Nothing
glmnet.auc <- get("auc",envir=asNamespace("glmnet"))
#--- Visualisation -------------------------------------------------------------
#' @name plots
#'
#' @title
#' Plot functions for manuscript
#'
#' @description
#' Functions for the \code{palasso} manuscript.
#'
#' @param X
#' matrix with \eqn{n} rows and \eqn{p} columns
#'
#' @param x,y
#' vectors of equal length
#'
#' @param choice
#' numeric between \eqn{1} and \eqn{p}
#'
#' @param b
#' between-group correlation\strong{:}
#' vector of length \eqn{p}
#'
#' @param w
#' within-group correlation\strong{:}
#' matrix with \eqn{p} rows and \eqn{p} columns
#'
#' @param group
#' vector of length \eqn{p}
#'
#' @param prob
#' confidence interval\strong{:}
#' numeric between \eqn{0} and \eqn{1}
#'
#' @param cutoff
#' numeric between \eqn{0} and \eqn{1}
#'
#' @param margin
#' \eqn{0} (none), \eqn{1} (rows), or \eqn{2} (columns)
#'
#' @param ...
#' additional arguments
#'
#' @details
#' The function \code{plot_score} compares a selected column to each of the
#' other columns. It counts the number of rows where the entry in the selected
#' column is smaller (blue), equal (white), or larger (red).
#'
#' @return
#' to do
#'
#' @seealso
#' Use \link[palasso]{palasso} to fit the paired lasso.
NULL
# Graphical arguments\strong{:}
# line width \code{lwd},
# title \code{main},
# colours \code{col}
#
# The function \code{scatter} plots the difference
# between two sets of measurements. The function \code{scales} plots weights.
# This function returns a plot.
#' @rdname plots
#' @keywords internal
#' @examples
#' ### score ###
#' n <- 10; p <- 4
#' X <- matrix(rnorm(n*p),nrow=n,ncol=p)
#' palasso:::plot_score(X)
#'
plot_score <- function(X,choice=NULL,ylab="count"){
# input
n <- nrow(X); p <- ncol(X)
if(is.null(rownames(X))){rownames(X) <- seq_len(n)}
if(is.null(colnames(X))){colnames(X) <- seq_len(p)}
if(is.null(choice)){choice <- p}
if(is.character(choice)){choice <- which(colnames(X)==choice)}
# score
y <- list()
temp <- X[,choice]
y$gain <- apply(X,2,function(x) sum(temp<x))
y$equal <- apply(X,2,function(x) sum(temp==x))
y$loss <- apply(X,2,function(x) sum(temp>x))
y <- lapply(y,function(x) x[-choice])
# frame
graphics::plot.new()
graphics::plot.window(xlim=c(0.5,p-0.5),ylim=c(0,n))
graphics::box()
graphics::abline(h=n/2,lwd=2,col="grey")
graphics::axis(side=2)
graphics::title(ylab=ylab,line=2.5)
.mtext(text=colnames(X)[-choice],side=1)
# bars
for(i in seq_len(p-1)){
graphics::polygon(x=c(i-0.25,i-0.25,i+0.25,i+0.25),
y=c(0,y$gain[i],y$gain[i],0),
col="#00007F") # was "#0000CD"
graphics::polygon(x=c(i-0.25,i-0.25,i+0.25,i+0.25),
y=c(y$gain[i],
y$gain[i]+y$equal[i],
y$gain[i]+y$equal[i],
y$gain[i]),
col="white")
graphics::polygon(x=c(i-0.25,i-0.25,i+0.25,i+0.25),
y=c(y$gain[i]+y$equal[i],
y$gain[i]+y$equal[i]+y$loss[i],
y$gain[i]+y$equal[i]+y$loss[i],
y$gain[i]+y$equal[i]),
col="#FF3535") # was "CD0000"
}
}
#' @rdname plots
#' @keywords internal
#' @examples
#' ### table ###
#' n <- 5; p <- 3
#' X <- matrix(rnorm(n*p),nrow=n,ncol=p)
#' palasso:::plot_table(X,margin=2)
#'
plot_table <- function(X,margin=2,labels=TRUE,colour=TRUE,las=1,cex=1,cutoff=NA){
