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CVA <- function(dataset, groups, scale = TRUE, constraint = 3){
## Performs canonical variate analysis (date: 15/11/19)
## dataset is a multidimensional data.frame of observations
## groups is a vector coding for groupings
## This part performs a standardisation of data
groups <- as.factor(groups)
dataset <- as.matrix(dataset)
numdati <- length(dataset[,1])
numcolonne <- length(dataset[1,])
numclasses <- length(levels(groups))
if (numcolonne > numclasses) numcanonical = numclasses - 1 else numcanonical=numcolonne
canvarnames<-c(1:numcanonical)
canvarnames<-paste("CAN", canvarnames,sep="")
# Centratura e calcolo coefficienti canonici raw
# dataset.centrata <- scale(dataset, center = TRUE, scale = F)
# Tc <- t(dataset.centrata) %*% dataset.centrata
# i <- array(c(1:numcolonne,1:numcolonne),dim=c(numcolonne,2))
# dev <- Tc[i]
# devst <- sqrt(dev/(numdati-1))
# dataset.devst <- matrix(c(devst),numdati,numcolonne,byrow=TRUE)
#
# maovst <- manova(dataset.centrata ~ groups)
# fitted <- maovst$fitted
# residui <- maovst$residuals
# Bc <- t(fitted)%*%fitted
# Wc <- t(residui)%*%residui
# WBc <- solve(Wc) %*% Bc
# V1c <- as.numeric(eigen(WBc)$vectors[,1:numcanonical])
# V1c <- matrix(V1c, numcolonne, numcanonical)
# scal <- sqrt( diag( t(V1c) %*% (Wc/(numdati - numclasses)) %*% V1c ) )
# raw <- t( apply(V1c, 1, function(x) x / scal) )
# if(nrow(raw) < 2) raw <- t(raw)
# dimnames(raw) <- list(dimnames(dataset)[[2]], canvarnames)
# # raw
# Eventuale tandardizzazione e calcolo dei coefficienti canonici
dataset.input <- scale(dataset, center = TRUE, scale = scale)
# print(dataset.input)
maovst <- manova(dataset.input ~ groups)
fitted <- maovst$fitted
residui<-maovst$residuals
Ts <- t(dataset.input)%*%dataset.input
B <- t(fitted)%*%fitted
W <- t(residui)%*%residui
WB <- solve(W) %*% B
## This part calculates eigenvalues and eigenvectors
A <- as.numeric(eigen(WB)$values[1:numcanonical])
V1 <- as.numeric(eigen(WB)$vectors[,1:numcanonical])
V1 <- matrix(V1, numcolonne, numcanonical)
VARCAN1 <- dataset.input %*% V1
devstVarCan <- apply(VARCAN1, 2, sd)
if(length(VARCAN1[1,]) > 1) {
maovst2 <- manova(VARCAN1 ~ groups)
} else {
maovst2 <- lm(VARCAN1 ~ groups)
}
varcovar <- t(maovst2$residuals)%*%maovst2$residuals
i <- array(c(1:numcanonical,1:numcanonical),dim=c(numcanonical,2))
dev1 <- varcovar[i]
devst1 <- sqrt(dev1/(numdati - length(levels(groups))))
if(constraint == 1){
# unit total sd
scaling <- 1/devstVarCan
} else if(constraint == 2) {
# unit total norm
scaling <- 1/(devstVarCan * sqrt(numdati - 1))
} else if(constraint == 3) {
# unit within sd
scaling <- 1/devst1
} else {
# unit within norm
scaling <- 1/(devst1 * sqrt(numdati - length(levels(groups))))
}
# print(scaling)
identita <- matrix(c(0),numcanonical,numcanonical)
identita[i] <- scaling
# print(V1)
coefst <- V1 %*% identita
dimnames(coefst) <- list(dimnames(dataset)[[2]], canvarnames)
# coefst
## calculation of raw canonical coefficients
# dev2 <- t(dataset.centrata)%*%dataset.centrata
# i <- array(c(1:numcolonne,1:numcolonne),dim=c(numcolonne,2))
# dev2 <- dev2[i]
# devst2 <- sqrt(dev2/(numdati))
# devst2 <- 1/devst2
# identita <- matrix(c(0),numcolonne,numcolonne)
# identita[i]<-devst2
# raw <- identita%*%coefst
# dimnames(raw) <- list(dimnames(dataset)[[2]],canvarnames)
## canonical analysis
prop <- A/sum(A)
cancor <- sqrt(A/(1+A))
cancor2 <- cancor^2
## scores of centroids
medie <- aov(dataset.input ~ groups-1)$coefficients
scores <- medie %*% coefst
rownames(scores) <- gsub("groups", "", rownames(scores))
## Classification functions
medie <- aov(as.matrix(dataset.input) ~ groups - 1)$coefficients
Vcov <- W/(numdati - numclasses)
constants <- diag(- 0.5 * medie %*% solve(Vcov) %*% t(medie) )
class.fun <- cbind(constants, t(solve(Vcov) %*% t(medie)) )
matDati <- as.matrix( cbind(rep(1,numdati), dataset.input))
matCoef <- as.matrix( class.fun )
classVal <- matDati %*% t(matCoef)
class <- levels(groups)[apply(classVal, 1, function(x) which.max(x))]
## canonical scores
VARCAN <- dataset.input%*%coefst
row.names(VARCAN) <- groups
## canonical structure
total <- cor(dataset, VARCAN)
medie <- aov(dataset.input~groups-1)$fitted
VARCANmedie <- medie %*% coefst
between <- cor(medie,VARCANmedie)
medie <- aov(as.matrix(dataset.input) ~ groups-1)$residuals
VARCANresidui <- medie %*% coefst
within <- cor(medie, VARCANresidui)
## RESULTS
list(
# MANOVA
"TOT" = Ts,
"B" = B,
"W" = W,
"B/W" = WB,
# SPECTRAL DECOMPOSITION
"eigenvalues" = A,
"eigenvectors" = V1,
"proportion" = prop,
# CANONICAL ANALYSES
"correlation" = cancor,
"squared.canonical.correlation" = cancor2,
"coefficients"=coefst,
# "Raw.coefficients"=raw,
"scores" = VARCAN,
"centroids"=scores,
# Canonical structure
"total.structure"=total,
"between.structure"=between,
"within.structure" = within,
"Class.fun" = class.fun,
"Class.val" = classVal,
"Class" = class
)
}
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