Modeling time-varying growth in WHAM

Equations

Giancarlo M. Correa and Jane Sullivan

Background

The Woods Hole Assessment Model (WHAM)

  • Fully state-space age-structured model
  • Data: catch, indices of abundance, age compositions, empirical weight-at-age, environmental covariates
  • Separability of total catch and proportions-at-age, as well as annual F and selectivity
  • Random effects in selectivity, M, NAA, Q, Ecov
  • Written in TMB and R (user friendly!) ( see R package ).

Stock and Miller (2021)

Somatic growth modeling

Approaches

Described in Correa et al. (2023):

Population mean size-at-age (LAA)

1. Parametric LAA


For \(y=1\) at the start of the year (Richards 1959):

\[ \tilde{L}_{y,a} = \begin{cases} L'_{min} + ba,\hspace{6cm}a\leq \tilde{a}\\ (L_\infty^\gamma + (L_\tilde{a}^\gamma-L_\infty^\gamma)exp(-k(a-\tilde{a})))^{1/\gamma}\hspace{1cm}a>\tilde{a} \end{cases} \]

Where \(L'_{min}\) is the lower limit of the smallest length bin, \(\tilde{a}\) is the reference age, \(L_\infty\) is the asymptotic length, \(k\) is the growth rate, \(\gamma\) is the shape parameter. Also, \(b=(L_\tilde{a} - L'_{min})/\tilde{a}\).

1. Parametric LAA


For \(y>1\):

\[ \tilde{L}_{y,a} = \begin{cases} L'_{min} + ba,\hspace{7cm}a\leq \tilde{a}\\ (\tilde{L}_{y-1,a-1}^\gamma + (\tilde{L}_{y-1,a-1}^\gamma-L_\infty^\gamma)(exp(-k)-1))^{1/\gamma}\hspace{0.5cm}a>\tilde{a} \end{cases} \]

When \(\gamma = 1\), the equation is von Bertalanffy (Schnute 1981).

1. Parametric LAA


For any fraction \(\theta\) of the year:

\[\tilde{L}_{y,a+\theta}=(\tilde{L}_{y-1,a-1}^\gamma + (\tilde{L}^\gamma_{y-1,a-1})(exp(-k\theta)-1))^{1/\gamma}\]


This is particularly important since fish also grow within a year.

1. Parametric LAA

To model time-variability, we could predict deviations on any growth parameter:

\[log(P_t) = \mu_P + \delta_{P,t}\]

Where \(P\) represents the growth parameter, and \(t\) represents years or cohorts.


The structure of these deviations \(\delta_{P,t}\) could be independent or correlated over time.

2. Nonparametric LAA


Input population mean size-at-age \(\tilde{L}_{a}\) are treated as fixed effects. We do not need any kind of parametric equation. If time-invariant growth, so \(\tilde{L}_{a,y}=\tilde{L}_{a}\) for all \(y\).


To model growth within a year, we use a linear interpolation between \(\tilde{L}_{a,y}\) and \(\tilde{L}_{a+1,y+1}\).

2. Nonparametric LAA


If we want to model time-varying growth, we predict deviations:

\[\tilde{L}_{a,y} = \mu_{\tilde{L}_{a}} + \delta_{a,y}\]

Where the structure of these deviations \(\delta_{a,y}\) could be independent or correlated over time and ages, or correlated over ages, years, and cohorts (Cheng et al. 2023).

2. Nonparametric LAA

Deviations structure (correlation over years and ages):

\[E \sim MVN(0, \Sigma)\]

\(E = (\varepsilon_{1,1},...,\varepsilon_{1,Y-1},\varepsilon_{2,1},...,\varepsilon_{1,Y-1},...,\varepsilon_{A,1},...,\varepsilon_{A,Y-1})'\), \(Y\) is the number of years, and \(\Sigma\) is the covariance matrix:

\[Cov(\varepsilon_{a,y},\tilde{\varepsilon}_{a,y}) = \frac{\sigma_G\rho_{a}^{\vert a-\tilde{a} \vert}\rho_{y}^{\vert y-\tilde{y} \vert}}{(1-\rho^2_a)(1-\rho_y^2)}\]

where \(-1<\rho_a <1\) and \(-1<\rho_y <1\) are the autocorrelation coefficients (fixed effects).

2. Nonparametric LAA

We could also estimate partial autocorrelation coefficients by year, age and cohorts (Cheng et al. 2023).

3. Semiparametric LAA


Only used to model time-varying growth. It is a combination of the previous two approaches. We follow these steps:

  1. We calculate the population mean size-at-age at the start of the year using a parametric equation (e.g., von Bertalanffy).

  2. Predict deviations from the values calculated in the previous step. Structure could be independent or correlated over time and ages.

