R/mclustda.R

Defines functions classPriorProbs cv.MclustDA bicEMtrain cv1EMtrain permuteRows balancedFolds cvMclustDA plot.MclustDA predict.MclustDA getParameters.MclustDA print.summary.MclustDA summary.MclustDA print.MclustDA MclustDA

Documented in balancedFolds bicEMtrain classPriorProbs cv1EMtrain cvMclustDA cv.MclustDA getParameters.MclustDA MclustDA permuteRows plot.MclustDA predict.MclustDA print.MclustDA print.summary.MclustDA summary.MclustDA

MclustDA <- function(data, class, G = NULL, modelNames = NULL, 
                     modelType = c("MclustDA", "EDDA"), 
                     prior = NULL, control = emControl(), 
                     initialization = NULL, warn = mclust.options("warn"),
                     verbose = interactive(), ...) 
{
  call <- match.call()
  mc <- match.call(expand.dots = TRUE)
  #
  if(missing(data))
    stop("no training data provided!")
  data <- data.matrix(data)
  n <- nrow(data)
  p <- ncol(data)
  oneD <- if(p==1) TRUE else FALSE
  #
  if(missing(class))
    stop("class labels for training data must be provided!")
  class <- as.factor(class)
  classLabel <- levels(class)
  ncl <- nlevels(class)
  if(ncl == 1) G <- 1
  prop <- as.vector(table(class))/n
  names(prop) <- classLabel
  #
  modelType <- match.arg(modelType, 
                         choices = eval(formals(MclustDA)$modelType), 
                         several.ok = FALSE)
  #
  if(is.null(G)) 
    { G <- rep(list(1:5), ncl) }
  else if(is.list(G))
    { G <- lapply(G, sort) }
  else 
    { G <- rep(list(sort(G)), ncl) }
  if(any(unlist(G) <= 0))
    stop("G must be positive")
  #
  if(is.null(modelNames)) 
  { 
    if(oneD) modelNames <- c("E", "V")
    else     modelNames <- mclust.options("emModelNames")
  }
  if(!is.list(modelNames))
    { modelNames <- rep(list(modelNames), ncl) }
  for(k in 1:ncl)
  {
    if(n*prop[k] <= p)
    {
      m <- match(modelNames[[k]], 
                 c("EII", "VII", "EEI", "VEI", "EVI", "VVI"),
                 nomatch = 0)
      modelNames[[k]] <- modelNames[[k]][m]
    }
  }

  if(modelType == "EDDA")
  { 
    mc[[1]] <- as.name("mstep")
    mc$class <- mc$G <- mc$modelNames <- mc$modelType <- NULL
    mc$warn <- FALSE
    mc$z <- unmap(as.numeric(class))
    G <- 1
    modelNames <- unique(unlist(modelNames))
    BIC <- rep(NA, length(modelNames))
    Model <- NULL
    if(verbose) 
      { cat("fitting ...\n")
        flush.console()
        pbar <- txtProgressBar(min = 0, max = length(modelNames), style = 3) 
        on.exit(close(pbar))
        ipbar <- 0
    }
    for(i in seq(modelNames))
       { mc$modelName <- as.character(modelNames[i])
         mStep <- eval(mc, parent.frame())
         eStep <- do.call("estep", c(mStep, list(data = data, warn = FALSE)))
         BIC[i] <- do.call("bic", c(eStep, list(equalPro = TRUE)))
         if(!is.na(BIC[i]) && BIC[i] >= max(BIC, na.rm = TRUE))
           Model <- eStep
         if(verbose) 
           { ipbar <- ipbar+1; setTxtProgressBar(pbar, ipbar) }
    }
    if(all(is.na(BIC)))
      { warning("No model(s) can be estimated!!")
        return() }
    names(BIC) <- modelNames
    # bic <- max(BIC, na.rm = TRUE)
    # loglik <- Model$loglik
    # df <- (2*loglik - bic)/log(Model$n)
    # Model <- c(Model, list("BIC" = BIC))
    bic <- loglik <- df <- NULL
    Models <- rep(list(Model), ncl)
    names(Models) <- classLabel
    for(l in 1:ncl)
       { I <- (class == classLabel[l]) 
         Models[[l]]$n <- sum(I)
         Models[[l]]$G <- 1
         Models[[l]]$bic <- Models[[l]]$loglik <- NULL
         par <- Models[[l]]$parameters
         par$pro <- 1
         par$mean <- if(oneD) par$mean[l] else par$mean[,l,drop=FALSE]
         par$variance$G <- 1
         if(oneD)
           { # par$variance$sigma <- par$variance$sigma[l]
             if(length(par$variance$sigmasq) > 1)
               par$variance$sigmasq <- par$variance$sigmasq[l]
             else
               par$variance$sigmasq <- par$variance$sigmasq
         }
         else
           { par$variance$sigma <- par$variance$sigma[,,l,drop=FALSE]
             if(length(par$variance$sigmasq) > 1)
               par$variance$sigmasq <- par$variance$sigmasq[l]
             if(length(par$variance$scale) > 1)
               par$variance$scale <- par$variance$scale[l]
             if(length(dim(par$variance$shape)) > 1)
               par$variance$shape <- par$variance$shape[,l]
             if(length(dim(par$variance$orientation)) > 2)  # LS was > 1
               par$variance$orientation <-
                 par$variance$orientation[,,l,drop=FALSE]
             if(length(dim(par$variance$cholSigma)) > 2) 
               par$variance$cholSigma <-
                 par$variance$cholSigma[,,l,drop=FALSE]
             if(length(dim(par$variance$cholsigma)) > 2) 
               par$variance$cholsigma <-
                par$variance$cholsigma[,,l,drop=FALSE]
           }
         Models[[l]]$parameters <- par
         Models[[l]]$z <- NULL # z[I,,drop=FALSE]
         Models[[l]]$classification <- rep(1, sum(I)) # apply(z[I,,drop=FALSE], 1, which.max)
         Models[[l]]$uncertainty <- NULL # 1 - apply(z[I,], 1, max)
         Models[[l]]$observations <- which(I)     
    }
  }
  else
  { # modelType == "MclustDA" i.e. different covariance structures for each class
    Models <- rep(list(NULL), ncl)
    mc[[1]] <- as.name("mclustBIC")
    mc$class <- NULL
    # noise <- eval(mc$initialization$noise, parent.frame())
    for(l in 1:ncl) 
       { I <- (class == classLabel[l])
         mc[[2]] <- data[I,]
         mc$G <- G[[l]]
         mc$modelNames <- as.character(modelNames[[l]])
         # if(!is.null(noise))
         #   mc$initialization$noise <- noise[I]
         if(verbose) cat(paste0("Class ", classLabel[l], ": "))
         BIC <- eval(mc, parent.frame())
         # slightly adjust parameters if none of the models can be fitted
         while(all(is.na(BIC)))
         { if(length(mc$modelNames) == 1)
             { j <- which(mc$modelNames == mclust.options("emModelNames"))
               if(j == 1) mc$G <- mc$G - 1
               else       mc$modelNames <- mclust.options("emModelNames")[j-1]
           }
           else
             { mc$G <- mc$G - 1 }
           BIC <- eval(mc, parent.frame())
         }
         SUMMARY <- summary(BIC, data[I,])
         SUMMARY$bic <- BIC
         names(SUMMARY)[which(names(SUMMARY) == "bic")] <- "BIC"
         Models[[l]] <- c(SUMMARY, list(observations = which(I)))
    }
    bic <- loglik <- df <- NULL
  }
  Models$Vinv <- NULL
  names(Models) <- classLabel
  
