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pdfauthor={David Clayton},
pdftitle={PCA-snpMatrix Vignette}]
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\title{PCA vignette\\Principal components analysis with snpMatrix}
\author{David Clayton}
\date{\today}

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\begin{document}
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%\VignetteIndexEntry{Principal components analysis}
%\VignettePackage{snpMatrix}

\maketitle

Principal components analysis has been widely used in population
genetics in order to study population structure in genetically
heterogeneous populations. More recently, it has been proposed as a
method for dealing with the problem of confounding by population
structure in genome-wide association studies.
\section*{The maths}
Usually, principal components analysis is carried out by calculating
the eigenvalues and eigenvectors of the correlation matrix. With $N$
cases and $P$ variables, if we write $X$ for the $N\times P$ matrix
which has been standardised so that columns have zero mean and unit
standard deviation, we find the eigenvalues and eigenvectors of
the $P\times P$ matrix $X\tr.X$, The first eigenvector gives the
loadings of each variable in the first principal component, the second
eigenvector gives the loadings in the second component, and so
on. Write the first $C$ component loadings as columns of the $P\times
C$ matrix $B$. Then, to
calculate the principal component scores for subjects, $S$,
we would simply apply
the factor loadings to the original data, {\it i.e.\,}  $S = X.B$.

This standard method is rarely feasible for genome-wide data since $P$
is very large indeed and calculating the eigenvectors of $X\tr.X$
becomes impossibly onerous. However, the calculations can also be
carried out by calculating the eigenvalues and eigenvectors of the
$N\times N$ matrix $X.X\tr$. Then the eigenvectors give the principal
component scores, $S$, and the loadings are calculated by
$B = X\tr.S.D^{-1/2}$, where $D$ is  a $C\times C$ diagonal matrix
containing the first $C$ eigenvalues.  Using this method of
calculation, it is only (!) necessary to find the eigenvalues and eigenvectors
of an $N\times N$ matrix. Current microarray-based genotyping studies
are such that $N$ is typically a few thousands and $P$ is a few tens of thousands.

\section*{An example}

In this exercise, we shall calculate principal component loadings in
controls alone and then apply these loading to the whole data. This is
more complicated than the simpler procedure of calculating principal
components in the entire dataset but avoids component loadings which
unduly reflect case/control differences; using such components to
correct for population structure would seriously reduce the power to
detect association since one would, to some extent, be ``correcting''
for case/control differences\footnote{An alternative approach is to
  standardise the $X$ matrix so that each column has zero mean in
  both cases and controls. This can be achieved by using the {\tt
    strata} argument in the call to {\tt xxt}. Here, however, we have
  used controls only since this reduces the size of the matrix for
  the eigenvalue and vector calculations.
}. We will also ``thin'' the data by taking
only every tenth SNP. We do this mainly to reduce computation time but
thinning is often employed to minimize the impact of linkage
disequilibrium (LD), to reduce the risk that the larger
components may simply reflect unusually long stretches of LD rather
than population structure. Of course, this would require a more
sophisticated approach to thinning than that used in this demonstration.

In a more sophisticated approach, one might use the output of
{\tt snp.imputation} to eliminate all but one of a groups of SNPs in strong LD
for thinning.

We shall use the data introduced in the main vignette. We shall first
load the data and extract the controls.
<<get-data>>=
require(snpMatrix)
data(for.exercise)
controls <- rownames(subject.support)[subject.support$cc==0]
use <- seq(1, ncol(snps.10), 10)
ctl.10 <- snps.10[controls,use]
@
The next step is to standardize the data to zero mean and unit
standard deviation and to calculate the $X.X\tr$ matrix. These
operations are carried out using the function {\tt xxt}.
<<xxt-matrix>>=
xxmat <- xxt(ctl.10, correct.for.missing=FALSE)
@
The argument {\tt correct.for.missing=FALSE} selects a very simple
missing data treatment, {\it i.e.\,} replacing missing values by their
mean. This is quite adequate when the proportion of missing data is
low. The default method is more sophisticated but introduces
complications later so we will keep it simple.

When performing a genome-wide analysis, it will usually be the case
that all the data cannot be stored
in a single {\tt snp.matrix} object. Usually they will
be organized with one matrix for each chromosome. In these cases, it
is straightforward to write a script which carries out the above
calculations for each chromosome in turn, saving the resultant matrix
to disk each time. When all chromosomes have been processed, the
$X.X\tr$ matrices are read and added together.

The next step of the calculations requires us to calculate the
eigenvalues and eigenvectors of the $X.X\tr$ matrix. This can be
carried out using a standard R function. We will save the first five
components.
<<eigen>>=
evv <- eigen(xxmat, symmetric=TRUE)
pcs <- evv$vectors[,1:5]
evals <- evv$values[1:5]
evals
@
The first principal component has a markedly larger eigenvalue and we
might hope that this reflects population structure. In fact these data
were drawn from two very different populations, as indicated by the
{\tt stratum} variable in the subject support frame. The next set of
commands extract this variable for the controls and plot box plots
for the first two components by stratum.
<<pc-one,fig=TRUE>>=
pop <- subject.support[controls,"stratum"]
par(mfrow=c(1,2))
boxplot(pcs[,1]~pop)
boxplot(pcs[,2]~pop)
@
Clearly the first component has captured the difference between the
populations. Equally clearly, the second principal component has not.

The next step in the calculation is to obtain the SNP loadings in the
components. This requires calculation of $B = X\tr.S.D^{-1/2}$. Here
we calculate the transpose of this matrix, $B\tr = D^{-1/2}S\tr.X$,
using the special function {\tt snp.pre.multiply} which pre-multiplies a {\tt
  snp.matrix} object by a matrix after first standardizing it to zero
mean and unit standard deviation.
<<pre-multiply>>=
btr <- snp.pre.multiply(ctl.10, diag(1/sqrt(evals)) %*% t(pcs))
@
We can now apply these loadings back to the entire dataset (cases as
well as controls) to derive scores that we can use to correct for
population structure. To do that we use the function {\tt snp.post.multiply}
which post-multiplies a {\tt snp.matrix} by a general matrix, after first
standardizing the columns of the {\tt snp.matrix}
to zero mean and unit standard deviation. Note that it
is first necessary to select out those SNPs that we have actually used
in the calculation of components.
<<post-multiply>>=
pcs <- snp.post.multiply(snps.10[,use], t(btr))
@

Finally we shall evaluate how successful the first principal component
is in correcting for population structure effects.
({\tt snp.rhs.tests} return {\tt glm} objects.)
<<testing,fig=TRUE>>=
cc <- subject.support$cc
uncorrected <- single.snp.tests(cc, snp.data=snps.10)
corrected <- snp.rhs.tests(cc~pcs[,1], snp.data=snps.10)
par(mfrow=c(1,2),cex.sub=0.85)
qq.chisq(chi.squared(uncorrected,1), df=1)
qq.chisq(chi.squared(corrected), df=1)
@
The use of the first principal component as a covariate has been
quite successful in reducing the serious over-dispersion due to
population structure. Indeed it is just as successful as
stratification by the observed {\tt stratum} variable.
\end{document}