#par <- graphics::par(no.readonly=TRUE)
n <- nrow(X); p <- ncol(X)
if(is.null(rownames(X))){rownames(X) <- seq_len(n)}
if(is.null(colnames(X))){colnames(X) <- seq_len(p)}
v <- 0.5/(n-1)
h <- 0.5/(p-1)
graphics::plot.new()
graphics::plot.window(xlim=c(-h,1+h),ylim=c(-v,1+v))
par_usr <- graphics::par()$usr
graphics::par(usr=c(-h,1+h,-v,1+v))
.mtext(text=rev(rownames(X)),unit=TRUE,side=2,las=las,cex=cex)
.mtext(text=colnames(X),unit=TRUE,side=3,las=las,cex=cex)
if(margin==-1){
breaks <- c(0,0.9,0.95,0.96,0.97,0.98,0.99,1)
temp <- apply(X=X,MARGIN=1,FUN=function(x) cut(x=x,breaks=breaks,labels=seq_len(length(breaks)-1)))
temp <- apply(X=temp,MARGIN=1,FUN=function(x) as.numeric(x))
}
if(margin==0){
temp <- matrix(rank(X),nrow=n,ncol=p) # overall rank
}
if(margin==1){
temp <- t(apply(X,1,rank)) # rank per row
}
if(margin==2){
temp <- apply(X,2,rank) # rank per column
}
if(!is.na(cutoff)){
temp <- X > cutoff
}
if(colour){
temp[is.na(X)] <- NA # temporary
image <- t(temp)[,seq(from=n,to=1,by=-1)]
if(margin==-1){
col <- grDevices::colorRampPalette(colors=c("navyblue","white"))(6)
} else {
col <- grDevices::colorRampPalette(colors=c("darkblue","red"))(n*p)
}
graphics::image(x=image,col=col,add=TRUE)
}
if(margin==1){
graphics::segments(x0=-h,x1=1+h,
y0=seq(from=-v,to=1+v,by=2*v),
col="white",lwd=3)
}
if(margin==2){
graphics::segments(x0=seq(from=-h,to=1+h,by=2*h),
y0=1+v,y1=0-v,
col="white",lwd=3)
}
if(labels){
labels <- round(as.numeric(X),digits=2)
labels <- format(labels,digits=2)
xs <- rep(seq_len(p),each=n)
ys <- rep(seq_len(n),times=p)
graphics::text(x=(xs-1)/(p-1),y=(n-ys)/(n-1),labels=labels,
col=ifelse(colour,"white","black"))
}
graphics::par(usr=par_usr)
}
#' @rdname plots
#' @keywords internal
#' @examples
#' ### circle ###
#' n <- 50; p <- 25
#' X <- matrix(rnorm(n*p),nrow=n,ncol=p)
#' Z <- matrix(rnorm(n*p),nrow=n,ncol=p)
#' b <- sapply(seq_len(p),function(i) abs(cor(X[,i],Z[,i])))
#' w <- pmax(abs(cor(X)),abs(cor(Z)),na.rm=TRUE)
#' palasso:::plot_circle(b,w,cutoff=0)
#'
plot_circle <- function(b,w,cutoff=NULL,group=NULL){
# par <- graphics::par(no.readonly=TRUE)
# checks
if(any(dim(w)!=length(b))){stop("Invalid dimensions!",call.=FALSE)}
if(any(w!=t(w))){stop("Matrix X is asymmetric!",call.=FALSE)}
w[row(w)>=col(w)] <- NA
p <- length(b)
if(is.null(cutoff)){
cutoff <- numeric()
cutoff[1] <- sort(b,decreasing=TRUE)[0.05*p]
cutoff[2] <- sort(w,decreasing=TRUE)[0.05*p]
}
if(length(cutoff)==1){
cutoff <- c(cutoff,cutoff)
}
# cutoff
id <- list()
id$b <- which(b>cutoff[1])
id$w <- as.data.frame(which(w>cutoff[2],arr.ind=TRUE))
# coordinates
degree <- seq(from=0,to=2*pi,length.out=p+1)
y <- sin(degree); x <- cos(degree)
# initialisation
graphics::plot.new()
graphics::plot.window(xlim=1.2*c(-1,1),ylim=1.2*c(-1,1))
par_usr <- graphics::par()$usr
par_mar <- graphics::par()$mar
graphics::par(usr=1.2*c(-1,1,-1,1),mar=c(1,1,1,1))
graphics::lines(x=x,y=y)
graphics::lines(x=0.8*x,y=0.8*y)
# between
# col <- "#0000CD"
col <- grDevices::rgb(red=0,green=0,blue=205,maxColorValue=255,alpha=50)
graphics::segments(x0=x[id$b],y0=y[id$b],
x1=0.8*x[id$b],y1=0.8*y[id$b],col=col)
