tristanz / OpenIRT (http://people.fas.harvard.edu/~tzajonc/openirt.html)
Bayesian and Maximum Likelihood Estimation of Item Response Theory (IRT) Models
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| commit 37: | 0d32afb3521b |
| parent 36: | 4e35255dd116 |
| branch: | default |
| tags: | tip |
Fixed 10.5 OSX compile issue
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//
// Copyright (c) 2009 Tristan Zajonc
//
// Permission is hereby granted, free of charge, to any person
// obtaining a copy of this software and associated documentation
// files (the "Software"), to deal in the Software without
// restriction, including without limitation the rights to use,
// copy, modify, merge, publish, distribute, sublicense, and/or sell
// copies of the Software, and to permit persons to whom the
// Software is furnished to do so, subject to the following
// conditions:
//
// The above copyright notice and this permission notice shall be
// included in all copies or substantial portions of the Software.
//
// THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND,
// EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES
// OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND
// NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT
// HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY,
// WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING
// FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR
// OTHER DEALINGS IN THE SOFTWARE.
#include "mcmc.h"
#include <limits>
/// Process command line and config file
void StartUp(int argc, char* argv[]) {
// Load default mcmc_options from command line.
DefaultStartUp(argc, argv);
cout << "Loading config file..." << endl;
// Load config file via SimpleIni library.
CSimpleIniA ini(false, false, false);
SI_Error rc = ini.LoadFile(mcmc_options.config_file.c_str());
if (rc < 0) {
cout << "Error loading config file:" << mcmc_options.config_file << endl;
exit(1);
}
// Proccess ini file and put data into appropriate structures
// Uses SimpleIni: http://code.jellycan.com/simpleini/
// Args: "section-name", "key name", "default"
CSimpleIniA::TNamesDepend keys;
ini.GetAllKeys("model_options", keys);
cout << "Loading model options..." << endl;
model_options.sampler = ini.GetValue("model_options", "sampler");
model_options.tune_theta = atof(ini.GetValue("model_options", "tune_theta"));
model_options.tune_a = atof(ini.GetValue("model_options", "tune_a"));
model_options.tune_b = atof(ini.GetValue("model_options", "tune_b"));
model_options.tune_c = atof(ini.GetValue("model_options", "tune_c"));
model_options.tune_d = atof(ini.GetValue("model_options", "tune_d"));
cout << "Loading priors..." << endl;
priors.a_mu = atof(ini.GetValue("priors", "a_mu"));
priors.a_sigma = atof(ini.GetValue("priors", "a_sigma"));
priors.b_mu = atof(ini.GetValue("priors", "b_mu"));
priors.b_sigma = atof(ini.GetValue("priors", "b_sigma"));
priors.c_alpha = atof(ini.GetValue("priors", "c_alpha"));
priors.c_beta = atof(ini.GetValue("priors", "c_beta"));
priors.aGPC_mu = atof(ini.GetValue("priors", "aGPC_mu"));
priors.aGPC_sigma = atof(ini.GetValue("priors", "aGPC_sigma"));
priors.bGPC_mu = atof(ini.GetValue("priors", "bGPC_mu"));
priors.bGPC_sigma = atof(ini.GetValue("priors", "bGPC_sigma"));
priors.dGPC_mu = atof(ini.GetValue("priors", "dGPC_mu"));
priors.dGPC_sigma = atof(ini.GetValue("priors", "dGPC_sigma"));
priors.mu_mu = atof(ini.GetValue("priors", "mu_mu"));
priors.mu_sigma = atof(ini.GetValue("priors", "mu_sigma"));
priors.sigma_alpha = atof(ini.GetValue("priors", "sigma_alpha"));
priors.sigma_beta = atof(ini.GetValue("priors", "sigma_alpha"));
cout << "Loading data..." << endl;
matrix item_data(mcmc_options.test_file.c_str());
items.id = item_data(_, 0);
items.type = item_data(_, 1);
items.num_categories = item_data(_, 2);
items.a = item_data(_, 3);
items.b = item_data(_, 4);
items.c = item_data(_, 5);
items.d = item_data(0, 6, items.id.rows() - 1, item_data.cols() - 1);
items.num_items = items.id.rows();
cout << "Items added: " << items.num_items << endl;
matrix response_data(mcmc_options.response_file.c_str());
responses.id = response_data(_, 0);
responses.group = response_data(_, 1);
responses.theta = response_data(_, 2);
responses.x = response_data(0, 3, response_data.rows() - 1, response_data.cols() - 1);
