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R/binning.R
In dlookr: Tools for Data Diagnosis, Exploration, Transformation
Defines functions
binning
Documented in
binning
#' Binning the Numeric Data
#'
#' @description The binning() converts a numeric variable to a categorization variable.
#'
#' @details This function is useful when used with the mutate/transmute
#' function of the dplyr package.
#'
#' See vignette("transformation") for an introduction to these concepts.
#'
#' @param x numeric. numeric vector for binning.
#' @param nbins integer. number of intervals(bins). required. if missing, nclass.Sturges is used.
#' @param type character. binning method. Choose from "quantile", "equal", "pretty", "kmeans" and "bclust".
#' The "quantile" sets breaks with quantiles of the same interval.
#' The "equal" sets breaks at the same interval.
#' The "pretty" chooses a number of breaks not necessarily equal
#' to nbins using base::pretty function.
#' The "kmeans" uses stats::kmeans function to generate the breaks.
#' The "bclust" uses e1071::bclust function to generate the breaks using bagged clustering.
#' "kmeans" and "bclust" was implemented by classInt::classIntervals() function.
#' @param ordered logical. whether to build an ordered factor or not.
#' @param labels character. the label names to use for each of the bins.
#' @param approxy.lab logical. If TRUE, large number breaks are approximated to pretty numbers.
#' If FALSE, the original breaks obtained by type are used.
#' @return An object of bins class.
#' Attributes of bins class is as follows.
#' \itemize{
#' \item class : "bins"
#' \item type : binning type, "quantile", "equal", "pretty", "kmeans", "bclust".
#' \item breaks : breaks for binning. the number of intervals into which x is to be cut.
#' \item levels : levels of binned value.
#' \item raw : raw data, numeric vector corresponding to x argument.
#' }
#' @seealso \code{\link{binning_by}}, \code{\link{print.bins}}, \code{\link{summary.bins}},
#' \code{\link{plot.bins}}.
#' @export
#' @examples
#' \donttest{
#' # Generate data for the example
#' heartfailure2 <- heartfailure
#' heartfailure2[sample(seq(NROW(heartfailure2)), 20), "platelets"] <- NA
#'
#' # Binning the platelets variable. default type argument is "quantile"
#' bin <- binning(heartfailure2$platelets)
#' # Print bins class object
#' bin
#'
#' # Summarise bins class object
#' summary(bin)
#'
#' # Plot bins class object
#' plot(bin)
#'
#' # Using labels argument
#' bin <- binning(heartfailure2$platelets, nbins = 4,
#' labels = c("LQ1", "UQ1", "LQ3", "UQ3"))
#' bin
#'
#' # Using another type argument
#' bin <- binning(heartfailure2$platelets, nbins = 5, type = "equal")
#' bin
#' bin <- binning(heartfailure2$platelets, nbins = 5, type = "pretty")
#' bin
#' bin <- binning(heartfailure2$platelets, nbins = 5, type = "kmeans")
#' bin
#' bin <- binning(heartfailure2$platelets, nbins = 5, type = "bclust")
#' bin
#'
#' x <- sample(1:1000, size = 50) * 12345679
#' bin <- binning(x)
#' bin
#' bin <- binning(x, approxy.lab = FALSE)
#' bin
#'
#' # extract binned results
#' extract(bin)
#'
#' # -------------------------
#' # Using pipes & dplyr
#' # -------------------------
#' library(dplyr)
#'
#' # Compare binned frequency by death_event
#' heartfailure2 %>%
#' mutate(platelets_bin = binning(heartfailure2$platelets) %>%
#' extract()) %>%
#' group_by(death_event, platelets_bin) %>%
#' summarise(freq = n()) %>%
#' arrange(desc(freq)) %>%
#' head(10)
#'
#' # Compare binned frequency by death_event using Viz
#' heartfailure2 %>%
#' mutate(platelets_bin = binning(heartfailure2$platelets) %>%
#' extract()) %>%
#' target_by(death_event) %>%
#' relate(platelets_bin) %>%
#' plot()
#' }
#'
#' @importFrom grDevices nclass.Sturges
#' @importFrom stats na.omit quantile
#' @export
binning <- function(x, nbins,
type = c("quantile", "equal", "pretty", "kmeans", "bclust"),
ordered = TRUE, labels = NULL, approxy.lab = TRUE) {
if (is.factor(x))
stop("x is categorical value")
if (!is.numeric(x))
stop("x is not numeric value")
if (missing(nbins))
nbins <- nclass.Sturges(x)
if (nbins < 2)
stop("nbins less than 2")
nuniq <- length(unique(x))
if (nuniq == 1)
stop("There is only one unique value of the x.")
type <- match.arg(type)
if (nbins > nuniq) {
msg <- "nbins is greater than the number of unique values for x.
So we assign 'nbins' the number of unique values of x."
warning(msg)
nbins <- nuniq
}
if (nbins == nuniq) {
msg <- "The type argument is replaced by equal because nbins has the
same number of unique values for x."
warning(msg)
nbins <- nuniq
sorted <- sort(unique(x))
interval <- diff(sorted)
breaks <- c(min(sorted) - interval[1] / 2,
sorted[1:(nbins - 1)] + interval / 2,
max(sorted) + interval[length(interval)] / 2)
type <- "equal"
} else if (type == "quantile") {
breaks <- quantile(x, probs = seq(0, 1, by = 1 / nbins),
na.rm = TRUE, type = 8)
breaks <- unique(breaks)
breaks[1] <- min(x, na.rm = TRUE)
breaks[length(breaks)] <- max(x, na.rm = TRUE)
names(breaks) <- NULL
} else if (type == "equal") {
breaks <- seq(min(x, na.rm = TRUE), max(x, na.rm = TRUE),
length.out = (nbins + 1))
} else if (type == "pretty") {
breaks <- pretty(x = x, n = nbins)
} else {
if (!requireNamespace("classInt", quietly = TRUE)) {
stop("Package \"classInt\" needed for this function to work. Please install it.",
call. = FALSE)
}
xx <- na.omit(x)
if (type == "bclust") {
ci <- classInt::classIntervals(var = xx, n = nbins, style = type, verbose = FALSE)
} else {
ci <- classInt::classIntervals(var = xx, n = nbins, style = type)
}
breaks <- ci$brks
}
breaks <- unique(breaks)
dig.lab <- breaks %>%
nchar() %>%
max() %>%
min(7)
fct <- cut(x, breaks = breaks, labels = labels, include.lowest = TRUE,
dig.lab = dig.lab)
if (is.null(labels)) {
pretty.lab <- levels(fct) %>%
gsub("[(\\[]|]", "", .) %>%
strsplit(",") %>%
sapply(c) %>%
as.numeric() %>%
unique()
pretty.lab[1] <- min(x, na.rm = TRUE)
pretty.lab[length(pretty.lab)] <- max(x, na.rm = TRUE)
if (approxy.lab) {
if (!all(pretty.lab == breaks)) {
fct <- cut(x, breaks = pretty.lab, labels = levels(fct), include.lowest = TRUE)
}
} else {
if (!all(pretty.lab == breaks)) {
lab <- NULL
for (i in 2:length(breaks)) {
lab <- c(lab, paste0("(", prettyNum(breaks[i - 1]), ",", prettyNum(breaks[i]), "]"))
}
lab[1] <- sub("^\\(", "[", lab[1])
levels(fct) <- lab
}
}
}
if (ordered == TRUE)
fct <- ordered(fct, levels = levels(fct))
results <- fct
attr(results, "type") <- type
attr(results, "breaks") <- breaks
attr(results, "levels") <- levels(fct)
attr(results, "raw") <- x
class(results) <- append("bins", class(results))
results
}
#' Summarizing Binned Variable
#'
#' @description summary method for "bins" and "optimal_bins".
#' @param object an object of "bins" and "optimal_bins",
#' usually, a result of a call to binning().
#' @param ... further arguments to be passed from or to other methods.
#' @details
#' print.bins() prints the information of "bins" and "optimal_bins" objects nicely.
#' This includes frequency of bins, binned type, and number of bins.
#' summary.bins() returns data.frame including frequency and relative frequency for each levels(bins).
#'
#' See vignette("transformation") for an introduction to these concepts.
#'
#' @return
#' The function summary.bins() computes and returns a data.frame of summary statistics of the
#' binned given in object. Variables of data frame is as follows.
#' \itemize{
#' \item levels : levels of factor.
#' \item freq : frequency of levels.
#' \item rate : relative frequency of levels. it is not percentage.
#' }
#' @seealso \code{\link{binning}}
#' @examples
#' # Generate data for the example
#' heartfailure2 <- heartfailure
#' heartfailure2[sample(seq(NROW(heartfailure2)), 20), "platelets"] <- NA
#'
#' # Binning the platelets variable. default type argument is "quantile"
#' bin <- binning(heartfailure2$platelets)
#'
#' # Print bins class object
#' bin
#'
#' # Summarize bins class object
#' summary(bin)
#'
#' @method summary bins
#' @export
summary.bins <- function(object, ...) {
tab <- table(object, exclude = NULL)
data.frame(levels = names(tab),
freq = as.numeric(tab),
rate = as.numeric(tab) / length(object))
}
#' @param x an object of class "bins" and "optimal_bins",
#' usually, a result of a call to binning().
#' @param ... further arguments passed to or from other methods.
#' @rdname summary.bins
#' @method print bins
#' @export
print.bins <- function(x, ...) {
cat("binned type: ", attr(x, "type"), "\n", sep = "")
cat("number of bins: ", length(levels(x)), "\n", sep = "")
print(table(x, exclude = NULL))
}
#' Visualize Distribution for a "bins" object
#'
#' @description
#' Visualize two plots on a single screen.
#' The plot at the top is a histogram representing the frequency of the level.
#' The plot at the bottom is a bar chart representing the frequency of the level.
#'
#' @details The base_family is selected from "Roboto Condensed", "Liberation Sans Narrow",
#' "NanumSquare", "Noto Sans Korean". If you want to use a different font,
#' use it after loading the Google font with import_google_font().
#'
#' @param x an object of class "bins", usually, a result of a call to binning().
#' @param typographic logical. Whether to apply focuses on typographic elements to ggplot2 visualization.
#' The default is TRUE. if TRUE provides a base theme that focuses on typographic elements using hrbrthemes package.
#' @param base_family character. The name of the base font family to use
#' for the visualization. If not specified, the font defined in dlookr is applied. (See details)
#' @param ... arguments to be passed to methods, such as graphical parameters (see par).
#' @seealso \code{\link{binning}}, \code{\link{print.bins}}, \code{\link{summary.bins}}.
#' @examples
#' # Generate data for the example
#' \donttest{
#' heartfailure2 <- heartfailure
#' heartfailure2[sample(seq(NROW(heartfailure2)), 20), "platelets"] <- NA
#'
#' # Binning the platelets variable. default type argument is "quantile"
#' bin <- binning(heartfailure2$platelets, nbins = 5)
#' plot(bin)
#'
#' # Using another type arguments
#' bin <- binning(heartfailure2$platelets, nbins = 5, type = "equal")
#' plot(bin)
#'
#' bin <- binning(heartfailure2$platelets, nbins = 5, type = "pretty")
#' plot(bin)
#'
#' bin <- binning(heartfailure2$platelets, nbins = 5, type = "kmeans")
#' plot(bin)
#'
#' bin <- binning(heartfailure2$platelets, nbins = 5, type = "bclust")
#' plot(bin)
#' }
#'
#' @export
#' @method plot bins
#' @importFrom gridExtra grid.arrange
#' @import hrbrthemes
#' @import ggplot2
plot.bins <- function(x, typographic = TRUE, base_family = NULL, ...) {
brks <- attr(x, "breaks")
type <- attr(x, "type")
levels <- attr(x, "levels")
bins <- factor(x, levels = levels(x))
n <- seq(levels)
deltas <- diff(brks)
height <- table(bins) / deltas / length(bins)
data_top <- data.frame(x_start = brks[-length(brks)], x_end = brks[-1],
height = height)
p_top <- data_top %>%
ggplot() +
geom_rect(aes(xmin = x_start, xmax = x_end,
ymin = 0, ymax = height),
fill = "#69b3a2", alpha = 0.8, color = "black") +
xlim(min(brks), max(brks)) +
labs(title = sprintf("Density of original data using '%s' method", type),
y = "Density") +
theme_grey(base_family = base_family)
if (typographic) {
p_top <- p_top +
theme_typographic(base_family)
}
data_bottom <- data.frame(bins = seq(levels), freq = as.integer(table(bins)) / length(bins))
p_bottom <- data_bottom %>%
ggplot(aes(x = bins, y = freq)) +
geom_bar(stat = "identity", fill = "#404080", width = 0.8,
alpha = 0.8, color = "black") +
labs(title = sprintf("Relative frequency by bins using '%s' method", type),
x = "", y = "Relative Frequency") +
scale_x_continuous(breaks = seq(levels),
labels = levels,
limits = c(0.5, length(levels) + 0.5)) +
theme_grey(base_family = base_family)
if (typographic) {
p_bottom <- p_bottom +
theme_typographic(base_family) +
theme(plot.margin = margin(5, 20, 10, 20))
}
p_bottom <- p_bottom +
theme(axis.text.x = element_text(angle = 45, hjust = 1))
suppressWarnings(gridExtra::grid.arrange(p_top, p_bottom, nrow = 2, ncol = 1))
}
#' Optimal Binning for Scoring Modeling
#'
#' @description The binning_by() finding intervals for numerical variable
#' using optical binning. Optimal binning categorizes a numeric characteristic
#' into bins for ulterior usage in scoring modeling.
#'
#' @details This function is useful when used with the mutate/transmute
#' function of the dplyr package. And this function is implemented using
#' smbinning() function of smbinning package.
#'
#' @section attributes of "optimal_bins" class:
#' Attributes of the "optimal_bins" class that is as follows.
#' \itemize{
#' \item class : "optimal_bins".
#' \item levels : character. factor or ordered factor levels
#' \item type : character. binning method
#' \item breaks : numeric. breaks for binning
#' \item raw : numeric. before the binned the raw data
#' \item ivtable : data.frame. information value table
#' \item iv : numeric. information value
#' \item target : integer. binary response variable
#' }
#'
#' See vignette("transformation") for an introduction to these concepts.
#'
#' @param .data a data frame.
#' @param y character. name of binary response variable(0, 1).
#' The variable must contain only the integers 0 and 1 as element.
#' However, in the case of factor having two levels, it is performed while type conversion is performed in the calculation process.
