%\VignetteIndexEntry{Global Test (deprecated version 4)}
%\VignetteDepends{globaltest, vsn, hu6800.db, golubEsets, KEGG.db, multtest}
%\VignetteKeywords{Expression Analysis}
%\VignettePackage{globaltest}

\documentclass[a4paper]{article}
\usepackage{natbib}
\bibliographystyle{apalike}

\newcommand{\Robject}[1]{{\texttt{#1}}}
\newcommand{\Rfunction}[1]{{\texttt{#1}}}
\newcommand{\Rpackage}[1]{{\textit{#1}}}
\newcommand{\Rclass}[1]{{\textit{#1}}}
\newcommand{\Rfunarg}[1]{{\textit{#1}}}

\title{Testing association of a pathway with a clinical variable}

\author{Jelle Goeman \and Jan Oosting}

\date{Package \Rpackage{globaltest}}

\begin{document}

\maketitle \tableofcontents \newpage

\section*{Deprecated version}

This vignette describes version 4 of the \Rpackage{globaltest} package. As the package has been completely rewritten, as of version 4.99.0 of \Rpackage{globaltest} this vignette and the functions described in it have been deprecated. Please switch to the new implementation based on the \Rfunction{gt} function. The functions described in this vignette will be removed from the package in a later version.

Use of the deprecated \Rfunction{globaltest} will result in a warning. To suppress this warning, use
<<library,echo=FALSE>>=
library(globaltest)
@
<<deprecated>>=
gt.options(warn.deprecated=FALSE)
@


\newpage

\section*{Important Note}

As of version 4.0.0 the method for calculating the asymptotic p-value
has much improved. To use gamma approximation results of earlier versions
(and of the Bioinformatics paper add the option \Robject{method = "gamma"} to the
\Rfunction{globaltest} function (not recommended). See section \ref{method}
for more details.



\section{Introduction}

This document shows the functionality of the R-package
\Rpackage{globaltest}. The main function tests whether a given group
of genes is significantly associated with a response. The
explanation here focuses on practical use of the test. To understand
the idea and the mathematics behind the test, and for more details
on how to interpret a test result, we refer to the following papers
(see page \pageref{references} for full references).
\begin{itemize}
  \item \cite{Goeman2004} introduces the principle of global
  testing in microarray data analysis.
  \item \cite{Goeman2005} extends the approach to a survival time
  response and explains how to deal with covariates.
  \item \cite{Goeman2006} derives the mathematical properties of
  the test and proves its optimality under some conditions.
\end{itemize}

In recent years there has been a shift in focus from studying
the effects of single genes to studying effects of multiple
functionally related genes. Most of the current methods for studying
pathways involve looking at increased proportions of differentially
expressed genes in pathways of interest. These methods do not
identify pathways where many genes have altered their expression in
a small way. The globaltest was designed to address this issue.

The globaltest method is based on a prediction model for predicting
a response variable from the gene expression measurements of a set
of genes. The null hypothesis to be tested is that expression
profile of the genes in the gene set is not associated with the
response variable. A significant test result has three equivalent
interpretations \citep[see][for more details]{Goeman2004, Goeman2005}.
\begin{itemize}
\item If the test is significant, part of the variance of the
response variable can be predicted from the gene expression
measurements of the gene set.
\item If the test is significant, the genes in the gene set are, on
average, more associated with the response variable than would be expected
under the null hypothesis. These associations may be both positive
(upregulation) and negative (downregulation). Typically, a
significant pathway is a mix op positively and negatively associated
genes.
\item If the test is significant, samples with similar values of the
response variable tend to have relatively similar expression
profiles over the genes in the gene set. Therefore, in an
unsupervised cluster analysis, samples with the same value of the
response variable have a tendency to turn up in the same clusters.
\end{itemize}

By grouping together genes before testing usually the number of
tests will decrease and the severity of the correction for multiple
testing will decrease. Genes can be grouped together into genesets
in any meaningful way, for example based in function (KEGG, GO) or
location (chromosome, cytoband). However, the choice of the gene
sets may not be based in any way on the response variable that is
used for testing.

\section{Preparation}

In the examples that follow we use two data sets. Both use the
dataformat use BioConductor \Rclass{ExpressionSet} input, which is the
standard format for storing gene expression data in BioConductor.
The \Rclass{ExpressionSet} is the preferred input format for data in
\Rpackage{globaletest}, but simple vector/matrix input is also
possible. See \Robject{help(globaltest)}.