  out <- list(call = call, data = data, class = class,
              type = modelType, n = n, d = p, prop = prop, 
              models = Models, bic = bic, loglik = loglik, df = df)
  out <- structure(out, prior = prior, 
                   control = control, 
                   class = "MclustDA")
  l <- logLik.MclustDA(out, data)
  out$loglik <- as.numeric(l)
  out$df <- attr(l, "df")
  out$bic <- 2*out$loglik - log(n)*out$df
  
  return(out)
}

print.MclustDA <- function(x, ...)
{
  cat("\'", class(x)[1], "\' model object:\n", sep = "")
  models <- x$models
  nclass <- length(models)
  n <- sapply(1:nclass, function(i) models[[i]]$n)
  M <- sapply(1:nclass, function(i) models[[i]]$modelName)
  G <- sapply(1:nclass, function(i) models[[i]]$G)
  out <- data.frame(n = n, Model = M, G = G)
  rownames(out) <- names(models)
  out <- as.matrix(out)
  names(dimnames(out)) <- c("Classes", "")
  print(out, quote = FALSE, right = TRUE)
  cat("\n")
  catwrap("\nAvailable components:\n")
  print(names(x))
  # str(x, max.level = 2, give.attr = FALSE, strict.width = "wrap")
  invisible(x)
}

summary.MclustDA <- function(object, parameters = FALSE, newdata, newclass, ...)
{
  # collect info
  models <- object$models
  nclass <- length(models)
  classes <- names(models)
  n <- sapply(1:nclass, function(i) models[[i]]$n)
  G <- sapply(1:nclass, function(i) models[[i]]$G)
  modelName <- sapply(1:nclass, function(i) models[[i]]$modelName)
  prior <- attr(object, "prior")
  printParameters <- parameters
  par <- getParameters.MclustDA(object)
  class <- object$class
  data <- object$data
  pred <- predict(object, newdata = data, ...)
  ce <- mean(class != pred$classification)
  brier <- BrierScore(pred$z, class)
  tab <- try(table(class, pred$classification))
  if(inherits(tab, "try-error"))
    { ce <- tab <- NA }
  else 
    { names(dimnames(tab)) <- c("Class", "Predicted") }
  
  tab.newdata <- ce.newdata <- brier.newdata <- NULL
  if(!missing(newdata) & !missing(newclass))
  { 
    pred.newdata <- predict(object, newdata = newdata, ...)
    if(missing(newclass))
    { tab.newdata <- table(pred.newdata$classification)
      names(dimnames(tab.newdata)) <- "Predicted"
    }
    else
    { tab.newdata <- table(newclass, pred.newdata$classification)
      names(dimnames(tab.newdata)) <- c("Class", "Predicted")
      ce.newdata <- mean(newclass != pred.newdata$classification)
      brier.newdata <- BrierScore(pred.newdata$z, newclass)
    }
  }
  
  obj <- list(type = object$type, n = n, d = object$d,
              loglik = object$loglik, df = object$df, bic = object$bic,
              nclass = nclass, classes = classes,
              G = G, modelName = modelName,
              prop = object$prop, parameters = par, prior = prior, 
              tab = tab, ce = ce, brier = brier,
              tab.newdata = tab.newdata, 
              ce.newdata = ce.newdata, brier.newdata = brier.newdata,
              printParameters = printParameters)
  class(obj) <- "summary.MclustDA"
  return(obj)
}

