Model-Based Plot Annotations

‘ggpmisc’ 0.3.9

Pedro J. Aphalo

2021-04-04

Preliminaries

We load all the packages used in the examples.

library(ggpmisc)
library(ggrepel)
library(xts)
library(lubridate)
library(tibble)
library(dplyr)
library(nlme)
library(quantreg)
library(broom)
library(broom.mixed)

As we will use text and labels on the plotting area we change the default theme to an uncluttered one.

old_theme <- theme_set(theme_bw())

Introduction to model-based annotations

The most common annotations on plots based on model fits are model equations, tests of significance and various indicators of goodness of fit. What annotations are most useful depend on whether both x and y are mapped to continuous variables, or y to a continuous variable, and x to a factor. In some cases it may be desirable to add an ANOVA table as an inset, or a summary table.

The annotations for pairwise comparisons are currently not supported by ‘ggpmisc’ as package ‘ggsignif’ supports them.

In the case of transcriptomics and metabolomics data it is frequent to use ternary outcomes from tests of significance. As points can be very numerous it it is also common to annotate plots with the number of observations in each quadrant.

These are all fairly specialized uses, that do not extend the grammar of graphics per se, but help by streamlining/automating its use for specific cases.

Statistics

Statistics that help with reporting the results of model fits are stat_poly_eq(), stat_fit_residuals(), stat_fit_deviations(), stat_fit_glance(), stat_fit_augment(), stat_fit_tidy() and stat_fit_tb().

Aesthetics and scales

Scales scale_x_logFC() and scale_y_logFC() are suitable for plotting of log fold change data. Scales scale_x_Pvalue(), scale_y_Pvalue(), scale_x_FDR() and scale_y_FDR() are suitable for plotting p-values and adjusted p-values or false discovery rate (FDR). Default arguments are suitable for volcano and quadrant plots as used for transcriptomics, metabolomics and similar data.

Scales scale_colour_outcome(), scale_fill_outcome() and scale_shape_outcome() and functions outome2factor(), threshold2factor(), xy_outcomes2factor() and xy_thresholds2factor() used together make it easy to map ternary numeric outputs and logical binary outcomes to color, fill and shape aesthetics. Default arguments are suitable for volcano, quadrant and other plots as used for genomics, metabolomics and similar data.

Examples

Statistics

stat_poly_eq()

A frequently used annotation in plots showing fitted lines is the display of the parameters estimates from the model fit in an equation. stat_poly_eq automates this for linear model of y on x fitted with function lm. This statistic behaves similarly as ggplot2::stat_smooth with method = "lm". Other statistics described in later sections allow various annotations based on different model fit methods but require additional effort from the user. The default behaviour is to generate labels as character strings using expression syntax. This stat can also output equations using different markup languages, including \(\LaTeX\) and Markdown, selected by the argument passed to parameter output.type. Nevertheless, all examples below use expression syntax.

We generate a set of artificial data suitable for the next examples.

set.seed(4321)
# generate artificial data
x <- 1:100
y <- (x + x^2 + x^3) + rnorm(length(x), mean = 0, sd = mean(x^3) / 4)
my.data <- data.frame(x, 
                      y, 
                      group = c("A", "B"), 
                      y2 = y * c(0.5,2),
                      block = c("a", "a", "b", "b"),
                      wt = sqrt(x))

First one example using defaults. The best practice, ensuring that the formula used in both statistics is the same is assign the formula to a variable, as shown here. This is because the same model is fit twice to the same data, once in stat_smooth and once in stat_poly_eq.

formula <- y ~ poly(x, 3, raw = TRUE)
ggplot(my.data, aes(x, y)) +
  geom_point() +
  stat_smooth(method = "lm", formula = formula) +
  stat_poly_eq(formula = formula, parse = TRUE)

A ready formatted equation is also returned as a string that needs to be parsed into an expression for display.

formula <- y ~ poly(x, 3, raw = TRUE)
ggplot(my.data, aes(x, y)) +
  geom_point() +
  geom_smooth(method = "lm", formula = formula) +
  stat_poly_eq(aes(label = stat(eq.label)), formula = formula, 
               parse = TRUE)

stat_poly_eq() makes available several character strings in the returned data frame in separate columns: eq.label, rr.label, adj.rr.label, AIC.label, BIC.label, f.value.label and p.value.label. One of these, rr.label, is used by default, but aes() can be used to map a different one to the label aesthetic. Here we show the adjusted coefficient of determination and AIC. We call stat_poly_eq() twice to be able to separately control the position and size of each label.

formula <- y ~ poly(x, 3, raw = TRUE)
ggplot(my.data, aes(x, y)) +
  geom_point() +
  geom_smooth(method = "lm", formula = formula) +
  stat_poly_eq(aes(label = stat(adj.rr.label)), formula = formula, 
               parse = TRUE) +
  stat_poly_eq(aes(label = stat(AIC.label)),
               label.x = "right", label.y = "bottom", size = 3,     
               formula = formula, 
               parse = TRUE)

