R/01_UNIVARIATE_ANALYSIS.R
In andrija-djurovic/PDtoolkit: Collection of Tools for PD Rating Model Development and Validation
Defines functions
univariate.num
univariate
Documented in
univariate
#' Univariate analysis
#'
#' \code{univariate} returns the univariate statistics for risk factors supplied in data frame \code{db}. \cr
#' For numeric risk factors univariate report includes:
#' \itemize{
#' \item rf: Risk factor name.
#' \item rf.type: Risk factor class. This metric is always equal to \code{numeric}.
#' \item bin.type: Bin type - special or complete cases.
#' \item bin: Bin type. If a \code{sc.method} argument is equal to \code{"together"}, then
#' \code{bin} and \code{bin.type} have the same value. If the \code{sc.method} argument
#' is equal to \code{"separately"}, then the \code{bin} will contain all special cases that
#' exist for analyzed risk factor (e.g. \code{NA}, \code{NaN}, \code{Inf}).
#' \item pct: Percentage of observations in each \code{bin}.
#' \item cnt.unique: Number of unique values per \code{bin}.
#' \item min: Minimum value.
#' \item p1, p5, p25, p50, p75, p95, p99: Percentile values.
#' \item avg: Mean value.
#' \item avg.se: Standard error of the mean.
#' \item max: Maximum value.
#' \item neg: Number of negative values.
#' \item pos: Number of positive values.
#' \item cnt.outliers: Number of outliers. Records above or below
#' \code{Q75}\eqn{\pm}\code{1.5 * IQR}, where \code{IQR = Q75 - Q25}.
#' \item sc.ind: Special case indicator. It takes value 1 if share of special cases exceeds
#' \code{sc.threshold} otherwise 0.
#'}
#' For categorical risk factors univariate report includes:
#' \itemize{
#' \item rf: Risk factor name.
#' \item rf.type: Risk factor class. This metric is equal to one of: \code{character},
#' \code{factor} or \code{logical}.
#' \item bin.type: Bin type - special or complete cases.
#' \item bin: Bin type. If a \code{sc.method} argument is equal to \code{"together"}, then
#' \code{bin} and \code{bin.type} have the same value. If the \code{sc.method} argument
#' is equal to \code{"separately"}, then the \code{bin} will contain all special cases that
#' exist for analyzed risk factor (e.g. \code{NA}, \code{NaN}, \code{Inf}).
#' \item pct: Percentage of observations in each \code{bin}.
#' \item cnt.unique: Number of unique values per \code{bin}.
#' \item sc.ind: Special case indicator. It takes value 1 if share of special cases exceeds
#' \code{sc.threshold} otherwise 0.
#'}
#'@param db Data frame of risk factors supplied for univariate analysis.
#'@param sc Vector of special case elements. Default values are \code{c(NA, NaN, Inf)}.
#'@param sc.method Define how special cases will be treated, all together or in separate bins.
#' Possible values are \code{"together"}, \code{"separately"}.
#'@param sc.threshold Threshold for special cases expressed as percentage of total number of observations.
#' If \code{sc.method} is set to \code{"separately"}, then percentage for each special case
#' will be summed up.
#'
#'@return The command \code{univariate} returns the data frame with explained univariate metrics for numeric,
#' character, factor and logical class of risk factors.
#'@examples
#' suppressMessages(library(PDtoolkit))
#' data(gcd)
#' gcd$age[100:120] <- NA
#' gcd$age.bin <- ndr.bin(x = gcd$age, y = gcd$qual, y.type = "bina")[[2]]
#' gcd$age.bin <- as.factor(gcd$age.bin)
#' gcd$maturity.bin <- ndr.bin(x = gcd$maturity, y = gcd$qual, y.type = "bina")[[2]]
#' gcd$amount.bin <- ndr.bin(x = gcd$amount, y = gcd$qual, y.type = "bina")[[2]]
#' gcd$all.miss1 <- NaN
#' gcd$all.miss2 <- NA
#' gcd$tf <- sample(c(TRUE, FALSE), nrow(gcd), rep = TRUE)
#' #create date variable to confirm that it will not be processed by the function
#' gcd$dates <- Sys.Date()
#' str(gcd)
#' univariate(db = gcd)
#'@import monobin
#'@import dplyr
#'@importFrom graphics boxplot
#'@importFrom stats quantile sd
#'@export
univariate <- function(db, sc = c(NA, NaN, Inf, -Inf), sc.method = "together", sc.threshold = 0.2) {
if (!is.data.frame(db)) {
stop("db is not a data frame.")
