#
# The recursive partitioning function, for R
#
# TODO: add propensity score p in causalTree.R
# TODO: add cv.option in causalTree.R
causalTree <-
# function(formula, data, weights, subset, na.action = na.causalTree, method,
function(formula, data, weights, treatment, subset, na.action = na.causalTree, method = "anova",
split.option, cv.option, minsize = 2L, model = FALSE, x = FALSE, y = TRUE, parms, p, control, alpha = 0.5, cost, ...)
# p := propensity score
# split.option := CT or TOT, splitting rule
# cv.option := cross validation option, TOT or matching
# minsize := minimum leaf size for both control and treated cases, the default is 2.
{
mtemp <- model
## begin to call:
Call <- match.call()
if (is.data.frame(model)) {
m <- model
# set the temp model:
#mtemp <- model
model <- FALSE
} else {
indx <- match(c("formula", "data", "weights", "subset"),
names(Call), nomatch = 0L)
if (indx[1] == 0L) stop("a 'formula' argument is required")
temp <- Call[c(1L, indx)] # only keep the arguments we wanted
temp$na.action <- na.action # This one has a default
temp[[1L]] <- quote(stats::model.frame) # change the function called
m <- eval.parent(temp)
}
Terms <- attr(m, "terms")
if (any(attr(Terms, "order") > 1L))
stop("Trees cannot handle interaction terms")
Y <- model.response(m)
wt <- model.weights(m)
if (any(wt < 0)) stop("negative weights not allowed")
if (!length(wt)) wt <- rep(1, nrow(m))
offset <- model.offset(m)
X <- causalTree.matrix(m)
nobs <- nrow(X)
nvar <- ncol(X)
# requirement for split.option:
# set this temporarily:
if (missing(split.option)) {
warning("The default splitting method is CT.")
split.option <- "CT"
} else {
split.option.num <- pmatch(split.option, c("CT", "TOT"))
if(is.na(split.option.num)) stop("Invalid spliting option.")
}
#requirement for treatment status
if (missing(treatment))
stop("You should input the treatment status vector for data:
1 represent treated and 0 represent control.")
if (sum(treatment %in% c(0,1)) != nobs)
stop("The treatment status should be 1 or 0 only: 1 represent treated and 0 represent control.")
if (sum(treatment) == 0 || sum(treatment) == nobs)
stop("The data only contains treated cases or control cases, please check 'treatment' again.")
## use original rpart for TOT method:
if (split.option == "TOT") {
## set the tr vector for TOT method:
if (missing(p)) {
p = sum(treatment) / nobs
} else if (p > 1 || p < 0) {
stop("Propensity score should be between 0 and 1.")
}
trp <- 1 / (p - 1 + treatment)
formula.elements <- strsplit(deparse(temp$formula), "~")[[1]]
if (length(formula.elements) != 2)
stop("Please enter valid formula.")
formula.left <- formula.elements[1]
formula.right <- formula.elements[2]
formula.left <- paste(formula.left, "*", "trp")
myformula <- as.formula(paste(formula.left, "~", formula.right))
## TODO: deal with subset
if (missing(subset)) {
ans <- rpart(formula = myformula, data = data, weights = wt,
na.action = na.rpart, method = method, model = mtemp, x = x, y = y,
parms = parms, control = control, cost = cost, ...)
} else {
ans <- rpart(formula = myformula, data = data, weights = wt, subset = subset,
na.action = na.rpart, method = method, model = mtemp, x = x, y = y,
parms = parms, control = control, cost = cost, ...)
}
class(ans) <- "causalTree"
return (ans)
}
## get back to causalTree for CT method:
# here we add the variance of the predictors of X:
xvar <- apply(X, 2, var)
if (missing(method)) {
method <- if (is.factor(Y) || is.character(Y)) "class"
else if (inherits(Y, "Surv")) "exp"
else if (is.matrix(Y)) "poisson"
else "anova"
}
# requirement for cv.option in CT method:
if (missing(cv.option)) {
warning("The default corss validation method is TOT.")
cv.option <-"TOT"
} else {
cv.option.num <- pmatch(cv.option, c("TOT", "matching"))
if(is.na(cv.option.num)) stop("Invalid cv option.")