#' @param x character. name of continuous characteristic variable. At least 5 different values. and Inf is not allowed.
#' @param p numeric. percentage of records per bin. Default 5\% (0.05).
#' This parameter only accepts values greater that 0.00 (0\%) and lower than 0.50 (50\%).
#' @param ordered logical. whether to build an ordered factor or not.
#' @param labels character. the label names to use for each of the bins.
#' @return an object of "optimal_bins" class.
#' Attributes of "optimal_bins" class is as follows.
#' \itemize{
#' \item class : "optimal_bins".
#' \item type : binning type, "optimal".
#' \item breaks : numeric. the number of intervals into which x is to be cut.
#' \item levels : character. levels of binned value.
#' \item raw : numeric. raw data, x argument value.
#' \item ivtable : data.frame. information value table.
#' \item iv : numeric. information value.
#' \item target : integer. binary response variable.
#' }
#' @seealso \code{\link{binning}}, \code{\link{plot.optimal_bins}}.
#' @examples
#' \donttest{
#' library(dplyr)
#'
#' # Generate data for the example
#' heartfailure2 <- heartfailure
#' heartfailure2[sample(seq(NROW(heartfailure2)), 5), "creatinine"] <- NA
#'
#' # optimal binning using character
#' bin <- binning_by(heartfailure2, "death_event", "creatinine")
#'
#' # optimal binning using name
#' bin <- binning_by(heartfailure2, death_event, creatinine)
#' bin
#'
#' # performance table
#' attr(bin, "performance")
#'
#' # summary optimal_bins class
#' summary(bin)
#'
#' # visualize all information for optimal_bins class
#' plot(bin)
#'
#' # visualize WoE information for optimal_bins class
#' plot(bin, type = "WoE")
#'
#' # visualize all information without typographic
#' plot(bin, typographic = FALSE)
#'
#' # extract binned results
#' extract(bin) %>%
#' head(20)
#' }
#'
#' @export
#' @importFrom tibble is_tibble
#' @importFrom partykit ctree ctree_control width
#' @importFrom tidyselect vars_select
#' @importFrom rlang quos
#' @import dplyr
binning_by <- function(.data, y, x, p = 0.05, ordered = TRUE, labels = NULL) {
y <- tidyselect::vars_select(names(.data), !! enquo(y))
x <- tidyselect::vars_select(names(.data), !! enquo(x))
if (tibble::is_tibble(.data)) {
.data <- as.data.frame(.data)
}
uniq_y <- length(unique(.data[, y]))
type_y <- class(.data[, y])[1]
type_x <- class(.data[, x])[1]
if (!is.data.frame(.data))
stop("Data is not a data.frame.")
if (!type_x %in% c("integer", "numeric"))
stop("x is not numeric value.")
if (uniq_y != 2) {
stop("The number of levels of the y variable is not 2.")
}
if (type_y %in% c("integer", "numeric")) {
if (!all(unique(.data[, y]) %in% c(0, 1))) {
stop("If y is a numeric variable, it can have only values of 0 and 1. (1: positive, 0: Negative)")
}
}
if (type_y %in% c("factor", "ordered")) {
yval <- levels(.data[, y])
.data[, y] <- as.integer(.data[, y]) - 1
msg <- sprintf("'%s' changed to 1 (positive) and '%s' changed to 0 (negative).", yval[2], yval[1])
warning(paste("The factor y has been changed to a numeric vector consisting of 0 and 1.", msg, sep = "\n"))
}
if (type_y %in% c("character")) {
yval <- levels(factor(.data[, y]))
.data[, y] <- as.integer(factor(.data[, y]))- 1
msg <- sprintf("'%s' changed to 1 (positive) and '%s' changed to 0 (negative).", yval[2], yval[1])
warning(paste("The character y has been changed to a numeric vector consisting of 0 and 1.", msg, sep = "\n"))
}
if (any(is.infinite(.data[, x])))
stop("x with an Inf. Replace by NA. or Remove the Inf.")
if (p <= 0 | p > 0.5)
stop("p must be, 0 < p <= 0.5")
if (length(unique(.data[, x])) < 5)
stop("x must be number of unique values greater then 4.")
ctree <- partykit::ctree(
formula(paste("`", y,"`", " ~ ", "`", x, "`", sep = "")),
data = .data, na.action = na.exclude,
control = partykit::ctree_control(
minbucket = ceiling(round(p * nrow(.data)))
)
)
bins <- width(ctree)
if (bins < 2) {
msg <- "No significant splits"
results <- msg
class(results) <- append("optimal_bins", class(results))
warning(msg, "\n")
return(results)
}
cutvct <- seq(ctree) %>%
map_dbl(function(x) {
breaks <- ctree[x]$node$split$breaks
ifelse(is.null(breaks), NA, breaks)
}) %>%
sort()
min_max <- range(.data[, x], na.rm = TRUE)
cufoff <- c(min_max[1], cutvct, min_max[2])
breaks <- cufoff
tab <- table(breaks)
dup <- as.numeric(names(tab)[which(tab == 2)])
if (length(dup) > 0) {
breaks <- unique(c(ifelse(min(breaks) == dup, dup - 1, dup + 1), breaks))
}
fct <- cut(.data[, x], breaks = breaks, labels = labels, include.lowest = TRUE)
if (ordered == TRUE)
fct <- ordered(fct)
perf <- performance_bin(.data[, y], fct)
results <- fct
attr(results, "type") <- "optimal"
attr(results, "breaks") <- breaks
attr(results, "levels") <- levels(fct)
attr(results, "raw") <- .data[, x]
class(results) <- append("bins", class(results))
attr(results, "performance") <- perf
attr(results, "target") <- .data[, y]
class(results) <- append("optimal_bins", class(results))
results
}
#' Summarizing Performance for Optimal Bins
#'
#' @description summary method for "optimal_bins". summary metrics to evaluate the performance
#' of binomial classification model.
#' @param object an object of class "optimal_bins", usually, a result of a call to binning_by().
#' @param ... further arguments to be passed from or to other methods.
#' @details
#' print() to print only binning table information of "optimal_bins" objects.
#' summary.performance_bin() includes general metrics and result of significance tests life follows.:
#' \itemize{
#' \item Binning Table : Metrics by bins.
#' \itemize{
#' \item CntRec, CntPos, CntNeg, RatePos, RateNeg, Odds, WoE, IV, JSD, AUC.
#' }
#' \item General Metrics.
#' \itemize{
#' \item Gini index.
#' \item Jeffrey's Information Value.
#' \item Jensen-Shannon Divergence.
#' \item Kolmogorov-Smirnov Statistics.
#' \item Herfindahl-Hirschman Index.
#' \item normalized Herfindahl-Hirschman Index.
#' \item Cramer's V Statistics.
#' }
#' \item Table of Significance Tests.
#' }
#' @return NULL.
#' @seealso \code{\link{binning_by}}, \code{\link{plot.optimal_bins}}
#' @examples
#' \donttest{
#' library(dplyr)
#'
#' # Generate data for the example
#' heartfailure2 <- heartfailure
#' heartfailure2[sample(seq(NROW(heartfailure2)), 5), "creatinine"] <- NA
#'
#' # optimal binning
#' bin <- binning_by(heartfailure2, "death_event", "creatinine")
#' bin
#'
#' # summary optimal_bins class
#' summary(bin)
#'
#' # performance table
#' attr(bin, "performance")
#'
#' # visualize all information for optimal_bins class
#' plot(bin)
#'
#' # visualize WoE information for optimal_bins class
#' plot(bin, type = "WoE")
#'
#' # visualize all information without typographic
#' plot(bin, typographic = FALSE)
#'
#' # extract binned results
#' extract(bin) %>%
#' head(20)
#' }
#'
#' @method summary optimal_bins
#' @export
summary.optimal_bins <- function(object, ...) {
perf <- attr(object, "performance")
summary(perf)
}
#' Visualize Distribution for an "optimal_bins" Object
#'
#' @description
#' It generates plots for understand distribution, frequency, bad rate, and weight of evidence using optimal_bins.
#'
#' See vignette("transformation") for an introduction to these concepts.
#'
#' @details The base_family is selected from "Roboto Condensed", "Liberation Sans Narrow",
#' "NanumSquare", "Noto Sans Korean". If you want to use a different font,
#' use it after loading the Google font with import_google_font().
#'
#' @param x an object of class "optimal_bins", usually, a result of a call to binning_by().
#' @param type character. options for visualization. Distribution ("dist"), Relateive Frequency ("freq"),
#' Positive Rate ("posrate"), and Weight of Evidence ("WoE"). and default "all" draw all plot.
#' @param typographic logical. Whether to apply focuses on typographic elements to ggplot2 visualization.
#' The default is TRUE. if TRUE provides a base theme that focuses on typographic elements using hrbrthemes package.
#' @param base_family character. The name of the base font family to use
#' for the visualization. If not specified, the font defined in dlookr is applied. (See details)
#' @param rotate_angle integer. specifies the rotation angle of the x-axis label.
#' This is useful when the x-axis labels are long and overlap.
#' The default is 0 to not rotate the label.
#' @param ... further arguments to be passed from or to other methods.
#' @seealso \code{\link{binning_by}}, \code{\link{summary.optimal_bins}}
#' @examples
#' \donttest{
#' # Generate data for the example
#' heartfailure2 <- heartfailure
#' heartfailure2[sample(seq(NROW(heartfailure2)), 5), "creatinine"] <- NA
#'
#' # optimal binning using binning_by()
#' bin <- binning_by(heartfailure2, "death_event", "creatinine")
#' bin
#'
#' # summary optimal_bins class.
#' summary(bin)
#'
#' # visualize all information for optimal_bins class
#' plot(bin)
#'
#' # rotate the x-axis labels by 45 degrees so that they do not overlap.
#' plot(bin, rotate_angle = 45)
#'
#' # visualize WoE information for optimal_bins class
#' plot(bin, type = "WoE")
#'
#' # visualize all information with typographic
#' plot(bin)
#' }
#'
#' @import ggplot2
#' @import hrbrthemes
#' @importFrom gridExtra grid.arrange
#' @export
#' @method plot optimal_bins
plot.optimal_bins <- function(x, type = c("all", "dist", "freq", "posrate", "WoE"),
typographic = TRUE, base_family = NULL,
rotate_angle = 0, ...) {
if (is.character(x)) {
cat("binn is the optimal_bins object that can not be binned : \n",
x, "\n", sep = "")
} else {
ivt <- attr(x, "performance")
type <- match.arg(type)
if (type %in% c("all", "dist")) {
p_dist <- data.frame(indicator = attr(x, "raw"), target = as.character(attr(x, "target"))) %>%
ggplot(aes(x = target, y= indicator, group = target)) +
geom_boxplot(fill = "slategrey", color = "darkslategrey", width = 0.3) +
coord_flip() +
ggtitle("Distribution of target") +
theme_grey(base_family = base_family) +
theme(axis.text.x = element_text(angle = rotate_angle,
vjust = 0.5, hjust = 0.5))
if (typographic) {
p_dist <- p_dist +
theme_typographic(base_family) +
theme(axis.text.x = element_text(angle = rotate_angle,
vjust = 0.5, hjust = 0.5))
if (type %in% c("all")) {
p_dist <- p_dist +
theme(axis.title.y = element_text(size = 12),
axis.title.x = element_text(size = 12),
plot.margin = margin(10, 10, 10, 10))
}
}
}
if (type %in% c("all", "freq")) {
p_freq <- ivt %>%
filter(!Bin %in% "Total") %>%
mutate(Bin = factor(Bin, levels = attr(x, "levels"))) %>%
mutate(PctRec = round(CntRec / sum(CntRec) * 100, 1)) %>%
mutate(add_pos = max(PctRec) * 0.1) %>%
ggplot(aes(x = Bin, y = PctRec, fill = Bin)) +
geom_bar(stat = "identity", width = 0.5) +
scale_fill_brewer(na.value = "grey") +
geom_text(aes(label = PctRec, y = PctRec + add_pos)) +
xlab("") +
ylab("") +
ggtitle("Percentage of frequency") +
theme_grey(base_family = base_family) +
theme(legend.position = "none") +
theme(axis.text.x = element_text(angle = rotate_angle,
vjust = 0.5, hjust = 0.5))
if (typographic) {
p_freq <- p_freq +
theme_typographic(base_family) +
theme(axis.text.x = element_text(angle = rotate_angle,
vjust = 0.5, hjust = 0.5))
if (type %in% c("all")) {
p_freq <- p_freq +
theme(legend.position = "none",
plot.margin = margin(10, 10, 10, 10))
}
}
}
if (type %in% c("all", "posrate")) {
p_badrate <- ivt %>%
filter(!Bin %in% "Total") %>%
mutate(Bin = factor(Bin, levels = attr(x, "levels"))) %>%
mutate(PctPos = round(RatePos * 100, 1)) %>%
mutate(add_pos = max(PctPos) * 0.1) %>%
ggplot(aes(x = Bin, y = PctPos, fill = Bin)) +
geom_bar(stat = "identity", width = 0.5) +
scale_fill_brewer(na.value = "grey") +
geom_text(aes(label = PctPos, y = PctPos + add_pos)) +
xlab("") +
ylab("") +
ggtitle("Percentage of positive") +
theme_grey(base_family = base_family) +
theme(legend.position = "none") +
theme(axis.text.x = element_text(angle = rotate_angle,
vjust = 0.5, hjust = 0.5))
if (typographic) {
p_badrate <- p_badrate +
theme_typographic(base_family) +
theme(axis.text.x = element_text(angle = rotate_angle,
vjust = 0.5, hjust = 0.5))
if (type %in% c("all")) {
p_badrate <- p_badrate +
theme(legend.position = "none",
plot.margin = margin(10, 10, 10, 10))
}
}
}
if (type %in% c("all", "WoE")) {
p_woe <- ivt %>%
filter(!Bin %in% "Total") %>%
mutate(Bin = factor(Bin, levels = attr(x, "levels"))) %>%
mutate(add_pos = max(WoE) * 0.1) %>%
ggplot(aes(x = Bin, y = WoE, fill = Bin)) +
geom_bar(stat = "identity", width = 0.5) +
scale_fill_brewer(na.value = "grey") +
geom_text(aes(label = round(WoE, 2), y = WoE + add_pos)) +
xlab("") +
ylab("") +
ggtitle("Weight of Evidence") +
theme_grey(base_family = base_family) +
theme(legend.position = "none") +
theme(axis.text.x = element_text(angle = rotate_angle,
vjust = 0.5, hjust = 0.5))
if (typographic) {
p_woe <- p_woe +
theme_typographic(base_family) +
theme(axis.text.x = element_text(angle = rotate_angle,
vjust = 0.5, hjust = 0.5))
if (type %in% c("all")) {
p_woe <- p_woe +
theme(legend.position = "none",
plot.margin = margin(10, 10, 10, 10))
}
}
}
if (type %in% c("all")) {
p_dist <- p_dist +
theme(plot.title = element_text(size = 15))
p_freq <- p_freq +
theme(plot.title = element_text(size = 15))
p_badrate <- p_badrate +
theme(plot.title = element_text(size = 15))
p_woe <- p_woe +
theme(plot.title = element_text(size = 15))
suppressWarnings(gridExtra::grid.arrange(p_dist, p_freq, p_badrate, p_woe, nrow = 2, ncol = 2))
} else if (type %in% c("dist")) {
suppressWarnings(p_dist)
} else if (type %in% c("freq")) {
suppressWarnings(p_freq)
} else if (type %in% c("posrate")) {
suppressWarnings(p_badrate)
} else if (type %in% c("WoE")) {
suppressWarnings(p_woe)
}
}
}
#' @rdname extract.bins
#' @export
extract <- function(x) {
UseMethod("extract", x)
}
#' Extract bins from "bins"
#'
#' @description The extract() extract binned variable from "bins", "optimal_bins" class object.
