R/stats.R

In choonghyunryu/dlookr: Tools for Data Diagnosis, Exploration, Transformation

#' Kullback-Leibler Divergence
#'
#' @description Computes the Kullback-Leibler divergence between two probability distributions.
#'
#' @param p numeric. probability distributions.
#' @param q numeric. probability distributions.
#' @param base character. log bases. "log", "log2", "log10". default is "log"
#' @param margin logical. Choose whether to return individual values or totals. 
#' The default value is FALSE, which returns individual values.
#' 
#' @return numeric. Kullback-Leibler divergence of probability distributions p and q.
#' 
#' @seealso \code{\link{jsd}}.
#' @export
#' @examples
#' # Sample data for probability distributions p.
#' event <- c(115, 76, 61, 39, 55, 10, 1)
#' no_event <- c(3, 3, 7, 10, 28, 44, 117)
#' 
#' p <- event / sum(event)
#' q <- no_event / sum(no_event)
#' 
#' kld(p, q)
#' kld(p, q, base = "log2")
#' kld(p, q, margin = TRUE)
#' 
#' @export
kld <- function(p, q, base = c("log", "log2", "log10"), margin = FALSE) {
  base <- match.arg(base)
  
  klds <- p * do.call(base, list(p / q))
  if (margin) {
    return(sum(klds, na.rm = TRUE))
  } else {
    klds
  }
}


#' Jensen-Shannon Divergence
#'
#' @description Computes the Jensen-Shannon divergence between two probability distributions.
#'
#' @param p numeric. probability distributions.
#' @param q numeric. probability distributions.
#' @param base character. log bases. "log", "log2", "log10". default is "log"
#' @param margin logical. Choose whether to return individual values or totals. 
#' The default value is FALSE, which returns individual values.
#' 
#' @return numeric. Jensen-Shannon divergence of probability distributions p and q.
#' 
#' @seealso \code{\link{kld}}.
#' @export
#' @examples
#' # Sample data for probability distributions p.
#' event <- c(115, 76, 61, 39, 55, 10, 1)
#' no_event <- c(3, 3, 7, 10, 28, 44, 117)
#' 
#' p <- event / sum(event)
#' q <- no_event / sum(no_event)
#' 
#' jsd(p, q)
#' jsd(p, q, base = "log2")
#' jsd(p, q, margin = TRUE)
#' 
#' @export
jsd <- function(p, q, base = c("log", "log2", "log10"), margin = FALSE) {
  base <- match.arg(base)
  
  m <- (p + q) / 2
  
  jsds <- 0.5 * (kld(p , m, base) + kld(q , m, base))
  
  if (margin) {
    return(sum(jsds, na.rm = TRUE))
  } else {
    jsds
  }
}

# Modified so that an error does not occur even when the independent variable x has only one unique value.
# statistic, p.value, df
get_tab_lm <- function(x) {
  info_lm <- summary(x)
  
  df <- data.frame(r.squared = info_lm$r.squared, 
                   adj.r.squared = info_lm$adj.r.squared,
                   sigma = info_lm$sigma,
                   statistic = ifelse(is.null(info_lm$fstatistic), NA, 
                                      info_lm$fstatistic[1]),
                   p.value = ifelse(is.na(anova(x)$'Pr(>F)'[1]), NA, 
                                    anova(x)$'Pr(>F)'[1]),
                   df = ifelse(is.null(info_lm$fstatistic), NA, 
                               round(info_lm$fstatistic[2])),
                   logLik = as.numeric(logLik(x)),
                   AIC = AIC(x),
                   BIC = BIC(x),
                   deviance = deviance(x),
                   df.residual = x$df.residual,
                   nobs = length(x$residuals))
  
  row.names(df) <- NULL
  
  df
}


get_tab_chisq <- function(x) {
  df <- data.frame(statistic = as.numeric(x$statistic),
             p.value = x$p.value,
             parameter = x$parameter,
             method = x$method)
  
  row.names(df) <- NULL
  
  df
}


#' Cramer's V statistic 
#'
#' @description Computes the Cramer's V statistic and Chisquare p value between two categorical variables in data.frame.
#'
#' @param dfm data.frame. probability distributions.
#' @param x character. name of categorical or discrete variable.
#' @param y character. name of another categorical or discrete variable.
#' 
#' @return data.frame. It has the following variables.:
#' \itemize{
#' \item var1 : character. first variable name.
#' \item var2 : character. second variable name.
#' \item chisq : numeric. Chisquare statistic.
#' \item df : integer. degree of freedom.
#' \item pval : numeric. p value of Chisquare test.
#' \item coef_corr : numeric. Cramer's V statistic.
#' }
#' 
#' @seealso \code{\link{theil}}.
#' @export
#' @examples
#' cramer(mtcars, "gear", "carb")
#' 
#' @export
cramer <- function(dfm, x, y) {
  chisq_test <- dfm %>% 
    select(x, y) %>% 
    table() %>% 
    chisq.test()
  
  chisq <- chisq_test$statistic
  pval  <- chisq_test$p.value
  df <- chisq_test$parameter
  
  N <- sum(chisq_test$observed)
  k <- min(dim(chisq_test$observed))
  cramers_v <- sqrt(chisq / (N * (k - 1)))
  
  tab <- data.frame(var1 = x, var2 = y, chisq = chisq, df = df, pval = pval, 
             coef_corr = cramers_v) 
  row.names(tab) <- NULL
  
  tab
}


# function to get Theil's U statistic 
#' Theil's U statistic 
#'
#' @description Computes the Theil's U statistic between two categorical variables in data.frame.
#'
#' @param dfm data.frame. probability distributions.
#' @param x character. name of categorical or discrete variable.
#' @param y character. name of another categorical or discrete variable.
#' 
#' @return data.frame. It has the following variables.:
#' \itemize{
#' \item var1 : character. first variable name.
#' \item var2 : character. second variable name.
#' \item coef_corr : numeric. Theil's U statistic.
#' }
#' 
#' @seealso \code{\link{cramer}}.
#' @export
#' @examples
#' theil(mtcars, "gear", "carb")
#' 
#' @export
theil <- function (dfm, x, y) {
  tab <- dfm %>% 
    select(x, y) %>% 
    table()
  
  p.zero.correction <- 1 / sum(tab)^2
  tab[tab == 0] <- p.zero.correction
  
  n <- sum(tab)
  hx <- -sum((apply(tab, 1, sum) * log(apply(tab, 1, sum) / n)) / n)
  hy <- -sum((apply(tab, 2, sum) * log(apply(tab, 2, sum) / n)) / n)
  hxy <- -sum(apply(tab, c(1, 2), sum) * 
                log(apply(tab, c(1, 2), sum) / n) / n)
  
  theils_u <- 2 * (hx + hy - hxy)/(hx + hy)
  
  data.frame(var1 = x, var2 = y, coef_corr = theils_u) 
}