graphics::segments(x0=0.8*x[id$w[,1]],y0=0.8*y[id$w[,1]],
x1=0.8*x[id$w[,2]],y1=0.8*y[id$w[,2]],col=col)
# annotation
if(!is.null(group)){
names <- unique(group)
size <- sapply(names,function(x) sum(x==group))
cumsum <- cumsum(size)
border <- cumsum+0.5
graphics::segments(x0=x[border],y0=y[border],x1=1.1*x[border],y1=1.1*y[border],lwd=2)
centre <- 0.5*(c(0,cumsum[-length(cumsum)])+cumsum)
graphics::text(x=1.15*x[centre],y=1.15*y[centre],labels=names(cumsum))
}
graphics::par(usr=par_usr,mar=par_mar)
}
#' @rdname plots
#' @keywords internal
#' @examples
#' ### box ###
#' n <- 10; p <- 5
#' X <- matrix(rnorm(n*p),nrow=n,ncol=p)
#' palasso:::plot_box(X,choice=5)
#'
plot_box <- function(X,choice=NULL,ylab="",ylim=NULL,zero=FALSE,invert=FALSE){
# input
n <- nrow(X); p <- ncol(X)
if(is.null(rownames(X))){rownames(X) <- seq_len(n)}
if(is.null(colnames(X))){colnames(X) <- seq_len(p)}
if(is.null(choice)){choice <- p}
if(is.character(choice)){choice <- which(colnames(X)==choice)}
graphics::plot.new()
if(is.null(ylim)){ylim <- range(X)}
graphics::plot.window(xlim=c(0.5,p+0.5),ylim=ylim)
graphics::box()
graphics::axis(side=2)
graphics::title(ylab=ylab,line=2.5)
.mtext(text=colnames(X),side=1)
if(ylab %in% c("AUC","auc")){
graphics::abline(h=max(apply(X,2,mean)),col="grey",lty=2)
graphics::abline(h=max(apply(X,2,stats::median)),col="grey")
} else if(ylab %in% c("MSE","deviance","mse")){
graphics::abline(h=min(apply(X,2,mean)),col="grey",lty=2)
graphics::abline(h=min(apply(X,2,stats::median)),col="grey")
}
if(zero){
graphics::abline(h=0,col="grey",lty=1)
}
for(i in seq_len(p)){
#vioplot::vioplot(X[,i],at=i,add=TRUE,col="white")
#graphics::boxplot(x=X[,i],at=i,add=TRUE,col=col[i],boxwex=1)
#graphics::points(y=mean(X[,i]),x=i,col="white",pch=16)
.boxplot(x=X[,i],at=i,invert=invert)
}
}
.boxplot <- function(x,at=1,wex=0.25,invert=FALSE){
q <- stats::quantile(x,p=c(0.05,0.25,0.75,0.95))
col <- c("#00007F","#FF3535")
if(invert){col <- rev(col)}
# outliers
cond <- (x < q[1] | x > q[4]) & x > 0
graphics::points(x=rep(at,sum(cond)),y=x[cond],col=col[2])
cond <- (x < q[1] | x > q[4]) & x < 0
graphics::points(x=rep(at,sum(cond)),y=x[cond],col=col[1])
# box
top <- max(0,q[3]); bot <- max(0,q[2])
graphics::polygon(x=c(at-wex,at-wex,at+wex,at+wex),
y=c(bot,top,top,bot),col=col[2],border=NA)
top <- min(0,q[3]); bot <- min(0,q[2])
graphics::polygon(x=c(at-wex,at-wex,at+wex,at+wex),
y=c(bot,top,top,bot),col=col[1],border=NA)
# median
m <- stats::median(x)
graphics::segments(x0=at-wex,x1=at+wex,y0=m,lwd=3,col="white")
# box
graphics::polygon(x=c(at-wex,at-wex,at+wex,at+wex),
y=c(q[2],q[3],q[3],q[2]))
# whiskers
graphics::segments(x0=at-wex/2,x1=at+wex/2,y0=q[1],col="black",lwd=2)
graphics::segments(x0=at,y0=q[1],y1=q[2],col="black",lwd=2)
graphics::segments(x0=at,y0=q[3],y1=q[4],col="black",lwd=2)
graphics::segments(x0=at-wex/2,x1=at+wex/2,y0=q[4],col="black",lwd=2)
}
#' @rdname plots
#' @keywords internal
#' @examples
#' ### pairs ###
#' n <- 10
#' x <- runif(n)
#' y <- runif(n)
#' palasso:::plot_pairs(x,y)
#'
plot_pairs <- function(x,y=NULL,...){
# arguments
args <- list(...)