print.summary.MclustDA <- function(x, digits = getOption("digits"), ...)
{
  title <- paste("Gaussian finite mixture model for classification")
  txt <- paste(rep("-", min(nchar(title), getOption("width"))), collapse = "")
  catwrap(txt)
  catwrap(title)
  catwrap(txt)
  
  cat("\n")
  catwrap(paste(x$type, "model summary:"))
  cat("\n")
  #
  tab <- data.frame("log-likelihood" = x$loglik,
                    "n" = sum(x$n), "df" = x$df, 
                    "BIC" = x$bic, 
										row.names = "", check.names = FALSE)
  print(tab, digits = digits)
  
  tab <- data.frame("n" = x$n, "%" = round(x$n/sum(x$n)*100,2), 
                    "Model" = x$modelName, "G" = x$G,
                    check.names = FALSE,
                    row.names = x$classes)
  tab <- as.matrix(tab)
  names(dimnames(tab)) <- c("Classes", "")
  print(tab, digits = digits, quote = FALSE, right = TRUE)
  
  if(!is.null(x$prior))
  { cat("\nPrior: ")
    cat(x$prior$functionName, "(", 
        paste(names(x$prior[-1]), x$prior[-1], sep = " = ", collapse = ", "), 
        ")", sep = "")
    cat("\n")
  }
  
  if(x$printParameters)
  {
    cat("\nClass prior probabilities:\n")
    print(x$prop, digits = digits)
    for(i in seq(x$nclass))
    { cat("\nClass = ", x$class[i], "\n", sep = "")
      par <- x$parameters[[i]]
      if(x$type == "MclustDA")
      {
        cat("\nMixing probabilities: ")
        cat(round(par$pro, digits = digits), "\n")
      }
      cat("\nMeans:\n")
      print(par$mean, digits = digits)
      cat("\nVariances:\n")
      if(x$d > 1)
      { for(g in seq(x$G[i]))
      { cat("[,,", g, "]\n", sep = "")
        print(par$variance[,,g], digits = digits) }
      }
      else print(par$variance, digits = digits)          
    }
  }
  
  cat("\nTraining confusion matrix:\n")
  print(x$tab)
  cat("Classification error =", round(x$ce, min(digits,4)), "\n")
  cat("Brier score          =", round(x$brier, min(digits,4)), "\n")
  
  if(!is.null(x$tab.newdata)) 
  {
    cat("\nTest confusion matrix:\n")
    print(x$tab.newdata)
    if(!is.null(x$ce.newdata))
    { cat("Classification error =", round(x$ce.newdata, min(digits,4)), "\n") 
      cat("Brier score          =", round(x$brier.newdata, min(digits,4)), "\n")
    }
  }
  
  invisible(x)
}

getParameters.MclustDA <- function(object)
{
  # collect info
  models <- object$models
  nclass <- length(models)
  classes <- names(models)
  n <- sapply(1:nclass, function(i) models[[i]]$n)
  G <- sapply(1:nclass, function(i) models[[i]]$G)
  modelName <- sapply(1:nclass, function(i) models[[i]]$modelName)
  # prior <- attr(object, "prior")
  par <- vector(mode = "list", length = nclass)
  for(i in seq(nclass))
  { 
		par[[i]] <- models[[i]]$parameters
    if(is.null(par[[i]]$pro)) par$pro <- 1
    if(par[[i]]$variance$d < 2)
    { 
			sigma <- rep(par[[i]]$variance$sigma,
                   models[[i]]$G)[1:models[[i]]$G]
      names(sigma) <- names(par[[i]]$mean)
      par[[i]]$variance$sigma <- sigma
    }
    par[[i]]$variance <- par[[i]]$variance$sigma
  }
  return(par)
}

logLik.MclustDA <- function (object, data, ...) 
{
  if(missing(data)) 
    data <- object$data
  n <- object$n
  d <- object$d
  par <- getParameters.MclustDA(object)
  prop <- object$prop
  nclass <- length(prop)
  df <- if(object$type == "EDDA") 
  { 
    d * nclass + nVarParams(object$models[[1]]$modelName, 
                                  d = d, G = nclass)
  } else 
  { 
    sum(sapply(object$models, function(mod) 
        with(mod, (G - 1) + G * d + nVarParams(modelName, d = d, G = G))))
  }
  df <- df + nclass-1
  ll <- sapply(object$models, function(mod) 
        { do.call("dens", c(list(data = data, logarithm = TRUE), mod)) })
  
  # logcden <- cdens(data = data,
  #                  modelName = object$models[[1]]$modelName,
  #                  parameters = object$models[[1]]$parameters,
  #                  logarithm = TRUE)
  
  
  ll <- sum(logsumexp(ll, log(prop)))
  attr(ll, "nobs") <- n
  attr(ll, "df") <- df
  class(ll) <- "logLik"
  return(ll)
}

predict.MclustDA <- function(object, newdata, prop = object$prop, ...)
{
  
  if(!inherits(object, "MclustDA")) 
    stop("object not of class 'MclustDA'")
  
  models <- object$models
  nclass <- length(models)
  classNames <- if(is.null(object$class)) names(models)
                else                      levels(object$class)
  n <- sapply(1:nclass, function(i) models[[i]]$n)
  if(missing(newdata))
    { newdata <- object$data }
  # if(object$d == 1) newdata <- as.vector(newdata)
  if(is.numeric(prop))
  {
    if(any(prop < 0)) 
      stop("'prop' must be nonnegative")
    if(length(prop) != nclass) 
      stop("'prop' is of incorrect length")
    prop <- prop/sum(prop)
  } else
  {
    prop <- n/sum(n)
  }