<<options, echo=FALSE>>=
options(continue = "  ")
@

\subsection{Leukemia Data}

The first data set is the famous Leukemia data set by \cite{Golub1999},
that is available from the \Rpackage{golubEsets} package on
BioConductor. We load the data and normalize them using
\Rpackage{vsn}. We reduce the data set in size in order to
speed up the computations in this Vignette.

<<getGolubData, results=hide>>=
library(golubEsets)
library(vsn)
data(Golub_Merge)
Golub<-Golub_Merge[,1:34]
exprs(Golub)<-exprs(vsn2(Golub_Merge[,1:34]))
@

This gives us a data set \Robject{Golub}, which is of the format
\Rclass{ExpressionSet}. It has 7,129 genes for 34 samples on Affymetrix
hu6800 chips. We use \Rpackage{vsn} to normalize the data here, but
any other normalization method may be used instead. Several
phenotype variables are available with \Robject{Golub}, among them
``ALL.AML'', the clinical variable that interests us, which
separates the samples into Acute Lymphoblastic Leukemia and Acute
Myelogenous Leukemia samples.

\subsection{Breast Cancer Data}

The second data set is a breast cancer data set from the Dutch
Cancer Institute \citep{Vijver2002}, which we have have
included (by kind permission from the authors) in the
\Rpackage{globaltest} package. To keep the package small we have
reduced the data set to only 230 probes (those probes annotated to
64 pathways (all related to cell cycle) contained in our example
annotation \Robject{annotation.vandeVijver}) and only 100 random
patients.

<<getNKIData, results=hide>>=
library(globaltest)
data(vandeVijver)
@

This loads another \Rclass{ExpressionSet}, called \Robject{vandeVijver},
which contains the data. The chip was done with Rosetta technology
and the data are already normalized by Rosetta. The response of
primary interest is the survival time, coded in variables
``TIMEsurvival'' (the survival time) and ``EVENTdeath'' (which
indicates whether the observed time indicates a death or a
censoring).

\subsection{Annotation} \label{annotation}

To be able to use \Rpackage{globaltest} one must provide annotation
to link the gene sets to be tested to the genes in the data.

The easiest way to do this is to use the metadata packages provided
in BioConductor. These are provided for most commercially available
chips and for many organisms. For example, to get GO and KEGG
annotation for the Leukemia data set, we use the \Rpackage{hu6800.db}
package.

<<loadKEGGandGO>>=
library(hu6800.db)
kegg <- as.list(hu6800PATH2PROBE)
go <- as.list(hu6800GO2ALLPROBES)
@

This creates a list \Robject{kegg} of \Sexpr{length(kegg)} pathways
and a list \Robject{go} of \Sexpr{length(go)} pathways. Each pathway
in these lists is a vector of gene names.

In GO, it is sometimes wise to only consider annotations which were
curated by experts and to exclude those inferred by electronic
annotation (IEA). Excluding the electronic and unspecified
GO-annotations can be done with

<<cleanGO>>=
go <- lapply(go, function(x) x[!is.na(names(x)) & (names(x) != "IEA")])
@

We can now retrieve the Cell Cycle genes according to these two annotations.

<<makeCellcycle>>=
GO.cellcycle <- go[["GO:0007049"]]
KEGG.cellcycle <- kegg[["04110"]]
@

The vectors \Robject{KEGG.cellcycle} (\Sexpr{length(KEGG.cellcycle)}
probes) and \Robject{GO.cellcycle} (\Sexpr{length(GO.cellcycle)}
probes) contain the probes on the hu6800 chip that are annotated to
the Cell Cycle pathway.

There is no metaData package for the Rosetta chips used in the
Breast Cancer Data. Some annotation has been included in the
\Rpackage{globaltest} package (see
\Robject{help(annotation.vandeVijver)}), but we will not use it in
this vignette. See the help files.


\section{The Global Test}

This section explains the options of the \Rfunction{globaltest}
function, which is the main function of the package.

\subsection{Testing a single pathway}

Suppose we are interested in testing whether AML and ALL patients
have different overall gene expression profiles. We can test this by saying

<<all>>=
gt.all <- globaltest(Golub, "ALL.AML")
@

The first input \Rfunarg{X} should be the object with the expression
data (here the \Rclass{ExpressionSet} object), the second input
\Rfunarg{Y} should give the response variable. Because the call
above provides an \Rclass{ExpressionSet} for \Rfunarg{X}, we only need to
specify the name of the repsonse variable in \Rfunarg{Y}.
Alternatively, the user can provide the whole vector in \Rfunarg{Y}.
In that case \Rfunarg{X} only needs to provide the matrix of gene
expression measurements (but is may still be an \Rclass{ExpressionSet}).

The third function argument should be the gene set(s) to be tested.
The default is to test the gene set of all genes on the chip.