Within aes() it is also possible to compute new labels based on those returned plus “arbitrary” text. The labels returned by default are meant to be parsed into expressions, so any text added should be valid for a string that will be parsed. Inserting a comma plus white space in an expression requires some trickery in the argument passed to sep. Do note the need to escape the embedded quotation marks as \". Combining the labels in this way ensures correct alignment. To insert only white space sep = "~~~~~" can be used, with each tilde character, ~, adding a rather small amount of white space. We show only here, not to clutter the remaining examples, how to change the axis labels to ensure consistency with the typesetting of the equation.

formula <- y ~ poly(x, 3, raw = TRUE)
ggplot(my.data, aes(x, y)) +
  geom_point() +
  geom_smooth(method = "lm", formula = formula) +
  stat_poly_eq(aes(label =  paste(stat(eq.label), stat(adj.rr.label), 
                                  sep = "*\", \"*")),
               formula = formula, parse = TRUE) +
  labs(x = expression(italic(x)), y = expression(italic(y)))

Above we combined two character-string labels, but it is possible to add additional ones and even character strings constants. In this example we use several labels instead of just two, and separate them with various character strings. We also change the size of the text in the label.

formula <- y ~ poly(x, 3, raw = TRUE)
ggplot(my.data, aes(x, y)) +
  geom_point() +
  geom_smooth(method = "lm", formula = formula) +
  stat_poly_eq(aes(label =  paste(stat(eq.label), "*\" with \"*", 
                                  stat(rr.label), "*\", \"*", 
                                  stat(f.value.label), "*\", and \"*",
                                  stat(p.value.label), "*\".\"",
                                  sep = "")),
               formula = formula, parse = TRUE, size = 3)

It is also possible to format the text using plain(), italic(), bold() or bolditalic() as described in plotmath.

formula <- y ~ poly(x, 3, raw = TRUE)
ggplot(my.data, aes(x, y)) +
  geom_point() +
  geom_smooth(method = "lm", formula = formula) +
  stat_poly_eq(aes(label =  paste(stat(eq.label), stat(adj.rr.label), 
                                  sep = "~~italic(\"with\")~~")),
               formula = formula, parse = TRUE)

As these are expressions, to include two lines of text, we need either to add stat_poly_eq() twice, passing an argument to label.y to reposition one of the labels (as shown above) or use (as shown here) atop() within the expression to create a single label with two lines of text.

formula <- y ~ poly(x, 3, raw = TRUE)
ggplot(my.data, aes(x, y)) +
  geom_point() +
  geom_smooth(method = "lm", formula = formula) +
  stat_poly_eq(aes(label = paste("atop(", stat(AIC.label), ",", stat(BIC.label), ")", sep = "")), 
               formula = formula, 
               parse = TRUE)

Next, one example of how to remove the left hand side (lhs).

formula <- y ~ poly(x, 3, raw = TRUE)
ggplot(my.data, aes(x, y)) +
  geom_point() +
  geom_smooth(method = "lm", formula = formula) +
  stat_poly_eq(aes(label = stat(eq.label)),
               eq.with.lhs = FALSE,
               formula = formula, parse = TRUE)

Replacing the lhs.

formula <- y ~ poly(x, 3, raw = TRUE)
ggplot(my.data, aes(x, y)) +
  geom_point() +
  geom_smooth(method = "lm", formula = formula) +
  stat_poly_eq(aes(label = stat(eq.label)),
               eq.with.lhs = "italic(hat(y))~`=`~",
               formula = formula, parse = TRUE)

And a final example replacing both the lhs and the variable symbol used on the rhs.

formula <- y ~ poly(x, 3, raw = TRUE)
ggplot(my.data, aes(x, y)) +
  geom_point() +
  geom_smooth(method = "lm", formula = formula) +
  labs(x = expression(italic(z)), y = expression(italic(h)) ) + 
  stat_poly_eq(aes(label = stat(eq.label)),
               eq.with.lhs = "italic(h)~`=`~",
               eq.x.rhs = "~italic(z)",
               formula = formula, parse = TRUE)

As any valid R expression can be used, Greek letters are also supported, as well as the inclusion in the label of variable transformations used in the model formula or applied to the data. In addition, in the next example we insert white space in between the parameter estimates and the variable symbol in the equation.

formula <- y ~ poly(x, 2, raw = TRUE)
ggplot(my.data, aes(x, log10(y + 1e6))) +
  geom_point() +
  geom_smooth(method = "lm", formula = formula) +
  stat_poly_eq(aes(label = stat(eq.label)),
               eq.with.lhs = "plain(log)[10](italic(delta)+10^6)~`=`~",
               eq.x.rhs = "~Omega",
               formula = formula, parse = TRUE) +
  labs(y = expression(plain(log)[10](italic(delta)+10^6)), x = expression(Omega))

A couple of additional examples of polynomials of different orders, and specified in different ways.