if(is.null(y)){y <- 1-x}
if(is.null(args$lwd)){args$lwd <- 50/length(x)}
if(is.null(args$main)){args$main <- ""}
if(is.null(args$col)){args$col <- c("#00007F","#FF3535")}
# initialise
graphics::plot.new()
graphics::plot.window(xlim=c(-1,1),ylim=c(1,length(x)))
# segments
graphics::segments(x0=-x,x1=0,y0=seq_along(x),
col=args$col[1],lwd=args$lwd)
graphics::segments(x0=+y,x1=0,y0=seq_along(x),
col=args$col[2],lwd=args$lwd)
graphics::segments(x0=0,x1=0,y0=seq_along(x),
lwd=args$lwd,col="grey")
# mean
at <- seq(from=-mean(x),to=mean(y),length.out=1000)
graphics::axis(side=1,at=at,labels=FALSE,col.ticks="grey")
# terminate
graphics::abline(v=0,lty=1)
at <- seq(from=-1,to=1,by=0.5)
graphics::axis(side=1,at=at,labels=abs(at))
graphics::mtext(text="weight",side=1,line=2.2,at=0)
graphics::mtext(text="X",side=1,line=2.2,at=-1,col=args$col[1])
graphics::mtext(text="Z",side=1,line=2.2,at=+1,col=args$col[2])
graphics::mtext(text=args$main,side=3,line=0,at=0)
}
#' @rdname plots
#' @keywords internal
#' @examples
#' ### diff ###
#' n <- 100
#' x <- runif(n)
#' y <- runif(n)
#' palasso:::plot_diff(x,y)
#'
plot_diff <- function(x,y,prob=0.95,ylab="",xlab="",...){
# par <- graphics::par(no.readonly=TRUE)
# difference
diff <- x - y
cutoff <- stats::quantile(abs(diff),p=prob,na.rm=TRUE)
index <- sign(diff)*(abs(diff) > cutoff) + 2
pch <- c(16,1,16)[index]
col <- c("red","grey","blue")[index]
# visualisation
par_mar <- graphics::par()$mar
#graphics::par(mar=c(4,4,1,1))
ylim <- 1.2*range(c(-diff,diff),na.rm=TRUE)
graphics::plot(x=diff,ylim=ylim,xlab=xlab,
ylab=ylab,col=col,pch=pch)
graphics::abline(h=c(-1,1)*cutoff,lty=2)
graphics::abline(h=0,lty=1)
# legend: distribution
mean <- signif(mean(diff,na.rm=TRUE),digits=3)
median <- signif(median(diff,na.rm=TRUE),digits=3)
sd <- signif(sd(diff,na.rm=TRUE),digits=3)
m <- sum(!is.na(diff))
l1 <- as.expression(bquote(bar(X)==.(mean)))
l2 <- as.expression(bquote(tilde(X)==.(median)))
l3 <- as.expression(bquote(hat(sigma)==.(sd)))
l4 <- as.expression(bquote(ring(m)==.(m)))
#graphics::legend(x="topright",legend=c(l1,l2,l3,l4),bty="n")
# legend: outliers
nblue <- sum(col=="blue",na.rm=TRUE)
nred <- sum(col=="red",na.rm=TRUE)
graphics::legend(x="bottomleft",
legend=c(nred,":",nblue), #," =",nblue+nred),
text.col=c("red","black","blue"), # "black","black"),
text.font=c(1,2,1),
bty="n",
horiz=TRUE,
x.intersp=0.5,
text.width=1)
# legend: p-values
wilcox <- suppressWarnings(signif(stats::wilcox.test(diff,alternative="less",na.rm=TRUE)$p.value,digits=2))
adhoc <- signif(1-stats::pbinom(q=nblue-1,size=nblue+nred,prob=0.5),digits=2)
l1 <- paste0("wilcox = ",wilcox)
l2 <- paste0("binom = ",adhoc)
#graphics::legend(x="bottomright",legend=c(l1,l2),bty="n")
graphics::par(mar=par_mar)
}
.mtext <- function(text,unit=FALSE,side=1,las=1,cex=1){
p <- length(text)
# separator
pattern <- c("_",".","|","+","-",":","*","^","$"," ")
number <- sapply(pattern,function(z) sum(grepl(x=text,pattern=paste0("\\",z))))
split <- pattern[which.max(number)]
# separation
strsplit <- strsplit(x=text,split=split)
groups <- sapply(strsplit,function(x) x[1])
names <- sapply(strsplit,function(x) paste0(x[-1],collapse=split))
# names[names==""] <- groups[names==""]
# groups[groups==names] <- ""
# location
border <- which(groups[-1]!=groups[-p])+0.5
temp <- c(0.5,border,p+0.5)
centre <- 0.5*(temp[-1]+temp[-length(temp)])
# checks
cond <- logical()
cond[1] <- length(unique(groups))>=1
cond[2] <- length(unique(groups))==length(border)+1
cond[3] <- length(unique(groups))<p
at <- function(x){
if(unit){
(x-1)/(p-1)
} else {
x
}
}
if(all(cond)){
graphics::mtext(text=names,side=side,at=at(seq_len(p)),las=las,cex=cex)
if(length(unique(groups))!=1){
graphics::mtext(text="|",side=side,at=at(border),font=2,cex=cex)
}
graphics::mtext(text=groups[centre],side=side,at=at(centre),line=1,cex=cex)
} else {
graphics::mtext(text=text,side=side,at=at(seq_len(p)),las=las,cex=cex)
}
}
#--- Application ---------------------------------------------------------------
#' @title
#' Analysis functions for manuscript
#'
#' @name other
#'
#' @description
#' Functions for the \code{palasso} manuscript.