The test result is stored in a \Rclass{gt.result} object, which also
contains all the information needed to draw the diagnostic plots. Many methods
offer access to the information contained in the gt.result. Type
\Robject{help(gt.result)} for an overview.

<<all.display>>=
gt.all
@

This gives a summary of the test and its result. The model was
``logistic'' because the response \Robject{ALL.AML} is two-valued.
The p-value was calculated using the asymptotic distribution (see
section \ref{method} for details). The bottom part is the test
result. The gene set of all genes has 7,129 genes, which were all
included in the test. Then it gives the test statistic $Q$, its
expectation and standard deviation under the null hypothesis, and
finally the p-value.

From this we conclude that there is ample evidence that the overall
gene expression profile for all 7,129 genes is associated with the
response. This means that samples with the same AML/ALL status tend
to have similar expression profiles. It also means that the
expression profile of a non-negligible proportion of the 7,129 genes
is differentially expressed between AML and ALL patients. And it
also means that there is potential for prediction of ALL/AML status
from the gene expression profile over all 7,129 genes.

In cases such as this one, in which the overall expression pattern
is (highly) associated with the response variable, we can expect
many pathways (especially the larger ones) also to be associated
with the response variable. See section \ref{comp.p} for a way to
deal with this situation.

To test a specific pathway, provide it as the third argument
\Rfunarg{genesets} to \Rfunction{globaltest}.

<<cellcycle>>=
globaltest(Golub, "ALL.AML", GO.cellcycle)
@

Just as with the gene set of all genes, we conclude from the test
result that the expression profile of the cell cycle pathway (as
defined by GO) is notably different between AML and ALL samples.
Patients with AML tend to be more similar to other AML patients than
to ALL patients, with respect to their cell cycle expression profile
(and vice versa).

Note that in the test result for the cell cycle pathway there is a
difference between the values of ``Genes'' and ``Tested''. ``Genes''
just gives the length of the input vector that defined the gene set,
while ``Tested'' gives the number of unique probe ids that can be
matched to probe ids in the gene expression matrix. The vector
\Robject{GO.cellcycle} is of length \Sexpr{length(GO.cellcycle)},
but only contains \Sexpr{length(unique(GO.cellcycle))} unique probe
ids. Duplicate probe ids are automatically found and left out by
\Rfunction{globaltest}.


\subsection{Multiple Global Testing}

It is possible to test many pathways at once by providing a
\Rclass{list} of pathways. For example:

<<twocellcycle>>=
cellcycle <- list(go = GO.cellcycle, kegg = KEGG.cellcycle)
globaltest(Golub, "ALL.AML", cellcycle)
@

We have already made lists of all KEGG and GO pathways in the
Section \ref{annotation}, and stored them as \Robject{kegg} and
\Robject{go}. To test all KEGG pathways we say:

<<kegg>>=
gt.kegg <- globaltest(Golub, "ALL.AML", kegg)
@

We will not display the whole result \Robject{gt.kegg}, but we can
display part of it. To get the cell cycle result (KEGG 04110), or to
get the first ten results, we can say

<<kegg.display, eval=FALSE>>=
gt.kegg["04110"]
gt.kegg[1:10]
@

We might also want to sort the pathways by their p-value, and show only
the top five. This can be done as follows

<<sort.by.p>>=
sorted <- sort(gt.kegg)
top5 <- sorted[1:5]
top5
@

To make this list more readable, the pathway numbers can be replaced
by the pathway names. For this we need the \Rpackage{KEGG.db} package,
which contains the necessary information.

<<kegg.numbers.to.names>>=
library(KEGG.db)
names(top5) <- as.list(KEGGPATHID2NAME)[names(top5)]
top5
@

There are some other functions to extract useful information from a
\Rclass{gt.result} object. See also \Robject{help(gt.result)}. The
most important are:

<<useful>>=
p.value(top5)
names(top5)
result(top5)
length(top5)
@

When testing more than one pathway, it is important to correct for
multiple testing. The function \Rfunction{multtest} calculates
multiplicity-adjusted p-values.

<<multtest>>=
sorted <- gt.multtest(sorted, "FWER")
sorted[1:5]
@

The second option \Rfunarg{proc} takes values \Rfunarg{FWER} for the
family-wise error rate (Holm's method), and \Rfunarg{FDR} for the
false dicovery rate (Benjamini and Hochberg). Be careful not to
apply the \Rfunction{gt.multtest} function on a collection of
pathways selected on their p-values. For more sophisticated multiple
testing adjustments, see the \Rpackage{multtest} package, and
Section \ref{gtGO}.



