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#' Monotonic binning based on maximum cumulative target rate (MAPA)
#'
#' \code{cum.bin} implements monotonic binning based on maximum cumulative target rate.
#' This algorithm is known as MAPA (Monotone Adjacent Pooling Algorithm).
#'@param x Numeric vector to be binned.
#'@param y Numeric target vector (binary or continuous).
#'@param sc Numeric vector with special case elements. Default values are \code{c(NA, NaN, Inf, -Inf)}.
#' Recommendation is to keep the default values always and add new ones if needed. Otherwise, if these values exist
#' in \code{x} and are not defined in the \code{sc} vector, function will report the error.
#'@param sc.method Define how special cases will be treated, all together or in separate bins.
#' Possible values are \code{"together", "separately"}.
#'@param g Number of starting groups. Default is 15.
#'@param y.type Type of \code{y}, possible options are \code{"bina"} (binary) and \code{"cont"} (continuous).
#' If default value (\code{NA}) is passed, then algorithm will identify if \code{y} is 0/1 or continuous variable.
#'@param force.trend If the expected trend should be forced. Possible values: \code{"i"} for
#' increasing trend (\code{y} increases with increase of \code{x}), \code{"d"} for decreasing trend
#' (\code{y} decreases with decrease of \code{x}). Default value is \code{NA}.
#' If the default value is passed, then trend will be identified based on the sign of the Spearman correlation
#' coefficient between \code{x} and \code{y} on complete cases.
#'
#'@return The command \code{cum.bin} generates a list of two objects. The first object, data frame \code{summary.tbl}
#' presents a summary table of final binning, while \code{x.trans} is a vector of discretized values.
#' In case of single unique value for \code{x} or \code{y} in complete cases (cases different than special cases),
#' it will return data frame with info.
#'
#'@examples
#' suppressMessages(library(monobin))
#' data(gcd)
#' amount.bin <- cum.bin(x = gcd$amount, y = gcd$qual)
#' amount.bin[[1]]
#' gcd$amount.bin <- amount.bin[[2]]
#' gcd %>% group_by(amount.bin) %>% summarise(n = n(), y.avg = mean(qual))
#' #increase default number of groups (g = 20)
#' amount.bin.1 <- cum.bin(x = gcd$amount, y = gcd$qual, g = 20)
#' amount.bin.1[[1]]
#' #force trend to decreasing
#' cum.bin(x = gcd$amount, y = gcd$qual, g = 20, force.trend = "d")[[1]]
#'
#'@importFrom stats cor isoreg pt sd weighted.mean
#'@importFrom Hmisc cut2
#'@import dplyr
#'@export
cum.bin <- function(x, y, sc = c(NA, NaN, Inf, -Inf), sc.method = "together", g = 15, y.type = NA,
force.trend = NA) {
ops <- options(scipen = 20)
on.exit(options(ops))
checks.init(x = x, y = y, sc = sc, sc.method = sc.method,
y.type = y.type, force.trend = force.trend)
d <- data.frame(y, x)
d <- d[!is.na(y), ]
d.sc <- d[d$x%in%sc, ]
d.cc <- d[!d$x%in%sc, ]
checks.res <- checks.iter(d = d, d.cc = d.cc, y.type = y.type)
if (checks.res[[1]] > 0) {
return(eval(parse(text = checks.res[[2]])))
}
y.check <- checks.res[[3]]
#special cases
if (nrow(d.sc) > 0) {
if (sc.method[1] == "together") {
d.sc$bin <- "SC"
} else {
d.sc$bin <- as.character(d.sc$x)
}
d.sc.s <- iso.summary(tbl = d.sc, bin = "bin")
d.sc.s$type <- "special cases"
} else {
d.sc.s <- data.frame()
}
#complete cases
tbl <- cbind.data.frame(d.cc, bin = cut2(d.cc$x, g = g))
d.cc.s <- cum.bin.aux(tbl = tbl, force.trend = force.trend, y.check = y.check)
ds <- as.data.frame(bind_rows(d.sc.s, d.cc.s))
ds <- woe.calc(tbl = ds, y.check = y.check)
sc.u <- unique(sc)
sc.g <- ds$bin[ds$type%in%"special cases"]
x.mins <- ds$x.min[!ds$bin%in%sc.u & !ds$bin%in%"SC"]
x.maxs <- ds$x.max[!ds$bin%in%sc.u & !ds$bin%in%"SC"]
x.trans <- slice.variable(x.orig = d$x, x.lb = x.mins, x.ub = x.maxs,
sc.u = sc.u, sc.g = sc.g)
return(list(summary.tbl = ds, x.trans = x.trans))
}
#cumulative binning function
cum.bin.aux <- function(tbl, force.trend, y.check){
tbl <- tbl[order(tbl$x), ]
if (is.na(force.trend)) {
sort.d <- sign(cor(tbl$y, tbl$x, method = "spearman", use = "complete.obs"))
} else {
sort.d <- ifelse(force.trend == "i", 1, -1)
}
tbl <- iso.summary(tbl = tbl, "bin")
if (nrow(tbl) == 1) {
tbl$type <- "complete cases"
return(as.data.frame(tbl))
}
tbl <- tbl[order(tbl$bin, decreasing = ifelse(sort.d == 1, TRUE, FALSE)), ]
if (all(diff(tbl$y.avg) > 0)) {
return(tbl)
}
tbl.i <- tbl
cp <- c()
repeat {
cs <- cumsum(tbl.i$y.sum) / cumsum(tbl.i$no)
indx <- which(cs == max(cs))[1]
if (indx == nrow(tbl.i)) {cp <- c(cp, indx); break}
cp <- c(cp, indx)
tbl.i <- tbl.i[-(1:indx), ]
}
if (length(cp) == 1) {
res <- cbind.data.frame(tbl, mod = 1, stringsAsFactors = FALSE)
} else {
mod <- rep(cumsum(cp), times = cp)
res <- cbind.data.frame(tbl, mod)
}
res.s <- res %>%
group_by(bin = mod) %>%
mutate(
y.avg = weighted.mean(y.avg, no),
x.avg = weighted.mean(x.avg, no)) %>%
summarise(
no = sum(no),
y.sum = sum(y.sum),
y.avg = unique(y.avg),
x.avg = unique(x.avg),
x.min = min(x.min),
x.max = max(x.max))
res.s <- res.s[order(res.s$x.avg), ]
res.s$bin <- format.bin(x.lb = res.s$x.min, x.ub = res.s$x.max)
res.s$type <- "complete cases"
return(as.data.frame(res.s))
}
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