responses.num_responses = responses.x.rows();
responses.num_items = responses.x.cols();
responses.num_groups = max(responses.group);
cout << "Responses added: " << responses.num_responses << endl;
std::cout << "Max int limit: " << std::numeric_limits<int>::max() << std::endl;
// cout << "Items ID:" << endl << items.id << endl;
// cout << "Items Type:" << endl << items.type << endl;
// cout << "Items a:" << endl << items.a << endl;
// cout << "Items b:" << endl << items.b << endl;
// cout << "Items c:" << endl << items.c << endl;
}
/// 2PL Item Response Functions
double Irf2PL(double theta, double a, double b) {
return(1 / (1 + exp(- D * a * (theta - b))));
}
matrix Irf2PL(matrix &theta, double a, double b) {
return(1 / (1 + exp(- D * a * (theta - b))));
}
double Irf3PL(double theta, double a, double b, double c) {
return(c + (1 - c) / (1 + exp(- D * a * (theta - b))));
}
matrix Irf3PL(matrix &theta, double a, double b, double c) {
return(c + (1-c) / (1 + exp(- D * a * (theta - b))));
}
/*
double IrfGPC(int k, double theta, double a, double b, matrix &d, int num_categories) {
matrix numer(num_categories, 1, false);
if(num_categories == 2) {
d = 0.0;
}
numer[0] = a * (theta - b); // normalized d0 = 0, not in d.
for (int i = 1; i < num_categories; ++i) {
numer[i] = numer[i-1] + D * a * (theta - b + d[i-1]);
}
numer = exp(numer);
double p = numer[k-1]/sum(numer);
// Exponents of big numbers turn into NaN. Fix major cases:
if(isnan(p)) {
// cerr << "UNSTABLE: GPC giving NaN due to out of bounds theta or b";
if(k == 1 && theta > b) {
return(0);
} else if (k == 1 && theta < b) {
return(1);
} else if (k == num_categories && theta > b + d[num_categories - 2]) {
return(1);
} else if (k == num_categories && theta < b + d[num_categories - 2]) {
return(0);
} else {
cerr << "FATAL: GPC out of range.";
exit(1);
}
}
// this can become zero. need safe log.
if(p < std::numeric_limits<double>::min()) {
p = std::numeric_limits<double>::min();
}
return(p);
}
template <matrix_order O, matrix_style S>
matrix IrfGPC(const Matrix<int, O, S> &k, matrix &theta, double a, double b, matrix &d, int num_categories) {
matrix p(theta.rows(),1,false);
for(int i = 0; i < theta.rows(); ++i) {
p[i] = IrfGPC(k[i], theta[i], a, b, d, num_categories);
}
return(p);
}
*/
// Item density function
double Density2PL(int x, double theta, double a, double b) {
if(x==1) {
return(Irf2PL(theta, a, b));
} else {
return(1-Irf2PL(theta, a, b));
}
}
template <matrix_order O, matrix_style S>
matrix Density2PL(const Matrix<int, O, S> &x, matrix &theta, double a, double b) {
int N = theta.rows();
matrix p(N, 1, false);
for(int i = 0; i < theta.rows(); ++i) {
if(x[i]==1) {
p[i] = Irf2PL(theta[i], a, b);
} else {
p[i] = 1 - Irf2PL(theta[i], a, b);
}
}
return(p);
}
double Density3PL(int x, double theta, double a, double b, double c) {
if(x==1) {
return(Irf3PL(theta, a, b, c));
} else {
return(1-Irf3PL(theta, a, b, c));
}
}
template <matrix_order O, matrix_style S>
matrix Density3PL(const Matrix<int, O, S> &x, matrix &theta, const double a, const double b, const double c) {
int N = theta.rows();
matrix p(N, 1, false);
for(int i = 0; i < N; ++i) {
if(x[i]==1) {
p[i] = Irf3PL(theta[i], a, b, c);
} else {
p[i] = 1 - Irf3PL(theta[i], a, b, c);
}
}
return(p);
}
/*
// the way the IRF is written is is the density
double DensityGPC(int x, double theta, double a, double b, matrix &d, int num_categories) {
return(IrfGPC(x, theta, a, b, d, num_categories));
}
template <matrix_order O, matrix_style S>
matrix DensityGPC(const Matrix<int, O, S> &x, matrix &theta, double a, double b, matrix &d, int num_categories) {
return(IrfGPC(x, theta, a, b, d, num_categories));
}
*/
// IRT simulation (augmentation) functions
int Random2PL(const double theta, const double a, const double b) {
return(myrng.rbern(Irf2PL(theta, a, b)));
}
int Random3PL(const double theta, const double a, const double b, const double c) {
return(myrng.rbern(Irf3PL(theta, a, b, c)));
}
/*
int RandomGPC(double theta, double a, double b, matrix &d, int num_categories) {
double u = myrng.runif();
double p = 0;
for(int k = 1; k < num_categories; ++k) {
p += IrfGPC(k, theta, a, b, d, num_categories);
if(u < p) {
return(k);
}
}
return(num_categories);
}
*/
/// 2PL missing response parameter.
