Hardy-Weinberg Equilibrium and the Ternary Plot

The Hardy-Weinberg law, formulated about 100 years ago, states that under certain assumptions, the three genotypes AA, AB and BB at a bi-allelic locus are expected to occur in the proportions p2, 2pq, and q2 respectively, where p is the allele frequency of A, and q = 1-p. There are many statistical tests being used to check whether empirical marker data obeys the Hardy-Weinberg principle. Among these are the classical xi-square test (with or without continuity correction), the likelihood ratio test, Fisher's Exact test, and exact tests in combination with Monte Carlo and Markov Chain algorithms. Tests for Hardy-Weinberg equilibrium (HWE) are numerical in nature, requiring the computation of a test statistic and a p-value. There is however, ample space for the use of graphics in HWE tests, in particular for the ternary plot. Nowadays, many genetical studies are using genetical markers known as Single Nucleotide Polymorphisms (SNPs). SNP data comes in the form of counts, but from the counts one typically computes genotype frequencies and allele frequencies. These frequencies satisfy the unit-sum constraint, and their analysis therefore falls within the realm of compositional data analysis (Aitchison, 1986). SNPs are usually bi-allelic, which implies that the genotype frequencies can be adequately represented in a ternary plot. Compositions that are in exact HWE describe a parabola in the ternary plot. Compositions for which HWE cannot be rejected in a statistical test are typically “close" to the parabola, whereas compositions that differ significantly from HWE are “far". By rewriting the statistics used to test for HWE in terms of heterozygote frequencies, acceptance regions for HWE can be obtained that can be depicted in the ternary plot. This way, compositions can be tested for HWE purely on the basis of their position in the ternary plot (Graffelman & Morales, 2008). This leads to nice graphical representations where large numbers of SNPs can be tested for HWE in a single graph. Several examples of graphical tests for HWE (implemented in R software), will be shown, using SNP data from different human populations

Bayesian estimation and selection of nonlinear vector error correction models: The case of the sugar-ethanol-oil nexus in Brazil

Nonlinear adjustment toward long-run price equilibrium relationships in the sugar-ethanol-oil nexus in Brazil is examined. We develop generalized bivariate error correction models that allow for cointegration between sugar, ethanol, and oil prices, where dynamic adjustments are potentially nonlinear functions of the disequilibrium errors. A range of models are estimated using Bayesian Monte Carlo Markov Chain algorithms and compared using Bayesian model selection methods. The results suggest that the long-run drivers of Brazilian sugar prices are oil prices and that there are nonlinearities in the adjustment processes of sugar and ethanol prices to oil price but linear adjustment between ethanol and sugar prices.

A complete atomistic model of molten polyethylene from neutron scattering data: a new methodology for polymer structure

A new approach to the study of the local organization in amorphous polymer materials is presented. The method couples neutron diffraction experiments that explore the structure on the spatial scale 1–20 Å with the reverse Monte Carlo fitting procedure to predict structures that accurately represent the experimental scattering results over the whole momentum transfer range explored. Molecular mechanics and molecular dynamics techniques are also used to produce atomistic models independently from any experimental input, thereby providing a test of the viability of the reverse Monte Carlo method in generating realistic models for amorphous polymeric systems. An analysis of the obtained models in terms of single chain properties and of orientational correlations between chain segments is presented. We show the viability of the method with data from molten polyethylene. The analysis derives a model with average C-C and C-H bond lengths of 1.55 Å and 1.1 Å respectively, average backbone valence angle of 112, a torsional angle distribution characterized by a fraction of trans conformers of 0.67 and, finally, a weak interchain orientational correlation at around 4 Å.

Extracting quantitative structural parameters for disordered polymers from neutron scattering data

The organization of non-crystalline polymeric materials at a local level, namely on a spatial scale between a few and 100 a, is still unclear in many respects. The determination of the local structure in terms of the configuration and conformation of the polymer chain and of the packing characteristics of the chain in the bulk material represents a challenging problem. Data from wide-angle diffraction experiments are very difficult to interpret due to the very large amount of information that they carry, that is the large number of correlations present in the diffraction patterns.We describe new approaches that permit a detailed analysis of the complex neutron diffraction patterns characterizing polymer melts and glasses. The coupling of different computer modelling strategies with neutron scattering data over a wide Q range allows the extraction of detailed quantitative information on the structural arrangements of the materials of interest. Proceeding from modelling routes as diverse as force field calculations, single-chain modelling and reverse Monte Carlo, we show the successes and pitfalls of each approach in describing model systems, which illustrate the need to attack the data analysis problem simultaneously from several fronts.