#'
#' @details The "bins" and "optimal_bins" class objects use the summary() and plot() functions to diagnose
#' the performance of binned results. This function is used to extract the binned result if you are satisfied
#' with the result.
#'
#' @param x a bins class or optimal_bins class.
#'
#' @return factor.
#' @seealso \code{\link{binning}}, \code{\link{binning_by}}.
#' @export
#' @examples
#' library(dplyr)
#'
#' # Generate data for the example
#' heartfailure2 <- heartfailure
#' heartfailure2[sample(seq(NROW(heartfailure2)), 5), "creatinine"] <- NA
#'
#' # optimal binning using binning_by()
#' bin <- binning_by(heartfailure2, "death_event", "creatinine")
#' bin
#'
#' # extract binning result
#' extract(bin) %>%
#' head(20)
#'
#' @export
#' @method extract bins
extract.bins <- function(x) {
object <- unclass(x)
idx <- as.integer(object)
levels <- attr(object,"levels")
raw <- factor(levels[idx], levels = levels)
class(raw) <- grep("bins", class(x), invert = TRUE, value = TRUE)
raw
}
#' Diagnose Performance Binned Variable
#'
#' @description The performance_bin() calculates metrics to evaluate the performance of binned variable for
#' binomial classification model.
#'
#' @details This function is useful when used with the mutate/transmute
#' function of the dplyr package.
#'
#' @param y character or numeric, integer, factor. a binary response variable (0, 1).
#' The variable must contain only the integers 0 and 1 as element.
#' However, in the case of factor/character having two levels, it is performed while type conversion is performed in the calculation process.
#' @param x integer or factor, character. At least 2 different values. and Inf is not allowed.
#' @param na.rm logical. a logical indicating whether missing values should be removed.
#' @return an object of "performance_bin" class. vaue of data.frame is as follows.
#' \itemize{
#' \item Bin : character. bins.
#' \item CntRec : integer. frequency by bins.
#' \item CntPos : integer. frequency of positive by bins.
#' \item CntNeg : integer. frequency of negative by bins.
#' \item CntCumPos : integer. cumulate frequency of positive by bins.
#' \item CntCumNeg : integer. cumulate frequency of negative by bins.
#' \item RatePos : integer. relative frequency of positive by bins.
#' \item RateNeg : integer. relative frequency of negative by bins.
#' \item RateCumPos : numeric. cumulate relative frequency of positive by bins.
#' \item RateCumNeg : numeric. cumulate relative frequency of negative by bins.
#' \item Odds : numeric. odd ratio.
#' \item LnOdds : numeric. loged odd ratio.
#' \item WoE : numeric. weight of evidence.
#' \item IV : numeric. Jeffrey's Information Value.
#' \item JSD : numeric. Jensen-Shannon Divergence.
#' \item AUC : numeric. AUC. area under curve.
#' }
#' Attributes of "performance_bin" class is as follows.
#' \itemize{
#' \item names : character. variable name of data.frame with "Binning Table".
#' \item class : character. name of class. "performance_bin" "data.frame".
#' \item row.names : character. row name of data.frame with "Binning Table".
#' \item IV : numeric. Jeffrey's Information Value.
#' \item JSD : numeric. Jensen-Shannon Divergence.
#' \item KS : numeric. Kolmogorov-Smirnov Statistics.
#' \item gini : numeric. Gini index.
#' \item HHI : numeric. Herfindahl-Hirschman Index.
#' \item HHI_norm : numeric.normalized Herfindahl-Hirschman Index.
#' \item Cramer_V : numeric. Cramer's V Statistics.
#' \item chisq_test : data.frame. table of significance tests. name is as follows.
#' \itemize{
#' \item Bin A : character. first bins.
#' \item Bin B : character. second bins.
#' \item statistics : numeric. statistics of Chi-square test.
#' \item p_value : numeric. p-value of Chi-square test.
#' }
#' }
#' @seealso \code{\link{summary.performance_bin}}, \code{\link{plot.performance_bin}}, \code{\link{binning_by}}.
#' @examples
#' \donttest{
#' # Generate data for the example
#' heartfailure2 <- heartfailure
#'
#' set.seed(123)
#' heartfailure2[sample(seq(NROW(heartfailure2)), 5), "creatinine"] <- NA
#'
#' # Change the target variable to 0(negative) and 1(positive).
#' heartfailure2$death_event_2 <- ifelse(heartfailure2$death_event %in% "Yes", 1, 0)
#'
#' # Binnig from creatinine to platelets_bin.
#' breaks <- c(0, 1, 2, 10)
#' heartfailure2$creatinine_bin <- cut(heartfailure2$creatinine, breaks)
#'
#' # Diagnose performance binned variable
#' perf <- performance_bin(heartfailure2$death_event_2, heartfailure2$creatinine_bin)
#' perf
#' summary(perf)
#'
#' plot(perf)
#'
#' # Diagnose performance binned variable without NA
#' perf <- performance_bin(heartfailure2$death_event_2, heartfailure2$creatinine_bin, na.rm = TRUE)
#' perf
#' summary(perf)
#'
#' plot(perf)
#' }
#'
#' @export
#' @import dplyr
#'
performance_bin <- function (y, x, na.rm = FALSE) {
uniq_y <- length(unique(y))
type_y <- class(y)[1]
type_x <- class(x)[1]
if (uniq_y != 2) {
stop("The number of levels of the y variable is not 2.")
}
if (type_y %in% c("integer", "numeric")) {
if (!all(unique(y) %in% c(0, 1))) {
stop("If y is a numeric variable, it can have only values of 0 and 1. (1: positive, 0: Negative)")
}
}
if (type_y %in% c("factor", "ordered")) {
yval <- levels(y)
y <- as.integer(y) - 1
msg <- sprintf("'%s' changed to 1 (positive) and '%s' changed to 0 (negative).", yval[2], yval[1])
warning(paste("The factor y has been changed to a numeric vector consisting of 0 and 1.", msg, sep = "\n"))
}
if (type_y %in% c("character")) {
yval <- levels(factor(y))
y <- as.integer(factor(y))- 1
msg <- sprintf("'%s' changed to 1 (positive) and '%s' changed to 0 (negative).", yval[2], yval[1])
warning(paste("The character y has been changed to a numeric vector consisting of 0 and 1.", msg, sep = "\n"))
}
if (any(is.infinite(x)))
stop("x with an Inf. Replace by NA. or Remove the Inf.")
if (length(unique(x)) < 2)
stop("No significant bins. x must be number of unique values greater then 1.")
.data <- data.frame(Bin = x, y = y)
if (na.rm == TRUE) {
.data <- .data %>%
filter(!is.na(Bin))
}
suppressWarnings(tab_metric <- .data %>%
filter(!is.na(y)) %>%
mutate(Bin = factor(Bin)) %>%
group_by(Bin) %>%
summarise(CntRec = n(),
CntPos = sum(ifelse(y == 1, 1, 0), na.rm = TRUE),
CntNeg = sum(ifelse(y == 0, 1, 0), na.rm = TRUE),
CntCumPos = NA,
CntCumNeg = NA, .groups = 'drop') %>%
mutate(CntCumPos = cumsum(CntPos),
CntCumNeg = cumsum(CntNeg)) %>%
bind_rows(
.data %>%
filter(!is.na(y)) %>%
mutate(Bin = "Total") %>%
group_by(Bin) %>%
summarise(CntRec = n(),
CntPos = sum(ifelse(y == 1, 1, 0), na.rm = TRUE),
CntNeg = sum(ifelse(y == 0, 1, 0), na.rm = TRUE),
.groups = 'drop')
))
tab_metric <- tab_metric %>%
mutate(RatePos = CntPos / (sum(CntPos) / 2),
RateNeg = CntNeg / (sum(CntNeg) / 2),
RateCumPos = ifelse(!Bin %in% "Total", cumsum(RatePos), NA),
RateCumNeg = ifelse(!Bin %in% "Total", cumsum(RateNeg), NA),
Odds = CntPos / CntNeg,
Odds = ifelse(is.infinite(Odds), NA, Odds),
LnOdds = log(Odds),
WoE = log(RatePos / RateNeg),
WoE = ifelse(is.infinite(WoE), NA, WoE),
IV = (RatePos - RateNeg) * WoE,
JSD = jsd(RatePos, RateNeg),
JSD = ifelse(is.nan(JSD), NA, JSD))
tab_metric <- tab_metric %>%
mutate(RatePos = ifelse(Bin %in% "Total", 0, RatePos),
REV = rev(cumsum(rev(RatePos))),
AUC = (1 - REV) * RateNeg + RatePos * RateNeg / 2) %>%
mutate(RatePos = ifelse(Bin %in% "Total", 1, RatePos),
WoE = ifelse(Bin %in% "Total", NA, WoE),
IV = ifelse(Bin %in% "Total", sum(IV), IV),
JSD = ifelse(Bin %in% "Total", sum(JSD), JSD),
AUC = ifelse(Bin %in% "Total", 0, AUC),
AUC = ifelse(Bin %in% "Total", sum(AUC), AUC)) %>%
select(-REV)
# case when using old group_by() of dplyr
# dplyr package version is less than 0.8.0
tab_metric <- tab_metric[, !names(tab_metric) %in% ".groups"]
# Information Value
IV <- tab_metric %>%
filter(Bin == "Total") %>%
select(IV) %>%
pull()
# Jensen-Shannon Divergence
JSD <- tab_metric %>%
filter(Bin == "Total") %>%
select(JSD) %>%
pull()
# Kolmogorov-Smirnov statistics
KS <- max(abs(tab_metric$RateCumPos - tab_metric$RateCumNeg), na.rm = TRUE)
# Gini Coefficient
gini <- 2 * max(tab_metric$AUC, na.rm = TRUE) - 1
## Herfindahl-Hirschman Index
hhi <- tab_metric %>%
filter(!Bin %in% "Total") %>%
select(CntRec) %>%
pull() %>%
prop.table()
hhi <- hhi ^ 2 %>%
sum()
## normalized Herfindahl-Hirschman Index
n <- tab_metric %>%
filter(!Bin %in% "Total") %>%
nrow()
hhi_norm <- (hhi - 1 / n) / (1 - 1 / n)
# Cramer's V
tab <- table(x, y)
chisq_hat <- suppressWarnings(chisq.test(tab, correct = FALSE)$statistic)
n <- sum(tab)
V <- as.numeric(sqrt(chisq_hat / (n * (min(dim(tab)) - 1))))
# Rounding
tab_metric[, -1] <- round(tab_metric[, -1] , 5)
# Chi Square Test
bins <- setdiff(tab_metric$Bin, c("Total"))
bins <- data.frame(A = bins, B = lead(bins)) %>%
filter(!is.na(A) & !is.na(B))
chisq_test <- seq(nrow(bins)) %>%
map_dfr(function(x) {
a <- .data[.data$Bin %in% bins[x, "A"], "y"]
b <- .data[.data$Bin %in% bins[x, "B"], "y"]
chisq <- suppressWarnings(chisq.test(rbind(table(a), table(b)), correct = FALSE))
list(`Bin A` = bins[x, "A"], `Bin B` = bins[x, "B"], statistics = chisq$statistic,
p_value = chisq$p.value)
})
list(metrics_table = data.frame(tab_metric), IV = IV, KS = KS, JSD = JSD, gini = gini, HHI = hhi,
HHI_norm = hhi_norm, Cramer_V = V, chisq_test = as.data.frame(chisq_test), cutoff = NULL)
results <- data.frame(tab_metric)
attr(results, "IV") <- IV
attr(results, "KS") <- KS
attr(results, "gini") <- gini
attr(results, "HHI") <- hhi
attr(results, "HHI_norm") <- hhi_norm
attr(results, "Cramer_V") <- V
attr(results, "chisq_test") <- as.data.frame(chisq_test)
attr(results, "cutoff") <- NULL
class(results) <- append("performance_bin", class(results))
results
}
#' Summarizing Performance for Binned Variable
#'
#' @description summary method for "performance_bin". summary metrics to evaluate the performance
#' of binomial classification model.
#' @param object an object of class "performance_bin", usually, a result of a call to performance_bin().
#' @param ... further arguments to be passed from or to other methods.
#' @details
#' print() to print only binning table information of "performance_bin" objects.
#' summary.performance_bin() includes general metrics and result of significance tests life follows.:
#' \itemize{
#' \item Binning Table : Metrics by bins.
#' \itemize{
#' \item CntRec, CntPos, CntNeg, RatePos, RateNeg, Odds, WoE, IV, JSD, AUC.
#' }
#' \item General Metrics.
#' \itemize{
#' \item Gini index.
#' \item Jeffrey's Information Value.
#' \item Jensen-Shannon Divergence.
#' \item Kolmogorov-Smirnov Statistics.
#' \item Herfindahl-Hirschman Index.
#' \item normalized Herfindahl-Hirschman Index.
#' \item Cramer's V Statistics.
#' }
#' \item Table of Significance Tests.
#' }
#' @return NULL.
#' @seealso \code{\link{performance_bin}}, \code{\link{plot.performance_bin}}, \code{\link{binning_by}},
#' \code{\link{summary.optimal_bins}}.
