait variables for each species. The package and the
data can be loaded as follows.
library(mvabund)
library(gllvm)
#> Loading required package: TMB
#>
#> Attaching package: 'gllvm'
#> The following object is masked from 'package:mvabund':
#>
#> coefplot
#> The following object is masked from 'package:stats':
#>
#> simulate
data(antTraits)
y <- as.matrix(antTraits$abund)
X <- scale(as.matrix(antTraits$env))
TR <- antTraits$traits
Main function of the gllvm package is
gllvm()
, which can be used to fit GLLVMs for multivariate
data with the most important arguments listed in the following:
gllvm(y = NULL, X = NULL, TR = NULL, data = NULL, formula = NULL, num.lv = 2, family,
method = "VA", row.eff = FALSE, offset = NULL, Power = 1.5, starting.val = "res", ...)
Data input can be specified using the “wide format” matrices via
y
, X
and TR
arguments.
# Model without predictors:
gllvm(y, family = "negative.binomial")
# Model where environmental variables, that is, all variables in X are included:
gllvm(y, X, family = "negative.binomial")
# Fourth corner model, where all main effects for environmental variables in X and
# all interactions between variables in X and variables in TR are included:
gllvm(y, X, TR, family = "negative.binomial")
An alternative way is to use the long format via data
argument along with formula
. Notice that
formula
can also be used for model specification when data
is given in wide format. In the following lines the ant data is
re-organised to a long format.
yX <- reshape(data.frame(cbind(y, X)), direction = "long", varying =
colnames(y), v.names = "y", timevar = "sp")
TR2 <- data.frame(sp = 1:41, TR)
datalong <- merge(yX, TR2, by = "sp")
datalong[1:3, ]
#> sp Bare.ground Canopy.cover Shrub.cover Volume.lying.CWD Feral.mammal.dung y
#> 1 1 -0.3926017 0.2290869 -0.5748133 0.4373291 -0.1755352 0
#> 2 1 -0.8007744 -0.4475411 -0.8053533 -0.2309758 1.5171255 0
#> 3 1 -0.3585873 -0.4475411 2.9293959 -0.3609125 -0.9278288 0
#> id Femur.length No.spines Pilosity Polymorphism Webers.length
#> 1 1 -0.3827814 0 2 1 1.094225
#> 2 2 -0.3827814 0 2 1 1.094225
#> 3 3 -0.3827814 0 2 1 1.094225
The model can then be fitted as
# Model without predictors:
gllvm(formula = y ~ 1, data = datalong, family = "negative.binomial")
# Model with environmental variables Bare.ground and Shrub.cover as predictors
gllvm(formula = y ~ (Bare.ground + Shrub.cover), data = datalong,
family = "negative.binomial")
The number of latent variables can be defined using the argument
num.lv
. The default number of latent variables is two.
Other important arguments in the gllvm
call are
row.eff
for defining the type of row effects (none, fixed
or random), offset
for potential inclusion of offsets,
Power
for defining the power parameter of the Tweedie
distribution and starting.val
for judicious choice of
starting values for the latent variables.
List of available distributions with the mean, , and mean-variance, , functions, estimation methods and link functions for various response types are in the table below.
Response | Distribution | Method | Link | Description |
---|---|---|---|---|
Counts | Poisson | VA/LA | log | , |
NB | VA/LA | log | , , | |
where is a dispersion parameter | ||||
ZIP | VA/LA | log | , , | |
ZINB | VA/LA | log | , , | |
binomial | VA/LA | probit | , | |
binomial | LA | logit | ||
Binary | Bernoulli | EVA/VA/LA | probit | , |
EVA/LA | logit | |||
Biomass | Tweedie | LA/EVA | log | , , |
where is a power parameter and is a dispersion parameter | ||||
Ordinal | Multinomial | VA | probit | Cumulative probit model |
Normal | Gaussian | VA/LA | identity | , |
Positive continuous | Gamma | VA/LA | log | , |
where is a shape parameter | ||||
Positive continuous | Exponential | VA/LA | log | , |
Percent cover | beta | LA/EVA | probit/logit | , |
Percent cover with zeros/ones | ordered beta | EVA | probit | details in Korhonen et al (2024) |
GLLVMs can be used as a model-based approach to unconstrained
ordination by including (e.g.) two latent variables in the
model but no predictors. The corresponding ordination plot then provides
a graphical representation of which sites are similar in terms of their
species composition. Such a model can be fitted to the ant data using
the function gllvm
as below. We will consider two count
distributions for the data – the Poisson and negative binomial (NB).