}
scm.opts <- c("together", "separately")
cond.01 <- !sc.method[1]%in%scm.opts
if (cond.01) {
stop(paste0("sc.method argument has to be one of: ",
paste0(scm.opts, collapse = ", ")))
}
varl <- ncol(db)
var.n <- names(db)
res <- vector("list", varl)
for (i in 1:varl) {
var.l <- var.n[i]
if (sc.method[1] == "together") {
db$bin <- ifelse(db[, var.l]%in%sc, "special cases", "complete cases")
} else {
db$bin <- ifelse(db[, var.l]%in%sc, db[, var.l], "complete cases")
}
db$type <- factor(ifelse(db$bin%in%"complete cases", "complete cases", "special cases"),
levels = c("special cases", "complete cases"),
ordered = TRUE)
if (is.numeric(db[, var.l])) {
res[[i]] <- univariate.num(db = db, x = var.l, sc.threshold = sc.threshold)
res[[i]]$bin <- as.character(res[[i]]$bin)
}
if (is.character(db[, var.l]) | is.factor(db[, var.l]) | is.logical(db[, var.l])) {
res[[i]] <- univariate.cat(db = db, x = var.l, sc.threshold = sc.threshold)
res[[i]]$bin <- as.character(res[[i]]$bin)
}
}
res <- data.frame(bind_rows(res))
return(res)
}
univariate.num <- function(db, x, sc.threshold = sc.threshold) {
res <- suppressWarnings(
db %>%
group_by_at(c("bin.type" = "type", "bin" = as.character("bin"))) %>%
summarise_at(all_of(x),
funs(
cnt = n(),
pct = n() / nrow(db),
cnt.unique = length(unique(.)),
min = min(., na.rm = TRUE),
p1 = quantile(., prob = 0.01, na.rm = TRUE),
p5 = quantile(., prob = 0.05, na.rm = TRUE),
p25 = quantile(., prob = 0.25, na.rm = TRUE),
p50 = quantile(., prob = 0.50, na.rm = TRUE),
avg = mean(., na.rm = TRUE),
avg.se = sd(., na.rm = TRUE) / sqrt(n()),
p75 = quantile(., prob = 0.75, na.rm = TRUE),
p95 = quantile(., prob = 0.95, na.rm = TRUE),
p99 = quantile(., prob = 0.99, na.rm = TRUE),
max = max(., na.rm = TRUE),
neg = sum(. < 0),
pos = sum(. > 0),
cnt.outliers = length(boxplot(.[!is.na(.)], plot = FALSE)$out)
)) %>%
ungroup() %>%
mutate(sc.ind = ifelse(sum(pct[bin.type%in%"special cases"]) > sc.threshold,
1, 0))
)
res <- data.frame(res)
res <- cbind.data.frame(rf = x, rf.type = "numeric", res)
return(res)
}
univariate.cat <- function(db, x, sc.threshold = sc.threshold) {
res <- suppressWarnings(
db %>%
group_by_at(c("bin.type" = "type", "bin" = as.character("bin"))) %>%
summarise_at(all_of(x),
funs(
cnt = n(),
pct = n() / nrow(db),
cnt.unique = length(unique(.))
)) %>%
ungroup() %>%
mutate(sc.ind = ifelse(sum(pct[bin.type%in%"special cases"]) > sc.threshold,
1, 0))
)
res <- data.frame(res)
res <- cbind.data.frame(rf = x, rf.type = class(db[, x]), res)
return(res)
}
#' Imputation methods for special cases
#'
#' \code{imp.sc} imputes value for special cases.
#'@param db Data frame of risk factors supplied for imputation.
#'@param sc.all Vector of all special case elements. Default values are \code{c(NA, NaN, Inf)}.
#'@param sc.replace Vector of special case element to be replaced. Default values are \code{c(NA, NaN, Inf)}.
#'@param method.num Imputation method for numeric risk factors. Available options are: \cr
#' \code{"automatic", "mean", "median", "zero"}.
#'@param p.val Significance level of p-value for Pearson normality test. Applicable only if \code{method.num} is
#' \code{automatic}.
#'@return This function returns list of two data frames. The first data frame contains analyzed risk factors with
#' imputed values for special cases, while the second data frame presents the imputation report.
#' Using the imputation report, for each risk factor, user can inspect imputed info (\code{info}),
#' imputation method (\code{imputation.method}), imputed value (\code{imputed.value}),
#' number of imputed observations (\code{imputation.num}) and imputed mode
#' (\code{imputed.mode} - applicable only for categorical risk factors) for each risk factor.
#'@examples
#'suppressMessages(library(PDtoolkit))
#'data(gcd)
#'gcd$age[1:20] <- NA
#'gcd$age.bin <- ndr.bin(x = gcd$age, y = gcd$qual, sc.method = "separately", y.type = "bina")[[2]]
#'gcd$dummy1 <- NA
#'#select risk factors for which we want to impute missing values (NA)
#'db.imp <- gcd[, c("age", "age.bin", "dummy1")]
#'colSums(is.na(db.imp))
#'imput.res <- imp.sc(db = db.imp,
#' method.num = "automatic",
#' p.val = 0.05)
#'#analyzed risk factors with imputed values
#'head(imput.res[[1]])
#'#imputation report
#'imput.res[[2]]
#'@import monobin
#'@export
imp.sc <- function(db, sc.all = c(NA, NaN, Inf, -Inf), sc.replace = c(NA, NaN, Inf, -Inf),
method.num = "automatic", p.val = 0.05) {
if (!is.data.frame(db)) {
stop("db is not a data frame.")