\subsection{Different types of response variable}

The Global Test allows four different types of response variables to
be tested. We give examples of each below. The statistical model
that \Rfunction{globaltest} uses is usually determined from the
input of the response variable, but the automatic choice can be
overridden using the function argument \Rfunarg{model}.

\paragraph{Two-valued response} This is the most common type of
response variable in microarray data analysis. If the response
variable takes only two values, \Rfunction{globaltest} automatically
chooses the logistic regression model. See the examples in the
previous two sections.

A multi-valued response can be transformed to a two-valued response
with the option \Rfunarg{levels}. See Multi-valued Response, below.

\paragraph{Multi-valued response} If the response is a
\Rclass{factor} which takes more than two values,
\Rfunction{globaltest} automatically chooses a multinomial logistic
regression model. For example, in the Leukemia data, we might want
to know whether the overall expression profile depends on the center
the samples came from (coded as \Robject{Source}) in
\Robject{Golub}. We can test this with

<<golub_Source>>=
globaltest(Golub, "Source")
@

It might have been expected that the expression profiles are
different for different centers, as many centers provided only ALL
or only AML samples. We can compare the samples from only the
centers CALGB and CCG (which both provided only AML samples) using
the option \Rfunarg{levels}:

<<golub_Source_2levels>>=
globaltest(Golub, "Source", levels = c("CALGB", "CCG"))
@

For a more sophisticated way of correcting for confounders (such as
\Robject{ALL.AML} in this case), see Section \ref{confounders}.

If only one level is given in \Rfunarg{levels}, that outcome
category is tested against the other categories combined.

<<golub_Source_1level>>=
globaltest(Golub, "Source", levels = "St-Jude")
@

Note that if a multi-valued response is not explicitly coded as
\Rclass{factor}, globaltest will see it as continuous. The easiest
way to let globaltest know that the response should not be treated
as continuous is to make it a factor. This can be done with

<<golub_Source_factor, eval=FALSE>>=
globaltest(Golub, "factor(Source)")
@

This is especially relevant for time series, as the time points in a
time series should usually be tested with a multinomial model, but
they are not usually coded as \Rclass{factor}.

\paragraph{Continuous response} If the response is continuous,
\Rfunction{globaltest} uses a linear model. For example, in the
Leukemia data, the percentage of blast cells was measured for the 15
AML samples from CALGB. To test whether this percentage is reflected
in the overall expression profile, we can say:

<<golub_pctBlasts>>=
calgb <- pData(Golub)["Source"] == "CALGB"
globaltest(Golub[,calgb], "pctBlasts")
@

\paragraph{Survival as response} The primary response in the Breast Cancer
Data set is survival of patients. Survival time should be coded as a
time for each patient (which is the last observation time for that
patient) plus an \emph{event indicator}, a dummy that indicates
whether the patient died (had an event) at that point or was still
alive (censored) at the last observation time.

<<vandeVijver_survival>>=
library(survival)
globaltest(vandeVijver, "Surv(TIMEsurvival, EVENTdeath)")
@

By convention, the event indicator takes a 1 if the patient died,
and zero otherwise. If the event indicator is coded differently, the
value that indicates an event should be explicitly given. The
following alternative calls give the same output as the above:

<<vandeVijver_survival_alternatives, eval=FALSE>>=
globaltest(vandeVijver, "Surv(TIMEsurvival, EVENTdeath == 1)")
globaltest(vandeVijver, "TIMEsurvival", d = "EVENTdeath")
globaltest(vandeVijver, "TIMEsurvival", d = "EVENTdeath", event = 1)
@


\subsection{Different methods for calculating the p-value}
\label{method}

The global test can calculate the p-value using different methods.
The most important ones being permutations and the asymptotic
distribution. The method to be used can be specified using the
option \Rfunarg{method}.

\paragraph{Asymptotic method} This method calculates the p-value
based on the asymptotic distribution. This is the recommended method
for large sample sizes. It can be slightly conservative for small
samples. This new asymptotic method supersedes the Gamma approximation
described in \cite{Goeman2004}.

For survival as response this uses the normal distribution as
described in \cite{Goeman2005}.

For continuous, two-valued and multi-valued response the asymptotic
method uses numerical methods of \cite{Box1954} and \cite{Kotz1967}
for calculating the distribution of non-chi-squared
distributed quadratic forms. The calculation of the p-values
involves a step that smoothes away very small eigenvalues. An extra
function argument \Rfunarg{accuracy} can be given when calling
globaltest to control the degree of smoothing. Low values of
\Rfunarg{accuracy} speed up the calculations but may result in
somewhat conservative p-values. High values of \Rfunarg{accuracy}
result in slow calculations but accurate p-values. At the default
value \Rfunarg{accuracy = 50} the conservativeness of the p-value is
less than 0.1\%. P-values below $10^{-12}$ are numerically
inaccurate for the asymptotic method and are reported as zero.