Modelling the structure of a polymer glass poly(methylmethacrylate) through neutron scattering experiments

Determination of the local structure of a polymer glass by scattering methods is complex due to the number of spatial and orientational correlations, both from within the polymer chain (intrachain) and between neighbouring chains (interchain), from which the scattering arises. Recently considerable advances have been made in the structural analysis of relatively simple polymers such as poly(ethylene) through the use of broad Q neutron scattering data tightly coupled to atomistic modelling procedures. This paper presents the results of an investigation into the use of these procedures for the analysis of the local structure of a-PMMA which is chemically more complex with a much greater number of intrachain structural parameters. We have utilised high quality neutron scattering data obtained using SANDALS at ISIS coupled with computer models representing both the single chain and bulk polymer system. Several different modelling approaches have been explored which encompass such techniques as Reverse Monte Carlo refinement and energy minimisation and their relative merits and successes are discussed. These different approaches highlight structural parameters which any realistic model of glassy atactic PMMA must replicate.

A new calibrated sunspot group series since 1749: statistics of active day fractions

Although the sunspot-number series have existed since the mid-19th century, they are still the subject of intense debate, with the largest uncertainty being related to the "calibration" of the visual acuity of individual observers in the past. Daisy-chain regression methods are applied to inter-calibrate the observers which may lead to significant bias and error accumulation. Here we present a novel method to calibrate the visual acuity of the key observers to the reference data set of Royal Greenwich Observatory sunspot groups for the period 1900-1976, using the statistics of the active-day fraction. For each observer we independently evaluate their observational thresholds [S_S] defined such that the observer is assumed to miss all of the groups with an area smaller than S_S and report all the groups larger than S_S. Next, using a Monte-Carlo method we construct, from the reference data set, a correction matrix for each observer. The correction matrices are significantly non-linear and cannot be approximated by a linear regression or proportionality. We emphasize that corrections based on a linear proportionality between annually averaged data lead to serious biases and distortions of the data. The correction matrices are applied to the original sunspot group records for each day, and finally the composite corrected series is produced for the period since 1748. The corrected series displays secular minima around 1800 (Dalton minimum) and 1900 (Gleissberg minimum), as well as the Modern grand maximum of activity in the second half of the 20th century. The uniqueness of the grand maximum is confirmed for the last 250 years. It is shown that the adoption of a linear relationship between the data of Wolf and Wolfer results in grossly inflated group numbers in the 18th and 19th centuries in some reconstructions.

Density profiles in the raise and peel model with and without a wall; physics and combinatorics

We consider the raise and peel model of a one-dimensional fluctuating interface in the presence of an attractive wall. The model can also describe a pair annihilation process in disordered unquenched media with a source at one end of the system. For the stationary states, several density profiles are studied using Monte Carlo simulations. We point out a deep connection between some profiles seen in the presence of the wall and in its absence. Our results are discussed in the context of conformal invariance ( c = 0 theory). We discover some unexpected values for the critical exponents, which are obtained using combinatorial methods. We have solved known ( Pascal`s hexagon) and new (split-hexagon) bilinear recurrence relations. The solutions of these equations are interesting in their own right since they give information on certain classes of alternating sign matrices.

Term structure dynamics and no-arbitrage under the Taylor rule

A determinação da taxa de juros estrutura a termo é um dos temas principais da gestão de ativos financeiros. Considerando a grande importância dos ativos financeiros para a condução das políticas econômicas, é fundamental para compreender a estrutura que é determinado. O principal objetivo deste estudo é estimar a estrutura a termo das taxas de juros brasileiras, juntamente com taxa de juros de curto prazo. A estrutura a termo será modelado com base em um modelo com uma estrutura afim. A estimativa foi feita considerando a inclusão de três fatores latentes e duas variáveis ​​macroeconômicas, através da técnica Bayesiana da Cadeia de Monte Carlo Markov (MCMC).

Estudo de propriedades críticas em sistemas complexos: método de procura automática em sistemas tipo Ising e percolação de longo alcance

The new technique for automatic search of the order parameters and critical properties is applied to several well-know physical systems, testing the efficiency of such a procedure, in order to apply it for complex systems in general. The automatic-search method is combined with Monte Carlo simulations, which makes use of a given dynamical rule for the time evolution of the system. In the problems inves¬tigated, the Metropolis and Glauber dynamics produced essentially equivalent results. We present a brief introduction to critical phenomena and phase transitions. We describe the automatic-search method and discuss some previous works, where the method has been applied successfully. We apply the method for the ferromagnetic fsing model, computing the critical fron¬tiers and the magnetization exponent (3 for several geometric lattices. We also apply the method for the site-diluted ferromagnetic Ising model on a square lattice, computing its critical frontier, as well as the magnetization exponent f3 and the susceptibility exponent 7. We verify that the universality class of the system remains unchanged when the site dilution is introduced. We study the problem of long-range bond percolation in a diluted linear chain and discuss the non-extensivity questions inherent to long-range-interaction systems. Finally we present our conclusions and possible extensions of this work

