Nothing
permMVreg = function(target, dataset, xIndex, csIndex, wei = NULL, univariateModels=NULL, hash = FALSE, stat_hash=NULL,
pvalue_hash=NULL, threshold = 0.05, R = 999) {
# TESTINDMVREG Conditional Independence Test for multivariate continous class variables
# PVALUE = TESTINDMVREG(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 matrix 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.
#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]) ) {
stat = stat_hash[key];
pvalue = pvalue_hash[key];
results <- list(pvalue = pvalue, stat = stat, stat_hash=stat_hash, pvalue_hash=pvalue_hash);
return(results);
}
}
#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 testIndMVreg : 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);
#extract the data
x = dataset[ , xIndex];
cs = dataset[ , csIndex];
#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);
}
}
}
}
if ( length(cs) == 0 ) {
#compute the relationship between x,target directly
fit2 = lm(target ~ x, weights = wei)
if ( !any(is.na(fit2$coefficients) ) ) {
stat = anova( fit2 )[2, 3]
step <- 0
j <- 1
n <- length(x)
while ( j <= R & step < thres ) {
xb <- sample(x, n)
bit2 <- lm(target ~ xb, weights = wei )
step <- step + ( anova(bit2)[2, 3] > stat )
j <- j + 1
}
pvalue <- log( (step + 1) / (R + 1) )
}
} else {
fit2 = lm(target ~ cs + x, weights = wei )
if ( !any(is.na(fit2$coefficients) ) ) {
stat <- anova( fit2 )[3, 3]
step <- 0
j <- 1
n <- length(x)
while ( j <= R & step < thres ) {
xb <- sample(x, n)
bit2 <- lm(target ~ cs + xb, weights = wei )
step <- step + ( anova(bit2)[3, 3] > stat )
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)
}
}
results <- list(pvalue = pvalue, stat = stat, stat_hash=stat_hash, pvalue_hash=pvalue_hash);
return(results);
}
Any scripts or data that you put into this service are public.
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.