R/fbed.ebic.R

In MXM: Feature Selection (Including Multiple Solutions) and Bayesian Networks

fbed.ebic <- function(y, x, test = NULL, univ = NULL, gam = NULL, wei = NULL, K = 0, ncores = 1) { 
  dm <- dim(x)
  n <- dm[1]
  p <- dm[2]
  ind <- 1:p
  lik2 <- numeric(p)
  sela <- NULL
  card <- 0
  
  test <- test.maker(test)
  
  if ( is.null(gam) ) {
    con <- 2 - log(p) / log(n)
  } else con <- 2 * gam
  if ( (con) < 0 )  con <- 0
  
  runtime <- proc.time()
  lik1 <- ebic.model(y, test = test, wei = wei)
  
  if ( is.null(univ) ) {
    lik2 <- MXM::ebic.univregs(y, x, test = test, wei = wei, ncores = ncores, gam = gam)$ebic
    stat <- lik1 - lik2
    univ <- list()
    univ$ebic <- lik2
    n.tests <- p
    zevar <- which( is.infinite(lik2) )
  } else {  
    lik2 <- univ$ebic
    stat <- lik1 - lik2
    n.tests <- 0
    zevar <- which( is.infinite(lik2) )
  } 
  s <- which(stat > 0)
  
  if ( length(s) > 0 ) {
    sel <- which.max(stat)
    sela <- sel
    s <- s[ - which(s == sel) ]
    lik1 <- lik2[sel] 
    sa <- stat[sel]
    lik2 <- rep( lik1, p )
    #########
    while ( sum(s > 0) > 0 ) {
      M <- length(sela) + 1
      lik2 <- MXM::ebic.regs(y, x, xIndex = ind[s], csIndex = sela, gam = gam, test = test, wei = wei)
      lik2[ -ind[s] ] <- lik1
      n.tests <- n.tests + length(ind[s])
      stat <- lik1 - lik2
      s <- which(stat > 0) 
      sel <- which.max(stat) * ( length(s)>0 )
      sa <- c(sa, stat[sel]) 
      sela <- c(sela, sel[sel>0])
      s <- s[ - which(s == sel) ]
      if (sel > 0) {
        lik1 <- lik2[sel] 
        lik2 <- rep(lik1, p)
      }  
    } ## end while ( sum(s > 0) > 0)
    
    card <- length(sela)
    
    if (K == 1) {
      M <- length(sela) + 1
      lik2 <- MXM::ebic.regs(y, x, xIndex = ind[-c(sela, zevar)], csIndex = sela, gam = gam, test = test, wei = wei)
      lik2[ -ind[-sela] ] <- lik1
      n.tests[2] <- length( ind[-c(sela, zevar)] )
      stat <- lik1 - lik2
      s <- which(stat > 0) 
      sel <- which.max(stat) * ( length(s)>0 )
      sa <- c(sa, stat[sel]) 
      sela <- c(sela, sel[sel>0])
      s <- s[ - which(s == sel) ]
      if (sel > 0) {
        lik1 <- lik2[sel] 
        lik2 <- rep(lik1, p)
      }  
      while ( sum(s > 0) > 0 ) {
        M <- length(sela) + 1
        lik2 <- MXM::ebic.regs(y, x, xIndex = ind[s], csIndex = sela, gam = gam, test = test, wei = wei)
        lik2[ -ind[s] ] <- lik1
        n.tests[2] <- n.tests[2] + length( ind[s] )
        stat <- lik1 - lik2
        s <- which(stat > 0)
        sel <- which.max(stat) * ( length(s)>0 )
        sa <- c(sa, stat[sel]) 
        sela <- c(sela, sel[sel>0])
        s <- s[ - which(s == sel) ]
        if (sel > 0) {
          lik1 <- lik2[sel] 
          lik2 <- rep(lik1, p)
        }  
      } ## end while ( sum(s > 0) > 0 )
      card <- c(card, sum(sela > 0) )
    }  ## end if ( K == 1 ) 
    