#'
#' @param X
#' covariates\strong{:}
#' matrix with \eqn{n} rows and \eqn{p} columns
#'
#' @param x
#' covariates\strong{:}
#' list of length \eqn{k},
#' including matrices with \eqn{n} rows and \eqn{p} columns
#'
#' @param y
#' response\strong{:}
#' vector of length \eqn{n}
#'
#' @param filter
#' numeric, multiplying the sample size
#'
#' @param cutoff
#' character "zero", "knee", or "half"
#'
#' @param scale
#' logical
#'
#' @param effects
#' number of causal covariates\strong{:}
#' vector of length \eqn{k}
#'
#' @param index
#' indices of causal covariates\strong{:}
#' list of length \eqn{k},
#' including vectors
#'
#' @param nfolds.ext
#' number of external folds
#'
#' @param ...
#' arguments for \link[palasso]{palasso}
#'
#' @details
#'
#' \code{.prepare}\strong{:}
#' pre-processes sequencing data by
#' removing features with a low total abundance,
#' and adjusting for different library sizes;
#' obtains two transformations of the same data
#' by (1) binarising the counts with some cutoff
#' and (2) taking the Anscombe transform;
#' scales all covariates to mean zero and unit variance.
#'
#' \code{.simulate}\strong{:}
#' simulates the response by
#' exploiting two experimental covariate matrices;
#' allows for different numbers of non-zero coefficients for X and Z.
#'
#' \code{.predict}\strong{:}
#' estimates the predictive performance of different lasso models
#' (standard X and/or Z, adaptive X and/or Z, paired X and Z);
#' minimises the loss function "deviance", but also returns other loss functions;
#' supports logistic and Cox regression.
#'
#' \code{.select}\strong{:}
#' estimates the selective performance of different lasso models
#' (standard X and/or Z, adaptive X and/or Z, paired X and Z);
#' limits the number of covariates to \eqn{10};
#' returns the number of selected covariates,
#' and the number of correctly selected covariates.
#'
#' @seealso
#' Use \link[palasso]{palasso} to fit the paired lasso.
#'
#' @examples
#' \dontrun{set.seed(1)
#' n <- 30; p <- 40
#' X <- matrix(rpois(n*p,lambda=3),nrow=n,ncol=p)
#' x <- palasso:::.prepare(X)
#' y <- palasso:::.simulate(x,effects=c(1,2))
#' predict <- palasso:::.predict(y,x)
#' select <- palasso:::.select(y,x,attributes(y))}
NULL
#' @rdname other
#' @keywords internal
#'
.prepare <- function(X,filter=1,cutoff="zero",scale=TRUE){
# checks
if(nrow(X)>=ncol(X)){
stop("Low-dimensional data!",call.=FALSE)
}
if(any(X)<0 | any(X!=round(X))){
stop("Raw counts required!",call.=FALSE)
}
# Remove features with low abundance.
lib.size <- Matrix::rowSums(X)
abundance <- Matrix::colSums(X)
X <- X[,abundance>=filter*nrow(X)]
X <- Matrix::as.matrix(X)