fitp <- gllvm(y, family = poisson())
fitp
#> Call:
#> gllvm(y = y, family = poisson())
#> family:
#> [1] "poisson"
#> method:
#> [1] "VA"
#>
#> log-likelihood: -2098.632
#> Residual degrees of freedom: 1108
#> AIC: 4441.264
#> AICc: 4468.375
#> BIC: 5065.266
fit_ord <- gllvm(y, family = "negative.binomial")
fit_ord
#> Call:
#> gllvm(y = y, family = "negative.binomial")
#> family:
#> [1] "negative.binomial"
#> method:
#> [1] "VA"
#>
#> log-likelihood: -1865.085
#> Residual degrees of freedom: 1067
#> AIC: 4056.171
#> AICc: 4106.325
#> BIC: 4889.878
As a model-based ordination method, GLLVMs offer tools for the model checking in contrast to the classical algorithm-based ordination methods such as nMDS. For example, the default printout above includes information criteria, which all suggest that the NB distribution is a better choice than the Poisson distribution for modelling the response.
In addition to information criteria, we can use residual plots for
diagnosing model fit. As a default, plot
function utilizes
residual
function to calculate Dunn-Smyth residuals, also
known as randomized quantile residuals, and then prints five residual
diagnostic plots, including a plot of residuals against linear
predictors of fitted values, a Normal Q-Q plot of residuals with a
simulated point-wise 95% confidence interval envelope, residuals against
row index and column index and scale-location plot. With an argument
which
one can define which plots will be produced.
The residual diagnostics below for the Poisson model shows some overdispersion in residuals, in particular, a telltale fan-shape in the plot of residuals against fitted values. These issues are largely resolved in the NB model. Note that the latent variables in the model provide some capacity to account for overdispersion, so overdispersed counts do not always require us to move beyond the Poisson distribution, although there is clear evidence of such a need in this example.
# Plot residuals for the Poisson model
par(mfrow = c(3, 2), mar = c(4, 4, 2, 1))
plot(fitp, var.colors = 1)
# Plot residuals for the NB model
par(mfrow = c(3, 2), mar = c(4, 4, 2, 1))
plot(fit_ord, var.colors = 1)
Once an appropriate model has been established for the data, we can
construct an ordination as a scatter plot of the predicted latent
variables via the ordiplot
function. The species with the
largest factor loadings (largest norms,
),
and hence most strongly associated with ordination scores, can be added
using the logical argument biplot
, leading to a biplot for
finding indicator species corresponding to specific sites. The
ind.spp
argument defines the number of species to be
plotted.
The command below creates the biplot and the ordination plot based on
the GLLVM fitted to the antTraits
data. We can see one
large cluster of sites on the top with many indicator species, and few
smaller clusters with only few indicator species e.g. sites
12–15. 95% prediction regions in the ordiplot give some clue of the
uncertainty of the estimates. The rotation and scale of the latent
variables and loadings below differ from the actual values as in order
to produce the biplot the predicted latent variables and their loadings
are rotated and scaled so that the factor loadings of the species are in
the same direction with the sites where they are most abundant.
ordiplot(fit_ord, biplot = TRUE, ind.spp = 15, xlim = c(-3, 3), ylim = c(-3, 3),
main = "Biplot")
ordiplot(fit_ord, biplot = FALSE, ind.spp = 15, xlim = c(-3, 3), ylim = c(-3, 3),
main = "Ordination plot", predict.region = TRUE)
Sometimes species names in the biplot might be hard to read,
especially when species names are long or if they are close to each
other. In order to make the figure easier to read we can change the
sizes of the species names in the biplot using cex.spp
. If
species or site names are too close to each other we can use
jitter = TRUE
in order to add some random variation in the
species and site locations. We can also shorten the species names. This
can also be done after the model is fitted by directly changing the row
names in the loading matrix, see the example below.
Environmental variables can be included in the model, whether to
study their effects on assemblages, or to study patterns of species
co-occurrence after controlling for environmental variables. We
illustrate here this model by including three environmental variables
Bare.ground
, Canopy.cover
and
Volume.lying.CWD
to the model. Similarly to previous
example, we can use residual analysis and information criteria to study
which distribution offers the most suitable mean-variance relationship
for the responses, and how many latent variables are needed.
criteria <- NULL
for(i in 1:5){
fiti <- gllvm(y, X, family = "negative.binomial", num.lv = i, sd.errors = FALSE,
formula = ~ Bare.ground + Canopy.cover + Volume.lying.CWD, seed = 1234)
criteria[i] <- summary(fiti)$AICc
names(criteria)[i] = i
}
# Compare AICc values
criteria
#> 1 2 3 4 5
#> 4163.565 4215.446 4311.091 4462.069 4612.805
Based on these tools a model with NB distributed responses and 1 latent variable was chosen.
fit_env <- gllvm(y, X, family = "negative.binomial", num.lv = 1,
formula = ~ Bare.ground + Canopy.cover +
Volume.lying.CWD, seed = 1234)
The estimated coefficients for predictors and their confidence
intervals can be plotted using the coefplot
function, in
order to study the nature of effects of environmental variables on
species. Function coefplot
plots the point estimates
(ticks) for coefficients of the environmental variables and their 95%
confidence intervals (lines) for the fit_env
model, with
those colored in grey (black) denoting intervals (not) containing
zero.
