R/cleanZtest.R

In CorReg: Linear Regression Based on Linear Structure Between Variables

#' Clean Z's columns based on p-values (coefficients or global)
#' 
#' @description This function cleans the structure of correlations by setting to 0 the coefficients in the sub-regressions that are associated to a p-value below the "pvalmin" threshold.
#' @param Z the binary matrix describing the sub-regression structure (as given by the "structureFinder" function).
#' @param X the dataset on which we have the sub-regression structure Z.
#' @param pvalmin the threshold on coefficients p-valuesto clean the structure.
#' @param global boolean. If TRUE the threshold is only on the F statistic for each sub-regression, not on each coefficients. So it will only remove entire sub-regressions.
#' @param bonferroni boolean to use bonferroni correction on the pvalmin parameter to avoid multiple testing issues.
#' 
#' @export
cleanZtest <- function(Z = Z, X = X, pvalmin = 0.05, global = FALSE, bonferroni = FALSE)
{
  if (global) {
    if (bonferroni) {
      pvalmin = pvalmin / length(quicol)
    }
    quicol = which(colSums(Z) != 0)
    for (i in quicol) {
      qui = which(Z[, i] != 0)
      Xloc = X[, qui]
      Yloc = X[, i]
      lmloc = lm(Yloc ~ ., data = data.frame(Xloc))
      summar = summary(lmloc)
      global_pval = pf(summar$fstatistic[1], summar$fstatistic[2], summar$fstatistic[3], lower.tail = FALSE)
      if (global_pval > pvalmin) { # equation pourrie, on la supprime
        Z[, i] = 0
      }
    }
  } else { # on regarde chaque coef donc on boucle jusqu' 'a stabilite
    pvalminini = pvalmin
    change = (colSums(Z) != 0) # colonnes a regarder
    quicol = which(change)
    while (length(quicol) > 0) {
      if (bonferroni) {pvalmin = pvalminini / sum(Z[, quicol])}
      for (i in quicol) { # nettoyage
        qui = which(Z[, i] != 0)
        Xloc = X[, qui]
        Yloc = X[, i]
        lmloc = lm(Yloc ~ ., data = data.frame(Xloc))
        summar = summary(lmloc)
        coefs_pval = coef(summar)[, 4] # p-values des coefficients
        # on elague juste les coefs pourris
        if (length(Z[qui, i][coefs_pval[-1] > pvalmin]) > 0) { # on a des choses a changer
          Z[qui, i][coefs_pval[-1] > pvalmin] = 0 # on supprime
        } else { # rien n' 'a change donc on marque la colonne
          change[i] = FALSE
        }
      }
      quicol = which(change & (colSums(Z) != 0)) # on doit reverifier les colonnes modifiees encore non nulles
    }
  }
  
  return(Z)
}