Higher order polynomial. When using function poly() it is necessary to set raw = TRUE.

formula <- y ~ poly(x, 5, raw = TRUE)
ggplot(my.data, aes(x, y)) +
  geom_point() +
  geom_smooth(method = "lm", formula = formula) +
  stat_poly_eq(aes(label = stat(eq.label)), formula = formula, parse = TRUE)

Intercept forced to zero.

formula <- y ~ x + I(x^2) + I(x^3) - 1
ggplot(my.data, aes(x, y)) +
  geom_point() +
  geom_smooth(method = "lm", formula = formula) +
  stat_poly_eq(aes(label = stat(eq.label)), formula = formula, 
               parse = TRUE)

We give below several examples to demonstrate how other components of the ggplot object affect the behaviour of this statistic.

Facets work as expected either with fixed or free scales. Although below we had to adjust the size of the font used for the equation.

formula <- y ~ poly(x, 3, raw = TRUE)
ggplot(my.data, aes(x, y2)) +
  geom_point() +
  geom_smooth(method = "lm", formula = formula) +
  stat_poly_eq(aes(label = stat(eq.label)), size = 3,
               formula = formula, parse = TRUE) +
  facet_wrap(~group)

formula <- y ~ poly(x, 3, raw = TRUE)
ggplot(my.data, aes(x, y2)) +
  geom_point() +
  geom_smooth(method = "lm", formula = formula) +
  stat_poly_eq(aes(label = stat(eq.label)), size = 3,
               formula = formula, parse = TRUE) +
  facet_wrap(~group, scales = "free_y")

Grouping, in this example using the colour aesthetic also works as expected. We can use justification and supply an absolute location for the equation, but the default frequently works well as in the example below.

formula <- y ~ poly(x, 3, raw = TRUE)
ggplot(my.data, aes(x, y2, colour = group)) +
  geom_point() +
  geom_smooth(method = "lm", formula = formula) +
  stat_poly_eq(aes(label = stat(eq.label)),
               formula = formula, parse = TRUE)

To add a label to the equation for each group, we map it to a pseudo-aesthetic named grp.label. (Equation labelling uses a “back door” in ‘ggplot2’ that may be closed in future versions, meaning that this approach to labelling may stop working in the future.)

formula <- y ~ poly(x, 3, raw = TRUE)
ggplot(my.data, aes(x, y2, colour = group, grp.label = group)) +
  geom_point() +
  geom_smooth(method = "lm", formula = formula) +
  stat_poly_eq(aes(label = stat(paste("bold(", grp.label, "*\":\")~~", 
                                      eq.label, sep = ""))),
               formula = formula, parse = TRUE)

Being able to label equations allows us to dispense with the use of color, which in many cases is needed for printed output.

formula <- y ~ poly(x, 3, raw = TRUE)
ggplot(my.data, aes(x, y2, linetype = group, grp.label = group)) +
  geom_point() +
  geom_smooth(method = "lm", formula = formula, color = "black") +
  stat_poly_eq(aes(label = stat(paste("bold(", grp.label, "*':')~~~", 
                                      eq.label, sep = ""))),
               formula = formula, parse = TRUE)

Label positions relative to the ranges of the x and y scales are also supported, both through string constants and numeric values in the range 0 to 1, when using the default geom_text_npc().

formula <- y ~ poly(x, 3, raw = TRUE)
ggplot(my.data, aes(x, y2, colour = group)) +
  geom_point() +
  geom_smooth(method = "lm", formula = formula) +
  stat_poly_eq(aes(label = stat(eq.label)),
               formula = formula, parse = TRUE,
               label.x = "centre")

The default locations are now based on normalized coordinates, and consequently these defaults work even when the range of the x and y scales varies from panel to panel.

formula <- y ~ poly(x, 3, raw = TRUE)
ggplot(my.data, aes(x, y2, fill = block)) +
  geom_point(shape = 21, size = 3) +
  geom_smooth(method = "lm", formula = formula) +
  stat_poly_eq(aes(label = stat(rr.label)), size = 3,
               geom = "label_npc", alpha = 0.33,
               formula = formula, parse = TRUE) +
  facet_wrap(~group, scales = "free_y")

If grouping is not the same within each panel created by faceting, the automatic location of labels results in “holes” for the factor levels not present in a given panel. In this case, consistent positioning requires passing explicitly the positions for each individual group. In the plot below the simultaneous mapping to both color and fill aesthetics creates four groups, two with data in panel A and the other two in panel B.

formula <- y ~ poly(x, 3, raw = TRUE)
ggplot(my.data, aes(x, y2, colour = group, fill = block)) +
  geom_point(shape = 21, size = 3) +
  geom_smooth(method = "lm", formula = formula) +
  stat_poly_eq(aes(label = stat(rr.label)), size = 3, alpha = 0.2,
               geom = "label_npc", label.y = c(0.95, 0.85, 0.95, 0.85),
               formula = formula, parse = TRUE) +
  facet_wrap(~group, scales = "free_y")