}
if (is.list(method)) {
## User-written split methods
mlist <- method
method <- "user"
## Set up C callback. Assign the result to a variable to avoid
## garbage collection
init <- if (missing(parms)) mlist$init(Y, offset, wt = wt)
else mlist$init(Y, offset, parms, wt)
keep <- causalTreecallback(mlist, nobs, init)
method.int <- 4L # the fourth entry in func_table.h
# numresp <- init$numresp
# numy <- init$numy
parms <- init$parms
} else {
# not user function
method.int <- pmatch(method, c("anova", "poisson", "class", "exp", "anova2"))
if (is.na(method.int)) stop("Invalid method")
method <- c("anova", "poisson", "class", "exp", "anova2")[method.int]
if (method.int == 4L) method.int <- 2L
## If this function is being retrieved from the causalTree package, then
## preferentially "get" the init function from there. But don't
## lock in the causalTree package otherwise, so that we can still do
## standalone debugging.
# consider differenct CV method.
if (cv.option == "TOT") {
if (missing(p)) {
#stop("For TOT cross-validation test, propensity socre is needed.")
#warning("For TOT cv test in CT, the defualt propensity score is proportion of treated cases.")
p = sum(treatment) / nobs
} else if (p > 1 || p < 0) {
stop("Propensity score should be between 0 and 1.")
}
} else {
# cv.option = "matching"
p = -1
}
init <- {
if (missing(parms))
get(paste("causalTree", method, sep = "."),
envir = environment())(Y, offset, , wt)
else
get(paste("causalTree", method, sep = "."),
envir = environment())(Y, offset, parms, wt)
}
## avoid saving environment on fitted objects
ns <- asNamespace("causalForest")
if (!is.null(init$print)) environment(init$print) <- ns
if (!is.null(init$summary)) environment(init$summary) <- ns
if (!is.null(init$text)) environment(init$text) <- ns
}
Y <- init$y
xlevels <- .getXlevels(Terms, m)
cats <- rep(0L, ncol(X))
if (!is.null(xlevels))
cats[match(names(xlevels), colnames(X))] <-
unlist(lapply(xlevels, length))
## We want to pass any ... args to causalTree.control, but not pass things
## like "dats = mydata" where someone just made a typo. The use of ...
## is simply to allow things like "cp = 0.05" with easier typing
extraArgs <- list(...)
if (length(extraArgs)) {
controlargs <- names(formals(causalTree.control)) # legal arg names
indx <- match(names(extraArgs), controlargs, nomatch = 0L)
if (any(indx == 0L))
stop(gettextf("Argument %s not matched",
names(extraArgs)[indx == 0L]),
domain = NA)
}
controls <- causalTree.control(...)
if (!missing(control)) controls[names(control)] <- control
xval <- controls$xval
if (is.null(xval) || (length(xval) == 1L && xval == 0L) || method=="user") {
xgroups <- 0L
xval <- 0L
} else if (length(xval) == 1L) {
## make random groups
################ here we debug only:
control_idx <- which(treatment == 0)
treat_idx <- which(treatment == 1)
xgroups <- rep(0, nobs)
xgroups[control_idx] <- sample(rep(1L:xval, length = length(control_idx)), length(control_idx), replace = F)
xgroups[treat_idx] <- sample(rep(1L:xval, length = length(treat_idx)), length(treat_idx), replace = F)
# for debug:
#xgroups <- c(9, 4, 5, 2, 6, 1, 8, 7, 3, 10, 1, 2, 7, 3, 5, 10, 4, 8, 9, 6)
#xgroups <- c(8, 3, 5, 2, 6, 6, 7, 4, 9, 1, 9, 2, 7, 4, 10, 1, 8, 3, 5,
# 10, 8, 1, 7, 6, 9, 8, 2, 4, 6, 5, 4, 2, 3, 7, 5,9, 3, 10, 10, 1)
#print("xgroups = ")
#print(xgroups)
} else if (length(xval) == nobs) {
## pass xgroups by xval
xgroups <- xval
xval <- length(unique(xgroups))
} else {
## Check to see if observations were removed due to missing
if (!is.null(attr(m, "na.action"))) {
## if na.causalTree was used, then na.action will be a vector
temp <- as.integer(attr(m, "na.action"))
xval <- xval[-temp]
if (length(xval) == nobs) {
xgroups <- xval
xval <- length(unique(xgroups))
} else stop("Wrong length for 'xval'")
} else stop("Wrong length for 'xval'")
}
##
## Incorprate costs
##
if (missing(cost)) cost <- rep(1, nvar)
else {
if (length(cost) != nvar)
stop("Cost vector is the wrong length")
if (any(cost <= 0)) stop("Cost vector must be positive")
