inst/doc/rcITR-vignette.R

In kdoub5ha/rcITR: Risk Controlled ITR Discovery

## ----setup, include=FALSE------------------------------------------------
require(knitr)
knitr::opts_chunk$set(echo = TRUE)
library(rcITR)


## ----Generate data set, results='markup', echo=TRUE----------------------
set.seed(123)
dat <- generateData(n = 1000)
str(dat)

## ----Summary plots, results='markup', echo=FALSE, results='show', fig.cap="Figure 1. Risk score distribution for simulated data", fig.width=8, fig.height=3----

par(mfrow = c(1,2))
boxplot(dat$r ~ dat$trt, boxwex = 0.25,
        xlab = "Original Treatment Group",
        main = "Risk Distribution\nby Treatment Group",
        ylab = "Risk Score", axes = FALSE)
axis(1, at = 1:2, labels = c("Control", "Treated"),
     col = "white"); axis(2, las = 2)

boxplot(dat$y ~ dat$trt, boxwex = 0.25,
        xlab = "Original Treatment Group",
        main = "Efficacy Distribution\nby Treatment Group",
        ylab = "Efficacy Score", axes = FALSE)
axis(1, at = 1:2, labels = c("Control", "Treated"),
     col = "white"); axis(2, las = 2)


## ----Grow a tree tau 2.75 - lambda 1, results='markup', echo=TRUE--------
tre1 <- rcDT(data = dat, 
             split.var = 1:10,
             risk.threshold = 2.75,
             lambda = 1,
             efficacy = "y",
             risk = "r",
             col.trt = "trt",
             col.prtx = "prtx")
tre1$tree

## ----Grow a tree tau 2.75 - lambda 2, results='markup', echo=TRUE--------
tre2 <- rcDT(data = dat, 
             split.var = 1:10,
             risk.threshold = 2.75,
             lambda = 2,
             efficacy = "y",
             risk = "r",
             col.trt = "trt",
             col.prtx = "prtx")
tre2$tree

## ----Code Tree Pruning, results='markup'---------------------------------
pruned1 <- prune(tre = tre1, 
                 a = 0, 
                 risk.threshold = 2.75, 
                 lambda = 1)

## ----Code Tree Pruning2, results='markup', echo=FALSE--------------------
pruned.display <- pruned1$result[,c(1:6,10,11)]
pruned.display$alpha <- sprintf("%.3f", as.numeric(pruned.display$alpha))
pruned.display$V <- sprintf("%.3f", as.numeric(pruned.display$V))
pruned.display$Benefit <- sprintf("%.3f", as.numeric(pruned.display$Benefit))
pruned.display$Risk <- sprintf("%.3f", as.numeric(pruned.display$Risk))
pruned.display

## ---- Cross Validated Pruning Model, results='hide', echo=TRUE-----------
rcDT.fit <- rcDT.select(data = dat, 
                        split.var = 1:10,
                        risk.threshold = 2.75, 
                        efficacy = "y",
                        risk = "r",
                        col.trt = "trt",
                        col.prtx = "prtx",
                        nfolds = 5,
                        verbose = FALSE)


## ---- Code Forest Growth, results='markup'-------------------------------
set.seed(2)
rcRF.fit <- rcRF.select(data = dat, 
                        split.var = 1:10, 
                        efficacy = "y", 
                        risk = "r",
                        col.trt = "trt",
                        col.prtx = "prtx",
                        risk.threshold = 2.75,
                        ntree = 100,
                        verbose = FALSE)

## ---- Treatment Prediction, results='markup', echo=TRUE------------------
preds.rcDT <- predict.ITR(fit = rcDT.fit$best.tree, 
                          new.data = dat, 
                          split.var = 1:10)$trt.pred
preds.rcRF <- predict.ITR(fit = rcRF.fit$best.fit, 
                          new.data = dat, 
                          split.var = 1:10)$trt.pred


## ---- Treatment Prediction Plot, results='markup', echo=FALSE, fig.cap="Figure 2. Prediction Comparisons for rcDT and rcRF Models.", fig.width=10, fig.height=6----

par(mfrow = c(1,2))
par(mar = c(5,5,5,1))

plot(dat$x1, dat$x2, pch = 16, 
     cex = 100, col = "lightgray", 
     xlab = expression(X[1]),
     ylab = expression(X[2]),
     main = paste0("Predictions from rcDT (Tree) Model\n", 
                   "Efficacy = ", 
                   sprintf("%.2f", mean(dat$y * (dat$trt == preds.rcDT) / 0.5)),
                   "\nRisk = ", 
                   sprintf("%.2f", mean(dat$r * (dat$trt == preds.rcDT) / 0.5))),
     axes = FALSE)
points(dat$x1, dat$x2, pch = 16, 
       cex = 0.8, 
       col = ifelse(preds.rcDT == 1, "forestgreen", "hotpink"))
axis(1); axis(2, las = 2)

plot(dat$x1, dat$x2, pch = 16, 
     cex = 100, col = "lightgray", 
     xlab = expression(X[1]),
     ylab = expression(X[2]),
     main = paste0("Predictions from rcRF (Forest) Model\n", 
                   "Efficacy = ", 
                   sprintf("%.2f", mean(dat$y * (dat$trt == preds.rcRF) / 0.5)),
                   "\nRisk = ", 
                   sprintf("%.2f", mean(dat$r * (dat$trt == preds.rcRF) / 0.5))),
     axes = FALSE)
points(dat$x1, dat$x2, pch = 16, 
       cex = 0.8, 
       col = ifelse(preds.rcRF == 1, "forestgreen", "hotpink"))
axis(1); axis(2, las = 2)


## ---- Code Variable Importance, results='markup'-------------------------
VI <- Variable.Importance.ITR(rcRF.fit = rcRF.fit$best.fit, 
                              sort = FALSE)
do.call(cbind, VI)