class Missing2PLParameter : public Parameter<int> {
public:
/// Default constructors that call base constructors. (REQUIRED)
Missing2PLParameter() : Parameter<int>() {}
Missing2PLParameter(bool track, string name, int i, int j) : Parameter<int>(track, name), i_(i), j_(j) {}
int RandomPosterior() {
return Random2PL(responses.theta(i_), items.a(j_), items.b(j_));
}
/// Draw starting value randomly p = 0.5
int StartingValue() {
return myrng.rbern(0.5);
}
/// Save back to global location
void Save(int new_value) {
responses.x(i_,j_) = new_value;
}
/// Return value from global location.
int Value() {
return responses.x(i_,j_);
}
private:
int i_;
int j_;
};
/// 3PL missing response parameter.
class Missing3PLParameter : public Parameter<int> {
public:
/// Default constructors that call base constructors. (REQUIRED)
Missing3PLParameter() : Parameter<int>() {}
Missing3PLParameter(bool track, string name, int i, int j) : Parameter<int>(track, name), i_(i), j_(j) {}
int RandomPosterior() {
return Random3PL(responses.theta(i_), items.a(j_), items.b(j_), items.c(j_));
}
// Better option?
int StartingValue() {
return myrng.rbern(0.5);
}
/// Save back to global location
void Save(int new_value) {
responses.x(i_,j_) = new_value;
}
/// Return value from global location.
int Value() {
return responses.x(i_,j_);
}
private:
int i_;
int j_;
};
/*
/// GPC missing response parameter.
class MissingGPCParameter : public Parameter<int> {
public:
/// Default constructors that call base constructors. (REQUIRED)
MissingGPCParameter() : Parameter<int>() {}
MissingGPCParameter(bool track, string name, int i, int j) : Parameter<int>(track, name), i_(i), j_(j) {}
int RandomPosterior() {
return RandomGPC(responses.theta(i_), items.a(j_), items.b(j_), items.d(j_,_), items.num_categories(j_));
}
/// Draw starting value randomly p = 0.5 from 1/2.
int StartingValue() {
return myrng.rbern(0.5) + 1;
}
/// Save back to global location
void Save(int new_value) {
responses.x(i_,j_) = new_value;
}
/// Return value from global location.
int Value() {
return responses.x(i_,j_);
}
private:
int i_;
int j_;
};
*/
/// 2PL a parameter
class A2PLParameter : public Parameter<double> {
public:
/// Default constructors that call base constructors. (REQUIRED)
A2PLParameter() : Parameter<double>() {}
A2PLParameter(bool track, string name, int j) : Parameter<double>(track, name), j_(j) {}
double LogDensity(double a) {
return sum(log(Density2PL(responses.x(_, j_), responses.theta, a, items.b(j_))))
+ log(dlnorm(a, priors.a_mu, priors.a_sigma));
}
/// Draw starting from prior
double StartingValue() {
return myrng.rlnorm(priors.a_mu, priors.a_sigma);
}
/// Save back to global location
void Save(double new_value) {
items.a(j_) = new_value;
}
/// Return value from global location.
double Value() {
return items.a(j_);
}
private:
int j_;
};
/// 2PL b parameter
class B2PLParameter : public Parameter<double> {
public:
/// Default constructors that call base constructors. (REQUIRED)
B2PLParameter() : Parameter<double>() {}
B2PLParameter(bool track, string name, int j) : Parameter<double>(track, name), j_(j) {}
double LogDensity(double b) {
return sum(log(Density2PL(responses.x(_, j_), responses.theta, items.a(j_), b)))
+ log(dnorm(b, priors.b_mu, priors.b_sigma));
}
/// Draw starting from prior
double StartingValue() {
return myrng.rnorm(priors.b_mu, priors.b_sigma);
}
/// Save back to global location
void Save(double new_value) {
items.b(j_) = new_value;
}
/// Return value from global location.