\paragraph{Exact permutation method} If the number of possible
permutations of the response values of the samples is small, it is
possible to list all permutations and calculate an exact permutation
based p-value.

\paragraph{Random permutation method} If the number of possible
permutations of the response values of the samples is large, one can
take a random sample from all possible permutations. This gives an
approximate permutation based p-value. This permutation p-value is
not so accurate in the lower range as it is always a multiple of one
over the number of permutations used. It also has some sampling
variation, so that two calls to \Rfunction{globaltest} using this
method will usually not give exactly the same p-values.

\paragraph{Gamma method} This method uses the gamma distribution
(also referred to as \emph{scaled chi-squared}) as an approximation
to the asymptotic distribution. This has the advantage that it is slightly
quicker to calculate and that it is less conservative for small
sample sizes. A drawback is that it can be
anti-conservative, especially for large gene sets. This is the distribution
that was used in \cite{Goeman2004}. We recommend using the new asymptotic
method instead. See above. There is no gamma
approximation if the response variable is a survival time.


\paragraph{} The user chooses the
method by specifying the arguments \Rfunarg{method} and
\Rfunarg{nperm}. The default \Robject{method = "auto"} is to use the
exact permutation method if the number of possible permutations is
less than the option \Rfunarg{nperm} (default 10,000) and to use the
asymptotic method otherwise. The threshold of 10,000 permutations is
reached around 17 samples for a two-valued response and at 8 samples
for a continuous or survival response. A second option is
\Robject{method = "permutation"}, which also chooses the exact
permutation method if the number of possible permutations is less
than \Rfunarg{nperm} (or 10,000), but uses \Rfunarg{nperm} random
permutations otherwise. Alternatively, \Robject{method =
"asymptotic"} and \Robject{method = "gamma"} always use the
asymptotic and gamma methods, respectively. Prior to version 4.0.0
the default method was \Robject{method = "gamma"}.

An example using the permutations method:

<<method>>=
globaltest(Golub, "ALL.AML", GO.cellcycle, method = "p", nperm = 1000)
@

Note that the different methods also have different ways of
calculating the mean and standard deviation of the test statistic
$Q$.

There is also a function called \Rfunction{permutations}, which
recalculates the p-value using the permutation method, and which can
also be used to later increase the number of permutations.

<<permutations>>=
gt <- globaltest(Golub, "ALL.AML", GO.cellcycle)
permutations(gt, nperm = 2000)
@

All permutation test statistics are stored in the \Rclass{gt.result}
object for later use (for example in the function \Rfunction{hist},
see below). Using the permutation method on many
pathways may therefore lead to memory problems.


\subsection{Adjusting for the presence of covariates} \label{confounders}

It is also possible to adjust the globaltest for confounders or for
known risk factors. For example in the Leukemia Data we may be
concerned about a possible disturbance due to that the fact that
some samples were taken from peripheral blood while others were
taken from bone marrow. We can correct for this by incorporating the
covariate \Robject{BM.PB}, which codes for bone marrow or peripheral
blood, into the null hypothesis.

If covariates are incorporated into the null hypothesis of the
Global Test, it tests whether the gene expression profile has an
independent association with the response that cannot be explained
away by the presence of the confounding covariates. For the
statistical details of the model, see \cite{Goeman2005}.

The three interpretations of the resulting test are now as follows
\begin{itemize}
\item If the test is significant, part of the \emph{residual}
variance of the response variable, \emph{that could not be predicted
from the included covariates}, can be predicted from the gene
expression measurements of the gene set.
\item If the test is significant, the genes in the gene set are, on
average, more associated with the \emph{residual} response variable
than expected under the null hypothesis. These associations may be
both positive (upregulation) and negative (downregulation).
Typically, a significant pathway is a mix of positively and
negatively associated genes. \emph{The associations between the
genes and the response are therefore genuine and cannot be explained
by confounding with the included covariates.}
\item If the test is significant, samples with similar values of the
\emph{residual} response variable tend to have relatively similar
expression profiles over the genes in the gene set.
\end{itemize}

The Global Test will generally lose power if the covariate that is
adjusted for is highly associated with the response variable. The
test may also gain power if the confounding covariate is not
associated with the response, but is a source of variation in the
gene expression data.

The easiest way to adjust for confounders is to use a
\Rclass{formula} object. For example, in the Leukemia Data we can
adjust for the confounder \Robject{BM.PB} with (note the absence of
quotes!)

