R/getWeightMatrix.R

Defines functions getWeightMatrix

Documented in getWeightMatrix

##' Get Weight Matrix
##' 
##' Initially, a weight is computed for each model and byKey.  However, some 
##' models are not valid for some observations (as certain models are limited in
##' how far they can extrapolate outside the range of the data).  Thus, the 
##' final weight for each ensemble model at each observation will depend on that
##' models performance for that byKey group as well as if that model is valid at
##' that point.
##' 
##' This function creates a weight matrix to use in constructing the final 
##' ensemble.  If F is a nxk matrix (n = number of observations, k = number of 
##' models) containing the fitted models, then this function constructs W, 
##' another nxk matrix of weights.  The final ensemble estimate for observation 
##' i can be computed by sum(F[i,]*W[i,]).
##' 
##' @param data The data.table containing the data.
##' @param w The weights data.table, typically as produced in 
##'   computeEnsembleWeight.  There should be three columns: byKey, model, and 
##'   weight.  Weight gives the model weight for model within the byKey group, 
##'   and exactly one row should exist for each byKey/model pair.
##' @param imputationParameters A list of the parameters for the imputation 
##'   algorithms.  See defaultImputationParameters() for a starting point.
##'   
##' @return A list of two objects.  The first is a matrix of weights that can be
##'   multiplied by the fitted models to give the imputed values.  Rows 
##'   corresponding to non-missing values in data have values of NA. The second
##'   object is a matrix of errors for each model and each byKey. These error
##'   values are used for creating an estimate for the variability of each
##'   imputed value.
##'   
##' @export
##' 

getWeightMatrix = function(data, w, imputationParameters){

    ## Data Quality Checks
    if(!exists("ensuredImputationData") || !ensuredImputationData)
        ensureImputationInputs(data = data,
                               imputationParameters = imputationParameters)
    stopifnot(is(w, "data.table"))
    ## w should have one row for each model at each byKey level
    uniqueKeyCnt = nrow(unique.data.frame(
        data[, imputationParameters$byKey, with = FALSE]))
    uniqueModelCnt = length(imputationParameters$ensembleModels)
    uniqueYearCnt = length(unique(data[[imputationParameters$yearValue]]))
    stopifnot(nrow(w) == uniqueKeyCnt * uniqueModelCnt)
    ## There should only be one observation per byKey/year pair.
    if(nrow(data) > uniqueYearCnt * uniqueKeyCnt)
        stop("data has ",nrow(data), " rows but only ",
             uniqueKeyCnt * uniqueYearCnt, " unique levels!  This suggests ",
             "that byKey does not truly ",
             "partition the dataset.  You may need a different byKey, or you ",
             "may need to loop over each commodity, for example.")
    
    ## Run the function:
    impValue = imputationParameters$imputationValueColumn
    year = imputationParameters$yearValue
    data[, extrapolationRange := 
             getObservedExtrapolationRange(get(impValue)),
          by = c(imputationParameters$byKey)]
    weightMatrix = merge(data[, c(imputationParameters$byKey, impValue, year,
                                  "extrapolationRange"), with = FALSE],
                          w, by = imputationParameters$byKey, all = TRUE,
                         allow.cartesian = TRUE)
    ## Set data back to it's original state
    data[, extrapolationRange := NULL]
    ## Set weights to 0 that are outside of extrapolationRange
    range = sapply(imputationParameters$ensembleModels, function(model){
        model@extrapolationRange
    })
    weightMatrix[, allowedRange := range[model]]
    weightMatrix[allowedRange < extrapolationRange, weight := 0]
    ## Renormalize weights so all columns add to 1
    weightMatrix[, weight := weight / sum(weight),
                 by = c(imputationParameters$byKey, year)]
    castFormula = paste(paste(c(imputationParameters$byKey, year),
                              collapse = " + "),
                        "~ model")
    errorMatrix = dcast.data.table(weightMatrix, castFormula,
                                   value.var = "modelError")
    weightMatrix = dcast.data.table(weightMatrix, castFormula, 
                                     value.var = "weight")
    ## Remove unneeded columns
    errorMatrix[, c(imputationParameters$byKey, year) := NULL]
    weightMatrix[, c(imputationParameters$byKey, year) := NULL]
    ## If data is observed, set weight to NA and error to 0.
    weightMatrix[!is.na(data[, get(impValue)])] = NA
    errorMatrix[!is.na(data[, get(impValue)])] = 0
    return(list(weightMatrix, errorMatrix))
}
SWS-Methodology/faoswsImputation documentation built on April 7, 2018, 10:12 p.m.