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testIndBeta = function(target, dataset, xIndex, csIndex, wei = NULL, univariateModels=NULL, hash = FALSE, stat_hash=NULL, pvalue_hash=NULL) {
# TESTINDBETA Conditional Independence Test based on beta regression for proportions
# provides a p-value PVALUE for the null hypothesis: X independent by target
# given CS. The pvalue is calculated by comparing a beta regression model based
# on the conditioning set CS against a model containing both X and CS.
# The comparison is performed through a chi-square test with some degrees
# of freedom on the difference between the log-likelihoodss of the two models.
# TESTINDBETA requires the following inputs:
# target: a column vector containing the values of the target variable.
# target must be an integer vector, with values between 0 and 1
# dataset: a numeric data matrix containing the variables for performing
# the conditional independence test. There can be mixed variables, i.e. continous and or categorical
# xIndex: the index of the variable whose association with the target
# must be tested. Can be mixed variables, either continous or categorical
# csIndex: the indices of the variables to condition on.
# this method returns: the pvalue PVALUE, the statistic STAT.
# References:
# [1] Ferrari S.L.P., Cribari-Neto F. (2004). Beta Regression for
# Modelling Rates and Proportions. Journal of Applied Statistics, 31(7): 799--815.
csIndex[which(is.na(csIndex))] = 0
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);
}
}
#if the test cannot performed succesfully these are the returned values
pvalue = log(1);
stat = 0;
#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] <- log(1);#.set(pvalue_hash , key , 1)
}
results <- list(pvalue = log(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 testIndBeta : 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];
if( length(cs) == 0 || any( is.na(cs) ) ) cs = NULL;
#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] <- log(1); #.set(pvalue_hash , key , 1)
}
results <- list(pvalue = log(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] <- log(1); #.set(pvalue_hash , key , 1)
}
results <- list(pvalue = log(1), stat = 0, stat_hash=stat_hash, pvalue_hash=pvalue_hash);
return(results);
}
}
}
}
#trycatch for dealing with errors
res <- tryCatch(
{
#if the conditioning set (cs) is empty, we use the t-test on the coefficient of x.
if ( length(cs) == 0 ) {
#if the univariate models have been already compute
if ( !is.null(univariateModels) ) {
pvalue = univariateModels$pvalue[[xIndex]];
stat = univariateModels$stat[[xIndex]];
results <- list(pvalue = pvalue, stat = stat, stat_hash=stat_hash, pvalue_hash=pvalue_hash);
return(results);
}
#Fitting beta regressions
if ( is.null(wei) ) fit1 = Rfast::beta.mle(target) else fit1 <- betamle.wei(target, wei)
fit2 = beta.reg(target, x, wei = wei)
} else {
#Fitting beta regressions
fit1 = beta.reg( target, cs, wei = wei )
fit2 = beta.reg(target, dataset[, c(csIndex, xIndex)] , wei = wei ) ;
}
stat = 2 * fit2$loglik - 2 * fit1$loglik
dof = length( fit2$be ) - length( fit1$be )
pvalue = pchisq(stat, dof, lower.tail = FALSE, log.p = TRUE)
#update hash objects
if( hash ) {
stat_hash[key] <- stat; #.set(stat_hash , key , stat)
pvalue_hash[key] <- pvalue; #.set(pvalue_hash , key , pvalue)
}
#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);
},
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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