<<golub_adjust_BM.PB>>=
globaltest(Golub, ALL.AML ~ BM.PB, GO.cellcycle)
@

There is still proof of a large difference in the cell cycle gene
expression profile between AML and ALL patients if we correct for
the difference in the way the samples were obtained.

In the linear, logistic and multinomial models
\Rfunction{globaltest} will also give a percentage of the variance
of the response variable that is lost in the adjustment. This gives
an indication of the amount of variation in the response variable
that the confounder explains and of the power lost in the adjustment
process.

To adjust for more than one covariate or for interaction effects,
one can use all possibilities offered by the \Rclass{formula}
object. See \Robject{help(formula)} for more details. In the Breast
Cancer Data we can test to see if the gene expression profiles have
anything to add to the prediction of survival from the known risk
indicators included in the data: \Robject{NIH}
and \Robject{ESR1} (oestrogen receptor status), and
\Robject{Posnodes} (lymph node status):

<<vijver_adjust_all>>=
globaltest(vandeVijver, Surv(TIMEsurvival, EVENTdeath) ~ NIH + ESR1 + Posnodes)
@

From the result we see that the microarray data do not seem to have any
additional predictive value in this reduced data set. The p-value rose substantially
relative to the unadjusted test, so at least one of these known risk
factors is expected to be a confounder: it is strongly associated
with survival and also with the gene expression data. This latter
statement can be checked by using the covariate as the response

<<vijver_esr1>>=
globaltest(vandeVijver, "ESR1")
@

This shows that \Robject{ESR1} is clearly associated with gene
expression.

The model that was fitted under the null hypothesis of the test can
be retrieved and displayed with the command \Rfunction{fit}.

<<golub_adjust_AML.ALL>>=
gt <- globaltest(vandeVijver, Surv(TIMEsurvival, EVENTdeath) ~ ESR1)
fit(gt)
@

This shows that oestrogen receptor status is also clearly associated
with survival. Try \Robject{summary(fit(gt))} for a more detailed
output.


\section{The Comparative P} \label{comp.p}

In some data sets, such as the two example data sets studied in this
vignette, the Global Test for all genes is very significant. In this
situation we can expect a substantial number of genes to be
associated with the response variable. As a consequence, we can also
expect many gene sets, especially the larger ones, also to be
associated with the response.

A useful diagnostic to see whether a gene set is exceptionally
significant is the ``comparative p'', which can be calculated using
the function \Rfunction{sampling}.

<<sampling>>=
gt <- globaltest(Golub, "ALL.AML", KEGG.cellcycle)
sampled.gt <- sampling(gt)
sampled.gt
@

This gives an extra output column ``Comparative p'', which is the
fraction of random genesets of the same size as the cell cycle
pathway (\Sexpr{length(KEGG.cellcycle)} genes) which have a larger
standardized test statistic than the cell cycle pathway itself.
Pathways of the same size with a larger standardized test statistic
will almost invariably also have a lower p-value. In this case
around \Sexpr{100*round(result(sampled.gt)[,"Comparative p"],2)} \%\
of 1,000 random `pathways' of size \Sexpr{length(KEGG.cellcycle)}
have a larger standardized test statistic than the cell cycle
pathway. This indicates that, although the cell cycle pathway is
clearly differentially expressed between AML and ALL samples (low
p-value), it is not exceptionally significant for a pathway of its
size in this dataset.

Just like the p-value based on random permutations, the comparative
p is a random quantity that has some sampling variation. It is
always a multiple of one over the number of random pathways drawn;
the accuracy can be increased by increasing that number. By default
1,000 random sets are sampled; this number can be changed with the
option \Rfunarg{ndraws}.

The Comparative P is a very useful diagnostic. However, it is not a
p-value in the classical statistical sense, because it is based on
permuting genes, not biological samples. It should always be
interpreted together with the regular p-value.


\section{Diagnostic plots}

There are various types of diagnostic plots available to help the
user interpret the \Rfunction{globaltest} result. The plot
\Rfunction{permutations} can serve as a check whether the sample
size was large enough not to use the permutation version of
\Rfunction{globaltest}. The \Rfunction{geneplot} visualizes the
influence of individual genes on the test result. The three plots
\Rfunction{sampleplot}, \Rfunction{checkerboard} and
\Rfunction{regressionplot} all visualize the influence of individual
samples.


\subsection{Permutations histogram}

The permutations histogram plots the values of the test statistic
$Q$ calculated for permutations of the response in a histogram. The
observed value of $Q$ for the true values of the response is marked
with an arrow.