It is possible to use geom_text() and geom_label() but in this case, if label coordinates are given explicitly they should be expressed in native data coordinates. When multiple labels need to be positioned a vector of coordinates can be used as shown here for label.x and label.y.

formula <- y ~ poly(x, 3, raw = TRUE)
ggplot(my.data, aes(x, y2, colour = group)) +
  geom_point() +
  geom_smooth(method = "lm", formula = formula) +
  stat_poly_eq(geom = "text", aes(label = stat(eq.label)),
               label.x = c(100, 90), label.y = c(-1e4, 2.1e6), hjust = "inward",
               formula = formula, parse = TRUE)

Note: Automatic positioning using geom_text() and geom_label() is not supported when faceting uses free scales. In this case geom_text_npc() and/or geom_label_npc() must be used.

stat_fit_residuals

I had the need to quickly plot residuals matching fits plotted with geom_smooth() using grouping and facets, so a new (simple) statistic was born.

formula <- y ~ poly(x, 3, raw = TRUE)
ggplot(my.data, aes(x, y, colour = group)) +
  geom_hline(yintercept = 0, linetype = "dashed") +
  stat_fit_residuals(formula = formula)

stat_fit_deviations

As needed to highlight residuals in slides and notes to be used in teaching, statistic stat_fit_deviations was born. It makes it easy to highlight the deviations of the fitted model from the individual observations.

formula <- y ~ poly(x, 3, raw = TRUE)
ggplot(my.data, aes(x, y)) +
  geom_smooth(method = "lm", formula = formula) +
  stat_fit_deviations(formula = formula, colour = "red") +
  geom_point()

The geometry used by default is geom_segment() to which additional aesthetics can be mapped. Here we add arrowheads.

formula <- y ~ poly(x, 3, raw = TRUE)
ggplot(my.data, aes(x, y)) +
  geom_smooth(method = "lm", formula = formula) +
  geom_point() +
  stat_fit_deviations(formula = formula, colour = "red",
                      arrow = arrow(length = unit(0.015, "npc"), 
                                   ends = "both"))

stat_fit_glance

Package ‘broom’ provides consistently formatted output from different model fitting functions. These made it possible to write a model-annotation statistic that is very flexible but that requires additional input from the user to generate the character strings to be mapped to the label aesthetic.

As we have above given some simple examples, we here exemplify this statistic in a plot with grouping, and assemble a label for the P-value using a string parsed into a expression. We also change the default position of the labels.

# formula <- y ~ poly(x, 3, raw = TRUE)
# broom::augment does not handle poly() correctly!
formula <- y ~ x + I(x^2) + I(x^3)
ggplot(my.data, aes(x, y, colour = group)) +
  geom_point() +
  geom_smooth(method = "lm", formula = formula) +
  stat_fit_glance(method = "lm", 
                  method.args = list(formula = formula),
                  label.x = "right",
                  label.y = "bottom",
                  aes(label = paste("italic(P)*\"-value = \"*", 
                                    signif(stat(p.value), digits = 4),
                                    sep = "")),
                  parse = TRUE)

It is also possible to fit a non-linear model with method = "nls", and any other model for which a glance() method exists. Do consult the documentation for package ‘broom’. Here we fit the Michaelis-Menten equation to reaction rate versus concentration data.

micmen.formula <- y ~ SSmicmen(x, Vm, K) 
ggplot(Puromycin, aes(conc, rate, colour = state)) +
  geom_point() +
  geom_smooth(method = "nls", 
              formula = micmen.formula,
              se = FALSE) +
  stat_fit_glance(method = "nls", 
                  method.args = list(formula = micmen.formula),
                  aes(label = paste("AIC = ", signif(stat(AIC), digits = 3), 
                                    ", BIC = ", signif(stat(BIC), digits = 3),
                                    sep = "")),
                  label.x = "centre", label.y = "bottom")

stat_fit_tidy

This stat makes it possible to add the equation for any fitted model for which broom::tidy() is implemented. Alternatively, individual values such as estimates for the fitted parameters, standard errors, or P-values can be added to a plot. However, the user has to explicitly construct the labels within aes(). This statistic respects grouping based on aesthetics, and reshapes the output of tidy() so that the values for a given group are in a single row in the returned data.