  # class density computed on log scale
  densfun <- function(mod, data)
  { 
    do.call("dens", c(list(data = data, logarithm = TRUE), mod)) 
  }
  #
  z <- matrix(as.double(NA), nrow = NROW(newdata), ncol = nclass)
  for(j in 1:nclass)
    z[,j] <- densfun(models[[j]], data = newdata)
  # TODO: to be removed at a certain point
  # z <- sweep(z, MARGIN = 2, FUN = "+", STATS = log(prop))
  # z <- sweep(z, MARGIN = 1, FUN = "-", STATS = apply(z, 1, logsumexp_old))
  # z <- exp(z)
  z <- softmax(z, log(prop))
  colnames(z) <- classNames
  cl <- apply(z, 1, which.max)
  class <- factor(classNames[cl], levels = classNames)
  #
  out <- list(classification = class, z = z)
  return(out) 
}

plot.MclustDA <- function(x, what = c("scatterplot", "classification", "train&test", "error"), 
                          newdata, newclass, 
                          dimens = NULL, 
                          symbols, colors, 
                          main = NULL,
                          ...)
{
  object <- x # Argh.  Really want to use object anyway
  if(!inherits(object, "MclustDA")) 
    stop("object not of class 'MclustDA'")
  
  data <- object$data
  if(object$d > 1) dataNames <- colnames(data)
  else             dataNames <- deparse(object$call$data)
  n <- nrow(data)
  p <- ncol(data)
  dimens <- if(is.null(dimens)) seq(p) else dimens[dimens <= p]
  d <- length(dimens)
  if(d == 0)
  {
    warning("dimens larger than data dimensionality...")
    return(invisible())
  }
  
  if(missing(newdata))
    { newdata <- matrix(as.double(NA), 0, p) }
  else
    { newdata <- as.matrix(newdata) }
  if(ncol(newdata) != p)
    stop("incompatible newdata dimensionality")
  if(missing(newclass))
    { newclass <- vector(length = 0) }
  else
    { if(nrow(newdata) != length(newclass))
      stop("incompatible newdata and newclass") }
  if(object$d > 1) newdataNames <- colnames(newdata)
  else             newdataNames <- deparse(match.call()$newdata)
  
  what <- match.arg(what, several.ok = TRUE)
  models <- object$models
  M <- length(models)
  if(missing(dimens)) dimens <- seq_len(p)
  trainClass <- object$class
  nclass <- length(unique(trainClass))
  Data <- rbind(data, newdata)
  predClass <- predict(object, Data)$classification
  
  if(missing(symbols)) 
    { if(M <= length(mclust.options("classPlotSymbols"))) 
        { symbols <- mclust.options("classPlotSymbols") }
      else if(M <= 26) 
             { symbols <- LETTERS }
  }
  if(length(symbols) == 1) symbols <- rep(symbols,M)
  if(length(symbols) < M & !any(what == "train&test"))
    { warning("more symbols needed to show classification")
      symbols <- rep(16, M) }
  
  if(missing(colors))
    { colors <- mclust.options("classPlotColors") }
  if(length(colors) == 1) colors <- rep(colors,M)
  if(length(colors) < M & !any(what == "train&test"))
    { warning("more colors needed to show classification")
      colors <- rep("black", M) }
  
  oldpar <- par(no.readonly = TRUE)

  plot.MclustDA.scatterplot <- function(...)
  {
    if(d == 1)
    { 
      mclust1Dplot(data = if(nrow(newdata) == 0) data[,dimens[1],drop=FALSE]
                          else                   newdata[,dimens[1],drop=FALSE],
                   what = "classification",
                   classification = if(nrow(newdata) == 0) trainClass
                                    else                   newclass,
                   xlab = if(nrow(newdata) == 0) dataNames[dimens]
                          else                   newdataNames[dimens], 
                   ylab = "Classes",
                   main = NULL, ...)
      if(!is.null(main))
        title(if(is.character(main)) main 
              else if(as.logical(main)) 
                     if(nrow(newdata) == 0) "Training data" else "Test data"
                   else NULL, 
              cex.main = oldpar$cex.lab)
    }

    scatellipses <- function(data, dimens, nclass, symbols, colors, ...)
    {
      m <- lapply(models, function(m) 
      { m$parameters$mean <- array(m$parameters$mean[dimens,], c(2,m$G))
        m$parameters$variance$sigma <- 
          array(m$parameters$variance$sigma[dimens,dimens,], c(2,2,m$G))
        m
      })
      plot(data[,dimens], type = "n", ...)
      for(l in 1:nclass) 
      { 
        I <- m[[l]]$observations
        points(data[I,dimens[1]], data[I,dimens[2]], 
               pch = symbols[l], col = colors[l])
        for(g in 1:(m[[l]]$G))
        { 
          mvn2plot(mu = m[[l]]$parameters$mean[,g], 
                   sigma = m[[l]]$parameters$variance$sigma[,,g],
                   k = 15,
                   fillEllipse = mclust.options("fillEllipses"),
                   col = if(mclust.options("fillEllipses")) 
                           colors[l] else rep("grey30",3))
        }
      }
    }
    