}
method.opts <- c("automatic", "mean", "median", "zero")
if (length(method.num) != 1 | !method.num%in%method.opts) {
stop(paste0("method.num argument has to be one of: ",
paste0(method.opts, collapse = ", ")))
}
rf <- names(db)
rfl <- length(rf)
report <- vector("list", rfl)
if (method.num%in%"automatic") {
if (p.val > 1 | p.val < 0) {
stop("p.val has to be between 0 and 1.")
}
eval.exp <- paste0("ifelse(", "eval(parse(text = dist.check))",
" < ", p.val, ", ",
"median(rf.imp[!rf.imp%in%sc.all]), ",
"mean(rf.imp[!rf.imp%in%sc.all])", ")")
}
if (method.num%in%c("mean", "median")) {
eval.exp <- paste0(method.num, "(rf.imp[!rf.imp%in%sc.all])")
}
if (method.num%in%"zero") {
eval.exp <- "0"
}
for (i in 1:rfl) {
rf.l <- rf[i]
rf.imp <- db[, rf.l]
cc <- length(rf.imp[!rf.imp%in%sc.all])
if (cc < 0.1 * length(rf.imp)) {
report[[i]] <- data.frame(rf = rf.l,
info = "Less than 10% of complete cases.",
imputation.method = NA)
next
}
if (is.numeric(rf.imp)) {
auto.algo <- NULL
if (method.num%in%"automatic") {
dist.check <- pearson.norm.test(x = rf.imp[!rf.imp%in%sc.all])$p.val
auto.algo <- ifelse(dist.check < p.val, "median", "mean")
}
rf.imp.val <- eval(parse(text = eval.exp))
if (rf.imp.val%in%c(NA, Inf, NaN, -Inf)) {
report[[i]] <- data.frame(rf = rf.l,
info = "Imputed value cannot be calculated.",
imputation.method = method.num)
next
} else {
imputation.num <- sum(rf.imp%in%sc.replace)
rf.imp[rf.imp%in%sc.replace] <- ifelse(is.integer(rf.imp[!rf.imp%in%sc.all]),
round(rf.imp.val),
rf.imp.val)
db[, rf.l] <- rf.imp
report[[i]] <- data.frame(rf = rf.l,
info = "Imputation completed.",
imputation.method = ifelse(method.num%in%"automatic",
paste0("automatic - ", auto.algo),
rf.imp.val),
imputed.value = rf.imp.val,
imputation.num = imputation.num)
}
} else {
eval.exp <- "names(which.max(table(rf.imp[!rf.imp%in%sc.all])))"
rf.mode <- eval(parse(text = eval.exp))
if (rf.mode%in%c(NA, Inf, NaN, -Inf)) {
report[[i]] <- data.frame(rf = rf.l,
info = "Imputed value (mode) cannot be calculated.",
imputation.method = "mode")
next
} else {
imputation.num <- sum(rf.imp%in%sc.replace)
rf.imp[rf.imp%in%sc.replace] <- rf.mode
db[, rf.l] <- rf.imp
report[[i]] <- data.frame(rf = rf.l,
info = "Imputation completed.",
imputation.method = "mode",
imputed.mode = rf.mode,
imputation.num = imputation.num)
}
}
}
report <- data.frame(bind_rows(report))
return(list(db = db, report = report))
}
pearson.norm.test <- function(x) {
n <- length(x)
n.classes <- ceiling(2 * (n^(2 / 5)))
num <- floor(1 + n.classes * pnorm(x, mean(x), sd(x)))
count <- tabulate(num, n.classes)
prob <- rep(1 / n.classes, n.classes)
xpec <- n * prob
test.stat <- sum(((count - xpec)^2) / xpec)
p.val <- pchisq(test.stat, n.classes - 2 - 1, lower.tail = FALSE)
res <- data.frame(test.stat = test.stat, p.val = p.val)
return(res)
}
#' Imputation methods for outliers
#'
#' \code{imp.outliers} replaces predefined quantum of the smallest and largest values by the less
#' extreme values. This procedure is applicable only to the numeric risk factors.
#'@param db Data frame of risk factors supplied for imputation.
#'@param sc Vector of all special case elements. Default values are \code{c(NA, NaN, Inf)}. Those values will be
#' excluded from calculation of imputed value and replacements.
#'@param method Imputation method. Available options are: \code{"iqr"} and \code{"percentile"}. Method \code{iqr}
#' performs identification of outliers by the method applied in boxplot 5-figures, while for
#' \code{percentile} method user defines lower and upper limits for replacement.
#' Default value is \code{"iqr"}.
#'@param range Determines how far the plot whiskers extend out from the box. If range is positive,
#' the whiskers extend to the most extreme data point which is no more than range times the
#' interquartile range from the box. A value of zero causes the whiskers to extend to
#' the data extremes. Default \code{range} is set to is 1.5.
#'@param upper.pct Upper limit for percentile method. All values above this limit will be replaced by the value
#' identified at this percentile. Default value is set to \eqn{95^{th}} percentile (0.95).
#' This parameter is used only if selected \code{method} is \code{percentile}.