As first example we fit a non-linear model, the Michaelis-Menten equation of reaction kinetics, using nls(). We use the self-starting function SSmicmen() available in R.

micmen.formula <- y ~ SSmicmen(x, Vm, K) 
ggplot(Puromycin, aes(conc, rate, colour = state)) +
  geom_point() +
  geom_smooth(method = "nls", 
              formula = micmen.formula,
              se = FALSE) +
  stat_fit_tidy(method = "nls", 
                method.args = list(formula = micmen.formula),
                label.x = "right",
                label.y = "bottom",
                aes(label = paste("V[m]~`=`~", signif(stat(Vm_estimate), digits = 3),
                                  "%+-%", signif(stat(Vm_se), digits = 2),
                                  "~~~~K~`=`~", signif(stat(K_estimate), digits = 3),
                                  "%+-%", signif(stat(K_se), digits = 2),
                                  sep = "")),
                parse = TRUE)

Using paste we can build a string that can be parsed into an R expression, in this case for a non-linear equation.

micmen.formula <- y ~ SSmicmen(x, Vm, K) 
ggplot(Puromycin, aes(conc, rate, colour = state)) +
  geom_point() +
  geom_smooth(method = "nls", 
              formula = micmen.formula,
              se = FALSE) +
  stat_fit_tidy(method = "nls", 
                method.args = list(formula = micmen.formula),
                size = 3,
                label.x = "center",
                label.y = "bottom",
                vstep = 0.12,
                aes(label = paste("V~`=`~frac(", signif(stat(Vm_estimate), digits = 2), "~C,",
                                  signif(stat(K_estimate), digits = 2), "+C)",
                                  sep = "")),
                parse = TRUE) +
  labs(x = "C", y = "V")

What if we would need a more specific statistic, similar to stat_poly_eq()? We can use stat_fit_tidy() as the basis for its definition.

stat_micmen_eq <- function(vstep = 0.12,
                           size = 3,
                           ...) {
  stat_fit_tidy(method = "nls", 
                method.args = list(formula = micmen.formula),
                aes(label = paste("V~`=`~frac(", signif(stat(Vm_estimate), digits = 2), "~C,",
                                  signif(stat(K_estimate), digits = 2), "+C)",
                                  sep = "")),
                parse = TRUE,
                vstep = vstep,
                size = size,
                ...)
}

The code for the figure is now simpler, and still produces the same figure (not shown).

micmen.formula <- y ~ SSmicmen(x, Vm, K) 
ggplot(Puromycin, aes(conc, rate, colour = state)) +
  geom_point() +
  geom_smooth(method = "nls", 
              formula = micmen.formula,
              se = FALSE) +
  stat_micmen_eq(label.x = "center",
                label.y = "bottom") +
  labs(x = "C", y = "V")

As a second example we show a quantile regression fit using function rq() from package ‘quantreg’.

my_formula <- y ~ x

ggplot(mpg, aes(displ, 1 / hwy)) +
  geom_point() +
  geom_quantile(quantiles = 0.5, formula = my_formula) +
  stat_fit_tidy(method = "rq",
                method.args = list(formula = y ~ x, tau = 0.5), 
                tidy.args = list(se.type = "nid"),
                mapping = aes(label = sprintf('y~"="~%.3g+%.3g~x*", with "*italic(P)~"="~%.3f',
                                              after_stat(Intercept_estimate), 
                                              after_stat(x_estimate),
                                              after_stat(x_p.value))),
                parse = TRUE)

We can define a stat_rq_eq() if we need to add similar equations to several plots. In this example we retain the ability of the user to override most of the default default arguments.

stat_rq_eqn <- 
  function(formula = y ~ x, 
           tau = 0.5,
           method = "br",
           mapping = aes(label = sprintf('y~"="~%.3g+%.3g~x*", with "*italic(P)~"="~%.3f',
                                         after_stat(Intercept_estimate), 
                                         after_stat(x_estimate),
                                         after_stat(x_p.value))),
           parse = TRUE,
           ...) {
    method.args <- list(formula = formula, tau = tau, method = method)
    stat_fit_tidy(method = "rq",
                  method.args = method.args, 
                  tidy.args = list(se.type = "nid"),
                  mapping = mapping,
                  parse = parse,
                  ...)
  }

And the code of the figure now as simple as. Figure not shown, as is identical to the one above.

ggplot(mpg, aes(displ, 1 / hwy)) +
  geom_point() +
  geom_quantile(quantiles = 0.5, formula = my_formula) +
  stat_rq_eqn(tau = 0.5, formula = my_formula)

stat_fit_tb

This stat makes it possible to add summary or ANOVA tables for any fitted model for which broom::tidy() is implemented. The output from tidy() is embedded as a single list value within the returned data, an object of class tibble. This statistic ignores grouping based on aesthetics. This allows fitting models when x or y is a factor (as in such cases ggplot splits the data into groups, one for each level of the factor, which is needed for example for stat_summary() to work as expected). By default, the "table" geometry is used. The use of geom_table() is described in a separate section of this User Guide. Table themes and mapped aesthetics are supported.