#' @examples
#' \donttest{
#' # Generate data for the example
#' heartfailure2 <- heartfailure
#'
#' set.seed(123)
#' heartfailure2[sample(seq(NROW(heartfailure2)), 5), "creatinine"] <- NA
#'
#' # Change the target variable to 0(negative) and 1(positive).
#' heartfailure2$death_event_2 <- ifelse(heartfailure2$death_event %in% "Yes", 1, 0)
#'
#' # Binnig from creatinine to platelets_bin.
#' breaks <- c(0, 1, 2, 10)
#' heartfailure2$creatinine_bin <- cut(heartfailure2$creatinine, breaks)
#'
#' # Diagnose performance binned variable
#' perf <- performance_bin(heartfailure2$death_event_2, heartfailure2$creatinine_bin)
#' perf
#' summary(perf)
#'
#' # plot(perf)
#'
#' # Diagnose performance binned variable without NA
#' perf <- performance_bin(heartfailure2$death_event_2, heartfailure2$creatinine_bin, na.rm = TRUE)
#' perf
#' summary(perf)
#'
#' plot(perf)
#' }
#'
#' @method summary performance_bin
#' @export
#'
summary.performance_bin <- function(object, ...) {
x <- object
cat_rule(
left = "Binning Table",
right = "Several Metrics",
width = 60
)
x %>%
select(-CntCumPos, -CntCumNeg, -RateCumPos, -RateCumNeg, -LnOdds) %>%
print()
cat("\n")
nms <- c("Gini index",
"IV (Jeffrey)",
"JS (Jensen-Shannon) Divergence",
"Kolmogorov-Smirnov Statistics",
"HHI (Herfindahl-Hirschman Index)",
"HHI (normalized)",
"Cramer's V")
nms <- format(nms)
vls <- c(attr(x, "gini"), max(x[, "IV"]), max(x[, "JSD"]),
attr(x, "KS"), attr(x, "HHI"), attr(x, "HHI_norm"), attr(x, "Cramer_V"))
cat_rule(
left = "General Metrics",
right = "",
width = 60
)
info_scale <- paste0(nms, " : ", round(vls, 5))
cat_bullet(info_scale)
cat("\n")
cat_rule(
left = "Significance Tests",
right = "Chisquare Test",
width = 60
)
attr(x, "chisq_test") %>%
print()
cat("\n")
}
#' Visualize Performance for an "performance_bin" Object
#'
#' @description
#' It generates plots for understand frequency, WoE by bins using performance_bin.
#'
#' @details The base_family is selected from "Roboto Condensed", "Liberation Sans Narrow",
#' "NanumSquare", "Noto Sans Korean". If you want to use a different font,
#' use it after loading the Google font with import_google_font().
#'
#' @param x an object of class "performance_bin", usually, a result of a call to performance_bin().
#' @param typographic logical. Whether to apply focuses on typographic elements to ggplot2 visualization.
#' The default is TRUE. if TRUE provides a base theme that focuses on typographic elements using hrbrthemes package.
#' @param base_family character. The name of the base font family to use
#' for the visualization. If not specified, the font defined in dlookr is applied. (See details)
#' @param ... further arguments to be passed from or to other methods.
#' @seealso \code{\link{performance_bin}}, \code{\link{summary.performance_bin}}, \code{\link{binning_by}},
#' \code{\link{plot.optimal_bins}}.
#' @examples
#' \donttest{
#' # Generate data for the example
#' heartfailure2 <- heartfailure
#'
#' set.seed(123)
#' heartfailure2[sample(seq(NROW(heartfailure2)), 5), "creatinine"] <- NA
#'
#' # Change the target variable to 0(negative) and 1(positive).
#' heartfailure2$death_event_2 <- ifelse(heartfailure2$death_event %in% "Yes", 1, 0)
#'
#' # Binnig from creatinine to platelets_bin.
#' breaks <- c(0, 1, 2, 10)
#' heartfailure2$creatinine_bin <- cut(heartfailure2$creatinine, breaks)
#'
#' # Diagnose performance binned variable
#' perf <- performance_bin(heartfailure2$death_event_2, heartfailure2$creatinine_bin)
#' perf
#' summary(perf)
#'
#' plot(perf)
#'
#' # Diagnose performance binned variable without NA
#' perf <- performance_bin(heartfailure2$death_event_2, heartfailure2$creatinine_bin, na.rm = TRUE)
#' perf
#' summary(perf)
#'
#' plot(perf)
#' plot(perf, typographic = FALSE)
#' }
#'
#' @import ggplot2
#' @import hrbrthemes
#' @import dplyr
#' @export
#' @method plot performance_bin
plot.performance_bin <- function(x, typographic = TRUE, base_family = NULL, ...) {
scaleFactor <-
x %>%
filter(!Bin %in% "Total") %>%
select(Bin, CntPos, CntNeg, WoE) %>%
mutate(Bin = factor(Bin, levels = Bin)) %>%
tidyr::gather("target", "freq", -Bin, -WoE) %>%
summarise(diff_prim = diff(range(freq, na.rm = TRUE)),
diff_sec = diff(range(WoE, na.rm = TRUE)),
min_prim = min(freq, na.rm = TRUE),
min_sec = min(WoE, na.rm = TRUE)) %>%
transmute(b = diff_prim / diff_sec,
a = b * (min_prim - min_sec))
p <- x %>%
filter(!Bin %in% "Total") %>%
select(Bin, CntPos, CntNeg, WoE) %>%
mutate(Bin = factor(Bin, levels = Bin)) %>%
tidyr::gather("target", "freq", -Bin, -WoE) %>%
ggplot(aes(x = Bin)) +
geom_bar(aes(y = freq, fill = target), stat = "identity", width = 0.6) +
geom_point(aes(y = scaleFactor$a + WoE * scaleFactor$b, group = 1), size = 2) +
geom_line(aes(y = scaleFactor$a + WoE * scaleFactor$b, group = 1)) +
labs(title = "Frequency and WoE by Bins", y = "Bin frequency") +
scale_y_continuous(
# Features of the first axis
name = "Bin frequency",
# Add a second axis and specify its features
sec.axis = sec_axis(~(. - scaleFactor$a) / scaleFactor$b, name = "WoE")
) +
theme_grey(base_family = base_family)
if (!typographic) {
suppressWarnings({p +
scale_fill_discrete(labels = c("Negative", "Positive"))})
} else {
suppressWarnings({p +
theme_typographic(base_family) +
scale_fill_ipsum(labels = c("Negative", "Positive")) +
theme(
axis.title.y = element_text(size = 13),
axis.title.y.right = element_text(size = 13)
)})
}
}
#' Binning by recursive information gain ratio maximization
#'
#' @description The binning_rgr() finding intervals for numerical variable
#' using recursive information gain ratio maximization.
#'
#' @details This function can be usefully used when developing a model that predicts y.
#'
#' @param .data a data frame.
#' @param y character. name of binary response variable.
#' The variable must character of factor.
#' @param x character. name of continuous characteristic variable.
#' At least 5 different values. and Inf is not allowed.
#' @param min_perc_bins numeric. minimum percetange of rows for each split or
#' segment (controls the sample size), 0.1 (or 10 percent) as default.
#' @param max_n_bins integer. maximum number of bins or segments
#' to split the input variable, 5 bins as default.
#' @param ordered logical. whether to build an ordered factor or not.
#' @return an object of "infogain_bins" class.
#' Attributes of "infogain_bins" class is as follows.
#' \itemize{
#' \item class : "infogain_bins".
#' \item type : binning type, "infogain".
#' \item breaks : numeric. the number of intervals into which x is to be cut.
#' \item levels : character. levels of binned value.
#' \item raw : numeric. raw data, x argument value.
#' \item target : integer. binary response variable.
#' \item x_var : character. name of x variable.
#' \item y_var : character. name of y variable.
#' }
#' @seealso \code{\link{binning}}, \code{\link{binning_by}}, \code{\link{plot.infogain_bins}}.
#' @examples
#' \donttest{
#' library(dplyr)
#'
#' # binning by recursive information gain ratio maximization using character
#' bin <- binning_rgr(heartfailure, "death_event", "creatinine")
#'
#' # binning by recursive information gain ratio maximization using name
#' bin <- binning_rgr(heartfailure, death_event, creatinine)
#' bin
#'
#' # summary optimal_bins class
#' summary(bin)
#'
#' # visualize all information for optimal_bins class
#' plot(bin)
#'
#' # visualize WoE information for optimal_bins class
#' plot(bin, type = "cross")
#'
#' # visualize all information without typographic
#' plot(bin, type = "cross", typographic = FALSE)
#'
#' # extract binned results
#' extract(bin) %>%
#' head(20)
#' }
#'
#' @export
#' @importFrom tibble is_tibble
#' @importFrom tidyselect vars_select
#' @importFrom rlang enquo
#' @import dplyr
binning_rgr <- function(.data, y, x, min_perc_bins = 0.1, max_n_bins = 5, ordered = TRUE) {
y <- tidyselect::vars_select(names(.data), !! enquo(y))
x <- tidyselect::vars_select(names(.data), !! enquo(x))
if (tibble::is_tibble(.data)) {
.data <- as.data.frame(.data)
}
uniq_y <- length(unique(.data[, y]))
type_y <- class(.data[, y])[1]
type_x <- class(.data[, x])[1]
if (!is.data.frame(.data))
stop("Data is not a data.frame.")
if (!type_x %in% c("integer", "numeric"))
stop("x is not numeric value.")
if (uniq_y != 2) {
stop("The number of levels of the y variable is not 2.")
}
if (!type_y %in% c("character", "factor", "ordered")) {
stop("y is not character or (ordered)factor.")
}
if (any(is.na(.data[, x])))
stop("x with a NA. This fuction not support missing.")
if (any(is.na(.data[, y])))
stop("y with a NA. This fuction not support missing.")
if (length(unique(.data[, x])) < 5)
stop("x must be number of unique values greater then 4.")
# if (requireNamespace("funModeling", quietly = TRUE)) {
# bins <- funModeling::discretize_rgr(
# .data[, x],
# .data[, y],
# min_perc_bins = min_perc_bins,
# max_n_bins = max_n_bins
# )
# } else {
# stop("Package 'funModeling' needed for this function to work. Please install it.",
# call. = FALSE)
# }
bins <- discretize_rgr(
.data[, x],
.data[, y],
min_perc_bins = min_perc_bins,
max_n_bins = max_n_bins
)
bin_levels <- levels(bins)
# calculate breakpoints
breaks <- gsub(pattern = "[]\\[)]", "", bin_levels)
breaks_max <- gsub(pattern = "^[[:print:]]*,", "", breaks) %>%
as.numeric() %>%
max()
breaks <- gsub(pattern = ",[[:print:]]*$", "", breaks) %>%
as.numeric() %>%
c(breaks_max)
if (ordered == TRUE)
bins <- ordered(bins)
results <- bins
attr(results, "type") <- "infogain"
attr(results, "breaks") <- breaks
attr(results, "levels") <- bin_levels
attr(results, "raw") <- .data[, x]
attr(results, "x_var") <- x
attr(results, "y_var") <- y
class(results) <- append("bins", class(results))
attr(results, "target") <- .data[, y]
class(results) <- append("infogain_bins", class(results))
results
}
#' Visualize Distribution for an "infogain_bins" Object
#'
#' @description
#' It generates plots for understand distribution and distribution by target variable using infogain_bins.
#'
#' @details The base_family is selected from "Roboto Condensed", "Liberation Sans Narrow",
#' "NanumSquare", "Noto Sans Korean". If you want to use a different font,
#' use it after loading the Google font with import_google_font().
#'
#' @param x an object of class "infogain_bins", usually, a result of a call to binning_rgr().
#' @param type character. options for visualization. Distribution("bar"), Relative Frequency by target ("cross").
#' @param typographic logical. Whether to apply focuses on typographic elements to ggplot2 visualization.
#' The default is TRUE. if TRUE provides a base theme that focuses on typographic elements using hrbrthemes package.
#' @param base_family character. The name of the base font family to use
#' for the visualization. If not specified, the font defined in dlookr is applied. (See details)
#' @param ... further arguments to be passed from or to other methods.
#' @seealso \code{\link{binning_rgr}}, \code{\link{summary.bins}}
#' @examples
#' \donttest{
#' # binning by recursive information gain ratio maximization using character
#' bin <- binning_rgr(heartfailure, "death_event", "creatinine")
#'
#' # binning by recursive information gain ratio maximization using name
#' bin <- binning_rgr(heartfailure, death_event, creatinine)
#' bin
#'
#' # summary optimal_bins class
#' summary(bin)
#'
#' # visualize all information for optimal_bins class
#' plot(bin)
#'
#' # visualize WoE information for optimal_bins class
#' plot(bin, type = "cross")
#'
#' # visualize all information without typographic
#' plot(bin, type = "cross", typographic = FALSE)
#' }
#'
#' @import ggplot2
#' @import hrbrthemes
#' @importFrom gridExtra grid.arrange
#' @export
#' @method plot infogain_bins
plot.infogain_bins <- function(x, type = c("bar", "cross"),
typographic = TRUE, base_family = NULL, ...) {
type <- match.arg(type)
if (type %in% c("bar")) {
plot.bins(x, typographic = typographic, base_family = base_family)
} else if (type %in% c("cross")) {
x_var = attr(x, "x_var")
y_var = attr(x, "y_var")
dfm <- data.frame(x = x, y = attr(x, "target"))
dfm_summary <- dfm %>%
group_by(x) %>%
count(y) %>%
mutate(ratio = round(n / sum(n) * 100, 2))
p_stack <- dfm %>%
ggplot(aes(x = x, fill = y)) +
geom_bar(position = "fill", show.legend = FALSE) +
geom_text(data = dfm_summary,
aes(y = n, label = ratio), color = "black",
position = position_fill(vjust = 0.5)) +
labs(title = sprintf("Relative frequency by bins"),
x = x_var, y = "Relative Frequency (%)")
p_dodge <- dfm_summary %>%
ggplot(aes(x = x, y = n, fill = y)) +
geom_bar(stat="identity", position = position_dodge()) +
geom_text(aes(label = n), vjust = 1.6, color = "black",
position = position_dodge(0.9), size = 3.5)+
labs(title = sprintf("Frequency by bins"),
x = x_var, y = "Frequency (Count)") +
guides(fill = guide_legend(title = y_var))
if (typographic) {
p_stack <- p_stack +
theme_typographic(base_family)
p_dodge <- p_dodge +
theme_typographic(base_family)
}
p_dodge
suppressWarnings(gridExtra::grid.arrange(p_stack, p_dodge, nrow = 1, ncol = 2))
}
}
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Defines functions binning
Documented in binning
#' Binning the Numeric Data
#'
#' @description The binning() converts a numeric variable to a categorization variable.