    if(d == 2)
    { 
      scatellipses(if(nrow(newdata) == 0) data else newdata, 
                   dimens = dimens[1:2], 
                   nclass = nclass, 
                   symbols = symbols, colors = colors, 
                   xlab = if(nrow(newdata) == 0) dataNames[dimens[1]]
                          else                   newdataNames[dimens[1]],
                   ylab = if(nrow(newdata) == 0) dataNames[dimens[2]]
                          else                   newdataNames[dimens[2]],
                   ...)
      if(!is.null(main))
        title(if(is.character(main)) main 
              else if(as.logical(main)) 
                     if(nrow(newdata) == 0) "Training data" else "Test data"
                   else NULL, 
              cex.main = oldpar$cex.lab)
    }
    if(d > 2)
    { 
      on.exit(par(oldpar))
      par(mfrow = c(d, d), 
          mar = rep(0.2/2,4),
          oma = rep(4,4)+c(0,0,1*(!is.null(main)),0))
      for(i in seq(d))
      { 
        for(j in seq(d)) 
        { 
          if(i == j) 
          { 
            plot(if(nrow(newdata) == 0) data[,dimens[c(i,j)]] 
                 else                   newdata[,dimens[c(i,j)]],
                 type="n", xlab = "", ylab = "", axes=FALSE)
            text(mean(par("usr")[1:2]), mean(par("usr")[3:4]), 
                 labels = if(nrow(newdata) == 0) dataNames[dimens][i]
                          else                   newdataNames[dimens][i], 
                 cex = 1.5, adj = 0.5)
            box()
          } else 
          { 
            scatellipses(if(nrow(newdata) == 0) data else newdata, 
                         dimens = dimens[c(j,i)], 
                         nclass = nclass, 
                         symbols = symbols, colors = colors, 
                         xaxt = "n", yaxt = "n") 
          }
          if(i == 1 && (!(j%%2))) axis(3)
          if(i == d && (j%%2))    axis(1)
          if(j == 1 && (!(i%%2))) axis(2)
          if(j == d && (i%%2))    axis(4)
        }
      }
      if(!is.null(main))
        title(if(is.character(main)) main 
              else if(as.logical(main)) 
                     if(nrow(newdata) == 0) "Training data" else "Test data"
                   else NULL, 
              cex.main = 1.2*oldpar$cex.main, 
              outer = TRUE, line = 3) 
    }
  }      
  
  plot.MclustDA.classification <- function(...)
  { 
    if(nrow(newdata) == 0 && d == 1)
    { 
      mclust1Dplot(data = data[,dimens[1],drop=FALSE], 
                   what = "classification",
                   classification = predClass[1:n], 
                   colors = colors[1:nclass],
                   xlab = dataNames[dimens],
                   main = FALSE, ...)
      if(!is.null(main))
        title(if(is.character(main)) main 
              else if(as.logical(main)) "Training data classification" 
              else NULL, 
              cex.main = oldpar$cex.lab)
    }
    
    if(nrow(newdata) == 0 && d == 2)
    { 
      coordProj(data = data[,dimens], what = "classification",
                classification = predClass[1:n], 
                main = FALSE, 
                colors = colors[1:nclass], 
                symbols = symbols[1:nclass], ...)
      if(!is.null(main))
        title(if(is.character(main)) main 
              else if(as.logical(main)) "Training data classification" 
              else NULL, 
              cex.main = oldpar$cex.lab)
    }
    
    if(nrow(newdata) == 0 && d > 2)
    { 
      clPairs(data[,dimens], 
              classification = predClass[1:n],
              colors = colors[1:nclass], 
              symbols = symbols[1:nclass],
              cex.labels = 1.5,
              main = if(!is.null(main)) 
                        if(is.character(main)) main 
                        else if(as.logical(main)) "Training data classification" 
                             else NULL,
              cex.main = oldpar$cex.lab)
    }
    
    if(nrow(newdata) > 0 && d == 1)
    { 
      mclust1Dplot(data = newdata[,dimens], 
                   what = "classification",
                   classification = predClass[-(1:n)], 
                   xlab = newdataNames[dimens],
                   main = FALSE, ...)
      if(!is.null(main))
        title(if(is.character(main)) main 
              else if(as.logical(main)) "Test data classification" 
                   else NULL, 
              cex.main = oldpar$cex.lab)
    }
    
    if(nrow(newdata) > 0 && d == 2)
    { 
      coordProj(data = newdata[,dimens], what ="classification",
                classification = predClass[-(1:n)], 
                colors = colors[1:nclass], 
                symbols = symbols[1:nclass],
                main = FALSE, ...)
      if(!is.null(main))
        title(if(is.character(main)) main 
              else if(as.logical(main)) "Test data classification" 
                   else NULL, 
              cex.main = oldpar$cex.lab)
    }
    
    if(nrow(newdata) > 0 & length(dimens) > 2)
    { 
      on.exit(par(oldpar))
      # par(oma = c(0,0,10,0))      
      clPairs(data = newdata[,dimens], 
              classification = predClass[-(1:n)], 
              colors = colors[1:nclass], 
              symbols = symbols[1:nclass],
              cex.labels = 1.5, 
              main = if(!is.null(main))
                       if(is.character(main)) main 
                       else if(as.logical(main)) "Test data classification" 
                            else NULL, 
              cex.main = oldpar$cex.lab)
    }
  }