#'@param lower.pct Lower limit for percentile method. All values below this limit will be replaced by the value
#' identified at this percentile. Default value is set to \eqn{5^{th}} percentile (0.05).
#' This parameter is used only if selected \code{method} is \code{percentile}.
#'@return This function returns list of two data frames. The first data frame contains analyzed risk factors with
#' imputed values for outliers, while the second data frame presents the imputation report. Using the imputation report,
#' for each risk factor, user can inspect imputed info (\code{info}), imputation method (\code{imputation.method}),
#' imputed value (\code{imputation.val.upper} and \code{imputation.val.lower}),
#' number of imputed observations (\code{imputation.num.upper} and \code{imputation.num.lower}).
#'@examples
#'suppressMessages(library(PDtoolkit))
#'data(gcd)
#'gcd$age[1:20] <- NA
#'gcd$age.bin <- ndr.bin(x = gcd$age, y = gcd$qual, sc.method = "separately", y.type = "bina")[[2]]
#'gcd$dummy1 <- NA
#'imput.res.1 <- imp.outliers(db = gcd[, -1],
#' method = "iqr",
#' range = 1.5)
#'#analyzed risk factors with imputed values
#'head(imput.res.1[[1]])
#'#imputation report
#'imput.res.1[[2]]
#'#percentile method
#'imput.res.2 <- imp.outliers(db = gcd[, -1],
#' method = "percentile",
#' upper.pct = 0.95,
#' lower.pct = 0.05)
#'#analyzed risk factors with imputed values
#'head(imput.res.2[[1]])
#'#imputation report
#'imput.res.2[[2]]
#'@import monobin
#'@importFrom graphics boxplot
#'@importFrom stats quantile
#'@export
imp.outliers <- function(db, sc = c(NA, NaN, Inf, -Inf), method = "iqr", range = 1.5,
upper.pct = 0.95, lower.pct = 0.05) {
if (!is.data.frame(db)) {
stop("db is not a data frame.")
}
method.opts <- c("iqr", "percentile")
if (length(method) != 1 | !method%in%method.opts) {
stop(paste0("method argument has to be one of: ",
paste0(method.opts, collapse = ", ")))
}
if (length(range) != 1 | !is.numeric(range)) {
stop("range argument has to be numeric vector of lenght 1.")
}
if (length(upper.pct) != 1 | !is.numeric(upper.pct) | upper.pct > 1 | upper.pct < 0 |
length(lower.pct) != 1 | !is.numeric(lower.pct) | lower.pct > 1 | lower.pct < 0 |
lower.pct >= upper.pct) {
stop("upper.pct and lower.pct arguemnts have to be numeric vector between 0 and 1.
Additonally, lower.pct has to be less than upper.pct.")
}
rf <- names(db)
rfl <- length(rf)
report <- vector("list", rfl)
for (i in 1:rfl) {
rf.l <- rf[i]
rf.imp <- db[, rf.l]
if (!is.numeric(rf.imp)) {
report[[i]] <- data.frame(rf = rf.l,
info = "Risk factor is not of numeric type.",
imputation.method = NA)
next
}
complete.c <- rf.imp[!rf.imp%in%sc]
cc <- length(complete.c)
if (cc < 0.1 * length(rf.imp)) {
report[[i]] <- data.frame(rf = rf.l,
info = "Less than 10% of complete cases.",
imputation.method = NA)
next
}
if (method%in%"iqr") {
bs <- boxplot(complete.c, range = range, plot = FALSE)
rf.imp.ub <- max(bs$stats)
rf.imp.lb <- min(bs$stats)
cond <- rf.imp.ub%in%c(NA, Inf, NaN) | rf.imp.lb%in%c(NA, Inf, NaN)
} else {
rf.imp.ub <- try(quantile(complete.c, upper.pct, type = 2), silent = TRUE)
rf.imp.lb <- try(quantile(complete.c, lower.pct, type = 2), silent = TRUE)
cond <- class(rf.imp.ub)%in%"try-error" | class(rf.imp.lb)%in%"try-error" |
rf.imp.ub%in%c(NA, Inf, NaN) | rf.imp.lb%in%c(NA, Inf, NaN)
}
if (cond) {
report[[i]] <- data.frame(rf = rf.l,
info = "Imputed value cannot be calculated.",
imputation.method = NA)
next
} else {
num.upper <- sum(!rf.imp%in%sc & rf.imp > rf.imp.ub)
num.lower <- sum(!rf.imp%in%sc & rf.imp < rf.imp.lb)
rf.imp[!rf.imp%in%sc & rf.imp > rf.imp.ub] <- rf.imp.ub
rf.imp[!rf.imp%in%sc & rf.imp < rf.imp.lb] <- rf.imp.lb
db[, rf.l] <- rf.imp
report[[i]] <- data.frame(rf = rf.l,
info = "Imputation completed.",
imputation.method = method,
imputation.val.upper = unname(rf.imp.ub),
imputation.val.lower = unname(rf.imp.lb),
imputation.num.upper = num.upper,
imputation.num.lower = num.lower)
}
}
report <- data.frame(bind_rows(report))
return(list(db = db, report = report))
}
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Defines functions univariate.num univariate
Documented in univariate
#' Univariate analysis
#'
#' \code{univariate} returns the univariate statistics for risk factors supplied in data frame \code{db}. \cr
#' For numeric risk factors univariate report includes:
#' \itemize{
#' \item rf: Risk factor name.