#'
#' @details This function is useful when used with the mutate/transmute
#' function of the dplyr package.
#'
#' See vignette("transformation") for an introduction to these concepts.
#'
#' @param x numeric. numeric vector for binning.
#' @param nbins integer. number of intervals(bins). required. if missing, nclass.Sturges is used.
#' @param type character. binning method. Choose from "quantile", "equal", "pretty", "kmeans" and "bclust".
#' The "quantile" sets breaks with quantiles of the same interval.
#' The "equal" sets breaks at the same interval.
#' The "pretty" chooses a number of breaks not necessarily equal
#' to nbins using base::pretty function.
#' The "kmeans" uses stats::kmeans function to generate the breaks.
#' The "bclust" uses e1071::bclust function to generate the breaks using bagged clustering.
#' "kmeans" and "bclust" was implemented by classInt::classIntervals() function.
#' @param ordered logical. whether to build an ordered factor or not.
#' @param labels character. the label names to use for each of the bins.
#' @param approxy.lab logical. If TRUE, large number breaks are approximated to pretty numbers.
#' If FALSE, the original breaks obtained by type are used.
#' @return An object of bins class.
#' Attributes of bins class is as follows.
#' \itemize{
#' \item class : "bins"
#' \item type : binning type, "quantile", "equal", "pretty", "kmeans", "bclust".
#' \item breaks : breaks for binning. the number of intervals into which x is to be cut.
#' \item levels : levels of binned value.
#' \item raw : raw data, numeric vector corresponding to x argument.
#' }
#' @seealso \code{\link{binning_by}}, \code{\link{print.bins}}, \code{\link{summary.bins}},
#' \code{\link{plot.bins}}.
#' @export
#' @examples
#' \donttest{
#' # Generate data for the example
#' heartfailure2 <- heartfailure
#' heartfailure2[sample(seq(NROW(heartfailure2)), 20), "platelets"] <- NA
#'
#' # Binning the platelets variable. default type argument is "quantile"
#' bin <- binning(heartfailure2$platelets)
#' # Print bins class object
#' bin
#'
#' # Summarise bins class object
#' summary(bin)
#'
#' # Plot bins class object
#' plot(bin)
#'
#' # Using labels argument
#' bin <- binning(heartfailure2$platelets, nbins = 4,
#' labels = c("LQ1", "UQ1", "LQ3", "UQ3"))
#' bin
#'
#' # Using another type argument
#' bin <- binning(heartfailure2$platelets, nbins = 5, type = "equal")
#' bin
#' bin <- binning(heartfailure2$platelets, nbins = 5, type = "pretty")
#' bin
#' bin <- binning(heartfailure2$platelets, nbins = 5, type = "kmeans")
#' bin
#' bin <- binning(heartfailure2$platelets, nbins = 5, type = "bclust")
#' bin
#'
#' x <- sample(1:1000, size = 50) * 12345679
#' bin <- binning(x)
#' bin
#' bin <- binning(x, approxy.lab = FALSE)
#' bin
#'
#' # extract binned results
#' extract(bin)
#'
#' # -------------------------
#' # Using pipes & dplyr
#' # -------------------------
#' library(dplyr)
#'
#' # Compare binned frequency by death_event
#' heartfailure2 %>%
#' mutate(platelets_bin = binning(heartfailure2$platelets) %>%
#' extract()) %>%
#' group_by(death_event, platelets_bin) %>%
#' summarise(freq = n()) %>%
#' arrange(desc(freq)) %>%
#' head(10)
#'
#' # Compare binned frequency by death_event using Viz
#' heartfailure2 %>%
#' mutate(platelets_bin = binning(heartfailure2$platelets) %>%
#' extract()) %>%
#' target_by(death_event) %>%
#' relate(platelets_bin) %>%
#' plot()
#' }
#'
#' @importFrom grDevices nclass.Sturges
#' @importFrom stats na.omit quantile
#' @export
binning <- function(x, nbins,
type = c("quantile", "equal", "pretty", "kmeans", "bclust"),
ordered = TRUE, labels = NULL, approxy.lab = TRUE) {
if (is.factor(x))
stop("x is categorical value")
if (!is.numeric(x))
stop("x is not numeric value")
if (missing(nbins))
nbins <- nclass.Sturges(x)
if (nbins < 2)
stop("nbins less than 2")
nuniq <- length(unique(x))
if (nuniq == 1)
stop("There is only one unique value of the x.")
type <- match.arg(type)
if (nbins > nuniq) {
msg <- "nbins is greater than the number of unique values for x.
So we assign 'nbins' the number of unique values of x."
warning(msg)
nbins <- nuniq
}
if (nbins == nuniq) {
msg <- "The type argument is replaced by equal because nbins has the
same number of unique values for x."
warning(msg)
nbins <- nuniq
sorted <- sort(unique(x))
interval <- diff(sorted)
breaks <- c(min(sorted) - interval[1] / 2,
sorted[1:(nbins - 1)] + interval / 2,
max(sorted) + interval[length(interval)] / 2)
type <- "equal"
} else if (type == "quantile") {
breaks <- quantile(x, probs = seq(0, 1, by = 1 / nbins),
na.rm = TRUE, type = 8)
breaks <- unique(breaks)
breaks[1] <- min(x, na.rm = TRUE)
breaks[length(breaks)] <- max(x, na.rm = TRUE)
names(breaks) <- NULL
} else if (type == "equal") {
breaks <- seq(min(x, na.rm = TRUE), max(x, na.rm = TRUE),
length.out = (nbins + 1))
} else if (type == "pretty") {
breaks <- pretty(x = x, n = nbins)
} else {
if (!requireNamespace("classInt", quietly = TRUE)) {
stop("Package \"classInt\" needed for this function to work. Please install it.",
call. = FALSE)
}
xx <- na.omit(x)
if (type == "bclust") {
ci <- classInt::classIntervals(var = xx, n = nbins, style = type, verbose = FALSE)
} else {
ci <- classInt::classIntervals(var = xx, n = nbins, style = type)
}
breaks <- ci$brks
}
breaks <- unique(breaks)
dig.lab <- breaks %>%
nchar() %>%
max() %>%
min(7)
fct <- cut(x, breaks = breaks, labels = labels, include.lowest = TRUE,
dig.lab = dig.lab)
if (is.null(labels)) {
pretty.lab <- levels(fct) %>%
gsub("[(\\[]|]", "", .) %>%
strsplit(",") %>%
sapply(c) %>%
as.numeric() %>%
unique()
pretty.lab[1] <- min(x, na.rm = TRUE)
pretty.lab[length(pretty.lab)] <- max(x, na.rm = TRUE)
if (approxy.lab) {
if (!all(pretty.lab == breaks)) {
fct <- cut(x, breaks = pretty.lab, labels = levels(fct), include.lowest = TRUE)
}
} else {
if (!all(pretty.lab == breaks)) {
lab <- NULL
for (i in 2:length(breaks)) {
lab <- c(lab, paste0("(", prettyNum(breaks[i - 1]), ",", prettyNum(breaks[i]), "]"))
}
lab[1] <- sub("^\\(", "[", lab[1])
levels(fct) <- lab
}
}
}
if (ordered == TRUE)
fct <- ordered(fct, levels = levels(fct))
results <- fct
attr(results, "type") <- type
attr(results, "breaks") <- breaks
attr(results, "levels") <- levels(fct)
attr(results, "raw") <- x
class(results) <- append("bins", class(results))
results
}
#' Summarizing Binned Variable
#'
#' @description summary method for "bins" and "optimal_bins".
#' @param object an object of "bins" and "optimal_bins",
#' usually, a result of a call to binning().
#' @param ... further arguments to be passed from or to other methods.
#' @details
#' print.bins() prints the information of "bins" and "optimal_bins" objects nicely.
#' This includes frequency of bins, binned type, and number of bins.
#' summary.bins() returns data.frame including frequency and relative frequency for each levels(bins).
#'
#' See vignette("transformation") for an introduction to these concepts.
#'
#' @return
#' The function summary.bins() computes and returns a data.frame of summary statistics of the
#' binned given in object. Variables of data frame is as follows.
#' \itemize{
#' \item levels : levels of factor.
#' \item freq : frequency of levels.
#' \item rate : relative frequency of levels. it is not percentage.
#' }
#' @seealso \code{\link{binning}}
#' @examples
#' # Generate data for the example
#' heartfailure2 <- heartfailure
#' heartfailure2[sample(seq(NROW(heartfailure2)), 20), "platelets"] <- NA
#'
#' # Binning the platelets variable. default type argument is "quantile"
#' bin <- binning(heartfailure2$platelets)
#'
#' # Print bins class object
#' bin
#'
#' # Summarize bins class object
#' summary(bin)
#'
#' @method summary bins
#' @export
summary.bins <- function(object, ...) {
tab <- table(object, exclude = NULL)
data.frame(levels = names(tab),
freq = as.numeric(tab),
rate = as.numeric(tab) / length(object))
}
#' @param x an object of class "bins" and "optimal_bins",
#' usually, a result of a call to binning().
#' @param ... further arguments passed to or from other methods.
#' @rdname summary.bins
#' @method print bins
#' @export
print.bins <- function(x, ...) {
cat("binned type: ", attr(x, "type"), "\n", sep = "")
cat("number of bins: ", length(levels(x)), "\n", sep = "")
print(table(x, exclude = NULL))
}
#' Visualize Distribution for a "bins" object
#'
#' @description
#' Visualize two plots on a single screen.
#' The plot at the top is a histogram representing the frequency of the level.
#' The plot at the bottom is a bar chart representing the frequency of the level.
#'
#' @details The base_family is selected from "Roboto Condensed", "Liberation Sans Narrow",
#' "NanumSquare", "Noto Sans Korean". If you want to use a different font,
#' use it after loading the Google font with import_google_font().
#'
#' @param x an object of class "bins", usually, a result of a call to binning().
#' @param typographic logical. Whether to apply focuses on typographic elements to ggplot2 visualization.
#' The default is TRUE. if TRUE provides a base theme that focuses on typographic elements using hrbrthemes package.
#' @param base_family character. The name of the base font family to use
#' for the visualization. If not specified, the font defined in dlookr is applied. (See details)
#' @param ... arguments to be passed to methods, such as graphical parameters (see par).
#' @seealso \code{\link{binning}}, \code{\link{print.bins}}, \code{\link{summary.bins}}.
#' @examples
#' # Generate data for the example
#' \donttest{
#' heartfailure2 <- heartfailure
#' heartfailure2[sample(seq(NROW(heartfailure2)), 20), "platelets"] <- NA
#'
#' # Binning the platelets variable. default type argument is "quantile"
#' bin <- binning(heartfailure2$platelets, nbins = 5)
#' plot(bin)
#'
#' # Using another type arguments
#' bin <- binning(heartfailure2$platelets, nbins = 5, type = "equal")
#' plot(bin)
#'
#' bin <- binning(heartfailure2$platelets, nbins = 5, type = "pretty")
#' plot(bin)
#'
#' bin <- binning(heartfailure2$platelets, nbins = 5, type = "kmeans")
#' plot(bin)
#'
#' bin <- binning(heartfailure2$platelets, nbins = 5, type = "bclust")
#' plot(bin)
#' }
#'
#' @export
#' @method plot bins
#' @importFrom gridExtra grid.arrange
#' @import hrbrthemes
#' @import ggplot2
plot.bins <- function(x, typographic = TRUE, base_family = NULL, ...) {
brks <- attr(x, "breaks")
type <- attr(x, "type")
levels <- attr(x, "levels")
bins <- factor(x, levels = levels(x))
n <- seq(levels)
deltas <- diff(brks)
height <- table(bins) / deltas / length(bins)
data_top <- data.frame(x_start = brks[-length(brks)], x_end = brks[-1],
height = height)
p_top <- data_top %>%
ggplot() +
geom_rect(aes(xmin = x_start, xmax = x_end,
ymin = 0, ymax = height),
fill = "#69b3a2", alpha = 0.8, color = "black") +
xlim(min(brks), max(brks)) +
labs(title = sprintf("Density of original data using '%s' method", type),
y = "Density") +
theme_grey(base_family = base_family)
if (typographic) {
p_top <- p_top +
theme_typographic(base_family)
}
data_bottom <- data.frame(bins = seq(levels), freq = as.integer(table(bins)) / length(bins))
p_bottom <- data_bottom %>%
ggplot(aes(x = bins, y = freq)) +
geom_bar(stat = "identity", fill = "#404080", width = 0.8,
alpha = 0.8, color = "black") +
labs(title = sprintf("Relative frequency by bins using '%s' method", type),
x = "", y = "Relative Frequency") +
scale_x_continuous(breaks = seq(levels),
labels = levels,
limits = c(0.5, length(levels) + 0.5)) +
theme_grey(base_family = base_family)
if (typographic) {
p_bottom <- p_bottom +
theme_typographic(base_family) +
theme(plot.margin = margin(5, 20, 10, 20))
}
p_bottom <- p_bottom +
theme(axis.text.x = element_text(angle = 45, hjust = 1))
suppressWarnings(gridExtra::grid.arrange(p_top, p_bottom, nrow = 2, ncol = 1))
}
#' Optimal Binning for Scoring Modeling
#'
#' @description The binning_by() finding intervals for numerical variable
#' using optical binning. Optimal binning categorizes a numeric characteristic
#' into bins for ulterior usage in scoring modeling.
#'
#' @details This function is useful when used with the mutate/transmute
#' function of the dplyr package. And this function is implemented using
#' smbinning() function of smbinning package.
#'
#' @section attributes of "optimal_bins" class:
#' Attributes of the "optimal_bins" class that is as follows.
#' \itemize{
#' \item class : "optimal_bins".
#' \item levels : character. factor or ordered factor levels
#' \item type : character. binning method
#' \item breaks : numeric. breaks for binning
#' \item raw : numeric. before the binned the raw data
#' \item ivtable : data.frame. information value table
#' \item iv : numeric. information value
#' \item target : integer. binary response variable
#' }
#'
#' See vignette("transformation") for an introduction to these concepts.
#'
#' @param .data a data frame.
#' @param y character. name of binary response variable(0, 1).
#' The variable must contain only the integers 0 and 1 as element.
#' However, in the case of factor having two levels, it is performed while type conversion is performed in the calculation process.
#' @param x character. name of continuous characteristic variable. At least 5 different values. and Inf is not allowed.