Rotação diferencial em estrelas do tipo solar

Stellar differential rotation is an important key to understand hydromagnetic stellar dynamos, instabilities, and transport processes in stellar interiors as well as for a better treatment of tides in close binary and star-planet systems. The space-borne high-precision photometry with MOST, CoRoT, and Kepler has provided large and homogeneous datasets. This allows, for the first time, the study of differential rotation statistically robust samples covering almost all stages of stellar evolution. In this sense, we introduce a method to measure a lower limit to the amplitude of surface differential rotation from high-precision evenly sampled photometric time series such as those obtained by space-borne telescopes. It is designed for application to main-sequence late-type stars whose optical flux modulation is dominated by starspots. An autocorrelation of the time series is used to select stars that allow an accurate determination of spot rotation periods. A simple two-spot model is applied together with a Bayesian Information Criterion to preliminarily select intervals of the time series showing evidence of differential rotation with starspots of almost constant area. Finally, the significance of the differential rotation detection and a measurement of its amplitude and uncertainty are obtained by an a posteriori Bayesian analysis based on a Monte Carlo Markov Chain (hereafter MCMC) approach. We apply our method to the Sun and eight other stars for which previous spot modelling has been performed to compare our results with previous ones. The selected stars are of spectral type F, G and K. Among the main results of this work, We find that autocorrelation is a simple method for selecting stars with a coherent rotational signal that is a prerequisite to a successful measurement of differential rotation through spot modelling. For a proper MCMC analysis, it is necessary to take into account the strong correlations among different parameters that exists in spot modelling. For the planethosting star Kepler-30, we derive a lower limit to the relative amplitude of the differential rotation. We confirm that the Sun as a star in the optical passband is not suitable for a measurement of the differential rotation owing to the rapid evolution of its photospheric active regions. In general, our method performs well in comparison with more sophisticated procedures used until now in the study of stellar differential rotation

The water factor in the protein-folding problem

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

Comparison between the complete Bayesian method and empirical Bayesian method for ARCH models using Brazilian financial time series

In this work we compared the estimates of the parameters of ARCH models using a complete Bayesian method and an empirical Bayesian method in which we adopted a non-informative prior distribution and informative prior distribution, respectively. We also considered a reparameterization of those models in order to map the space of the parameters into real space. This procedure permits choosing prior normal distributions for the transformed parameters. The posterior summaries were obtained using Monte Carlo Markov chain methods (MCMC). The methodology was evaluated by considering the Telebras series from the Brazilian financial market. The results show that the two methods are able to adjust ARCH models with different numbers of parameters. The empirical Bayesian method provided a more parsimonious model to the data and better adjustment than the complete Bayesian method.

The STATFLUX code: a statistical method for calculation of flow and set of parameters, based on the Multiple-Compartment Biokinetical Model