double Value() {
return items.b(j_);
}
private:
int j_;
};
class A3PLParameter : public Parameter<double> {
public:
/// Default constructors that call base constructors. (REQUIRED)
A3PLParameter() : Parameter<double>() {}
A3PLParameter(bool track, string name, int j) : Parameter<double>(track, name), j_(j) {}
double LogDensity(double a) {
return sum(log(Density3PL(responses.x(_, j_), responses.theta, a, items.b(j_), items.c(j_))))
+ log(dlnorm(a, priors.a_mu, priors.a_sigma));
}
/// Draw starting from prior
double StartingValue() {
return myrng.rlnorm(priors.a_mu, priors.a_sigma);
}
/// Save back to global location
void Save(double new_value) {
items.a(j_) = new_value;
}
/// Return value from global location.
double Value() {
return items.a(j_);
}
private:
int j_;
};
/// 2PL b parameter
class B3PLParameter : public Parameter<double> {
public:
/// Default constructors that call base constructors. (REQUIRED)
B3PLParameter() : Parameter<double>() {}
B3PLParameter(bool track, string name, int j) : Parameter<double>(track, name), j_(j) {}
double LogDensity(double b) {
return sum(log(Density3PL(responses.x(_, j_), responses.theta, items.a(j_), b, items.c(j_))))
+ log(dnorm(b, priors.b_mu, priors.b_sigma));
}
/// Draw starting from prior
double StartingValue() {
return myrng.rnorm(priors.b_mu, priors.b_sigma);
}
/// Save back to global location
void Save(double new_value) {
items.b(j_) = new_value;
}
/// Return value from global location.
double Value() {
return items.b(j_);
}
private:
int j_;
};
/// 2PL b parameter
class C3PLParameter : public Parameter<double> {
public:
/// Default constructors that call base constructors. (REQUIRED)
C3PLParameter() : Parameter<double>() {}
C3PLParameter(bool track, string name, int j) : Parameter<double>(track, name), j_(j) {}
double LogDensity(double c) {
return sum(log(Density3PL(responses.x(_, j_), responses.theta, items.a(j_), items.b(j_), c)))
+ log(dnorm(c, priors.c_alpha, priors.c_beta));
}
/// Draw starting from prior
double StartingValue() {
return myrng.rbeta(priors.c_alpha, priors.c_beta);
}
/// Save back to global location
void Save(double new_value) {
items.c(j_) = new_value;
}
/// Return value from global location.
double Value() {
return items.c(j_);
}
private:
int j_;
};
/*
/// GPC a parameter
class AGPCParameter : public Parameter<double> {
public:
/// Default constructors that call base constructors. (REQUIRED)
AGPCParameter() : Parameter<double>() {}
AGPCParameter(bool track, string name, int j, int category) : Parameter<double>(track, name), j_(j) {}
double LogDensity(double a) {
return sum(log(DensityGPC(responses.x(_, j_), responses.theta, a, items.b(j_), items.d(j_,_), items.num_categories(j_))))
+ log(dlnorm(a, priors.aGPC_mu, priors.aGPC_sigma));
}
/// Draw starting from prior
double StartingValue() {
return myrng.rlnorm(priors.aGPC_mu, priors.aGPC_sigma);
}
/// Save back to global location
void Save(double new_value) {
items.a(j_) = new_value;
}
/// Return value from global location.
double Value() {
return items.a(j_);
}
private:
int j_;
};
/// GPC b parameter
class BGPCParameter : public Parameter<double> {
public:
/// Default constructors that call base constructors. (REQUIRED)
B2PLParameter() : Parameter<double>() {}
B2PLParameter(bool track, string name, int j) : Parameter<double>(track, name), j_(j) {}
double LogDensity(double b) {
return sum(log(DensityGPC(responses.x(_, j_), responses.theta, items.a(j_), b, items.d(j_,_), items.num_categories(j_))))
+ log(dnorm(b, priors.bGPC_mu, priors.bGPC_sigma));
}
/// Draw starting from prior
double StartingValue() {
return myrng.rnorm(priors.bGPC_mu, priors.bGPC_sigma);
}
/// Save back to global location
void Save(double new_value) {
items.b(j_) = new_value;
}
/// Return value from global location.