#' @param p numeric. percentage of records per bin. Default 5\% (0.05).
#' This parameter only accepts values greater that 0.00 (0\%) and lower than 0.50 (50\%).
#' @param ordered logical. whether to build an ordered factor or not.
#' @param labels character. the label names to use for each of the bins.
#' @return an object of "optimal_bins" class.
#' Attributes of "optimal_bins" class is as follows.
#' \itemize{
#' \item class : "optimal_bins".
#' \item type : binning type, "optimal".
#' \item breaks : numeric. the number of intervals into which x is to be cut.
#' \item levels : character. levels of binned value.
#' \item raw : numeric. raw data, x argument value.
#' \item ivtable : data.frame. information value table.
#' \item iv : numeric. information value.
#' \item target : integer. binary response variable.
#' }
#' @seealso \code{\link{binning}}, \code{\link{plot.optimal_bins}}.
#' @examples
#' \donttest{
#' library(dplyr)
#'
#' # Generate data for the example
#' heartfailure2 <- heartfailure
#' heartfailure2[sample(seq(NROW(heartfailure2)), 5), "creatinine"] <- NA
#'
#' # optimal binning using character
#' bin <- binning_by(heartfailure2, "death_event", "creatinine")
#'
#' # optimal binning using name
#' bin <- binning_by(heartfailure2, death_event, creatinine)
#' bin
#'
#' # performance table
#' attr(bin, "performance")
#'
#' # summary optimal_bins class
#' summary(bin)
#'
#' # visualize all information for optimal_bins class
#' plot(bin)
#'
#' # visualize WoE information for optimal_bins class
#' plot(bin, type = "WoE")
#'
#' # visualize all information without typographic
#' plot(bin, typographic = FALSE)
#'
#' # extract binned results
#' extract(bin) %>%
#' head(20)
#' }
#'
#' @export
#' @importFrom tibble is_tibble
#' @importFrom partykit ctree ctree_control width
#' @importFrom tidyselect vars_select
#' @importFrom rlang quos
#' @import dplyr
binning_by <- function(.data, y, x, p = 0.05, ordered = TRUE, labels = NULL) {
y <- tidyselect::vars_select(names(.data), !! enquo(y))
x <- tidyselect::vars_select(names(.data), !! enquo(x))
if (tibble::is_tibble(.data)) {
.data <- as.data.frame(.data)
}
uniq_y <- length(unique(.data[, y]))
type_y <- class(.data[, y])[1]
type_x <- class(.data[, x])[1]
if (!is.data.frame(.data))
stop("Data is not a data.frame.")
if (!type_x %in% c("integer", "numeric"))
stop("x is not numeric value.")
if (uniq_y != 2) {
stop("The number of levels of the y variable is not 2.")
}
if (type_y %in% c("integer", "numeric")) {
if (!all(unique(.data[, y]) %in% c(0, 1))) {
stop("If y is a numeric variable, it can have only values of 0 and 1. (1: positive, 0: Negative)")
}
}
if (type_y %in% c("factor", "ordered")) {
yval <- levels(.data[, y])
.data[, y] <- as.integer(.data[, y]) - 1
msg <- sprintf("'%s' changed to 1 (positive) and '%s' changed to 0 (negative).", yval[2], yval[1])
warning(paste("The factor y has been changed to a numeric vector consisting of 0 and 1.", msg, sep = "\n"))
}
if (type_y %in% c("character")) {
yval <- levels(factor(.data[, y]))
.data[, y] <- as.integer(factor(.data[, y]))- 1
msg <- sprintf("'%s' changed to 1 (positive) and '%s' changed to 0 (negative).", yval[2], yval[1])
warning(paste("The character y has been changed to a numeric vector consisting of 0 and 1.", msg, sep = "\n"))
}
if (any(is.infinite(.data[, x])))
stop("x with an Inf. Replace by NA. or Remove the Inf.")
if (p <= 0 | p > 0.5)
stop("p must be, 0 < p <= 0.5")
if (length(unique(.data[, x])) < 5)
stop("x must be number of unique values greater then 4.")
ctree <- partykit::ctree(
formula(paste("`", y,"`", " ~ ", "`", x, "`", sep = "")),
data = .data, na.action = na.exclude,
control = partykit::ctree_control(
minbucket = ceiling(round(p * nrow(.data)))
)
)
bins <- width(ctree)
if (bins < 2) {
msg <- "No significant splits"
results <- msg
class(results) <- append("optimal_bins", class(results))
warning(msg, "\n")
return(results)
}
cutvct <- seq(ctree) %>%
map_dbl(function(x) {
breaks <- ctree[x]$node$split$breaks
ifelse(is.null(breaks), NA, breaks)
}) %>%
sort()
min_max <- range(.data[, x], na.rm = TRUE)
cufoff <- c(min_max[1], cutvct, min_max[2])
breaks <- cufoff
tab <- table(breaks)
dup <- as.numeric(names(tab)[which(tab == 2)])
if (length(dup) > 0) {
breaks <- unique(c(ifelse(min(breaks) == dup, dup - 1, dup + 1), breaks))
}
fct <- cut(.data[, x], breaks = breaks, labels = labels, include.lowest = TRUE)
if (ordered == TRUE)
fct <- ordered(fct)
perf <- performance_bin(.data[, y], fct)
results <- fct
attr(results, "type") <- "optimal"
attr(results, "breaks") <- breaks
attr(results, "levels") <- levels(fct)
attr(results, "raw") <- .data[, x]
class(results) <- append("bins", class(results))
attr(results, "performance") <- perf
attr(results, "target") <- .data[, y]
class(results) <- append("optimal_bins", class(results))
results
}
#' Summarizing Performance for Optimal Bins
#'
#' @description summary method for "optimal_bins". summary metrics to evaluate the performance
#' of binomial classification model.
#' @param object an object of class "optimal_bins", usually, a result of a call to binning_by().
#' @param ... further arguments to be passed from or to other methods.
#' @details
#' print() to print only binning table information of "optimal_bins" objects.
#' summary.performance_bin() includes general metrics and result of significance tests life follows.:
#' \itemize{
#' \item Binning Table : Metrics by bins.
#' \itemize{
#' \item CntRec, CntPos, CntNeg, RatePos, RateNeg, Odds, WoE, IV, JSD, AUC.
#' }
#' \item General Metrics.
#' \itemize{
#' \item Gini index.
#' \item Jeffrey's Information Value.
#' \item Jensen-Shannon Divergence.
#' \item Kolmogorov-Smirnov Statistics.
#' \item Herfindahl-Hirschman Index.
#' \item normalized Herfindahl-Hirschman Index.
#' \item Cramer's V Statistics.
#' }
#' \item Table of Significance Tests.
#' }
#' @return NULL.
#' @seealso \code{\link{binning_by}}, \code{\link{plot.optimal_bins}}
#' @examples
#' \donttest{
#' library(dplyr)
#'
#' # Generate data for the example
#' heartfailure2 <- heartfailure
#' heartfailure2[sample(seq(NROW(heartfailure2)), 5), "creatinine"] <- NA
#'
#' # optimal binning
#' bin <- binning_by(heartfailure2, "death_event", "creatinine")
#' bin
#'
#' # summary optimal_bins class
#' summary(bin)
#'
#' # performance table
#' attr(bin, "performance")
#'
#' # visualize all information for optimal_bins class
#' plot(bin)
#'
#' # visualize WoE information for optimal_bins class
#' plot(bin, type = "WoE")
#'
#' # visualize all information without typographic
#' plot(bin, typographic = FALSE)
#'
#' # extract binned results
#' extract(bin) %>%
#' head(20)
#' }
#'
#' @method summary optimal_bins
#' @export
summary.optimal_bins <- function(object, ...) {
perf <- attr(object, "performance")
summary(perf)
}
#' Visualize Distribution for an "optimal_bins" Object
#'
#' @description
#' It generates plots for understand distribution, frequency, bad rate, and weight of evidence using optimal_bins.
#'
#' See vignette("transformation") for an introduction to these concepts.
#'
#' @details The base_family is selected from "Roboto Condensed", "Liberation Sans Narrow",
#' "NanumSquare", "Noto Sans Korean". If you want to use a different font,
#' use it after loading the Google font with import_google_font().
#'
#' @param x an object of class "optimal_bins", usually, a result of a call to binning_by().
#' @param type character. options for visualization. Distribution ("dist"), Relateive Frequency ("freq"),
#' Positive Rate ("posrate"), and Weight of Evidence ("WoE"). and default "all" draw all plot.
#' @param typographic logical. Whether to apply focuses on typographic elements to ggplot2 visualization.
#' The default is TRUE. if TRUE provides a base theme that focuses on typographic elements using hrbrthemes package.
#' @param base_family character. The name of the base font family to use
#' for the visualization. If not specified, the font defined in dlookr is applied. (See details)
#' @param rotate_angle integer. specifies the rotation angle of the x-axis label.
#' This is useful when the x-axis labels are long and overlap.
#' The default is 0 to not rotate the label.
#' @param ... further arguments to be passed from or to other methods.
#' @seealso \code{\link{binning_by}}, \code{\link{summary.optimal_bins}}
#' @examples
#' \donttest{
#' # Generate data for the example
#' heartfailure2 <- heartfailure
#' heartfailure2[sample(seq(NROW(heartfailure2)), 5), "creatinine"] <- NA
#'
#' # optimal binning using binning_by()
#' bin <- binning_by(heartfailure2, "death_event", "creatinine")
#' bin
#'
#' # summary optimal_bins class.
#' summary(bin)
#'
#' # visualize all information for optimal_bins class
#' plot(bin)
#'
#' # rotate the x-axis labels by 45 degrees so that they do not overlap.
#' plot(bin, rotate_angle = 45)
#'
#' # visualize WoE information for optimal_bins class
#' plot(bin, type = "WoE")
#'
#' # visualize all information with typographic
#' plot(bin)
#' }
#'
#' @import ggplot2
#' @import hrbrthemes
#' @importFrom gridExtra grid.arrange
#' @export
#' @method plot optimal_bins
plot.optimal_bins <- function(x, type = c("all", "dist", "freq", "posrate", "WoE"),
typographic = TRUE, base_family = NULL,
rotate_angle = 0, ...) {
if (is.character(x)) {
cat("binn is the optimal_bins object that can not be binned : \n",
x, "\n", sep = "")
} else {
ivt <- attr(x, "performance")
type <- match.arg(type)
if (type %in% c("all", "dist")) {
p_dist <- data.frame(indicator = attr(x, "raw"), target = as.character(attr(x, "target"))) %>%
ggplot(aes(x = target, y= indicator, group = target)) +
geom_boxplot(fill = "slategrey", color = "darkslategrey", width = 0.3) +
coord_flip() +
ggtitle("Distribution of target") +
theme_grey(base_family = base_family) +
theme(axis.text.x = element_text(angle = rotate_angle,
vjust = 0.5, hjust = 0.5))
if (typographic) {
p_dist <- p_dist +
theme_typographic(base_family) +
theme(axis.text.x = element_text(angle = rotate_angle,
vjust = 0.5, hjust = 0.5))
if (type %in% c("all")) {
p_dist <- p_dist +
theme(axis.title.y = element_text(size = 12),
axis.title.x = element_text(size = 12),
plot.margin = margin(10, 10, 10, 10))
}
}
}
if (type %in% c("all", "freq")) {
p_freq <- ivt %>%
filter(!Bin %in% "Total") %>%
mutate(Bin = factor(Bin, levels = attr(x, "levels"))) %>%
mutate(PctRec = round(CntRec / sum(CntRec) * 100, 1)) %>%
mutate(add_pos = max(PctRec) * 0.1) %>%
ggplot(aes(x = Bin, y = PctRec, fill = Bin)) +
geom_bar(stat = "identity", width = 0.5) +
scale_fill_brewer(na.value = "grey") +
geom_text(aes(label = PctRec, y = PctRec + add_pos)) +
xlab("") +
ylab("") +
ggtitle("Percentage of frequency") +
theme_grey(base_family = base_family) +
theme(legend.position = "none") +
theme(axis.text.x = element_text(angle = rotate_angle,
vjust = 0.5, hjust = 0.5))
if (typographic) {
p_freq <- p_freq +
theme_typographic(base_family) +
theme(axis.text.x = element_text(angle = rotate_angle,
vjust = 0.5, hjust = 0.5))
if (type %in% c("all")) {
p_freq <- p_freq +
theme(legend.position = "none",
plot.margin = margin(10, 10, 10, 10))
}
}
}
if (type %in% c("all", "posrate")) {
p_badrate <- ivt %>%
filter(!Bin %in% "Total") %>%
mutate(Bin = factor(Bin, levels = attr(x, "levels"))) %>%
mutate(PctPos = round(RatePos * 100, 1)) %>%
mutate(add_pos = max(PctPos) * 0.1) %>%
ggplot(aes(x = Bin, y = PctPos, fill = Bin)) +
geom_bar(stat = "identity", width = 0.5) +
scale_fill_brewer(na.value = "grey") +
geom_text(aes(label = PctPos, y = PctPos + add_pos)) +
xlab("") +
ylab("") +
ggtitle("Percentage of positive") +
theme_grey(base_family = base_family) +
theme(legend.position = "none") +
theme(axis.text.x = element_text(angle = rotate_angle,
vjust = 0.5, hjust = 0.5))
if (typographic) {
p_badrate <- p_badrate +
theme_typographic(base_family) +
theme(axis.text.x = element_text(angle = rotate_angle,
vjust = 0.5, hjust = 0.5))
if (type %in% c("all")) {
p_badrate <- p_badrate +
theme(legend.position = "none",
plot.margin = margin(10, 10, 10, 10))
}
}
}
if (type %in% c("all", "WoE")) {
p_woe <- ivt %>%
filter(!Bin %in% "Total") %>%
mutate(Bin = factor(Bin, levels = attr(x, "levels"))) %>%
mutate(add_pos = max(WoE) * 0.1) %>%
ggplot(aes(x = Bin, y = WoE, fill = Bin)) +
geom_bar(stat = "identity", width = 0.5) +
scale_fill_brewer(na.value = "grey") +
geom_text(aes(label = round(WoE, 2), y = WoE + add_pos)) +
xlab("") +
ylab("") +
ggtitle("Weight of Evidence") +
theme_grey(base_family = base_family) +
theme(legend.position = "none") +
theme(axis.text.x = element_text(angle = rotate_angle,
vjust = 0.5, hjust = 0.5))
if (typographic) {
p_woe <- p_woe +
theme_typographic(base_family) +
theme(axis.text.x = element_text(angle = rotate_angle,
vjust = 0.5, hjust = 0.5))
if (type %in% c("all")) {
p_woe <- p_woe +
theme(legend.position = "none",
plot.margin = margin(10, 10, 10, 10))
}
}
}
if (type %in% c("all")) {
p_dist <- p_dist +
theme(plot.title = element_text(size = 15))
p_freq <- p_freq +
theme(plot.title = element_text(size = 15))
p_badrate <- p_badrate +
theme(plot.title = element_text(size = 15))
p_woe <- p_woe +
theme(plot.title = element_text(size = 15))
suppressWarnings(gridExtra::grid.arrange(p_dist, p_freq, p_badrate, p_woe, nrow = 2, ncol = 2))
} else if (type %in% c("dist")) {
suppressWarnings(p_dist)
} else if (type %in% c("freq")) {
suppressWarnings(p_freq)
} else if (type %in% c("posrate")) {
suppressWarnings(p_badrate)
} else if (type %in% c("WoE")) {
suppressWarnings(p_woe)
}
}
}
#' @rdname extract.bins
#' @export
extract <- function(x) {
UseMethod("extract", x)
}
#' Extract bins from "bins"
#'
#' @description The extract() extract binned variable from "bins", "optimal_bins" class object.
