In petersonR/bestNormalize: Normalizing Transformation Functions

knitr::opts_chunk$set(echo = TRUE, fig.height = 5, fig.width = 7)
library(bestNormalize)

Custom functions with bestNormalize

This vignette will go over the steps required to implement a custom user-defined function within the bestNormalize framework.

There are 3 steps.

1) Create transformation function

2) Create predict method for transformation function (that can be applied to new data)

3) Pass through new function and predict method to bestNormalize

Example: cube-root

S3 methods

Here, we start by defining a new function that we'll call cuberoot_x, which will take an argument a (as does the sqrt_x function) which will try to add a constant if it sees any negative numbers in x. It will also take the argument standardize which will center and scale the transformed data so that it's centered at 0 with SD = 1.

## Define user-function
cuberoot_x <- function(x, a = NULL, standardize = TRUE, ...) {
  stopifnot(is.numeric(x))

  min_a <- max(0, -(min(x, na.rm = TRUE)))
  if(!length(a)) 
    a <- min_a
  if(a < min_a) {
    warning("Setting a <  max(0, -(min(x))) can lead to transformation issues",
            "Standardize set to FALSE")
    standardize <- FALSE
  }


  x.t <- (x + a)^(1/3)
  mu <- mean(x.t, na.rm = TRUE)
  sigma <- sd(x.t, na.rm = TRUE)
  if (standardize) x.t <- (x.t - mu) / sigma

  # Get in-sample normality statistic results
  ptest <- nortest::pearson.test(x.t)

  val <- list(
    x.t = x.t,
    x = x,
    mean = mu,
    sd = sigma,
    a = a,
    n = length(x.t) - sum(is.na(x)),
    norm_stat = unname(ptest$statistic / ptest$df),
    standardize = standardize
  )

  # Assign class
  class(val) <- c('cuberoot_x', class(val))
  val
}

Note that we assigned a class to the object this returns of the same name; this is necessary for successful implementation within bestNormalize. We'll also need an associated predict method that is used to apply the transformation to newly observed data. `

predict.cuberoot_x <- function(object, newdata = NULL, inverse = FALSE, ...) {

  # If no data supplied and not inverse
  if (is.null(newdata) & !inverse)
    newdata <- object$x

  # If no data supplied and inverse
  if (is.null(newdata) & inverse)
    newdata <- object$x.t

  # Actually performing transformations

  # Perform inverse transformation as estimated
  if (inverse) {

    # Reverse-standardize
    if (object$standardize) 
      newdata <- newdata * object$sd + object$mean

    # Reverse-cube-root (cube)
    newdata <-  newdata^3 - object$a


    # Otherwise, perform transformation as estimated
  } else if (!inverse) {
    # Take cube root
    newdata <- (newdata + object$a)^(1/3)

    # Standardize to mean 0, sd 1
    if (object$standardize) 
      newdata <- (newdata - object$mean) / object$sd
  }

  # Return transformed data
  unname(newdata)
}

Optional: print method

This will be printed when bestNormalize selects your custom method or when you print an object returned by your new custom function.

print.cuberoot_x <- function(x, ...) {
  cat(ifelse(x$standardize, "Standardized", "Non-Standardized"),
      'cuberoot(x + a) Transformation with', x$n, 'nonmissing obs.:\n', 
      'Relevant statistics:\n',
      '- a =', x$a, '\n',
      '- mean (before standardization) =', x$mean, '\n',
      '- sd (before standardization) =', x$sd, '\n')
}

Note: if you can find a similar transformation in the source code, it's easy to model your code after it. For instance, for cuberoot_x and predict.cuberoot_x, I used sqrt_x.R as a template file.

Implementing with bestNormalize

# Store custom functions into list
custom_transform <- list(
  cuberoot_x = cuberoot_x,
  predict.cuberoot_x = predict.cuberoot_x,
  print.cuberoot_x = print.cuberoot_x
)

set.seed(123129)
x <- rgamma(100, 1, 1)
(b <- bestNormalize(x = x, new_transforms = custom_transform, standardize = FALSE))

Evidently, the cube-rooting was the best normalizing transformation!

Sanity check

Is this code actually performing the cube-rooting?

all.equal(x^(1/3), b$chosen_transform$x.t)
all.equal(x^(1/3), predict(b))

It does indeed.

Using custom normalization statistics

The bestNormalize package can estimate any univariate statistic using its CV framework. A user-defined function can be passed in through the norm_stat_fn argument, and this function will then be applied in lieu of the Pearson test statistic divided by its degree of freedom.

The user-defined function must take an argument x, which indicates the data on which a user wants to evaluate the statistic.

Here is an example using Lilliefors (Kolmogorov-Smirnov) normality test statistic:

bestNormalize(x, norm_stat_fn = function(x) nortest::lillie.test(x)$stat)

Here is an example using Lilliefors (Kolmogorov-Smirnov) normality test's p-value:

(dont_do_this <- bestNormalize(x, norm_stat_fn = function(x) nortest::lillie.test(x)$p))

Note: bestNormalize will attempt to minimize this statistic by default, which is definitely not what you want to do when calculating the p-value. This is seen in the example above, as the WORST normalization transformation is chosen.

In this case, a user is advised to either manually select the best one:

best_transform <- names(which.max(dont_do_this$norm_stats))
(do_this <- dont_do_this$other_transforms[[best_transform]])

Or, the user can reverse their defined statistic (in this case by subtracting it from 1):

(do_this <- bestNormalize(x, norm_stat_fn = function(x) 1-nortest::lillie.test(x)$p))

petersonR/bestNormalize documentation built on March 15, 2024, 9:29 a.m.