#' \item rf.type: Risk factor class. This metric is always equal to \code{numeric}.
#' \item bin.type: Bin type - special or complete cases.
#' \item bin: Bin type. If a \code{sc.method} argument is equal to \code{"together"}, then
#' \code{bin} and \code{bin.type} have the same value. If the \code{sc.method} argument
#' is equal to \code{"separately"}, then the \code{bin} will contain all special cases that
#' exist for analyzed risk factor (e.g. \code{NA}, \code{NaN}, \code{Inf}).
#' \item pct: Percentage of observations in each \code{bin}.
#' \item cnt.unique: Number of unique values per \code{bin}.
#' \item min: Minimum value.
#' \item p1, p5, p25, p50, p75, p95, p99: Percentile values.
#' \item avg: Mean value.
#' \item avg.se: Standard error of the mean.
#' \item max: Maximum value.
#' \item neg: Number of negative values.
#' \item pos: Number of positive values.
#' \item cnt.outliers: Number of outliers. Records above or below
#' \code{Q75}\eqn{\pm}\code{1.5 * IQR}, where \code{IQR = Q75 - Q25}.
#' \item sc.ind: Special case indicator. It takes value 1 if share of special cases exceeds
#' \code{sc.threshold} otherwise 0.
#'}
#' For categorical risk factors univariate report includes:
#' \itemize{
#' \item rf: Risk factor name.
#' \item rf.type: Risk factor class. This metric is equal to one of: \code{character},
#' \code{factor} or \code{logical}.
#' \item bin.type: Bin type - special or complete cases.
#' \item bin: Bin type. If a \code{sc.method} argument is equal to \code{"together"}, then
#' \code{bin} and \code{bin.type} have the same value. If the \code{sc.method} argument
#' is equal to \code{"separately"}, then the \code{bin} will contain all special cases that
#' exist for analyzed risk factor (e.g. \code{NA}, \code{NaN}, \code{Inf}).
#' \item pct: Percentage of observations in each \code{bin}.
#' \item cnt.unique: Number of unique values per \code{bin}.
#' \item sc.ind: Special case indicator. It takes value 1 if share of special cases exceeds
#' \code{sc.threshold} otherwise 0.
#'}
#'@param db Data frame of risk factors supplied for univariate analysis.
#'@param sc Vector of special case elements. Default values are \code{c(NA, NaN, Inf)}.
#'@param sc.method Define how special cases will be treated, all together or in separate bins.
#' Possible values are \code{"together"}, \code{"separately"}.
#'@param sc.threshold Threshold for special cases expressed as percentage of total number of observations.
#' If \code{sc.method} is set to \code{"separately"}, then percentage for each special case
#' will be summed up.
#'
#'@return The command \code{univariate} returns the data frame with explained univariate metrics for numeric,
#' character, factor and logical class of risk factors.
#'@examples
#' suppressMessages(library(PDtoolkit))
#' data(gcd)
#' gcd$age[100:120] <- NA
#' gcd$age.bin <- ndr.bin(x = gcd$age, y = gcd$qual, y.type = "bina")[[2]]
#' gcd$age.bin <- as.factor(gcd$age.bin)
#' gcd$maturity.bin <- ndr.bin(x = gcd$maturity, y = gcd$qual, y.type = "bina")[[2]]
#' gcd$amount.bin <- ndr.bin(x = gcd$amount, y = gcd$qual, y.type = "bina")[[2]]
#' gcd$all.miss1 <- NaN
#' gcd$all.miss2 <- NA
#' gcd$tf <- sample(c(TRUE, FALSE), nrow(gcd), rep = TRUE)
#' #create date variable to confirm that it will not be processed by the function
#' gcd$dates <- Sys.Date()
#' str(gcd)
#' univariate(db = gcd)
#'@import monobin
#'@import dplyr
#'@importFrom graphics boxplot
#'@importFrom stats quantile sd
#'@export
univariate <- function(db, sc = c(NA, NaN, Inf, -Inf), sc.method = "together", sc.threshold = 0.2) {
if (!is.data.frame(db)) {
stop("db is not a data frame.")