    if ( K > 1) {
      M <- length(sela) + 1
      lik2 <- MXM::ebic.regs(y, x, xIndex = ind[-c(sela, zevar)], csIndex = sela, gam = gam, test = test, wei = wei)
      lik2[ -ind[-sela] ] <- lik1
      n.tests[2] <- length( ind[-c(sela, zevar)] )
      stat <- lik1 - lik2
      s <- which(stat > 0) 
      sel <- which.max(stat) * ( length(s)>0 )
      sa <- c(sa, stat[sel]) 
      sela <- c(sela, sel[sel>0])
      s <- s[ - which(s == sel) ]
      if (sel > 0) {
        lik1 <- lik2[sel] 
        lik2 <- rep(lik1, p)
      }  
      while ( sum(s > 0) > 0 ) {
        M <- length(sela) + 1
        lik2 <- MXM::ebic.regs(y, x, xIndex = ind[s], csIndex = sela, gam = gam, test = test, wei = wei)
        lik2[ -ind[s] ] <- lik1
        n.tests[2] <- n.tests[2] + length(ind[s])
        stat <- lik1 - lik2
        s <- which(stat > 0)
        sel <- which.max(stat) * ( length(s)>0 )
        sa <- c(sa, stat[sel]) 
        sela <- c(sela, sel[sel>0])
        s <- s[ - which(s == sel) ]
        if (sel > 0) {
          lik1 <- lik2[sel] 
          lik2 <- rep(lik1, p)
        }  
      } ## end while ( sum(s > 0) > 0 )
      
      vim <- 1
      card <- c(card, sum(sela > 0) )
      while ( vim < K  & card[vim + 1] - card[vim] > 0 ) {
        vim <- vim + 1
        M <- length(sela) + 1
        lik2 <- MXM::ebic.regs(y, x, xIndex = ind[-c(sela, zevar)], csIndex = sela, gam = gam, test = test, wei = wei)
        lik2[ -ind[-sela] ] <- lik1
        n.tests[vim + 1] <- length( ind[-c(sela, zevar)] ) 
        stat <- lik1 - lik2
        s <- which(stat > 0)
        sel <- which.max(stat) * ( length(s)>0 )
        sa <- c(sa, stat[sel]) 
        sela <- c(sela, sel[sel>0])
        s <- s[ - which(s == sel) ]
        if (sel > 0) {
          lik1 <- lik2[sel] 
          lik2 <- rep(lik1, p)
        }     
        while ( sum(s > 0) > 0 ) {
          M <- length(sela) + 1
          lik2 <- MXM::ebic.regs(y, x, xIndex = ind[s], csIndex = sela, gam = gam, test = test, wei = wei)
          lik2[ -ind[s] ] <- lik1
          n.tests[vim + 1] <- n.tests[vim + 1] + length(ind[s])
          stat <- lik1 - lik2
          s <- which(stat > 0)
          sel <- which.max(stat) * ( length(s)>0 )
          sa <- c(sa, stat[sel]) 
          sela <- c(sela, sel[sel>0])
          s <- s[ - which(s == sel) ]
          if (sel > 0) {
            lik1 <- lik2[sel] 
            lik2 <- rep(lik1, p)
          }  
        } ## end while ( sum(s > 0) > 0 )
        card <- c(card, sum(sela > 0) )
      }  ## end while ( vim < K )
    } ## end if ( K > 1)
  } ## end if ( length(s) > 0 )
  
  runtime <- proc.time() - runtime
  len <- sum( sela > 0 )
  if (len > 0) {
    res <- cbind(sela[1:len], sa[1:len] )
    info <- matrix(nrow = length(card), ncol = 2)
    info[, 1] <- card
    info[, 2] <- n.tests
  } else {
    res <- matrix(c(0, 0), ncol = 2)
    info <- matrix(c(0, p), ncol = 2)
  }  
  colnames(res) <- c("Vars", "eBIC difference")
  rownames(info) <- paste("K=", 1:length(card)- 1, sep = "")
  colnames(info) <- c("Number of vars", "Number of tests")
  list(univ = univ, res = res, info = info, runtime = runtime)
}