#'
#' @details The "bins" and "optimal_bins" class objects use the summary() and plot() functions to diagnose
#' the performance of binned results. This function is used to extract the binned result if you are satisfied
#' with the result.
#'
#' @param x a bins class or optimal_bins class.
#'
#' @return factor.
#' @seealso \code{\link{binning}}, \code{\link{binning_by}}.
#' @export
#' @examples
#' library(dplyr)
#'
#' # Generate data for the example
#' heartfailure2 <- heartfailure
#' heartfailure2[sample(seq(NROW(heartfailure2)), 5), "creatinine"] <- NA
#'
#' # optimal binning using binning_by()
#' bin <- binning_by(heartfailure2, "death_event", "creatinine")
#' bin
#'
#' # extract binning result
#' extract(bin) %>%
#' head(20)
#'
#' @export
#' @method extract bins
extract.bins <- function(x) {
object <- unclass(x)
idx <- as.integer(object)
levels <- attr(object,"levels")
raw <- factor(levels[idx], levels = levels)
class(raw) <- grep("bins", class(x), invert = TRUE, value = TRUE)
raw
}
#' Diagnose Performance Binned Variable
#'
#' @description The performance_bin() calculates metrics to evaluate the performance of binned variable for
#' binomial classification model.
#'
#' @details This function is useful when used with the mutate/transmute
#' function of the dplyr package.
#'
#' @param y character or numeric, integer, factor. a binary response variable (0, 1).
#' The variable must contain only the integers 0 and 1 as element.
#' However, in the case of factor/character having two levels, it is performed while type conversion is performed in the calculation process.
#' @param x integer or factor, character. At least 2 different values. and Inf is not allowed.
#' @param na.rm logical. a logical indicating whether missing values should be removed.
#' @return an object of "performance_bin" class. vaue of data.frame is as follows.
#' \itemize{
#' \item Bin : character. bins.
#' \item CntRec : integer. frequency by bins.
#' \item CntPos : integer. frequency of positive by bins.
#' \item CntNeg : integer. frequency of negative by bins.
#' \item CntCumPos : integer. cumulate frequency of positive by bins.
#' \item CntCumNeg : integer. cumulate frequency of negative by bins.
#' \item RatePos : integer. relative frequency of positive by bins.
#' \item RateNeg : integer. relative frequency of negative by bins.
#' \item RateCumPos : numeric. cumulate relative frequency of positive by bins.
#' \item RateCumNeg : numeric. cumulate relative frequency of negative by bins.
#' \item Odds : numeric. odd ratio.
#' \item LnOdds : numeric. loged odd ratio.
#' \item WoE : numeric. weight of evidence.
#' \item IV : numeric. Jeffrey's Information Value.
#' \item JSD : numeric. Jensen-Shannon Divergence.
#' \item AUC : numeric. AUC. area under curve.
#' }
#' Attributes of "performance_bin" class is as follows.
#' \itemize{
#' \item names : character. variable name of data.frame with "Binning Table".
#' \item class : character. name of class. "performance_bin" "data.frame".
#' \item row.names : character. row name of data.frame with "Binning Table".
#' \item IV : numeric. Jeffrey's Information Value.
#' \item JSD : numeric. Jensen-Shannon Divergence.
#' \item KS : numeric. Kolmogorov-Smirnov Statistics.
#' \item gini : numeric. Gini index.
#' \item HHI : numeric. Herfindahl-Hirschman Index.
#' \item HHI_norm : numeric.normalized Herfindahl-Hirschman Index.
#' \item Cramer_V : numeric. Cramer's V Statistics.
#' \item chisq_test : data.frame. table of significance tests. name is as follows.
#' \itemize{
#' \item Bin A : character. first bins.
#' \item Bin B : character. second bins.
#' \item statistics : numeric. statistics of Chi-square test.
#' \item p_value : numeric. p-value of Chi-square test.
#' }
#' }
#' @seealso \code{\link{summary.performance_bin}}, \code{\link{plot.performance_bin}}, \code{\link{binning_by}}.
#' @examples
#' \donttest{
#' # Generate data for the example
#' heartfailure2 <- heartfailure
#'
#' set.seed(123)
#' heartfailure2[sample(seq(NROW(heartfailure2)), 5), "creatinine"] <- NA
#'
#' # Change the target variable to 0(negative) and 1(positive).
#' heartfailure2$death_event_2 <- ifelse(heartfailure2$death_event %in% "Yes", 1, 0)
#'
#' # Binnig from creatinine to platelets_bin.
#' breaks <- c(0, 1, 2, 10)
#' heartfailure2$creatinine_bin <- cut(heartfailure2$creatinine, breaks)
#'
#' # Diagnose performance binned variable
#' perf <- performance_bin(heartfailure2$death_event_2, heartfailure2$creatinine_bin)
#' perf
#' summary(perf)
#'
#' plot(perf)
#'
#' # Diagnose performance binned variable without NA
#' perf <- performance_bin(heartfailure2$death_event_2, heartfailure2$creatinine_bin, na.rm = TRUE)
#' perf
#' summary(perf)
#'
#' plot(perf)
#' }
#'
#' @export
#' @import dplyr
#'
performance_bin <- function (y, x, na.rm = FALSE) {
uniq_y <- length(unique(y))
type_y <- class(y)[1]
type_x <- class(x)[1]
if (uniq_y != 2) {
stop("The number of levels of the y variable is not 2.")
}
if (type_y %in% c("integer", "numeric")) {
if (!all(unique(y) %in% c(0, 1))) {
stop("If y is a numeric variable, it can have only values of 0 and 1. (1: positive, 0: Negative)")
}
}
if (type_y %in% c("factor", "ordered")) {
yval <- levels(y)
y <- as.integer(y) - 1
msg <- sprintf("'%s' changed to 1 (positive) and '%s' changed to 0 (negative).", yval[2], yval[1])
warning(paste("The factor y has been changed to a numeric vector consisting of 0 and 1.", msg, sep = "\n"))
}
if (type_y %in% c("character")) {
yval <- levels(factor(y))
y <- as.integer(factor(y))- 1
msg <- sprintf("'%s' changed to 1 (positive) and '%s' changed to 0 (negative).", yval[2], yval[1])
warning(paste("The character y has been changed to a numeric vector consisting of 0 and 1.", msg, sep = "\n"))
}
if (any(is.infinite(x)))
stop("x with an Inf. Replace by NA. or Remove the Inf.")
if (length(unique(x)) < 2)
stop("No significant bins. x must be number of unique values greater then 1.")
.data <- data.frame(Bin = x, y = y)
if (na.rm == TRUE) {
.data <- .data %>%
filter(!is.na(Bin))
}
suppressWarnings(tab_metric <- .data %>%
filter(!is.na(y)) %>%
mutate(Bin = factor(Bin)) %>%
group_by(Bin) %>%
summarise(CntRec = n(),
CntPos = sum(ifelse(y == 1, 1, 0), na.rm = TRUE),
CntNeg = sum(ifelse(y == 0, 1, 0), na.rm = TRUE),
CntCumPos = NA,
CntCumNeg = NA, .groups = 'drop') %>%
mutate(CntCumPos = cumsum(CntPos),
CntCumNeg = cumsum(CntNeg)) %>%
bind_rows(
.data %>%
filter(!is.na(y)) %>%
mutate(Bin = "Total") %>%
group_by(Bin) %>%
summarise(CntRec = n(),
CntPos = sum(ifelse(y == 1, 1, 0), na.rm = TRUE),
CntNeg = sum(ifelse(y == 0, 1, 0), na.rm = TRUE),
.groups = 'drop')
))
tab_metric <- tab_metric %>%
mutate(RatePos = CntPos / (sum(CntPos) / 2),
RateNeg = CntNeg / (sum(CntNeg) / 2),
RateCumPos = ifelse(!Bin %in% "Total", cumsum(RatePos), NA),
RateCumNeg = ifelse(!Bin %in% "Total", cumsum(RateNeg), NA),
Odds = CntPos / CntNeg,
Odds = ifelse(is.infinite(Odds), NA, Odds),
LnOdds = log(Odds),
WoE = log(RatePos / RateNeg),
WoE = ifelse(is.infinite(WoE), NA, WoE),
IV = (RatePos - RateNeg) * WoE,
JSD = jsd(RatePos, RateNeg),
JSD = ifelse(is.nan(JSD), NA, JSD))
tab_metric <- tab_metric %>%
mutate(RatePos = ifelse(Bin %in% "Total", 0, RatePos),
REV = rev(cumsum(rev(RatePos))),
AUC = (1 - REV) * RateNeg + RatePos * RateNeg / 2) %>%
mutate(RatePos = ifelse(Bin %in% "Total", 1, RatePos),
WoE = ifelse(Bin %in% "Total", NA, WoE),
IV = ifelse(Bin %in% "Total", sum(IV), IV),
JSD = ifelse(Bin %in% "Total", sum(JSD), JSD),
AUC = ifelse(Bin %in% "Total", 0, AUC),
AUC = ifelse(Bin %in% "Total", sum(AUC), AUC)) %>%
select(-REV)
# case when using old group_by() of dplyr
# dplyr package version is less than 0.8.0
tab_metric <- tab_metric[, !names(tab_metric) %in% ".groups"]
# Information Value
IV <- tab_metric %>%
filter(Bin == "Total") %>%
select(IV) %>%
pull()
# Jensen-Shannon Divergence
JSD <- tab_metric %>%
filter(Bin == "Total") %>%
select(JSD) %>%
pull()
# Kolmogorov-Smirnov statistics
KS <- max(abs(tab_metric$RateCumPos - tab_metric$RateCumNeg), na.rm = TRUE)
# Gini Coefficient
gini <- 2 * max(tab_metric$AUC, na.rm = TRUE) - 1
## Herfindahl-Hirschman Index
hhi <- tab_metric %>%
filter(!Bin %in% "Total") %>%
select(CntRec) %>%
pull() %>%
prop.table()
hhi <- hhi ^ 2 %>%
sum()
## normalized Herfindahl-Hirschman Index
n <- tab_metric %>%
filter(!Bin %in% "Total") %>%
nrow()
hhi_norm <- (hhi - 1 / n) / (1 - 1 / n)
# Cramer's V
tab <- table(x, y)
chisq_hat <- suppressWarnings(chisq.test(tab, correct = FALSE)$statistic)
n <- sum(tab)
V <- as.numeric(sqrt(chisq_hat / (n * (min(dim(tab)) - 1))))
# Rounding
tab_metric[, -1] <- round(tab_metric[, -1] , 5)
# Chi Square Test
bins <- setdiff(tab_metric$Bin, c("Total"))
bins <- data.frame(A = bins, B = lead(bins)) %>%
filter(!is.na(A) & !is.na(B))
chisq_test <- seq(nrow(bins)) %>%
map_dfr(function(x) {
a <- .data[.data$Bin %in% bins[x, "A"], "y"]
b <- .data[.data$Bin %in% bins[x, "B"], "y"]
chisq <- suppressWarnings(chisq.test(rbind(table(a), table(b)), correct = FALSE))
list(`Bin A` = bins[x, "A"], `Bin B` = bins[x, "B"], statistics = chisq$statistic,
p_value = chisq$p.value)
})
list(metrics_table = data.frame(tab_metric), IV = IV, KS = KS, JSD = JSD, gini = gini, HHI = hhi,
HHI_norm = hhi_norm, Cramer_V = V, chisq_test = as.data.frame(chisq_test), cutoff = NULL)
results <- data.frame(tab_metric)
attr(results, "IV") <- IV
attr(results, "KS") <- KS
attr(results, "gini") <- gini
attr(results, "HHI") <- hhi
attr(results, "HHI_norm") <- hhi_norm
attr(results, "Cramer_V") <- V
attr(results, "chisq_test") <- as.data.frame(chisq_test)
attr(results, "cutoff") <- NULL
class(results) <- append("performance_bin", class(results))
results
}
#' Summarizing Performance for Binned Variable
#'
#' @description summary method for "performance_bin". summary metrics to evaluate the performance
#' of binomial classification model.
#' @param object an object of class "performance_bin", usually, a result of a call to performance_bin().
#' @param ... further arguments to be passed from or to other methods.
#' @details
#' print() to print only binning table information of "performance_bin" objects.
#' summary.performance_bin() includes general metrics and result of significance tests life follows.:
#' \itemize{
#' \item Binning Table : Metrics by bins.
#' \itemize{
#' \item CntRec, CntPos, CntNeg, RatePos, RateNeg, Odds, WoE, IV, JSD, AUC.
#' }
#' \item General Metrics.
#' \itemize{
#' \item Gini index.
#' \item Jeffrey's Information Value.
#' \item Jensen-Shannon Divergence.
#' \item Kolmogorov-Smirnov Statistics.
#' \item Herfindahl-Hirschman Index.
#' \item normalized Herfindahl-Hirschman Index.
#' \item Cramer's V Statistics.
#' }
#' \item Table of Significance Tests.
#' }
#' @return NULL.
#' @seealso \code{\link{performance_bin}}, \code{\link{plot.performance_bin}}, \code{\link{binning_by}},
#' \code{\link{summary.optimal_bins}}.