The default output of stat_fit_tb is the default output from tidy(mf) where mf is the fitted model.

formula <- y ~ x + I(x^2) + I(x^3)
ggplot(my.data, aes(x, y)) +
  geom_point() +
  geom_smooth(method = "lm", formula = formula) +
  stat_fit_tb(method = "lm",
              method.args = list(formula = formula),
              tb.vars = c(Parameter = "term", 
                          Estimate = "estimate", 
                          "s.e." = "std.error", 
                          "italic(t)" = "statistic", 
                          "italic(P)" = "p.value"),
              label.y = "top", label.x = "left",
              parse = TRUE)

When tb.type = "fit.anova" the output returned is that from tidy(anova(mf)) where mf is the fitted model. Here we also show how to replace names of columns and terms, and exclude one column, in this case, the mean squares.

formula <- y ~ x + I(x^2) + I(x^3)
ggplot(my.data, aes(x, y)) +
  geom_point() +
  geom_smooth(method = "lm", formula = formula) +
  stat_fit_tb(method = "lm",
              method.args = list(formula = formula),
              tb.type = "fit.anova",
              tb.vars = c(Effect = "term", 
                          df = "df",
                          "italic(F)" = "statistic", 
                          "italic(P)" = "p.value"),
              tb.params = c(x = 1, "x^2" = 2, "x^3" = 3, Resid = 4),
              label.y = "top", label.x = "left",
              parse = TRUE)

When tb.type = "fit.coefs" the output returned is that of tidy(mf) after selecting the term and estimate columns.

formula <- y ~ x + I(x^2) + I(x^3)
ggplot(my.data, aes(x, y)) +
  geom_point() +
  geom_smooth(method = "lm", formula = formula) +
  stat_fit_tb(method = "lm",
              method.args = list(formula = formula),
              tb.type = "fit.coefs",
              label.y = "center", label.x = "left")

Faceting works as expected, but grouping is ignored as mentioned above. In this case, the color aesthetic is not applied to the text of the tables. Furthermore, if label.x.npc or label.y.npc are passed numeric vectors of length > 1, the corresponding values are obeyed by the different panels.

micmen.formula <- y ~ SSmicmen(x, Vm, K)
ggplot(Puromycin, aes(conc, rate, colour = state)) +
  facet_wrap(~state) +
  geom_point() +
  geom_smooth(method = "nls",
              formula = micmen.formula,
              se = FALSE) +
  stat_fit_tb(method = "nls",
              method.args = list(formula = micmen.formula),
              tb.type = "fit.coefs",
              label.x = 0.9,
              label.y = c(0.75, 0.2)) +
  theme(legend.position = "none") +
  labs(x = "C", y = "V")

The data in the example below are split by ggplot into six groups based on the levels of the feed factor. However, as stat_fit_tb() ignores groupings, we can still fit a linear model to all the data in the panel.

ggplot(chickwts, aes(factor(feed), weight)) +
  stat_summary(fun.data = "mean_se") +
  stat_fit_tb(tb.type = "fit.anova",
              label.x = "center",
              label.y = "bottom") +
  expand_limits(y = 0)

We can flip the system of coordinates, if desired.

ggplot(chickwts, aes(factor(feed), weight)) +
  stat_summary(fun.data = "mean_se") +
  stat_fit_tb(tb.type = "fit.anova", label.x = "left", size = 3) +
  scale_x_discrete(expand = expansion(mult = c(0.2, 0.5))) +
  coord_flip()

It is also possible to rotate the table using angle. Here we also show how to replace the column headers with strings to be parsed into R expressions.

ggplot(chickwts, aes(factor(feed), weight)) +
  stat_summary(fun.data = "mean_se") +
  stat_fit_tb(tb.type = "fit.anova",
              angle = 90, size = 3,
              label.x = "right", label.y = "center",
              hjust = 0.5, vjust = 0,
              tb.vars = c(Effect = "term", 
                          "df",
                          "M.S." = "meansq", 
                          "italic(F)" = "statistic", 
                          "italic(P)" = "p.value"),
              parse = TRUE) +
  scale_x_discrete(expand = expansion(mult = c(0.1, 0.35))) +
  expand_limits(y = 0)

stat_fit_augment

Experimental! Use ggplot2::stat_smooth instead of stat_fit_augment if possible.

For a single panel and no grouping, there is little advantage in using this statistic compared to the examples in the documentation of package ‘broom’. With grouping and faceting stat_fit_augment may occasionally be more convenient than ggplot2::stat_smooth because of its flexibility.

# formula <- y ~ poly(x, 3, raw = TRUE)
# broom::augment does not handle poly correctly!
formula <- y ~ x + I(x^2) + I(x^3)
ggplot(my.data, aes(x, y)) +
  geom_point() +
  stat_fit_augment(method = "lm",
                   method.args = list(formula = formula))

formula <- y ~ x + I(x^2) + I(x^3)
ggplot(my.data, aes(x, y, colour = group)) +
  geom_point() +
  stat_fit_augment(method = "lm", 
                   method.args = list(formula = formula))

We can override the variable returned as y to be any of the variables in the data frame returned by broom::augment while still preserving the original y values.

formula <- y ~ x + I(x^2) + I(x^3)
ggplot(my.data, aes(x, y)) +
  stat_fit_augment(method = "lm",
                   method.args = list(formula = formula),
                   geom = "point",
                   y.out = ".resid")
formula <- y ~ x + I(x^2) + I(x^3)
ggplot(my.data, aes(x, y, colour = group)) +
  stat_fit_augment(method = "lm",
                   method.args = list(formula = formula),
                   geom = "point",
                   y.out = ".std.resid")

