R/testIndSPML.R

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

testIndSPML = function(target, dataset, xIndex, csIndex, wei = NULL, univariateModels=NULL, 
                        hash = FALSE, stat_hash = NULL, pvalue_hash = NULL) {
  # 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.
  #initialization
  #if the test cannot performed succesfully these are the returned values
  pvalue <- log(1);
  stat <- 0;
  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]) == 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] <- 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 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];
  #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);
        }
      }
    }
  }
      #if the conditioning set (cs) is empty, we use a simplified formula
      if (length(cs) == 0) {
        if ( is.matrix(target) ) {
          y <- ( atan(target[, 2]/target[, 1]) + pi * I(target[, 1] < 0) ) %% (2 * pi)
          fit1 <- Rfast::spml.mle(y)
        } else  fit1 <- Rfast::spml.mle(target)
        fit2 <- try( Rfast::spml.reg(target, x), silent = TRUE)
        if ( identical( class(fit2), "try-error" ) )  {
          pvalue <- log(1)
          stat <- 0
        } else {
          stat <- 2 * fit2$loglik - 2 * fit1$loglik
          pvalue <- pchisq(stat, 2, lower.tail = FALSE, log.p = TRUE)
        }  
      } else {
        fit1 <- try( Rfast::spml.reg(target, cs), silent = TRUE)
        fit2 <- try( Rfast::spml.reg( target, dataset[, c(csIndex, xIndex)] ), silent = TRUE)
        if ( identical( class(fit1), "try-error" )  |  identical( class(fit2), "try-error" ) )  {
          pvalue <- log(1)
          stat <- 0
        } else {          
          stat <- 2 * fit2$loglik - 2 * fit1$loglik
          pvalue <- pchisq(stat, 2, lower.tail = FALSE, log.p = TRUE)
        }  
      }
      #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)  
}