  plot.MclustDA.traintest <- function(...)
  { 
    cl <- factor(rep(c("Train","Test"), 
                     times = c(nrow(data), nrow(newdata))),
                 levels = c("Train", "Test"))

    if(d == 1)
    { 
      mclust1Dplot(data = Data[,dimens], what = "classification",
                   classification = cl,
                   xlab = dataNames[dimens], ylab = "",
                   colors = c("grey20", "grey80"),
                   main = FALSE, ...)
      if(!is.null(main))
        title(if(is.character(main)) main 
              else if(as.logical(main)) "Training and Test data" 
                   else NULL, 
              cex.main = oldpar$cex.lab)
    }
    
    if(d == 2)
    { 
      coordProj(Data, dimens = dimens[1:2], what = "classification",
                classification = cl, cex = 0.8,
                symbols = c(19,3), colors = c("grey80", "grey20"),
                main = FALSE, ...)
      if(!is.null(main))
        title(if(is.character(main)) main 
              else if(as.logical(main)) "Training (o) and Test (+) data"
                   else NULL, 
              cex.main = oldpar$cex.lab)
    }
    
    if(d > 2)
    { 
      clPairs(Data[,dimens], classification = cl, 
              symbols = c(19,3), colors = c("grey80", "grey20"),
              main = if(!is.null(main))
                       if(is.character(main)) main 
                       else if(as.logical(main)) "Training (o) and Test (+) data"
                            else NULL,
              cex.main = oldpar$cex.lab)
    }
    
  }

  plot.MclustDA.error <- function(...)
  { 
    if(nrow(newdata) == 0 && d == 1)
    { 
      mclust1Dplot(data = data[,dimens], what = "error", 
                   classification = predClass[1:n], 
                   truth = trainClass, 
                   xlab = dataNames[dimens],
                   main = FALSE, ...)
      if(!is.null(main))
        title(if(is.character(main)) main 
              else if(as.logical(main)) "Training data error" 
                   else NULL, 
              cex.main = oldpar$cex.lab)
    }
    
    if(nrow(newdata) == 0 && d == 2)
    { 
      coordProj(data = data[,dimens[1:2]], what = "error",
                classification = predClass[1:n], 
                truth = trainClass, main = FALSE, ...)
      if(!is.null(main))
        title(if(is.character(main)) main 
              else if(as.logical(main)) "Training data error" 
                   else NULL, 
              cex.main = oldpar$cex.lab)
    }
    
    if(nrow(newdata) == 0 && d > 2)
    { 
      on.exit(par(oldpar))
      par(mfrow = c(d, d), 
          mar = rep(0.2/2,4),
          oma = rep(4,4)+c(0,0,1*(!is.null(main)),0))
      for(i in seq(d))
      { 
        for(j in seq(d)) 
        { 
          if(i == j) 
          { 
            plot(data[,dimens[c(i,j)]], type="n",
                 xlab = "", ylab = "", axes=FALSE)
            text(mean(par("usr")[1:2]), mean(par("usr")[3:4]), 
                 dataNames[dimens][i], cex = 1.5, adj = 0.5)
            box()
          } else 
          { 
            coordProj(data = data[,dimens[c(j,i)]], what = "error",
                      classification = predClass[1:n], 
                      truth = trainClass, main = FALSE,
                      xaxt = "n", yaxt = "n")
          }
          if(i == 1 && (!(j%%2))) axis(3)
          if(i == d && (j%%2))    axis(1)
          if(j == 1 && (!(i%%2))) axis(2)
          if(j == d && (i%%2))    axis(4)
        }
      }    
      
      if(!is.null(main))
        title(if(is.character(main)) main
              else if(as.logical(main)) "Training data error"
                   else NULL,
              cex.main = 1.2*oldpar$cex.main, 
              outer = TRUE, line = 3)
    }
    
    if(nrow(newdata) > 0 && d == 1)
    { 
      mclust1Dplot(data = newdata[,dimens], what = "error", 
                   classification = predClass[-(1:n)], 
                   truth = newclass, 
                   xlab = newdataNames[dimens],
                   main = FALSE, ...)
      if(!is.null(main))
        title(if(is.character(main)) main 
              else if(as.logical(main)) "Test data error" 
                   else NULL, 
              cex.main = oldpar$cex.lab)
    }
    
    if(nrow(newdata) > 0 && d == 2)
    { 
      coordProj(data = newdata[,dimens[1:2]], what = "error",
                classification = predClass[-(1:n)], 
                truth = newclass, main = FALSE, ...)
      if(!is.null(main))
        title(if(is.character(main)) main 
              else if(as.logical(main)) "Test data error" 
                   else NULL, 
              cex.main = oldpar$cex.lab)
    }

    if(nrow(newdata) > 0 && d > 2)
    { 
      on.exit(par(oldpar))
      par(mfrow = c(d, d), 
          mar = rep(0.2/2,4),
          oma = rep(4,4)+c(0,0,1*(!is.null(main)),0))
      for(i in seq(d))
      { 
        for(j in seq(d)) 
        { 
          if(i == j) 
          { 
            plot(newdata[,dimens[c(i,j)]], type="n",
                 xlab = "", ylab = "", axes=FALSE)
            text(mean(par("usr")[1:2]), mean(par("usr")[3:4]), 
                 newdataNames[dimens][i], cex = 1.5, adj = 0.5)
            box()
          } else 
          { 
            coordProj(data = newdata[,dimens[c(j,i)]], what = "error",
                      classification = predClass[-(1:n)], 
                      truth = newclass, main = FALSE,
                      xaxt = "n", yaxt = "n")
          }
          if(i == 1 && (!(j%%2))) axis(3)
          if(i == d && (j%%2))    axis(1)
          if(j == 1 && (!(i%%2))) axis(2)
          if(j == d && (i%%2))    axis(4)
        }
      }    
      
      if(!is.null(main))
        title(if(is.character(main)) main
              else if(as.logical(main)) "Test data error"
                   else NULL,
              cex.main = 1.2*oldpar$cex.main, 
              outer = TRUE, line = 3)
    }