double Value() {
return items.b(j_);
}
private:
int j_;
};
/// GPC d parameter
class DGPCParameter : public Parameter<double> {
public:
/// Default constructors that call base constructors. (REQUIRED)
DGPCParameter() : Parameter<double>() {}
DGPCParameter(bool track, string name, int j, int d_index) : Parameter<double>(track, name), j_(j) d_index_(d_index) {}
double LogDensity(double d) {
matrix d_new = items.d(j_,_);
d_new(d_index_) = d
return sum(log(DensityGPC(responses.x(_, j_), responses.theta, items.a(j_), items.b(j_), d_new, items.num_categories(j_))))
+ log(dnorm(d, priors.dGPC_mu, priors.dGPC_sigma));
}
/// Draw starting from prior
/// TODO: ordering?
double StartingValue() {
return myrng.rnorm(priors.dGPC_mu, priors.dGPC_sigma);
}
/// Save back to global location
void Save(double new_value) {
items.d(j_, d_index_) = new_value;
}
/// Return value from global location.
double Value() {
return items.d(j_, d_index_);
}
private:
int j_;
int d_index_;
};
*/
class AbilityParameter : public Parameter<double> {
public:
/// Default constructors that call base constructors. (REQUIRED)
AbilityParameter() : Parameter<double>() {}
AbilityParameter(bool track, string name, int i) : Parameter<double>(track, name), i_(i) {}
double LogDensity(double theta) {
double ldens = 0;
for(int j = 0; j < items.num_items; ++j) {
if(items.type(j) == TYPE_2PL) {
ldens += log(Density2PL(responses.x(i_, j), theta, items.a(j), items.b(j)));
} else {
ldens += log(Density3PL(responses.x(i_, j), theta, items.a(j), items.b(j), items.c(j)));
}
}
ldens += log(dnorm(theta, priors.mu_mu, priors.mu_sigma));
return ldens;
}
/// Draw starting from prior
double StartingValue() {
return myrng.rnorm(priors.mu_mu, priors.mu_sigma);
}
/// Save back to global location
void Save(double new_value) {
responses.theta(i_) = new_value;
}
/// Return value from global location.
double Value() {
return responses.theta(i_);
}
private:
int i_;
};
/* Maximum likelihood estimates for theta functor.
*/
class DensityTheta {
public:
DensityTheta(int i, int pv) : i_(i), pv_(pv) {}
// Density
double operator()(double theta) const {
double ldens = 0;
for(int j = 0; j < items.num_items; ++j) {
if(responses.x(i_, j) != MISSING) {
if(items.type(j) == TYPE_2PL) {
ldens += log(Density2PL(responses.x(i_, j), theta, results.a_pv(j,pv_), results.b_pv(j,pv_)));
} else {
ldens += log(Density3PL(responses.x(i_, j), theta, results.a_pv(j,pv_), results.b_pv(j,pv_), results.c_pv(j,pv_)));
}
}
}
// Return negative log density so as to minimize.
return -ldens;
}
private:
int i_;
int pv_;
};
void MLETheta() {
// Load raw response data without imputed
cout << endl << "Calculating MLE ability estimates..." << endl;
boost::progress_display show_progress(responses.num_responses);
matrix response_data(mcmc_options.response_file.c_str());
responses.x = response_data(0, 3, response_data.rows() - 1, response_data.cols() - 1);
responses.theta = response_data(_, 2);
matrix theta(5, 1, false);
matrix theta_se(5, 1, false);
double I;
for(int i = 0; i < responses.num_responses; ++i) {
if(approx_equal(responses.theta(i), MISSING)) {
// Propagate parameter uncertainity using Rubin (1987) formula.
double item_count = 0;
for(int j = 0; j < items.num_items; ++j) {
if(responses.x(i, j) != MISSING) {
item_count++;
}
}
for(int pv = 0; pv < 5; ++pv) {
DensityTheta f(i, pv);
// Note: Gridded olden section search to deal with multi modes.
theta(pv) = GoldenSectionSearch<DensityTheta>(f, -5, 5, 0.001);
// Standard errors based on inverse information matrix, calculated using Hessian.
I = SecondDerivative<DensityTheta>(f, theta(pv), 0.00001) / item_count;
theta_se(pv) = sqrt((1/I) * (1/item_count));
}
results.theta_mle(i) = mean(theta);
// See Rubin (1987)
matrix e = theta - mean(theta);
results.theta_mle_se(i) = sqrt(mean(theta_se % theta_se) + 1.2 * (1/4) * sum(e % e));
++show_progress;
} else {
results.theta_mle(i) = responses.theta(i);
results.theta_mle_se(i) = 0;
}
}
}
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