}
scm.opts <- c("together", "separately")
cond.01 <- !sc.method[1]%in%scm.opts
if (cond.01) {
stop(paste0("sc.method argument has to be one of: ",
paste0(scm.opts, collapse = ", ")))
}
varl <- ncol(db)
var.n <- names(db)
res <- vector("list", varl)
for (i in 1:varl) {
var.l <- var.n[i]
if (sc.method[1] == "together") {
db$bin <- ifelse(db[, var.l]%in%sc, "special cases", "complete cases")
} else {
db$bin <- ifelse(db[, var.l]%in%sc, db[, var.l], "complete cases")
}
db$type <- factor(ifelse(db$bin%in%"complete cases", "complete cases", "special cases"),
levels = c("special cases", "complete cases"),
ordered = TRUE)
if (is.numeric(db[, var.l])) {
res[[i]] <- univariate.num(db = db, x = var.l, sc.threshold = sc.threshold)
res[[i]]$bin <- as.character(res[[i]]$bin)
}
if (is.character(db[, var.l]) | is.factor(db[, var.l]) | is.logical(db[, var.l])) {
res[[i]] <- univariate.cat(db = db, x = var.l, sc.threshold = sc.threshold)
res[[i]]$bin <- as.character(res[[i]]$bin)
}
}
res <- data.frame(bind_rows(res))
return(res)
}
univariate.num <- function(db, x, sc.threshold = sc.threshold) {
res <- suppressWarnings(
db %>%
group_by_at(c("bin.type" = "type", "bin" = as.character("bin"))) %>%
summarise_at(all_of(x),
funs(
cnt = n(),
pct = n() / nrow(db),
cnt.unique = length(unique(.)),
min = min(., na.rm = TRUE),
p1 = quantile(., prob = 0.01, na.rm = TRUE),
p5 = quantile(., prob = 0.05, na.rm = TRUE),
p25 = quantile(., prob = 0.25, na.rm = TRUE),
p50 = quantile(., prob = 0.50, na.rm = TRUE),
avg = mean(., na.rm = TRUE),
avg.se = sd(., na.rm = TRUE) / sqrt(n()),
p75 = quantile(., prob = 0.75, na.rm = TRUE),
p95 = quantile(., prob = 0.95, na.rm = TRUE),
p99 = quantile(., prob = 0.99, na.rm = TRUE),
max = max(., na.rm = TRUE),
neg = sum(. < 0),
pos = sum(. > 0),
cnt.outliers = length(boxplot(.[!is.na(.)], plot = FALSE)$out)
)) %>%
ungroup() %>%
mutate(sc.ind = ifelse(sum(pct[bin.type%in%"special cases"]) > sc.threshold,
1, 0))
)
res <- data.frame(res)
res <- cbind.data.frame(rf = x, rf.type = "numeric", res)
return(res)
}
univariate.cat <- function(db, x, sc.threshold = sc.threshold) {
res <- suppressWarnings(
db %>%
group_by_at(c("bin.type" = "type", "bin" = as.character("bin"))) %>%
summarise_at(all_of(x),
funs(
cnt = n(),
pct = n() / nrow(db),
cnt.unique = length(unique(.))
)) %>%
ungroup() %>%
mutate(sc.ind = ifelse(sum(pct[bin.type%in%"special cases"]) > sc.threshold,
1, 0))
)
res <- data.frame(res)
res <- cbind.data.frame(rf = x, rf.type = class(db[, x]), res)
return(res)
}
#' Imputation methods for special cases
#'
#' \code{imp.sc} imputes value for special cases.
#'@param db Data frame of risk factors supplied for imputation.
#'@param sc.all Vector of all special case elements. Default values are \code{c(NA, NaN, Inf)}.
#'@param sc.replace Vector of special case element to be replaced. Default values are \code{c(NA, NaN, Inf)}.
#'@param method.num Imputation method for numeric risk factors. Available options are: \cr
#' \code{"automatic", "mean", "median", "zero"}.
#'@param p.val Significance level of p-value for Pearson normality test. Applicable only if \code{method.num} is
#' \code{automatic}.
#'@return This function returns list of two data frames. The first data frame contains analyzed risk factors with
#' imputed values for special cases, while the second data frame presents the imputation report.
#' Using the imputation report, for each risk factor, user can inspect imputed info (\code{info}),
#' imputation method (\code{imputation.method}), imputed value (\code{imputed.value}),
#' number of imputed observations (\code{imputation.num}) and imputed mode
#' (\code{imputed.mode} - applicable only for categorical risk factors) for each risk factor.
#'@examples
#'suppressMessages(library(PDtoolkit))
#'data(gcd)
#'gcd$age[1:20] <- NA
#'gcd$age.bin <- ndr.bin(x = gcd$age, y = gcd$qual, sc.method = "separately", y.type = "bina")[[2]]
#'gcd$dummy1 <- NA
#'#select risk factors for which we want to impute missing values (NA)
#'db.imp <- gcd[, c("age", "age.bin", "dummy1")]
#'colSums(is.na(db.imp))
#'imput.res <- imp.sc(db = db.imp,
#' method.num = "automatic",
#' p.val = 0.05)
#'#analyzed risk factors with imputed values
#'head(imput.res[[1]])
#'#imputation report
#'imput.res[[2]]
#'@import monobin
#'@export
imp.sc <- function(db, sc.all = c(NA, NaN, Inf, -Inf), sc.replace = c(NA, NaN, Inf, -Inf),
method.num = "automatic", p.val = 0.05) {
if (!is.data.frame(db)) {
stop("db is not a data frame.")