# Adjust for different library sizes.
norm.factors <- edgeR::calcNormFactors(object=t(X),lib.size=lib.size)
gamma <- norm.factors*lib.size/mean(lib.size)
gamma <- matrix(gamma,nrow=nrow(X),ncol=ncol(X))
X <- X / gamma
# transform X
temp <- X
X <- 2*sqrt(X+3/8) # Anscombe transform
# transform Z
Z <- matrix(integer(),nrow=nrow(X),ncol=ncol(X))
if(cutoff=="zero"){
Z[,] <- temp > 0 # equivalent to X > 2*sqrt(3/8)
} else if(cutoff=="knee"){
Z[,] <- .knee(X)
} else if(cutoff=="half"){
Z[,] <- t(apply(X,1,function(x) x > stats::quantile(x=x,probs=0.5)))
}
# properties
prop <- mean(Z==0)
if(scale){
# scaling X
X <- scale(X)
cx <- apply(X,2,function(x) all(is.na(x)))
X[,cx] <- 0
# scaling Z
Z <- scale(Z)
cz <- apply(Z,2,function(z) all(is.na(z)))
Z[,cz] <- 0
}
# return
x <- list(X=X,Z=Z)
attributes(x)$info <- data.frame(n=nrow(X),p=ncol(X),prop=prop)
return(x)
}
.knee <- function(X){
n <- nrow(X)
p <- ncol(X)
Z <- matrix(integer(),nrow=n,ncol=p)
#prop <- seq(from=0,to=1,length.out=n-1) # old
#weight <- log(prop)*log(1-prop) # old
prop <- seq(from=1,to=n-1,by=1)/n
weight <- -prop*log(prop,base=2)-(1-prop)*log(1-prop,base=2)
for(j in seq_len(p)){
step <- sort(X[,j])
index <- which.max(diff(step)*weight)
Z[,j] <- X[,j] > step[index]
#plot(step); abline(v=index+0.5,col="blue",lty=2)
}
return(Z)
}
#' @rdname other
#' @keywords internal
#'
.simulate <- function(x,effects){
# constant covariates
for(i in seq_along(x)){
x[[i]] <- scale(x[[i]])
x[[i]][is.na(x[[i]])] <- 0
}
# covariates
if(length(x)!=length(effects)){stop("Invalid.",call.=FALSE)}
if(ncol(unique(sapply(x,dim),MARGIN=2))!=1){stop("Invalid.",call.=FALSE)}
k <- length(x)
n <- nrow(x[[1]])
p <- ncol(x[[1]])
if(n>=p){warning("Low-dimensional data!",call.=FALSE)}
# coefficients
coef <- lapply(seq_len(k),function(i)
sample(rep(x=c(0,1),times=c(p-effects[i],effects[i]))))
indices <- lapply(coef,function(x) which(x!=0))
names(indices) <- names(x)
# response
eta <- rowSums(sapply(seq_len(k),function(i) x[[i]] %*% coef[[i]]))
y <- stats::rbinom(n=n,size=1,prob=1/(1+exp(-eta))) # binomial
# y <- stats::rnorm(n=n,mean=eta,sd=1) # gaussian
# y <- stats::rpois(n=n,lambda=exp(eta)) # poisson
attributes(y) <- indices
return(y)
}
# # simulation all families (without covariate effects)
# simulation <- function(family,n=200,p=150){
# X <- matrix(data=stats::rnorm(n=n*p),nrow=n,ncol=p)
# Z <- matrix(data=stats::rnorm(n=n*p),nrow=n,ncol=p)
# if(family=="gaussian"){
# y <- stats::rnorm(n=n)
# } else if(family=="binomial"){
# y <- stats::rbinom(n=n,size=1,prob=0.2)
# } else if(family=="poisson"){
# y <- stats::rpois(n=n,lambda=4)
# } else if(family=="cox"){
# event <- stats::rbinom(n=n,size=1,prob=0.3)
# time <- stats::rpois(n=n,lambda=4)+1
# y <- survival::Surv(time=time,event=event)
# } else {
# stop("Invalid family.")
# }
# return(list(y=y,X=X,Z=Z))
# }
#' @rdname other
#' @keywords internal
#'
.predict <- function(y,X,nfolds.ext=5,nfolds.int=5,adaptive=TRUE,
standard=TRUE,elastic=TRUE,shrink=TRUE,family="binomial",...){
if(survival::is.Surv(y)!=(family=="cox")){stop("Survival?")}
start <- Sys.time()
# dimensionality
n <- unique(sapply(X,nrow))
p <- unique(sapply(X,ncol))
k <- length(X)
# external folds
fold.ext <- .folds(y=y,nfolds=nfolds.ext)
model <- character()
if(adaptive){model <- c(model,paste0("adaptive_",c("x","z","xz")),
"within_xz","paired.adaptive")}
if(standard){model <- c(model,paste0("standard_",c("x","z","xz")),
"between_xz","paired.standard")}
if(adaptive&standard){model <- c(model,"paired.combined")}
if(elastic){model <- c(model,"elastic","elastic95")}
#if(elastic){model <- c(model,"elastic")}
nzero <- c(3,4,5,10,15,20,25,50,Inf)
# predictions
if(family=="binomial"){
pred <- matrix(list(rep(NA,times=n)),nrow=length(nzero),
ncol=length(model),dimnames=list(nzero,model))
deviance <- auc <- mse <- mae <- class <- matrix(NA,nrow=length(nzero),
ncol=length(model),dimnames=list(nzero,model))
}
if(family=="cox"){
cvraw <- matrix(list(rep(NA,times=nfolds.ext)),nrow=length(nzero),
ncol=length(model),dimnames=list(nzero,model))
loss <- matrix(NA,nrow=length(nzero),ncol=length(model),
dimnames=list(nzero,model))
}
# cross-validation
for(k in seq_len(nfolds.ext)){
y0 <- y[fold.ext!=k]
X0 <- lapply(X,function(x) x[fold.ext!=k,,drop=FALSE])
X1 <- lapply(X,function(x) x[fold.ext==k,,drop=FALSE])
# internal folds
fold.int <- .folds(y=y0,nfolds=nfolds.int)