<<hist, eval=FALSE, echo=TRUE>>=
gt <- globaltest(Golub, "ALL.AML", KEGG.cellcycle, method = "p")
hist(gt)
@

\begin{center}
<<hist-plot, fig=TRUE, echo=FALSE>>=
gt <- globaltest(Golub, "ALL.AML", KEGG.cellcycle, method = "p")
hist(gt)
@
\end{center}

The output can be interpreted as a plot of the distribution of
the test statistic under the null hypothesis that the pathway is
not associated with the clinical variable.


\subsection{Gene Plot}

The second diagnostic plot is the Gene Plot, which can be used to
assess the influence of each gene on the outcome of the test. The
Gene Plot gives a bar and a reference line for each gene tested.
The bar indicates the influence of each gene on the test
statistic.

A reference line for each bar gives the expected height of the bar
under the null hypothesis that the gene is not associated with the
response (except in a survival model, where the expected height is
zero). Marks indicate with how many standard deviations (under the
null hypothesis) the bar exceeds the reference line. Finally the
bars are colored to indicate a positive or a negative association
of the gene with the response.

The geneplot influence bars have two interpretations. In the first
place, each bar is the Global Test statistic for the single gene
pathway containing only that gene. A positive bar that is many
standard deviations above the reference line therefore indicates a
gene that is significantly associated with the clinical variable in
\Rfunarg{Y}. Secondly, the bars indicate the influence of the gene
on the test result of the whole pathway (the test statistic for the
group is the average of the bars for the genes). Removing a gene
with a low influence (relative to the reference line) or a negative
influence from the pathway will generally result in a lower p-value
for the pathway, removing a gene with a large positive influence
will have the opposite effect.

<<geneplot, fig=FALSE>>=
gt <- globaltest(Golub, "ALL.AML", kegg)
geneplot(gt, "00561")
@

The second argument of \Rfunction{geneplot} is the name of the gene
set to be plotted. This can be left out if \Robject{gt} contains
only one gene set. For a large number of genes the plot might become
overcrowded. Use the option \Rfunarg{genesubset} to plot only a
subset of the genes, \Rfunarg{labelsize} to resize the gene labels
or \Rfunarg{drawlabels = FALSE} to remove them. Similarly, the
legend can be suppressed with \Rfunarg{addlegend = FALSE}.
Alternatively, one can store the geneplot as a \Rclass{gt.barplot}
object to retrieve the numbers or to plot (part of) the plot later,
optionally with the option \Rfunarg{plot = FALSE} to suppress
plotting at this point.

<<geneplot_store>>=
myplot <- geneplot(gt, "00561", plot = FALSE)
@

The return of the \Rfunction{geneplot} is an object of type
\Rclass{gt.barplot} containing the numbers and names appearing in
the plot. This allows the user to customize the plot to his or her
liking. For example, to increase interpretability, the probe
identifiers appearing in the plot can be replaced by the gene
symbols in this object and plotted again:

<<geneplot_changenames>>=
names(myplot) <- as.list(hu6800SYMBOL)[names(myplot)]
plot(myplot)
@

It is possible to supply new values for \Rfunarg{genesubset},
\Rfunarg{labelsize}, \Rfunarg{drawlabels} or \Rfunarg{addlegend}
when plotting a \Rclass{gt.barplot} object.

\begin{figure}[!ht]
\caption{Example geneplot}
\centering
<<geneplot_changenames2, fig=TRUE, echo=FALSE>>=
plot(myplot)
@
\end{figure}

The \Rclass{gt.barplot} object also allows one to look at subsets of
a large pathway more closely. The gene plot can for example be
sorted with the largest z-scores first. For example

<<geneplot_sort>>=
mysorted <- sort(myplot)
top5 <- mysorted[1:5]
@

The numbers can be retrieved with the following
functions. \Rfunction{z.score} counts the number of standard
deviations of the influence above the reference line. See
\Robject{help(gt.barplot)} for more details.

<<geneplot_utilities>>=
z.score(top5)
names(top5)
result(top5)
length(top5)
@

The option \Rfunarg{scale} of \Rfunction{geneplot} can be used to
rescale the bars to have unit standard deviation (so that the
z-scores are displayed). Alternatively, this can be done later with
the command \Rfunction{scale}.


\subsection{Sample Plot}

The Sample Plot looks very similar to the Gene Plot. It
visualizes the influence of the individual samples on the test
result. It has a bar and a reference line for each sample tested.
The bar indicates the influence of each sample on the test
statistic, similar to the \Rfunction{geneplot}. The direction of
the bar (upward or downward) indicates evidence against or in
favour of the null hypothesis. If a sample has a positive bar,
its expression profile is relatively similar to that of samples
which have the same value of the clinical variable and relatively
unlike the profile of the samples which have a different value of
the clinical variable. If the bar is negative, it is the other
way around: the sample is more similar in expression profile to
samples with a different clinical variable. A small p-value will
therefore generally coincide with many positive bars. If there
are still tall negative bars, these indicate deviating samples:
removing a sample with a negative bar would result in a lower
p-value.