#' @examples
#' \donttest{
#' # Generate data for the example
#' heartfailure2 <- heartfailure
#'
#' set.seed(123)
#' heartfailure2[sample(seq(NROW(heartfailure2)), 5), "creatinine"] <- NA
#'
#' # Change the target variable to 0(negative) and 1(positive).
#' heartfailure2$death_event_2 <- ifelse(heartfailure2$death_event %in% "Yes", 1, 0)
#'
#' # Binnig from creatinine to platelets_bin.
#' breaks <- c(0, 1, 2, 10)
#' heartfailure2$creatinine_bin <- cut(heartfailure2$creatinine, breaks)
#'
#' # Diagnose performance binned variable
#' perf <- performance_bin(heartfailure2$death_event_2, heartfailure2$creatinine_bin)
#' perf
#' summary(perf)
#'
#' # plot(perf)
#'
#' # Diagnose performance binned variable without NA
#' perf <- performance_bin(heartfailure2$death_event_2, heartfailure2$creatinine_bin, na.rm = TRUE)
#' perf
#' summary(perf)
#'
#' plot(perf)
#' }
#'
#' @method summary performance_bin
#' @export
#'
summary.performance_bin <- function(object, ...) {
x <- object
cat_rule(
left = "Binning Table",
right = "Several Metrics",
width = 60
)
x %>%
select(-CntCumPos, -CntCumNeg, -RateCumPos, -RateCumNeg, -LnOdds) %>%
print()
cat("\n")
nms <- c("Gini index",
"IV (Jeffrey)",
"JS (Jensen-Shannon) Divergence",
"Kolmogorov-Smirnov Statistics",
"HHI (Herfindahl-Hirschman Index)",
"HHI (normalized)",
"Cramer's V")
nms <- format(nms)
vls <- c(attr(x, "gini"), max(x[, "IV"]), max(x[, "JSD"]),
attr(x, "KS"), attr(x, "HHI"), attr(x, "HHI_norm"), attr(x, "Cramer_V"))
cat_rule(
left = "General Metrics",
right = "",
width = 60
)
info_scale <- paste0(nms, " : ", round(vls, 5))
cat_bullet(info_scale)
cat("\n")
cat_rule(
left = "Significance Tests",
right = "Chisquare Test",
width = 60
)
attr(x, "chisq_test") %>%
print()
cat("\n")
}
#' Visualize Performance for an "performance_bin" Object
#'
#' @description
#' It generates plots for understand frequency, WoE by bins using performance_bin.
#'
#' @details The base_family is selected from "Roboto Condensed", "Liberation Sans Narrow",
#' "NanumSquare", "Noto Sans Korean". If you want to use a different font,
#' use it after loading the Google font with import_google_font().
#'
#' @param x an object of class "performance_bin", usually, a result of a call to performance_bin().
#' @param typographic logical. Whether to apply focuses on typographic elements to ggplot2 visualization.
#' The default is TRUE. if TRUE provides a base theme that focuses on typographic elements using hrbrthemes package.
#' @param base_family character. The name of the base font family to use
#' for the visualization. If not specified, the font defined in dlookr is applied. (See details)
#' @param ... further arguments to be passed from or to other methods.
#' @seealso \code{\link{performance_bin}}, \code{\link{summary.performance_bin}}, \code{\link{binning_by}},
#' \code{\link{plot.optimal_bins}}.
#' @examples
#' \donttest{
#' # Generate data for the example
#' heartfailure2 <- heartfailure
#'
#' set.seed(123)
#' heartfailure2[sample(seq(NROW(heartfailure2)), 5), "creatinine"] <- NA
#'
#' # Change the target variable to 0(negative) and 1(positive).
#' heartfailure2$death_event_2 <- ifelse(heartfailure2$death_event %in% "Yes", 1, 0)
#'
#' # Binnig from creatinine to platelets_bin.
#' breaks <- c(0, 1, 2, 10)
#' heartfailure2$creatinine_bin <- cut(heartfailure2$creatinine, breaks)
#'
#' # Diagnose performance binned variable
#' perf <- performance_bin(heartfailure2$death_event_2, heartfailure2$creatinine_bin)
#' perf
#' summary(perf)
#'
#' plot(perf)
#'
#' # Diagnose performance binned variable without NA
#' perf <- performance_bin(heartfailure2$death_event_2, heartfailure2$creatinine_bin, na.rm = TRUE)
#' perf
#' summary(perf)
#'
#' plot(perf)
#' plot(perf, typographic = FALSE)
#' }
#'
#' @import ggplot2
#' @import hrbrthemes
#' @import dplyr
#' @export
#' @method plot performance_bin
plot.performance_bin <- function(x, typographic = TRUE, base_family = NULL, ...) {
scaleFactor <-
x %>%
filter(!Bin %in% "Total") %>%
select(Bin, CntPos, CntNeg, WoE) %>%
mutate(Bin = factor(Bin, levels = Bin)) %>%
tidyr::gather("target", "freq", -Bin, -WoE) %>%
summarise(diff_prim = diff(range(freq, na.rm = TRUE)),
diff_sec = diff(range(WoE, na.rm = TRUE)),
min_prim = min(freq, na.rm = TRUE),
min_sec = min(WoE, na.rm = TRUE)) %>%
transmute(b = diff_prim / diff_sec,
a = b * (min_prim - min_sec))
p <- x %>%
filter(!Bin %in% "Total") %>%
select(Bin, CntPos, CntNeg, WoE) %>%
mutate(Bin = factor(Bin, levels = Bin)) %>%
tidyr::gather("target", "freq", -Bin, -WoE) %>%
ggplot(aes(x = Bin)) +
geom_bar(aes(y = freq, fill = target), stat = "identity", width = 0.6) +
geom_point(aes(y = scaleFactor$a + WoE * scaleFactor$b, group = 1), size = 2) +
geom_line(aes(y = scaleFactor$a + WoE * scaleFactor$b, group = 1)) +
labs(title = "Frequency and WoE by Bins", y = "Bin frequency") +
scale_y_continuous(
# Features of the first axis
name = "Bin frequency",
# Add a second axis and specify its features
sec.axis = sec_axis(~(. - scaleFactor$a) / scaleFactor$b, name = "WoE")
) +
theme_grey(base_family = base_family)
if (!typographic) {
suppressWarnings({p +
scale_fill_discrete(labels = c("Negative", "Positive"))})
} else {
suppressWarnings({p +
theme_typographic(base_family) +
scale_fill_ipsum(labels = c("Negative", "Positive")) +
theme(
axis.title.y = element_text(size = 13),
axis.title.y.right = element_text(size = 13)
)})
}
}
#' Binning by recursive information gain ratio maximization
#'
#' @description The binning_rgr() finding intervals for numerical variable
#' using recursive information gain ratio maximization.
#'
#' @details This function can be usefully used when developing a model that predicts y.
#'
#' @param .data a data frame.
#' @param y character. name of binary response variable.
#' The variable must character of factor.
#' @param x character. name of continuous characteristic variable.
#' At least 5 different values. and Inf is not allowed.
#' @param min_perc_bins numeric. minimum percetange of rows for each split or
#' segment (controls the sample size), 0.1 (or 10 percent) as default.
#' @param max_n_bins integer. maximum number of bins or segments
#' to split the input variable, 5 bins as default.
#' @param ordered logical. whether to build an ordered factor or not.
#' @return an object of "infogain_bins" class.
#' Attributes of "infogain_bins" class is as follows.
#' \itemize{
#' \item class : "infogain_bins".
#' \item type : binning type, "infogain".
#' \item breaks : numeric. the number of intervals into which x is to be cut.
#' \item levels : character. levels of binned value.
#' \item raw : numeric. raw data, x argument value.
#' \item target : integer. binary response variable.
#' \item x_var : character. name of x variable.
#' \item y_var : character. name of y variable.
#' }
#' @seealso \code{\link{binning}}, \code{\link{binning_by}}, \code{\link{plot.infogain_bins}}.
#' @examples
#' \donttest{
#' library(dplyr)
#'
#' # binning by recursive information gain ratio maximization using character
#' bin <- binning_rgr(heartfailure, "death_event", "creatinine")
#'
#' # binning by recursive information gain ratio maximization using name
#' bin <- binning_rgr(heartfailure, death_event, creatinine)
#' bin
#'
#' # summary optimal_bins class
#' summary(bin)
#'
#' # visualize all information for optimal_bins class
#' plot(bin)
#'
#' # visualize WoE information for optimal_bins class
#' plot(bin, type = "cross")
#'
#' # visualize all information without typographic
#' plot(bin, type = "cross", typographic = FALSE)
#'
#' # extract binned results
#' extract(bin) %>%
#' head(20)
#' }
#'
#' @export
#' @importFrom tibble is_tibble
#' @importFrom tidyselect vars_select
#' @importFrom rlang enquo
#' @import dplyr
binning_rgr <- function(.data, y, x, min_perc_bins = 0.1, max_n_bins = 5, ordered = TRUE) {
y <- tidyselect::vars_select(names(.data), !! enquo(y))
x <- tidyselect::vars_select(names(.data), !! enquo(x))
if (tibble::is_tibble(.data)) {
.data <- as.data.frame(.data)
}
uniq_y <- length(unique(.data[, y]))
type_y <- class(.data[, y])[1]
type_x <- class(.data[, x])[1]
if (!is.data.frame(.data))
stop("Data is not a data.frame.")
if (!type_x %in% c("integer", "numeric"))
stop("x is not numeric value.")
if (uniq_y != 2) {
stop("The number of levels of the y variable is not 2.")
}
if (!type_y %in% c("character", "factor", "ordered")) {
stop("y is not character or (ordered)factor.")
}
if (any(is.na(.data[, x])))
stop("x with a NA. This fuction not support missing.")
if (any(is.na(.data[, y])))
stop("y with a NA. This fuction not support missing.")
if (length(unique(.data[, x])) < 5)
stop("x must be number of unique values greater then 4.")
# if (requireNamespace("funModeling", quietly = TRUE)) {
# bins <- funModeling::discretize_rgr(
# .data[, x],
# .data[, y],
# min_perc_bins = min_perc_bins,
# max_n_bins = max_n_bins
# )
# } else {
# stop("Package 'funModeling' needed for this function to work. Please install it.",
# call. = FALSE)
# }
bins <- discretize_rgr(
.data[, x],
.data[, y],
min_perc_bins = min_perc_bins,
max_n_bins = max_n_bins
)
bin_levels <- levels(bins)
# calculate breakpoints
breaks <- gsub(pattern = "[]\\[)]", "", bin_levels)
breaks_max <- gsub(pattern = "^[[:print:]]*,", "", breaks) %>%
as.numeric() %>%
max()
breaks <- gsub(pattern = ",[[:print:]]*$", "", breaks) %>%
as.numeric() %>%
c(breaks_max)
if (ordered == TRUE)
bins <- ordered(bins)
results <- bins
attr(results, "type") <- "infogain"
attr(results, "breaks") <- breaks
attr(results, "levels") <- bin_levels
attr(results, "raw") <- .data[, x]
attr(results, "x_var") <- x
attr(results, "y_var") <- y
class(results) <- append("bins", class(results))
attr(results, "target") <- .data[, y]
class(results) <- append("infogain_bins", class(results))
results
}
#' Visualize Distribution for an "infogain_bins" Object
#'
#' @description
#' It generates plots for understand distribution and distribution by target variable using infogain_bins.
#'
#' @details The base_family is selected from "Roboto Condensed", "Liberation Sans Narrow",
#' "NanumSquare", "Noto Sans Korean". If you want to use a different font,
#' use it after loading the Google font with import_google_font().
#'
#' @param x an object of class "infogain_bins", usually, a result of a call to binning_rgr().
#' @param type character. options for visualization. Distribution("bar"), Relative Frequency by target ("cross").
#' @param typographic logical. Whether to apply focuses on typographic elements to ggplot2 visualization.
#' The default is TRUE. if TRUE provides a base theme that focuses on typographic elements using hrbrthemes package.
#' @param base_family character. The name of the base font family to use
#' for the visualization. If not specified, the font defined in dlookr is applied. (See details)
#' @param ... further arguments to be passed from or to other methods.
#' @seealso \code{\link{binning_rgr}}, \code{\link{summary.bins}}
#' @examples
#' \donttest{
#' # binning by recursive information gain ratio maximization using character
#' bin <- binning_rgr(heartfailure, "death_event", "creatinine")
#'
#' # binning by recursive information gain ratio maximization using name
#' bin <- binning_rgr(heartfailure, death_event, creatinine)
#' bin
#'
#' # summary optimal_bins class
#' summary(bin)
#'
#' # visualize all information for optimal_bins class
#' plot(bin)
#'
#' # visualize WoE information for optimal_bins class
#' plot(bin, type = "cross")
#'
#' # visualize all information without typographic
#' plot(bin, type = "cross", typographic = FALSE)
#' }
#'
#' @import ggplot2
#' @import hrbrthemes
#' @importFrom gridExtra grid.arrange
#' @export
#' @method plot infogain_bins
plot.infogain_bins <- function(x, type = c("bar", "cross"),
typographic = TRUE, base_family = NULL, ...) {
type <- match.arg(type)
if (type %in% c("bar")) {
plot.bins(x, typographic = typographic, base_family = base_family)
} else if (type %in% c("cross")) {
x_var = attr(x, "x_var")
y_var = attr(x, "y_var")
dfm <- data.frame(x = x, y = attr(x, "target"))
dfm_summary <- dfm %>%
group_by(x) %>%
count(y) %>%
mutate(ratio = round(n / sum(n) * 100, 2))
p_stack <- dfm %>%
ggplot(aes(x = x, fill = y)) +
geom_bar(position = "fill", show.legend = FALSE) +
geom_text(data = dfm_summary,
aes(y = n, label = ratio), color = "black",
position = position_fill(vjust = 0.5)) +
labs(title = sprintf("Relative frequency by bins"),
x = x_var, y = "Relative Frequency (%)")
p_dodge <- dfm_summary %>%
ggplot(aes(x = x, y = n, fill = y)) +
geom_bar(stat="identity", position = position_dodge()) +
geom_text(aes(label = n), vjust = 1.6, color = "black",
position = position_dodge(0.9), size = 3.5)+
labs(title = sprintf("Frequency by bins"),
x = x_var, y = "Frequency (Count)") +
guides(fill = guide_legend(title = y_var))
if (typographic) {
p_stack <- p_stack +
theme_typographic(base_family)
p_dodge <- p_dodge +
theme_typographic(base_family)
}
p_dodge
suppressWarnings(gridExtra::grid.arrange(p_stack, p_dodge, nrow = 1, ncol = 2))
}
}
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