In the resulting plot above most of the 95% confidence intervals
include zero, indicating that the majority of the species do not exhibit
evidence of a strong association between environment and species
abundance. This may be due to a lack of information in the data, as much
as being due to a lack of environmental association after accounting for
potential residual species covariation. The extreme effect sizes of
covariates Canopy.cover
and Volume.lying.CWD
are explained by the fact that species
Myrmecia.pilosula.complex
and
Ochetellus.glaber
were observed only in sites where percent
canopy cover was zero and species
Cardiocondyla.nuda.atalanta
was observed mainly on sites
where estimated volume of Coarse Woody Debris was zero and only once in
other sites. Due such lack of variation the effects sizes tend to become
extreme.
Similarly to the biplot, the species names in the coefficient plot
can also be changed by changing the row names in the coefficient matrix.
Species ordering according to the effects’ sizes is optional with
logical argument order
.
rownames(fit_env$params$Xcoef) <- paste("spp", 1:ncol(fit_env$y), sep = "")
coefplot(fit_env, cex.ylab = 0.7, order = FALSE, mfrow=c(1,1))
Alternatively, model-selection on covariates, latent variables or both can be performed by dredging, using the MuMIn package. Though especially for large datasets with many covariates and latent variables, this can take a while to run.
library(MuMIn)
fit_table <- dredge(fiti,varying=list(num.lv=1:5), rank="AICc")
subset(fit_table, delta<2)
# Global model call: gllvm(y = y, X = X, formula = ~Bare.ground + Canopy.cover + Volume.lying.CWD,
# family = "negative.binomial", num.lv = i, sd.errors = FALSE,
# seed = 1234)
# ---
# Model selection table
# (Int) Cnp.cvr num.lv df logLik AICc delta weight
# 11 + + 1 164 -1839.914 4058.6 0 1
# Models ranked by AICc(x)
Latent variables induce correlation across response variables, and so
provide a means of estimating correlation patterns across species, and
the extent to which they can be explained by environmental variables.
Information on correlation is stored in the factor loadings
,
so the residual covariance matrix, storing information on species
co-occurrence that is not explained by environmental variables, can be
calculated as
,
where
.
The getResidualCor
function can be used to estimate the
correlation matrix of the linear predictor across species. This can be
visualised using the corrplot
package:
# Residual correlation matrix:
cr <- getResidualCor(fit_env)
library(corrplot); library(gclus)
#> corrplot 0.94 loaded
#> Loading required package: cluster
corrplot(cr[order.single(cr), order.single(cr)], diag = FALSE, type = "lower",
method = "square", tl.cex = 0.5, tl.srt = 45, tl.col = "red")
Group of squares coloured in dark blue in correlation plot indicate
clusters of species that are positively correlated with each other,
after controlling for (co)variation in species explained by
environmental terms in fit_env
(which had linear terms for
Bare.ground
, Canopy.cover
and
Volumn.lying.CWD
). There are also group of squares coloured
in red, indicating negative correlation between pairs of species. The
effect of the environmental variables on the between species
correlations can be seen by comparing the residual correlation matrix
(above) to the correlation matrix given by the model without
environmental variables (below).
# Fit GLLVM without environmental variables and 1 latent variable:
fit1lv <- gllvm(y, family = "negative.binomial", num.lv = 1, seed = 1234)
# Correlation matrix
cr0 <- getResidualCor(fit1lv)
corrplot(cr0[order.single(cr0), order.single(cr0)], diag = FALSE, type = "lower",
method = "square", tl.cex = 0.5, tl.srt = 45, tl.col = "red")
Residual correlations can also be visualized in a residual biplot,
where highly correlated species tend to lie in the same direction and
negatively correlated species at the opposite side of the biplot, see
figure (b) below. In order to do that we fit the fit_env
model with two latent variables and compare it to the model without
predictors fit_ord
(a).
fit_env2 <- gllvm(y, X, family = "negative.binomial", num.lv = 2,
formula = ~ Bare.ground + Canopy.cover +
Volume.lying.CWD, seed = 12345)
rownames(fit_env2$params$theta) <- paste("sp", 1:ncol(fit_env2$y), sep = "")
ordiplot(fit_ord, biplot = TRUE, ind.spp = 15, jitter = TRUE, cex.spp = 1,
xlim = c(-4, 3.5), ylim = c(-2.5, 2), main = "(a)")
ordiplot(fit_env2, biplot = TRUE, ind.spp = 15, jitter = TRUE, cex.spp = 1,
xlim = c(-4, 3.5), ylim = c(-2.5, 2), main = "(b)")
In both biplots we can see that species 23 (Monomorium.rothsteini), 24 (Monomorium.sydneyense), 28 (Nylanderia.sp..A) and 41 (Tetramorium.sp..A) are close to each other. This can also be seen in the correlation plots as their between species correlations are highly positive.