        
  }

  if(interactive() & length(what) > 1)
    { title <- "Model-based discriminant analysis plots:"
      # present menu waiting user choice
      choice <- menu(what, graphics = FALSE, title = title)
      while(choice != 0)
           { if(what[choice] == "scatterplot")    plot.MclustDA.scatterplot(...)
             if(what[choice] == "classification") plot.MclustDA.classification(...)
             if(what[choice] == "train&test")     plot.MclustDA.traintest(...)
             if(what[choice] == "error")          plot.MclustDA.error(...)
             # re-present menu waiting user choice
             choice <- menu(what, graphics = FALSE, title = title)
           }
  }
  else 
    { if(any(what == "scatterplot"))    plot.MclustDA.scatterplot(...)
      if(any(what == "classification")) plot.MclustDA.classification(...)
      if(any(what == "train&test"))     plot.MclustDA.traintest(...) 
      if(any(what == "error"))          plot.MclustDA.error(...)
  }
    
  invisible()
}

cvMclustDA <- function(object, nfold = 10, 
                       prop = object$prop,
                       verbose = interactive(), 
                       ...) 
{
  
  if(!is.null(match.call(expand.dots = TRUE)$metric))
    warning("'metric' argument is deprecated! Ignored.")
  #
  call <- object$call
  nfold <- as.numeric(nfold)
  data <- object$data
  class <- as.factor(object$class)
  n <- length(class)
  G <- lapply(object$models, function(mod) mod$G)
  modelName <- lapply(object$models, function(mod) mod$modelName)
  #
  ce <- function(pred, class)
  {
    1 - sum(class == pred, na.rm = TRUE)/length(class)
  }
  #
  folds <- if(nfold == n) lapply(1:n, function(x) x)
           else           balancedFolds(class, nfolds = nfold)
  nfold <- length(folds)
  folds.size <- sapply(folds, length)
  #
  metric.cv <- matrix(as.double(NA), nrow = nfold, ncol = 2)
  class.cv  <- factor(rep(NA, n), levels = levels(class))
  prob.cv   <- matrix(as.double(NA), nrow = n, ncol = nlevels(class),
                      dimnames = list(NULL, levels(class)))
  
  if(verbose)
  { 
    cat("cross-validating ...\n")
    flush.console()
    pbar <- txtProgressBar(min = 0, max = nfold, style = 3)
    on.exit(close(pbar))
  }
  
  for(i in seq(nfold))
  { 
    x <- data[-folds[[i]],,drop=FALSE]
    y <- class[-folds[[i]]]
    call$data <- x
    call$class <- y
    call$G <- G
    call$modelNames <- modelName
    call$verbose <- FALSE
    mod <- eval(call, parent.frame())
    #
    predTest <- predict(mod, data[folds[[i]],,drop=FALSE], prop = prop)
    metric.cv[i,1] <- ce(predTest$classification, class[folds[[i]]])
    metric.cv[i,2] <- BrierScore(predTest$z, class[folds[[i]]])
    class.cv[folds[[i]]] <- predTest$classification
    prob.cv[folds[[i]],] <- predTest$z
    #
    if(verbose) 
      setTxtProgressBar(pbar, i)
  }
  #
  cv <- sapply(1:2, function(m) sum(metric.cv[,m]*folds.size)/sum(folds.size))
  # se <- apply(metric.cv, 2, function(m) sqrt(var(m)/nfold))
  se <- sapply(1:2, function(m) 
               sqrt( ( sum( (metric.cv[,m] - cv[m])^2 * folds.size) / 
                       (sum(folds.size)*(nfold-1)/nfold)) / 
                     nfold))
  #
  out <- list(classification = class.cv, 
		          z = prob.cv,
              ce = cv[1], se.ce = se[1],
              brier = cv[2], se.brier = se[2])
  return(out)
}

balancedFolds <- function(y, nfolds = min(min(table(y)), 10)) 
{ 
# Create 'nfolds' balanced folds conditional on grouping variable 'y'.
# Function useful in evaluating a classifier by balanced cross-validation.
# Returns a list with 'nfolds' elements containing indexes of each fold.
# 
# Based on balanced.folds() in package 'pamr' by T. Hastie, R. Tibshirani,
# Balasubramanian Narasimhan, Gil Chu.
  