If the null hypothesis is true the expected influence is zero.
Marks on the bars indicate the standard deviation of the
influence of the sample under the null hypothesis. Finally the
bars are coloured to distinguish the samples. In a logistic model
the colours differentiate between the original groups, in an
unadjusted linear model they differentiate the values above the
mean from the values below the mean of $Y$. In an adjusted linear
or the survival model they distinguish positive from negative
residuals after fitting the null model.

<<sampleplot>>=
gt <- globaltest(Golub, "ALL.AML", KEGG.cellcycle)
sampleplot(gt)
@

The \Rfunction{sampleplot} result can be stored in a
\Rclass{gt.barplot} object just as with \Rfunction{geneplot}. The
function arguments and the handling of the \Rclass{gt.barplot}
object are the same as for ``geneplot'' above. One important
difference is that the option \Rfunarg{scale} defaults to
\Robject{TRUE} in \Rfunction{sampleplot}.

\begin{figure}[!ht]
\caption{Example sampleplot}
\centering
<<sampleplot-plot,fig=TRUE,echo=FALSE>>=
sampleplot(gt)
@
\end{figure}

\subsection{Other plots}

The checkerboard and regression plots are two alternative plots to
assess the influence of each of the samples on the test result.

\paragraph{Checkerboard plot}
The checkerboard plot visualizes the similarity between samples. It
makes a square figure with the samples both on the X and on the
Y-axis, so that it has all comparisons between the samples. Samples
which are relatively similar are coded white and samples which are
relatively dissimilar are coded black.

For easier interpretation the samples are sorted by their response
value. If the test was (very) significant and the response has two
values, a typical block-like structure will appear. If the response
was continuous and the test is significant, the black squares will
tend to stick together around the corners. By looking at these
patterns some things can be learned about the structure of the data.
For example, by looking at samples which deviate from the main
pattern, outlying samples can be detected.

<<checkerboard>>=
gt <- globaltest(Golub, "ALL.AML", kegg)
checkerboard(gt.kegg, "04110")
@

The function \Rfunction{checkerboard} also has options
\Rfunarg{labelsize} and \Rfunarg{drawlabels}. It returns a legend
to link the numbers appearing in the plot if \Rfunarg{drawlabels =
FALSE} to the sample names.

\begin{figure}[!ht]
\caption{Example checkerboard plot}
\centering
<<checkerboard-plot, fig=TRUE, echo=FALSE>>=
checkerboard(gt, "04110")
@
\end{figure}


\paragraph{Regression Plot}
The regression plot plots all pairs of samples, just like the
checkerboard plot, but now showing the covariance between their
response values on the X-axis and the covariance between their gene
expression patterns on the Y-axis. The comparisons of each sample
with itself have been excluded.

The test statistic of the Global Test can be seen as a
regression-coefficient for this plot, so it is visualized by
drawing a least squares regression line. If this regression line
is steep, the test statistic has a large value (and is possibly
significant).

The influence of specific samples can be assessed by drawing a
second regression line through only those points in the plot, which
are comparisons involving the sample of interest. For example if we
are interested the sample with sample name \Robject{"1"}, we take
the points corresponding to the pairs (1,2) up to (1,34). If the
regression line drawn through only these points deviates much from
the general line, the sample deviates from the general pattern. This
is especially the case if this line has a negative slope, which
means that the sample is more similar (in its gene expression
pattern) to the samples with a different response than to samples
with a similar response.

If we want to test sample \Robject{"1"}, we say:

<<regressionplot>>=
gt <- globaltest(Golub, "ALL.AML", kegg)
regressionplot(gt, "04110", sampleid = "39")
@

We can also use this plot for a group of samples, saying for
example:

<<regressionplot2>>=
regressionplot(gt, "04110", sampleid = c("39","40"))
@

\begin{figure}[!ht]
\caption{Example regressionplot}
\centering
<<regressionplot-plot, fig=TRUE, echo=FALSE>>=
regressionplot(gt, "04110", "39")
@
\end{figure}

\section{Session Information}

The version number of R and packages loaded for generating the vignette were:

<<echo=FALSE,results=tex>>=
toLatex(sessionInfo())
@

\addcontentsline{toc}{section}{References} \label{references}
\bibliography{GlobalTest}




\end{document}