}
method.opts <- c("automatic", "mean", "median", "zero")
if (length(method.num) != 1 | !method.num%in%method.opts) {
stop(paste0("method.num argument has to be one of: ",
paste0(method.opts, collapse = ", ")))
}
rf <- names(db)
rfl <- length(rf)
report <- vector("list", rfl)
if (method.num%in%"automatic") {
if (p.val > 1 | p.val < 0) {
stop("p.val has to be between 0 and 1.")
}
eval.exp <- paste0("ifelse(", "eval(parse(text = dist.check))",
" < ", p.val, ", ",
"median(rf.imp[!rf.imp%in%sc.all]), ",
"mean(rf.imp[!rf.imp%in%sc.all])", ")")
}
if (method.num%in%c("mean", "median")) {
eval.exp <- paste0(method.num, "(rf.imp[!rf.imp%in%sc.all])")
}
if (method.num%in%"zero") {
eval.exp <- "0"
}
for (i in 1:rfl) {
rf.l <- rf[i]
rf.imp <- db[, rf.l]
cc <- length(rf.imp[!rf.imp%in%sc.all])
if (cc < 0.1 * length(rf.imp)) {
report[[i]] <- data.frame(rf = rf.l,
info = "Less than 10% of complete cases.",
imputation.method = NA)
next
}
if (is.numeric(rf.imp)) {
auto.algo <- NULL
if (method.num%in%"automatic") {
dist.check <- pearson.norm.test(x = rf.imp[!rf.imp%in%sc.all])$p.val
auto.algo <- ifelse(dist.check < p.val, "median", "mean")
}
rf.imp.val <- eval(parse(text = eval.exp))
if (rf.imp.val%in%c(NA, Inf, NaN, -Inf)) {
report[[i]] <- data.frame(rf = rf.l,
info = "Imputed value cannot be calculated.",
imputation.method = method.num)
next
} else {
imputation.num <- sum(rf.imp%in%sc.replace)
rf.imp[rf.imp%in%sc.replace] <- ifelse(is.integer(rf.imp[!rf.imp%in%sc.all]),
round(rf.imp.val),
rf.imp.val)
db[, rf.l] <- rf.imp
report[[i]] <- data.frame(rf = rf.l,
info = "Imputation completed.",
imputation.method = ifelse(method.num%in%"automatic",
paste0("automatic - ", auto.algo),
rf.imp.val),
imputed.value = rf.imp.val,
imputation.num = imputation.num)
}
} else {
eval.exp <- "names(which.max(table(rf.imp[!rf.imp%in%sc.all])))"
rf.mode <- eval(parse(text = eval.exp))
if (rf.mode%in%c(NA, Inf, NaN, -Inf)) {
report[[i]] <- data.frame(rf = rf.l,
info = "Imputed value (mode) cannot be calculated.",
imputation.method = "mode")
next
} else {
imputation.num <- sum(rf.imp%in%sc.replace)
rf.imp[rf.imp%in%sc.replace] <- rf.mode
db[, rf.l] <- rf.imp
report[[i]] <- data.frame(rf = rf.l,
info = "Imputation completed.",
imputation.method = "mode",
imputed.mode = rf.mode,
imputation.num = imputation.num)
}
}
}
report <- data.frame(bind_rows(report))
return(list(db = db, report = report))
}
pearson.norm.test <- function(x) {
n <- length(x)
n.classes <- ceiling(2 * (n^(2 / 5)))
num <- floor(1 + n.classes * pnorm(x, mean(x), sd(x)))
count <- tabulate(num, n.classes)
prob <- rep(1 / n.classes, n.classes)
xpec <- n * prob
test.stat <- sum(((count - xpec)^2) / xpec)
p.val <- pchisq(test.stat, n.classes - 2 - 1, lower.tail = FALSE)
res <- data.frame(test.stat = test.stat, p.val = p.val)
return(res)
}
#' Imputation methods for outliers
#'
#' \code{imp.outliers} replaces predefined quantum of the smallest and largest values by the less
#' extreme values. This procedure is applicable only to the numeric risk factors.
#'@param db Data frame of risk factors supplied for imputation.
#'@param sc Vector of all special case elements. Default values are \code{c(NA, NaN, Inf)}. Those values will be
#' excluded from calculation of imputed value and replacements.
#'@param method Imputation method. Available options are: \code{"iqr"} and \code{"percentile"}. Method \code{iqr}
#' performs identification of outliers by the method applied in boxplot 5-figures, while for
#' \code{percentile} method user defines lower and upper limits for replacement.
#' Default value is \code{"iqr"}.
#'@param range Determines how far the plot whiskers extend out from the box. If range is positive,
#' the whiskers extend to the most extreme data point which is no more than range times the
#' interquartile range from the box. A value of zero causes the whiskers to extend to
#' the data extremes. Default \code{range} is set to is 1.5.
#'@param upper.pct Upper limit for percentile method. All values above this limit will be replaced by the value
#' identified at this percentile. Default value is set to \eqn{95^{th}} percentile (0.95).
#' This parameter is used only if selected \code{method} is \code{percentile}.