  3. Calculate population mean size-at-age within a year using linear interpolation.

Transition matrix

Distribute the information of each age among length bins:

\[\varphi_{y,l,a}=\begin{cases} \Phi(\frac{L'_{min^\ast} - L_{y,a}}{\sigma_{y,a}})\hspace{3.2cm}l=1\\ \Phi(\frac{L'_{l+1} - L_{y,a}}{\sigma_{y,a}})-\Phi(\frac{L'_{l} - L_{y,a}}{\sigma_{y,a}})\hspace{1cm}1<l<n_L\\ 1-\Phi(\frac{L'_{max} - L_{y,a}}{\sigma_{y,a}})\hspace{2.5cm}l=n_L \end{cases}\]

\(\Phi\) is the cumulative standard normal distribution, \(L'_{min^\ast}\) is the smallest length bin, \(l\) is the length bin index, \(n_L\) is the number of length bins, and \(\sigma_{y,a}\) is the standard deviation of lengths for age \(a\).

Transition matrix


\(\sigma_{y,a}\) is calculated from two parameters: \(\sigma_{\tilde{a}}\) y \(\sigma_{A}\):

\[\sigma_{y,a}=\sigma_{\tilde{a}}+(\frac{\sigma_{A}-\sigma_{\tilde{a}}}{L_{\infty}-L_{\tilde{a}}})(\tilde{L}_{y,a}-L_{\tilde{a}})\]

For the nonparametric LAA approach, we use \(L_A\) instead of \(L_{\infty}\) and \(L_1\) instead of \(L_{\tilde{a}}\).

Transition matrix

Population mean weight-at-age (WAA)

Approaches


1. Parametric WAA


When we model the population mean size-at-age, we can use the length-weight relationship:

\[W_{l} = \Omega_1 {L_l}^{\Omega_2}\]

Where \(\Omega_1\) and \(\Omega_2\) are parameters (fixed effects).

We could also model time-varying L-W parameters (independent or correlated over time).

1. Parametric WAA



Then, to calculate the population mean weight-at-age:

\[W_{y,a}=\sum_l \varphi_{y,l,a}W_{l}\]

2. Nonparametric WAA

Same approach as described for the nonparametric LAA.

We have a vector of population mean weight-at-age \(\tilde{W}_{a}\) at the start of a year, treated as fixed effects. For time-invariant growth, then \(\tilde{W}_{a,y}=\tilde{W}_{a}\) for every \(y\).


The mean weight-at-age within a year is calculated as:

\[\tilde{W}_{y,a+\theta} = \tilde{W}_{y,a}(G_{y,a})^\theta\]

Where \(G_{y,a} = \tilde{W}_{y+1,a+1}/\tilde{W}_{y,a}\).

2. Nonparametric WAA


To model temporal variability, we can predict deviations:

\[\tilde{W}_{a,y} = \mu_{\tilde{W}_{a}} + \delta_{a,y}\]

Where these deviations \(\delta_{a,y}\) can be independent or correlated over time and ages, or correlated over time, ages, and cohorts.

Selectivity

Size-based selectivity


Originally, only selectivity-at-age functions were available.

New functions added:

  • Age double normal (6 parameters).

  • Length logistic (2 parameters).

  • Length decreasing logistic (2 parameters).

  • Length double normal (6 parameters).

Environmental covariates

Environmental covariates


We could link a environmental covariate (\(X_y\)) to any of the growth parameters previously presented. For instance:

\[G_{y} = \mu_{G}exp(\beta X_{y})\]

Where \(G\) is a growth parameter. For the nonparametric approaches, the environmental covariate will affect all ages equally (same \(\beta\) for all ages).

Observational model

Expected catch-at-age and length


We use:

\[\hat{C}_{y,f,l,a} = \varphi_{y,l,a}S_{y,f,l}S_{y,f,a}F_{y,f}N_{y,a}\frac{1-exp(-Z_{y,a})}{Z_{y,a}}\]

Where \(f\) represents the fisheries and \(Z_{y,a}\) is calculated using aggregated \(F\) and selectivity-at-age.

Age and length compositions


First, we sum over ages or lengths:

\[\hat{C}_{y,f,a} = \sum_l{\hat{C}_{y,f,l,a}}\hspace{2cm}\hat{C}_{y,f,l} = \sum_a{\hat{C}_{y,f,l,a}}\]

Then, we calculate the marginal composition (proportions):

\[\hat{p}_{y,f,a}=\frac{\hat{C}_{y,f,a}}{\sum_{a}\hat{C}_{y,f,a}}\hspace{2cm}\hat{p}_{y,f,l}=\frac{\hat{C}_{y,f,l}}{\sum_{l}\hat{C}_{y,f,l}}\]

Aggregated catch


We calculate:

\[\hat{C}_{y,f}=\sum_a W_{y,a}\hat{C}_{y,f,a}\]

Where \(W_{y,a}\) is the population mean weight-at-age that corresponds to the fishery \(f\) (year fraction).