We can use any model fitting method for which augment is implemented.

args <- list(formula = y ~ k * e ^ x,
             start = list(k = 1, e = 2))
ggplot(mtcars, aes(wt, mpg)) +
  geom_point() +
  stat_fit_augment(method = "nls",
                   method.args = args)
args <- list(formula = y ~ k * e ^ x,
             start = list(k = 1, e = 2))
ggplot(mtcars, aes(wt, mpg)) +
  stat_fit_augment(method = "nls",
                   method.args = args,
                   geom = "point",
                   y.out = ".resid")

Note: The tidiers for mixed models have moved to package ‘broom.mixed’!

args <- list(model = y ~ SSlogis(x, Asym, xmid, scal),
             fixed = Asym + xmid + scal ~1,
             random = Asym ~1 | group,
             start = c(Asym = 200, xmid = 725, scal = 350))
ggplot(Orange, aes(age, circumference, colour = Tree)) +
  geom_point() +
  stat_fit_augment(method = "nlme",
                   method.args = args,
                   augment.args = list(data = quote(data)))

Scales

Volcano and quadrant plots are scatter plots with some peculiarities. Creating these plots from scratch using ‘ggplot2’ can be time consuming, but allows flexibility in design. Rather than providing a ‘canned’ function to produce volcano plots, package ‘ggpmisc’ provides several building blocks that facilitate the production of volcano and quadrant plots as wrappers on scales with suitable defaults plus helper functions to create factors from numeric outcomes.

scale_color_outcome, scale_fill_outcome

Manual scales for color and fill aesthetics with defaults suitable for the three way outcomes from statistical tests.

scale_x_FDR, scale_y_FDR, scale_x_logFC, scale_y_logFC, scale_x_Pvalue, scale_y_Pvalue

Scales for x or y aesthetics mapped to P-values, FDR (false discovery rate) or log FC (logarithm of fold-change) as used in volcano and quadrant plots of transcriptomics and metabolomics data.

symmetric_limits

A simple function to expand scale limits to be symmetric around zero. Can be passed as argument to parameter limits of continuous scales from packages ‘ggpmisc’, ‘ggplot2’ or ‘scales’ (and extensions).

Volcano-plot examples

Volcano plots are frequently used for transcriptomics and metabolomics. They are used to show P-values or FDR (false discovery rate) as a function of effect size, which can be either an increase or a decrease. Effect sizes are expressed as fold-changes compared to a control or reference condition. Colors are frequently used to highlight significant responses. Counts of significant increases and decreases are frequently also added.

Outcomes encoded as -1, 0 or 1, as seen in the tibble below need to be converted into factors with suitable labels for levels. This can be easily achieved with function outcome2factor().

head(volcano_example.df) 
##         tag     gene outcome       logFC     PValue genotype
## 1 AT1G01040     ASU1       0 -0.15284466 0.35266997      Ler
## 2 AT1G01290     ASG4       0 -0.30057068 0.05471732      Ler
## 3 AT1G01560 ATSBT1.1       0 -0.57783350 0.06681310      Ler
## 4 AT1G01790   AtSAM1       0 -0.04729662 0.74054263      Ler
## 5 AT1G02130  AtTRM82       0 -0.14279891 0.29597519      Ler
## 6 AT1G02560    PRP39       0  0.23320752 0.07487043      Ler

Most frequently fold-change data is available log-transformed, using either 2 or 10 as base. In general it is more informative to use tick labels expressed as un-transformed fold-change.

By default scale_x_logFC() and scale_y_logFC() expect the logFC data log2-transformed, but this can be overridden. The default use of untransformed fold-change for tick labels can also be overridden. Scale scale_x_logFC() in addition by default expands the scale limits to make them symmetric around zero. If %unit is included in the name character string, suitable units are appended as shown in the example below.

Scales scale_y_Pvalue() and scale_x_Pvalue() have suitable defaults for name and labels, while scale_colour_outcome() provides suitable defaults for the colors mapped to the outcomes. To change the labels and title of the key or guide pass suitable arguments to parameters name and labels of these scales. These x and y scales by default squish off-limits (out-of-bounds) observations towards the limits.

volcano_example.df %>%
  mutate(., outcome.fct = outcome2factor(outcome)) %>%
  ggplot(., aes(logFC, PValue, colour = outcome.fct)) +
  geom_point() +
  scale_x_logFC(name = "Transcript abundance%unit") +
  scale_y_Pvalue() +
  scale_colour_outcome() +
  stat_quadrant_counts(data = . %>% filter(outcome != 0))

By default outcome2factor() creates a factor with three levels as in the example above, but this default can be overridden as shown below.

volcano_example.df %>%
  mutate(., outcome.fct = outcome2factor(outcome, n.levels = 2)) %>%
  ggplot(., aes(logFC, PValue, colour = outcome.fct)) +
  geom_point() +
  scale_x_logFC(name = "Transcript abundance%unit") +
  scale_y_Pvalue() +
  scale_colour_outcome() +
  stat_quadrant_counts(data = . %>% filter(outcome != 0))

Quadrant-plot examples

Quadrant plots are scatter plots with comparable variables on both axes and usually include the four quadrants. When used for transcriptomics and metabolomics, they are used to compare responses expressed as fold-change to two different conditions or treatments. They are useful when many responses are measured as in transcriptomics (many different genes) or metabolomics (many different metabolites).