#'@param lower.pct Lower limit for percentile method. All values below this limit will be replaced by the value
#' identified at this percentile. Default value is set to \eqn{5^{th}} percentile (0.05).
#' This parameter is used only if selected \code{method} is \code{percentile}.
#'@return This function returns list of two data frames. The first data frame contains analyzed risk factors with
#' imputed values for outliers, while the second data frame presents the imputation report. Using the imputation report,
#' for each risk factor, user can inspect imputed info (\code{info}), imputation method (\code{imputation.method}),
#' imputed value (\code{imputation.val.upper} and \code{imputation.val.lower}),
#' number of imputed observations (\code{imputation.num.upper} and \code{imputation.num.lower}).
#'@examples
#'suppressMessages(library(PDtoolkit))
#'data(gcd)
#'gcd$age[1:20] <- NA
#'gcd$age.bin <- ndr.bin(x = gcd$age, y = gcd$qual, sc.method = "separately", y.type = "bina")[[2]]
#'gcd$dummy1 <- NA
#'imput.res.1 <- imp.outliers(db = gcd[, -1],
#' method = "iqr",
#' range = 1.5)
#'#analyzed risk factors with imputed values
#'head(imput.res.1[[1]])
#'#imputation report
#'imput.res.1[[2]]
#'#percentile method
#'imput.res.2 <- imp.outliers(db = gcd[, -1],
#' method = "percentile",
#' upper.pct = 0.95,
#' lower.pct = 0.05)
#'#analyzed risk factors with imputed values
#'head(imput.res.2[[1]])
#'#imputation report
#'imput.res.2[[2]]
#'@import monobin
#'@importFrom graphics boxplot
#'@importFrom stats quantile
#'@export
imp.outliers <- function(db, sc = c(NA, NaN, Inf, -Inf), method = "iqr", range = 1.5,
upper.pct = 0.95, lower.pct = 0.05) {
if (!is.data.frame(db)) {
stop("db is not a data frame.")
}
method.opts <- c("iqr", "percentile")
if (length(method) != 1 | !method%in%method.opts) {
stop(paste0("method argument has to be one of: ",
paste0(method.opts, collapse = ", ")))
}
if (length(range) != 1 | !is.numeric(range)) {
stop("range argument has to be numeric vector of lenght 1.")
}
if (length(upper.pct) != 1 | !is.numeric(upper.pct) | upper.pct > 1 | upper.pct < 0 |
length(lower.pct) != 1 | !is.numeric(lower.pct) | lower.pct > 1 | lower.pct < 0 |
lower.pct >= upper.pct) {
stop("upper.pct and lower.pct arguemnts have to be numeric vector between 0 and 1.
Additonally, lower.pct has to be less than upper.pct.")
}
rf <- names(db)
rfl <- length(rf)
report <- vector("list", rfl)
for (i in 1:rfl) {
rf.l <- rf[i]
rf.imp <- db[, rf.l]
if (!is.numeric(rf.imp)) {
report[[i]] <- data.frame(rf = rf.l,
info = "Risk factor is not of numeric type.",
imputation.method = NA)
next
}
complete.c <- rf.imp[!rf.imp%in%sc]
cc <- length(complete.c)
if (cc < 0.1 * length(rf.imp)) {
report[[i]] <- data.frame(rf = rf.l,
info = "Less than 10% of complete cases.",
imputation.method = NA)
next
}
if (method%in%"iqr") {
bs <- boxplot(complete.c, range = range, plot = FALSE)
rf.imp.ub <- max(bs$stats)
rf.imp.lb <- min(bs$stats)
cond <- rf.imp.ub%in%c(NA, Inf, NaN) | rf.imp.lb%in%c(NA, Inf, NaN)
} else {
rf.imp.ub <- try(quantile(complete.c, upper.pct, type = 2), silent = TRUE)
rf.imp.lb <- try(quantile(complete.c, lower.pct, type = 2), silent = TRUE)
cond <- class(rf.imp.ub)%in%"try-error" | class(rf.imp.lb)%in%"try-error" |
rf.imp.ub%in%c(NA, Inf, NaN) | rf.imp.lb%in%c(NA, Inf, NaN)
}
if (cond) {
report[[i]] <- data.frame(rf = rf.l,
info = "Imputed value cannot be calculated.",
imputation.method = NA)
next
} else {
num.upper <- sum(!rf.imp%in%sc & rf.imp > rf.imp.ub)
num.lower <- sum(!rf.imp%in%sc & rf.imp < rf.imp.lb)
rf.imp[!rf.imp%in%sc & rf.imp > rf.imp.ub] <- rf.imp.ub
rf.imp[!rf.imp%in%sc & rf.imp < rf.imp.lb] <- rf.imp.lb
db[, rf.l] <- rf.imp
report[[i]] <- data.frame(rf = rf.l,
info = "Imputation completed.",
imputation.method = method,
imputation.val.upper = unname(rf.imp.ub),
imputation.val.lower = unname(rf.imp.lb),
imputation.num.upper = num.upper,
imputation.num.lower = num.lower)
}
}
report <- data.frame(bind_rows(report))
return(list(db = db, report = report))
}
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