The code STATFLUX, implementing a new and simple statistical procedure for the calculation of transfer coefficients in radionuclide transport to animals and plants, is proposed. The method is based on the general multiple-compartment model, which uses a system of linear equations involving geometrical volume considerations. Flow parameters were estimated by employing two different least-squares procedures: Derivative and Gauss-Marquardt methods, with the available experimental data of radionuclide concentrations as the input functions of time. The solution of the inverse problem, which relates a given set of flow parameter with the time evolution of concentration functions, is achieved via a Monte Carlo Simulation procedure.Program summaryTitle of program: STATFLUXCatalogue identifier: ADYS_v1_0Program summary URL: http://cpc.cs.qub.ac.uk/summaries/ADYS_v1_0Program obtainable from: CPC Program Library, Queen's University of Belfast, N. IrelandLicensing provisions: noneComputer for which the program is designed and others on which it has been tested: Micro-computer with Intel Pentium III, 3.0 GHzInstallation: Laboratory of Linear Accelerator, Department of Experimental Physics, University of São Paulo, BrazilOperating system: Windows 2000 and Windows XPProgramming language used: Fortran-77 as implemented in Microsoft Fortran 4.0. NOTE: Microsoft Fortran includes non-standard features which are used in this program. Standard Fortran compilers such as, g77, f77, ifort and NAG95, are not able to compile the code and therefore it has not been possible for the CPC Program Library to test the program.Memory, required to execute with typical data: 8 Mbytes of RAM memory and 100 MB of Hard disk memoryNo. of bits in a word: 16No. of lines in distributed program, including test data, etc.: 6912No. of bytes in distributed Program, including test data, etc.: 229 541Distribution format: tar.gzNature of the physical problem: the investigation of transport mechanisms for radioactive substances, through environmental pathways, is very important for radiological protection of populations. One such pathway, associated with the food chain, is the grass-animal-man sequence. The distribution of trace elements in humans and laboratory animals has been intensively studied over the past 60 years [R.C. Pendlenton, C.W. Mays, R.D. Lloyd, A.L. Brooks, Differential accumulation of iodine-131 from local fallout in people and milk, Health Phys. 9 (1963) 1253-1262]. In addition, investigations on the incidence of cancer in humans, and a possible causal relationship to radioactive fallout, have been undertaken [E.S. Weiss, M.L. Rallison, W.T. London, W.T. Carlyle Thompson, Thyroid nodularity in southwestern Utah school children exposed to fallout radiation, Amer. J. Public Health 61 (1971) 241-249; M.L. Rallison, B.M. Dobyns, F.R. Keating, J.E. Rall, F.H. Tyler, Thyroid diseases in children, Amer. J. Med. 56 (1974) 457-463; J.L. Lyon, M.R. Klauber, J.W. Gardner, K.S. Udall, Childhood leukemia associated with fallout from nuclear testing, N. Engl. J. Med. 300 (1979) 397-402]. From the pathways of entry of radionuclides in the human (or animal) body, ingestion is the most important because it is closely related to life-long alimentary (or dietary) habits. Those radionuclides which are able to enter the living cells by either metabolic or other processes give rise to localized doses which can be very high. The evaluation of these internally localized doses is of paramount importance for the assessment of radiobiological risks and radiological protection. The time behavior of trace concentration in organs is the principal input for prediction of internal doses after acute or chronic exposure. The General Multiple-Compartment Model (GMCM) is the powerful and more accepted method for biokinetical studies, which allows the calculation of concentration of trace elements in organs as a function of time, when the flow parameters of the model are known. However, few biokinetics data exist in the literature, and the determination of flow and transfer parameters by statistical fitting for each system is an open problem.Restriction on the complexity of the problem: This version of the code works with the constant volume approximation, which is valid for many situations where the biological half-live of a trace is lower than the volume rise time. Another restriction is related to the central flux model. The model considered in the code assumes that exist one central compartment (e.g., blood), that connect the flow with all compartments, and the flow between other compartments is not included.Typical running time: Depends on the choice for calculations. Using the Derivative Method the time is very short (a few minutes) for any number of compartments considered. When the Gauss-Marquardt iterative method is used the calculation time can be approximately 5-6 hours when similar to 15 compartments are considered. (C) 2006 Elsevier B.V. All rights reserved.

Steric constraints as folding coadjuvant

Through the analyses of the Miyazawa-Jernigan matrix it has been shown that the hydrophobic effect generates the dominant driving force for protein folding. By using both lattice and off-lattice models, it is shown that hydrophobic-type potentials are indeed efficient in inducing the chain through nativelike configurations, but they fail to provide sufficient stability so as to keep the chain in the native state. However, through comparative Monte Carlo simulations, it is shown that hydrophobic potentials and steric constraints are two basic ingredients for the folding process. Specifically, it is shown that suitable pairwise steric constraints introduce strong changes on the configurational activity, whose main consequence is a huge increase in the overall stability condition of the native state; detailed analysis of the effects of steric constraints on the heat capacity and configurational activity are provided. The present results support the view that the folding problem of globular proteins can be approached as a process in which the mechanism to reach the native conformation and the requirements for the globule stability are uncoupled.

Interleukin-2 and interleukin-6 gene promoter polymorphisms, and early failure of dental implants

Single nucleotide polymorphisms in the promoter region of the human interleukin (IL)-2 (T-330G) and IL-6 (G-174C) genes have modified the transcriptional activity of these cytokines and are associated with several diseases. The aim of this study was to investigate the possible relationship between these single nucleotide polymorphisms and early implant failure. A sample of 74 nonsmokers was divided into 2 groups: test group comprising 34 patients (mean age 49.3 years) with ĝ‰¥1 implants that failed and control group consisting of 40 patients (mean age 43.8 years) with ĝ‰¥1 healthy implants. Genomic deoxyribonucleic acid from oral mucosa was amplified by polymerase chain reaction and analyzed by restriction fragment length polymorphism. Monte Carlo simulations (P < 0.05) were used to assess differences in allele and genotypes frequencies of the single nucleotide polymorphisms between the 2 groups. No significant differences were observed in the allele and genotypes distribution of both polymorphisms when the 2 groups were compared. The results indicate that polymorphisms in the IL-2 (T-330G) and IL-6 (G-174C) genes are not associated with early implant failure, suggesting that the presence of those single nucleotide polymorphisms does not constitute a genetic risk factor for implant loss in the studied population. Copyright © 2005 by Lippincott Williams & Wilkins.