inst/doc/vtreat.R

In vtreat: A Statistically Sound 'data.frame' Processor/Conditioner

## -----------------------------------------------------------------------------
library("vtreat")
packageVersion("vtreat")
citation('vtreat')

## -----------------------------------------------------------------------------
# categorical example
set.seed(23525)

# we set up our raw training and application data
dTrainC <- data.frame(
  x = c('a', 'a', 'a', 'b', 'b', NA, NA),
  z = c(1, 2, 3, 4, NA, 6, NA),
  y = c(FALSE, FALSE, TRUE, FALSE, TRUE, TRUE, TRUE))

dTestC <- data.frame(
  x = c('a', 'b', 'c', NA), 
  z = c(10, 20, 30, NA))

# we perform a vtreat cross frame experiment
# and unpack the results into treatmentsC
# and dTrainCTreated
unpack[
  treatmentsC = treatments,
  dTrainCTreated = crossFrame
  ] <- mkCrossFrameCExperiment(
  dframe = dTrainC,
  varlist = setdiff(colnames(dTrainC), 'y'),
  outcomename = 'y',
  outcometarget = TRUE,
  verbose = FALSE)

# the treatments include a score frame relating new
# derived variables to original columns
treatmentsC$scoreFrame[, c('origName', 'varName', 'code', 'rsq', 'sig', 'extraModelDegrees', 'recommended')] %.>%
  knitr::kable(.)

# the treated frame is a "cross frame" which
# is a transform of the training data built 
# as if the treatment were learned on a different
# disjoint training set to avoid nested model
# bias and over-fit.
dTrainCTreated %.>%
  head(.) %.>%
  knitr::kable(.)

# Any future application data is prepared with
# the prepare method.
dTestCTreated <- prepare(treatmentsC, dTestC, pruneSig=NULL)

dTestCTreated %.>%
  head(.) %.>%
  knitr::kable(.)

## -----------------------------------------------------------------------------
# numeric example
set.seed(23525)

# we set up our raw training and application data
dTrainN <- data.frame(
  x = c('a', 'a', 'a', 'a', 'b', 'b', NA, NA),
  z = c(1, 2, 3, 4, 5, NA, 7, NA), 
  y = c(0, 0, 0, 1, 0, 1, 1, 1))

dTestN <- data.frame(
  x = c('a', 'b', 'c', NA), 
  z = c(10, 20, 30, NA))

# we perform a vtreat cross frame experiment
# and unpack the results into treatmentsN
# and dTrainNTreated
unpack[
  treatmentsN = treatments,
  dTrainNTreated = crossFrame
  ] <- mkCrossFrameNExperiment(
  dframe = dTrainN,
  varlist = setdiff(colnames(dTrainN), 'y'),
  outcomename = 'y',
  verbose = FALSE)

# the treatments include a score frame relating new
# derived variables to original columns
treatmentsN$scoreFrame[, c('origName', 'varName', 'code', 'rsq', 'sig', 'extraModelDegrees')] %.>%
  knitr::kable(.)

# the treated frame is a "cross frame" which
# is a transform of the training data built 
# as if the treatment were learned on a different
# disjoint training set to avoid nested model
# bias and over-fit.
dTrainNTreated %.>%
  head(.) %.>%
  knitr::kable(.)

# Any future application data is prepared with
# the prepare method.
dTestNTreated <- prepare(treatmentsN, dTestN, pruneSig=NULL)

dTestNTreated %.>%
  head(.) %.>%
  knitr::kable(.)