#if(elastic){
# x0 <- do.call(what="cbind",args=X0)
# x1 <- do.call(what="cbind",args=X1)
# elastic50 <- glmnet::cv.glmnet(alpha=0.50,y=y0,x=x0,foldid=fold.int,family=family,...)
# elastic95 <- glmnet::cv.glmnet(alpha=0.95,y=y0,x=x0,foldid=fold.int,family=family,...)
#}
#if(elastic){
# x0 <- do.call(what="cbind",args=X0)
# x1 <- do.call(what="cbind",args=X1)
# #enet <- palasso:::enet(y=y0,x=x0,alpha=c(0.25,0.5,0.75,1),foldid=fold.int,family=family,
# # dfmax=10,lambda.min.ratio=0.1,...)
# enet <- palasso:::enet(y=y0,x=x0,alpha=1,family=family,dfmax=10)
# # Set alpha to 0.5 or 0.95 !!!
#}
object <- palasso::palasso(y=y0,X=X0,foldid=fold.int,family=family,
standard=standard,elastic=elastic,shrink=shrink,...)
### start trial ###
max <- signif(sapply(object,function(x) max(x$lambda)),1)
sel <- signif(sapply(object,function(x) x$lambda.min),1)
min <- signif(sapply(object,function(x) min(x$lambda)),1)
one <- paste0("[",max,",(",sel,"),",min,"]")
min <- sapply(object,function(x) min(x$nzero))
sel <- sapply(object,function(x) x$nzero[x$lambda==x$lambda.min])
max <- sapply(object,function(x) max(x$nzero))
two <- paste0("[",min,",(",sel,"),",max,"]")
three <- sapply(object,function(x) length(x$lambda))
print(data.frame(lambda=one,nzero=two,length=three))
### end trial ###
for(i in seq_along(nzero)){
for(j in seq_along(model)){
#if(model[j]=="elastic" & nzero[i]!=10){next} # trial
if(family=="binomial"){
#if(model[j]=="elastic50"){
# temp <- glmnet:::predict.cv.glmnet(object=elastic50,newx=x1,type="response",max=nzero[i])
# # BUG: max is not taken into account!
#} else if(model[j]=="elastic95"){
# temp <- glmnet:::predict.cv.glmnet(object=elastic95,newx=x1,type="response",max=nzero[i])
# # BUG: max is not taken into account!
#if(model[j]=="elastic"){
# #temp <- palasso:::predict.enet(object=enet,newdata=x1)
# temp <- palasso:::predict_enet(object=enet,newdata=x1,type="response")
#} else {
temp <- predict.palasso(object=object,
newdata=X1,model=model[j],type="response",max=nzero[i])
#}
pred[i,j][[1]][fold.ext==k] <- temp
}
if(family=="cox"){
#if(model[j] %in% c("elastic50","elastic95")){
# stop("Elastic net not implemented for Cox model!")
#} else {
beta <- predict.palasso(object=object,newdata=X1,
model=model[j],type="coeff",max=nzero[i])
#}
newX <- do.call(what="cbind",args=X)
plfull <- glmnet::coxnet.deviance(x=newX,y=y,beta=beta)
newX0 <- do.call(what="cbind",args=X0)
plminusk <- glmnet::coxnet.deviance(x=newX0,y=y0,beta=beta)
cvraw[i,j][[1]][k] <- plfull - plminusk
}
}
}
#if(elastic){
# if(family=="binomial"){
# temp <- palasso:::predict.enet(object=enet,newdata=x1)
# pred["10","elastic"][[1]][fold.ext==k] <- temp
# }
# }
}
for(i in seq_along(nzero)){
for(j in seq_along(model)){
#if(model[j]=="elastic" & nzero[i]!=10){next} # trial
if(family=="binomial"){
y_hat <- pred[i,j][[1]]
mse[i,j] <- mean((y_hat-y)^2)
mae[i,j] <- mean(abs(y_hat-y))
class[i,j] <- mean(abs(round(y_hat)-y))
y_hat <- pmax(1e-05,pmin(y_hat,1-1e-05))
deviance[i,j] <- mean(-2*(y*log(y_hat)+(1-y)*log(1-y_hat)))
auc[i,j] <- pROC::roc(response=y,predictor=y_hat)$auc
}
if(family=="cox"){
weights <- tapply(X=y[,"status"],INDEX=fold.ext,FUN=sum)
loss[i,j] <- mean(cvraw[i,j][[1]]/mean(weights))
}
}
}
end <- Sys.time()
info <- data.frame(nfolds.ext=nfolds.ext,nfolds.int=nfolds.int,
time=format(end-start))
if(family=="binomial"){
list <- list(info=info,deviance=deviance,auc=auc,mse=mse,mae=mae,class=class)
}
if(family=="cox"){
list <- list(info=info,partial.likelihood=loss)
}
return(list)
}
#' @rdname other
#' @keywords internal
#'
.select <- function(y,X,index,nfolds=5,standard=TRUE,adaptive=TRUE,...){
fit <- palasso::palasso(y=y,X=X,family="binomial",nfolds=nfolds,
standard=standard,...)