A single panel quadrant plot is as easy to produce as a volcano plot using scales scale_x_logFC() and scale_y_logFC(). The data includes two different outcomes and two different log fold-change variables. See the previous section on volcano plots for details. In this example we use as shape a filled circle and map one of the outcomes to color and the other to fill, using the two matched scales scale_colour_outcome() and scale_fill_outcome().

head(quadrant_example.df)
##         tag          gene outcome.x outcome.y    logFC.x     logFC.y genotype
## 1 AT5G12290         AtMC9         0         0 -0.3226849  0.32887081      Ler
## 2 AT5G47040        ATFRO2         0         0 -0.1067945 -0.18828653      Ler
## 3 AT5G57560 14-3-3EPSILON         0         0  0.2232457  0.74447768      Ler
## 4 AT5G24110       ATPTEN1         0         0 -0.7253487  0.06952586      Ler
## 5 AT2G41290         RHF2A         0         0  0.4435049 -0.32347741      Ler
## 6 AT4G36650          GAE5         0         0 -0.1410215  0.18697968      Ler

In this plot we do not include those genes whose change in transcript abundance is uncertain under both x and y conditions.

quadrant_example.df %>%
  mutate(.,
         outcome.x.fct = outcome2factor(outcome.x),
         outcome.y.fct = outcome2factor(outcome.y),
         outcome.xy.fct = xy_outcomes2factor(outcome.x, outcome.y)) %>%
         filter(outcome.xy.fct != "none") %>%
  ggplot(., aes(logFC.x, logFC.y, colour = outcome.x.fct, fill = outcome.y.fct)) +
  geom_quadrant_lines(linetype = "dotted") +
  stat_quadrant_counts(size = 3, colour = "white") +
  geom_point(shape = "circle filled") +
  scale_x_logFC(name = "Transcript abundance for x%unit") +
  scale_y_logFC(name = "Transcript abundance for y%unit") +
  scale_colour_outcome() +
  scale_fill_outcome() +
  theme_dark()

To plot in separate panels those observations that are significant along both x and y axes, x axis, y axis, or none, with quadrants merged takes more effort. We first define two helper functions to add counts and quadrant lines to each of the four panels.

all_quadrant_counts <- function(...) {
  list(  
    stat_quadrant_counts(data = . %>% filter(outcome.xy.fct == "xy"), ...),
    stat_quadrant_counts(data = . %>% filter(outcome.xy.fct == "x"), pool.along = "y", ...),
    stat_quadrant_counts(data = . %>% filter(outcome.xy.fct == "y"), pool.along = "x", ...),
    stat_quadrant_counts(data = . %>% filter(outcome.xy.fct == "none"), quadrants = 0L, ...)
  )
}
all_quadrant_lines <- function(...) { 
  list(
    geom_hline(data =  data.frame(outcome.xy.fct = factor(c("xy", "x", "y", "none"),
                                                          levels = c("xy", "x", "y", "none")),
                                  yintercept = c(0, NA, 0, NA)),
               aes_(yintercept = ~yintercept),
               na.rm = TRUE,
               ...),
    geom_vline(data =  data.frame(outcome.xy.fct = factor(c("xy", "x", "y", "none"),
                                                          levels = c("xy", "x", "y", "none")),
                                  xintercept = c(0, 0, NA, NA)),
               aes_(xintercept = ~xintercept),
               na.rm = TRUE,
               ...)
  )
}

And use these functions to build the final plot, in this case including all genes.

quadrant_example.df %>%
  mutate(.,
         outcome.x.fct = outcome2factor(outcome.x),
         outcome.y.fct = outcome2factor(outcome.y),
         outcome.xy.fct = xy_outcomes2factor(outcome.x, outcome.y)) %>%
  ggplot(., aes(logFC.x, logFC.y, colour = outcome.x.fct, fill = outcome.y.fct)) +
  geom_point(shape = 21) +
  all_quadrant_lines(linetype = "dotted") +
  all_quadrant_counts(size = 3, colour = "white") +
  scale_x_logFC(name = "Transcript abundance for x%unit") +
  scale_y_logFC(name = "Transcript abundance for y%unit") +
  scale_colour_outcome() +
  scale_fill_outcome() +
  facet_wrap(~outcome.xy.fct) +
  theme_dark()