  totals <- table(y)
  fmax <- max(totals)
  nfolds <- min(nfolds, fmax)  # ensure number of folds not larger than the max class size
  folds <- as.list(seq(nfolds))
  yids <- split(seq(y), y)     # get the ids in a list, split by class
  ## create a big matrix, with enough rows to get in all the folds per class
  bigmat <- matrix(as.double(NA), 
                   nrow = ceiling(fmax/nfolds) * nfolds, 
                   ncol = length(totals))
  for(i in seq(totals)) 
  { 
    bigmat[seq(totals[i]), i] <- 
      if (totals[i]==1) yids[[i]] else sample(yids[[i]]) 
  }
  smallmat <- matrix(bigmat, nrow = nfolds) # reshape the matrix
  ## clever sort to mix up the NAs
  smallmat <- permuteRows(t(smallmat))   
  res <-vector("list", nfolds)
  for(j in 1:nfolds) 
  { 
    jj <- !is.na(smallmat[, j])
    res[[j]] <- smallmat[jj, j] 
  }
  return(res)
}

permuteRows <- function(x)
{
  dd <- dim(x)
  n <- dd[1]
  p <- dd[2]
  mm <- runif(length(x)) + rep(seq(n) * 10, rep(p, n))
  matrix(t(x)[order(mm)], n, p, byrow = TRUE)
}

# Deprecated functions

cv1EMtrain <- function(data, labels, modelNames=NULL) 
{
  .Deprecated("cvMclustDA", package = "mclust")
  z <- unmap(as.numeric(labels))
  G <- ncol(z)
  dimDataset <- dim(data)
  oneD <- is.null(dimDataset) || length(dimDataset[dimDataset > 1]) == 1
  if (oneD || length(dimDataset) != 2) {
    if (is.null(modelNames)) 
      modelNames <- c("E", "V")
    if (any(!match(modelNames, c("E", "V"), nomatch = 0))) 
      stop("modelNames E or V for one-dimensional data")
    n <- length(data)
    cv <- matrix(1, nrow = n, ncol = length(modelNames))
    dimnames(cv) <- list(NULL, modelNames)
    for (m in modelNames) {
      for (i in 1:n) {
        mStep <- mstep(modelName = m, data = data[-i], 
                       z = z[-i,], warn = FALSE)
        eStep <- do.call("estep", c(mStep, list(data = data[i], 
                                                warn = FALSE)))
        if (is.null(attr(eStep, "warn"))) {
          k <- (1:G)[eStep$z == max(eStep$z)]
          l <- (1:G)[z[i,] == max(z[i,])]
          cv[i, m] <- as.numeric(!any(k == l))
        }
      }
    }
  }
  else {
    if (is.null(modelNames)) 
      modelNames <- mclust.options("emModelNames")
    n <- nrow(data)
    cv <- matrix(1, nrow = n, ncol = length(modelNames))
    dimnames(cv) <- list(NULL, modelNames)
    for (m in modelNames) {
      for (i in 1:n) {
        mStep <- mstep(modelName = m, data = data[-i,],
                       z = z[-i,], warn = FALSE)
        eStep <- do.call("estep", c(mStep, list(data = data[i, 
                                                            , drop = FALSE], warn = FALSE)))
        if (is.null(attr(eStep, "warn"))) {
          k <- (1:G)[eStep$z == max(eStep$z)]
          l <- (1:G)[z[i,] == max(z[i,])]
          cv[i, m] <- as.numeric(!any(k == l))
        }
      }
    }
  }
  errorRate <- apply(cv, 2, sum)
  errorRate/n
}

bicEMtrain <- function(data, labels, modelNames=NULL) 
{
  .Deprecated("MclustDA", package = "mclust")
  
  z <- unmap(as.numeric(labels))
  G <- ncol(z)
  dimData <- dim(data)
  oneD <- is.null(dimData) || length(dimData[dimData > 1]) == 
    1
  if (oneD || length(dimData) != 2) {
    if (is.null(modelNames)) 
      modelNames <- c("E", "V")
    if (any(!match(modelNames, c("E", "V"), nomatch = 0))) 
      stop("modelNames E or V for one-dimensional data")
  }
  else {
    if (is.null(modelNames)) 
      modelNames <- mclust.options("emModelNames")
  }
  BIC <- rep(NA, length(modelNames))
  names(BIC) <- modelNames
  for (m in modelNames) {
    mStep <- mstep(modelName = m, data = data, z = z, warn = FALSE)
    eStep <- do.call("estep", c(mStep, list(data=data, warn=FALSE)))
    if (is.null(attr(eStep, "warn"))) 
      BIC[m] <- do.call("bic", eStep)
  }
  BIC
}

cv.MclustDA <- function(...) 
{
  .Deprecated("cvMclustDA", package = "mclust")
  cvMclustDA(...)
}

# "[.mclustDAtest" <- function (x, i, j, drop = FALSE) 
# {
#   clx <- oldClass(x)
#   oldClass(x) <- NULL
#   NextMethod("[")
# }

classPriorProbs <- function(object, newdata = object$data, 
                            itmax = 1e3, eps = sqrt(.Machine$double.eps))
{

  if(!inherits(object, "MclustDA")) 
    stop("object not of class 'MclustDA'")

  z <- predict(object, newdata = newdata)$z
  prop <- object$prop
  p <- colMeans(z)
  p0 <- p+1
  it <- 0
  # while(max(abs(p-p0)/abs(p)) > eps & it < itmax)
  while(any(abs(p-p0) > eps*(1+abs(p))) & it < itmax)
  {
    it <- it+1
    p0 <- p
    # z_upd <- t(apply(z, 1, function(z) { z <- z*p/prop; z/sum(z) }))
    z_upd <- sweep(z, 2, FUN = "*", STATS = p/prop)
    z_upd <- sweep(z_upd, MARGIN = 1, FUN = "/", STATS = rowSums(z_upd))
    p <- colMeans(z_upd)
  }
  return(p)
}

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mclust documentation built on May 29, 2024, 8:06 a.m.