The getResidualCov
function can be used to quantify the
amount of variation in the data that can be explained by environmental
variables. Specifically, if we use the trace of the residual covariance
matrix
as a measure of unexplained variation, then we can compare this quantity
before and after environmental variables are included in the model. The
ratio of traces suggests that environmental variables explain
approximately 40% of the (co)variation in ant species abundances.
rcov <- getResidualCov(fit_env, adjust = 0)
rcov0 <- getResidualCov(fit1lv, adjust = 0)
rcov0$trace; rcov$trace
#> [1] 44.15558
#> [1] 25.83591
1 - rcov$trace / rcov0$trace
#> [1] 0.4148892
In the previous section, environmental associations were studied by fitting separate terms for each species, without attempting to explain why different species respond differently to the environment. Adding functional traits to the model offers the potential to explain why species differ in environmental response.
The fourth corner model can be fitted using the argument
TR
to include traits. The argument formula
is
used to specify the model. Random row effects are included using
row.eff = "random"
and the argument randomX
is
used to incorporate random slopes in the model. As the defined model is
very complex, we use three starting points for the initial values of the
latent variables via argument n.init
in order to ensure
that the maximum point is reached.
fit_4th <- gllvm(y, X, TR, family = "negative.binomial", num.lv = 1,
formula = y ~ (Bare.ground + Canopy.cover + Volume.lying.CWD) +
(Bare.ground + Canopy.cover + Volume.lying.CWD) : (Pilosity +
Polymorphism + Webers.length), seed = 123,
row.eff = "random", control.start =list(n.init = 3, jitter.var = 0.01),
randomX = ~ Bare.ground + Canopy.cover + Volume.lying.CWD)
As previously, coefficients can be plotted using the function
coefplot
. The environmental-trait interaction terms, also
known as the fourth corner terms, can be visualized using the function
levelplot
from the package lattice
, see below.
The resulting plots indicate that interactions of the trait variable
Polymorphism
with Bare.ground
and
Canopy.cover
, Pilosity3
with
Canopy.cover
have the strongest effects on ant
abundances.
library(lattice)
coefplot(fit_4th, mar = c(4, 11, 1, 1), cex.ylab = 0.8)
fourth <- fit_4th$fourth.corner
a <- 1.5
colort <- colorRampPalette(c("blue", "white", "red"))
plot.4th <- levelplot((as.matrix(fourth)), xlab = "Environmental Variables",
ylab = "Species traits", col.regions = colort(100), cex.lab = 1.3,
at = seq(-a, a, length = 100), scales = list(x = list(rot = 45)))
plot.4th
A key point of departure in the gllvm
package, as
compared to alternative ways to fit GLLVMs, is that by using a maximum
likelihood framework, likelihood-based machinery becomes available for
inference. A particular example is likelihood ratio testing, available
via the anova
function when comparing nested models. It
should be noted however that such tests can only be expected to maintain
(close to) valid Type I error rates when the number of parameters
involved in the model is small (they rely on
large--small-
asymptotics).
In the previous example, trait-environment interactions seem to be
relatively small and most of the confidence intervals include zero
values. Using a likelihood ratio test we can test if the traits vary
with environment. Below, the model without traits is fitted and the
likelihood ratio test comparing this model to the previous one is
performed. Based on the output when applying the anova
function, the
value suggests that the fourth corner model with interactions is more
appropriate. Notice that in order to separate the model with only main
effects for environmental variables from the one which has species
specific coefficients for environmental variables, we include
TR
matrix to the function call.
fit_4th2 <- gllvm(y, X, TR, family = "negative.binomial", num.lv = 1,
formula = y ~ (Bare.ground + Canopy.cover + Volume.lying.CWD), seed = 123,
row.eff = "random", control.start =list(n.init = 3, jitter.var = 0.01),
randomX = ~ Bare.ground + Canopy.cover + Volume.lying.CWD)
# Test interactions using likelihood ratio test:
anova(fit_4th, fit_4th2)
# Model 1 : y ~ (Bare.ground + Canopy.cover + Volume.lying.CWD)
# Model 2 : y ~ (Bare.ground + Canopy.cover + Volume.lying.CWD) + (Bare.ground +
# Canopy.cover + Volume.lying.CWD):(Pilosity + Polymorphism + Webers.length)
# Resid.Df D Df.diff P.value
# 1 1097 0.00000 0
# 2 1079 61.26473 18 1.27598e-06