names <- unique(c(names(fit),"paired.adaptive","paired.standard","paired.combined"))
nzero <- c(3,4,5,10,15,20,25,50,Inf)
shots <- hits1 <- hits2 <- matrix(integer(),
nrow=length(nzero),
ncol=length(names),
dimnames=list(nzero,names))
for(i in seq_along(nzero)){
for(j in seq_along(names)){
coef <- coef.palasso(fit,model=names[j],max=nzero[i])
temp <- unlist(lapply(coef,function(x) Matrix::which(x!=0)))
shots[i,j] <- length(temp)
hits1[i,j] <- sum(unique(temp) %in% unlist(index)) # original
hits2[i,j] <- sum(temp %in% unlist(index)) # new
}
}
list <- list(shots=shots,hits1=hits1,hits2=hits2)
return(list)
}
.logo <- function(...){
cat("
__ __ __ __ __ __
|__| |__| | |__| |__ |__ | |
| | | |__ | | __| __| |__|
")
}
.design <- function(x){
if(length(x)==1){
n <- x
names <- seq_len(x)
} else {
n <- length(x)
names <- x
}
# check input
if(n!=round(n)){stop("Provide integer n.")}
if(n<2){stop("Provide greater n.")}
if(length(n)!=1){stop("Provide single n.")}
# compute
if(n%%2==1){
data <- c(0,rep(seq_len(n),times=n),seq_len(n-1))
X <- matrix(data=data,nrow=n+1,ncol=n)[-(n+1),]
}
if(n%%2==0){
data <- c(0,rep(1:(n-1),times=n+1))
X <- matrix(data=data,nrow=n,ncol=n)
temp <- 2*seq_len(n-1)
X[-1,n] <- ifelse(temp<n,temp,temp-n+1)
}
X[row(X)>=col(X)] <- 0
rownames(X) <- names
colnames(X) <- names
# check output
con <- list()
con[[1]] <- dim(X)==c(n,n)
table <- table(X)
if(n%%2==1){
con[[2]] <- names(table)==c(0,seq_len(n))
con[[3]] <- table[-1]==choose(n,2)/n
}
if(n%%2==0){
con[[2]] <- names(table)==c(0,seq_len(n-1))
con[[3]] <- table[-1]==choose(n,2)/(n-1)
}
con[[4]] <- table(X)[1]==choose(n,2)+n
con[[5]] <- sapply(seq_len(n),function(x) rowSums(X==x)+colSums(X==x))<=1
if(any(!unlist(con))){stop("Invalid output!")}
# image(t(X)[,n:1])
return(X)
}
#' @title
#' Combining p-values
#'
#' @keywords internal
#'
#' @description
#' This function combines local \eqn{p}-values to a global \eqn{p}-value.
#'
#' @export
#' @keywords methods
#'
#' @param x local \eqn{p}-values\strong{:}
#' numeric vector of length \eqn{k}
#'
#' @param method
#' character \eqn{"fisher"}, \eqn{"tippet"}, \eqn{"sidak"}, or \eqn{"simes"}
#'
#' @return
#' These functions return a numeric vector of length \eqn{p}
#' (main effects),
#' or a numeric matrix with \eqn{p} rows and \eqn{p} columns
#' (interaction effects).
#'
#' @references
#' Westfall, P. H. (2005). "Combining p-values".
#' Encyclopedia of Biostatistics
#' \doi{10.1002/0470011815.b2a15181}
#'
#' @examples
#' # independence
#' p <- runif(10)
#' palasso:::.combine(p)
#'
#' ## dependence
#' #runif <- function(n,cor=0){
#' # Sigma <- matrix(cor,nrow=n,ncol=n)
#' # diag(Sigma) <- 1
#' # mu <- rep(0,times=n)
#' # q <- MASS::mvrnorm(n=1,mu=mu,Sigma=Sigma)
#' # stats::pnorm(q=q)
#' #}
#' #p <- runif(n=10,cor=0.8)
#' #combine(p)
#'
.combine <- function(x,method="simes"){
x <- as.numeric(x)
x <- x[!is.na(x)]
if(any(x>1)){stop("Invalid p-value.")}
k <- length(x)
if(method=="fisher"){
1 - stats::pchisq(q=sum(-2*log(x)),df=2*k)
} else if(method=="tippet"){
min(1,min(x)*k)
} else if(method=="sidak"){
1 - (1-min(x))^k
} else if(method=="simes"){
min(k*sort(x)/(1:k))
}
}
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