Nothing
permMMReg = function(target, dataset, xIndex, csIndex, wei = NULL, univariateModels=NULL, hash = FALSE, stat_hash = NULL,
pvalue_hash = NULL, threshold = 0.05, R = 999) {
# TESTINDREG Conditional Independence Test for continous class variables
# PVALUE = TESTINDREG(Y, DATA, XINDEX, CSINDEX)
# This test provides a p-value PVALUE for the NULL hypothesis H0 which is
# X is independent by TARGET given CS. The pvalue is calculated following
# nested models
# This method requires the following inputs
# TARGET: a numeric vector containing the values of the target (continuous) variable.
# Its support can be R or any number betweeen 0 and 1, i.e. it contains proportions.
# DATASET: a numeric data matrix containing the variables for performing the test. They can be mixed variables.
# XINDEX: the index of the variable whose association with the target we want to test.
# CSINDEX: the indices if the variable to condition on.
# this method returns: the pvalue PVALUE, the statistic STAT.
# References
# [1] Norman R. Draper and Harry Smith. Applied Regression
# Analysis, Wiley, New York, USA, third edition, May 1998.
#initialization
#if the test cannot performed succesfully these are the returned values
pvalue = log(1)
stat = 0;
csIndex[ which( is.na(csIndex) ) ] = 0;
thres <- threshold * R + 1
if (hash) {
csIndex2 = csIndex[which(csIndex!=0)]
csIndex2 = sort(csIndex2)
xcs = c(xIndex,csIndex2)
key = paste(as.character(xcs) , collapse=" ");
if (is.null(stat_hash[key]) == FALSE) {
stat = stat_hash[key];
pvalue = pvalue_hash[key];
results <- list(pvalue = pvalue, stat = stat, stat_hash=stat_hash, pvalue_hash=pvalue_hash);
return(results);
}
}
#if the xIndex is contained in csIndex, x does not bring any new
#information with respect to cs
if ( !is.na( match(xIndex, csIndex) ) ) {
if(hash) { #update hash objects
stat_hash[key] <- 0;#.set(stat_hash , key , 0)
pvalue_hash[key] <- 1;#.set(pvalue_hash , key , 1)
}
results <- list(pvalue = 1, stat = 0, stat_hash=stat_hash, pvalue_hash=pvalue_hash);
return(results);
}
#check input validity
if( any(xIndex < 0) || any(csIndex < 0) ) {
message(paste("error in testIndReg : wrong input of xIndex or csIndex"))
results <- list(pvalue = pvalue, stat = stat, stat_hash=stat_hash, pvalue_hash=pvalue_hash);
return(results);
}
xIndex = unique(xIndex);
csIndex = unique(csIndex);
x = dataset[ , xIndex];
cs = dataset[ , csIndex];
n = length(target)
#That means that the x variable does not add more information to our model due to an exact copy of this in the cs, so it is independent from the target
if ( length(cs) != 0 ) {
if ( is.null(dim(cs)[2]) ) { #cs is a vector
if (identical(x, cs) ) { #if(!any(x == cs) == FALSE)
if (hash) { #update hash objects
stat_hash[key] <- 0; #.set(stat_hash , key , 0)
pvalue_hash[key] <- 1; #.set(pvalue_hash , key , 1)
}
results <- list(pvalue = 1, stat = 0, stat_hash=stat_hash, pvalue_hash=pvalue_hash);
return(results);
}
} else { #more than one var
for ( col in 1:dim(cs)[2] ) {
if ( identical(x, cs[, col]) ) { #if(!any(x == cs) == FALSE)
if (hash) { #update hash objects
stat_hash[key] <- 0; #.set(stat_hash , key , 0)
pvalue_hash[key] <- 1; #.set(pvalue_hash , key , 1)
}
results <- list(pvalue = 1, stat = 0, stat_hash=stat_hash, pvalue_hash=pvalue_hash);
return(results);
}
}
}
}
res <- tryCatch(
{
#if the conditioning set (cs) is empty, we use a simplified formula
if ( length(cs) == 0 ) {
fit1 = MASS::rlm(target ~ 1, weights = wei, method = "MM", maxit = 2000)
fit2 = MASS::rlm(target ~ x, weights = wei, method = "MM", maxit = 2000)
lik2 = as.numeric( logLik(fit2) )
stat = 2 * lik2 - 2 * as.numeric( logLik(fit1) )
step <- 0
j <- 1
n <- length(target)
while (j <= R & step < thres ) {
xb <- sample(x, n)
bit2 <- MASS::rlm(target ~ xb, weights = wei, method = "MM", maxit = 2000)
step <- step + ( as.numeric( logLik(bit2) ) > lik2 )
j <- j + 1
}
pvalue <- log( (step + 1) / (R + 1) )
} else {
fit1 = MASS::rlm(target ~ cs, weights = wei, method = "MM", maxit = 2000)
fit2 = MASS::rlm(target ~ cs + x, weights= wei, method = "MM", maxit = 2000)
lik2 <- 2 * as.numeric( logLik(fit2) )
stat = lik2 - 2 * as.numeric( logLik(fit1) )
step <- 0
j <- 1
n <- length(target)
while (j <= R & step < thres ) {
xb <- sample(x, n)
bit2 <- MASS::rlm(target ~ cs + xb, weights = wei, method = "MM", maxit = 2000 )
step <- step + ( as.numeric( logLik(bit2) ) > lik2 )
j <- j + 1
}
pvalue <- log( (step + 1) / (R + 1) )
}
#last error check
if (is.na(pvalue) || is.na(stat) ) {
pvalue = log(1)
stat = 0;
} else {
#update hash objects
if ( hash ) {
stat_hash[key] <- stat;#.set(stat_hash , key , stat)
pvalue_hash[key] <- pvalue;#.set(pvalue_hash , key , pvalue)
}
}
#testerrorcaseintrycatch(4);
results <- list(pvalue = pvalue, stat = stat, stat_hash=stat_hash, pvalue_hash=pvalue_hash);
return(results);
},
error=function(cond) {
pvalue = log(1)
stat = 0;
results <- list(pvalue = pvalue, stat = stat, stat_hash=stat_hash, pvalue_hash=pvalue_hash);
return(results);
},
finally={}
)
return(res);
}
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