Index of abundance


We calculate:

\[\hat{I}_{y,i,l,a}=\varphi_{y,l,a}S_{y,i,l}S_{y,i,a}N_{a,y}exp(-f_{y,i}Z_{a,y})\]

Where \(i\) is the index of abundance and \(f_{y,i}\) is the year fraction when the survey takes place.

Index of abundance


We then calculate the summation over ages or lengths:

\[\hat{I}_{y,i,a} = \sum_l{\hat{I}_{y,i,l,a}}\hspace{2cm}\hat{I}_{y,i,l} = \sum_a{\hat{I}_{y,i,l,a}}\]

Then, we calculate the marginal composition (proportion):

\[\hat{p}_{y,i,a}=\frac{\hat{I}_{y,i,a}}{\sum_{a}\hat{I}_{y,i,a}}\hspace{2cm}\hat{p}_{y,i,l}=\frac{\hat{I}_{y,i,l}}{\sum_{l}\hat{I}_{y,i,l}}\]

Index of abundance


The aggregated index value (in weight):

\[\hat{I}_{y,i} = Q_{y,i}\sum_a W_{y,a}\hat{I}_{y,i,a}\]

Where \(Q\) is the catchability and \(W_{y,a}\) is the population weight-at-age that corresponds to that index.

For the index value in numbers, we simply omit \(W_{y,a}\).

Statistical model

Age composition

Likelihood components

Length composition

Likelihood components


  • Multinomial. No parameters.
  • Dirichlet-multinomial saturating. 1 parameter.
  • Linear Dirichlet multinomial. 1 parameter.

Thanks


Collaborators: Cole Monnahan, James Thorson, Andre Punt, Tim Miller, Steve Barbeaux, Peter Hulson


Contact:
gmoron@azti.es

Find these slides at:
giancarlomcorrea.netlify.app

References

Cheng, Matthew LH., James T. Thorson, James N. Ianelli, and Curry J. Cunningham. 2023. “Unlocking the Triad of Age, Year, and Cohort Effects for Stock Assessment: Demonstration of a Computationally Efficient and Reproducible Framework Using Weight-at-Age.” Fisheries Research 266 (October): 106755. https://doi.org/10.1016/j.fishres.2023.106755.
Correa, Giancarlo M, Cole C Monnahan, Jane Y Sullivan, James T Thorson, and André E Punt. 2023. “Modelling Time-Varying Growth in State-Space Stock Assessments.” ICES Journal of Marine Science 80 (7): 2036–49. https://doi.org/10.1093/icesjms/fsad133.
Francis, R. I. C. Chris. 2014. “Replacing the Multinomial in Stock Assessment Models: A First Step.” Fisheries Research 151 (March): 70–84. https://doi.org/10.1016/j.fishres.2013.12.015.
Ospina, Raydonal, and Silvia L. P. Ferrari. 2012. “A General Class of Zero-or-One Inflated Beta Regression Models.” Computational Statistics and Data Analysis 56 (6): 1609–23. https://doi.org/10.1016/j.csda.2011.10.005.
Richards, FJ. 1959. “A Flexible Growth Function for Empirical Use.” Journal of Experimental Botany 10 (2): 290–301. https://doi.org/10.1093/jxb/10.2.290.
Schnute, Jon. 1981. “A Versatile Growth Model with Statistically Stable Parameters.” Canadian Journal of Fisheries and Aquatic Sciences 38 (9): 1128–40. https://doi.org/10.1139/f81-153.
Stock, Brian C., and Timothy J. Miller. 2021. “The Woods Hole Assessment Model (WHAM): A General State-Space Assessment Framework That Incorporates Time- and Age-Varying Processes via Random Effects and Links to Environmental Covariates.” Fisheries Research 240 (August): 105967. https://doi.org/10.1016/j.fishres.2021.105967.
Thorson, James T., Kelli F. Johnson, Richard D. Methot, and Ian G. Taylor. 2017. “Model-Based Estimates of Effective Sample Size in Stock Assessment Models Using the Dirichlet-Multinomial Distribution.” Fisheries Research 192 (August): 84–93. https://doi.org/10.1016/j.fishres.2016.06.005.
Thorson, James T, Timothy J Miller, and Brian C Stock. 2022. “The Multivariate-Tweedie: A Self-Weighting Likelihood for Age and Length Composition Data Arising from Hierarchical Sampling Designs.” Edited by Ernesto Jardim. ICES Journal of Marine Science, September. https://doi.org/10.1093/icesjms/fsac159.