}
##
## Have C code consider ordered categories as continuous
## A right-hand side variable that is a matrix forms a special case
## for the code.
##
tfun <- function(x)
if (is.matrix(x)) rep(is.ordered(x), ncol(x)) else is.ordered(x)
labs <- sub("^`(.*)`$", "\\1", attr(Terms, "term.labels")) # beware backticks
isord <- unlist(lapply(m[labs], tfun))
storage.mode(X) <- "double"
storage.mode(wt) <- "double"
storage.mode(treatment) <- "double"
temp <- as.double(unlist(init$parms))
#temp <- as.integer(init$parms)
minsize <- as.integer(minsize)
if (!length(temp)) temp <- 0 # if parms is NULL pass a dummy
ctfit <- .Call(C_causalTree,
ncat = as.integer(cats * !isord),
method = as.integer(method.int),
as.double(unlist(controls)),
temp, # parms
minsize, #minsize = min_node_size
as.double(p),
as.integer(xval),
as.integer(xgroups),
as.double(t(init$y)),
X,
wt,
treatment,
as.integer(init$numy),
as.double(cost),
as.double(xvar),
as.double(alpha))
nsplit <- nrow(ctfit$isplit) # total number of splits, primary and surrogate
## total number of categorical splits
ncat <- if (!is.null(ctfit$csplit)) nrow(ctfit$csplit) else 0L
# nodes <- nrow(ctfit$inode)
if (nsplit == 0L) xval <- 0L # No xvals were done if no splits were found
numcp <- ncol(ctfit$cptable)
temp <- if (nrow(ctfit$cptable) == 3L) c("CP", "nsplit", "rel error")
else c("CP", "nsplit", "rel error", "xerror", "xstd")
dimnames(ctfit$cptable) <- list(temp, 1L:numcp)
tname <- c("<leaf>", colnames(X))
splits <- matrix(c(ctfit$isplit[, 2:3], ctfit$dsplit), ncol = 5L,
dimnames = list(tname[ctfit$isplit[, 1L] + 1L],
c("count", "ncat", "improve", "index", "adj")))
index <- ctfit$inode[, 2L] # points to the first split for each node
## Now, make ordered factors look like factors again (a printout choice)
nadd <- sum(isord[ctfit$isplit[, 1L]])
if (nadd > 0L) { # number of splits at an ordered factor.
newc <- matrix(0L, nadd, max(cats))
cvar <- ctfit$isplit[, 1L]
indx <- isord[cvar] # vector of TRUE/FALSE
cdir <- splits[indx, 2L] # which direction splits went
ccut <- floor(splits[indx, 4L]) # cut point
splits[indx, 2L] <- cats[cvar[indx]] # Now, # of categories instead
splits[indx, 4L] <- ncat + 1L:nadd # rows to contain the splits
## Next 4 lines can be done without a loop, but become indecipherable
for (i in 1L:nadd) {
newc[i, 1L:(cats[(cvar[indx])[i]])] <- -as.integer(cdir[i])
newc[i, 1L:ccut[i]] <- as.integer(cdir[i])
}
catmat <- if (ncat == 0L) newc
else {
## newc may have more cols than existing categorical splits
## the documentation says that levels which do no exist are '2'
## and we add 2 later, so record as 0 here.
cs <- ctfit$csplit
ncs <- ncol(cs); ncc <- ncol(newc)
if (ncs < ncc) cs <- cbind(cs, matrix(0L, nrow(cs), ncc - ncs))
rbind(cs, newc)
}
ncat <- ncat + nadd
} else catmat <- ctfit$csplit
## NB: package adabag depends on 'var' being a factor.
if (nsplit == 0L) {
# tree with no splits
frame <- data.frame(row.names = 1L,
var = "<leaf>",
n = ctfit$inode[, 5L],
wt = ctfit$dnode[, 3L],
dev = ctfit$dnode[, 1L],
yval = ctfit$dnode[, 4L],
complexity = ctfit$dnode[, 2L],
ncompete = 0L,
nsurrogate = 0L)
} else {
temp <- ifelse(index == 0L, 1L, index)
svar <- ifelse(index == 0L, 0L, ctfit$isplit[temp, 1L]) # var number
frame <- data.frame(row.names = ctfit$inode[, 1L],
## maybe better to specify tname as the level?
var = tname[svar + 1L],
n = ctfit$inode[, 5L],
wt = ctfit$dnode[, 3L],
dev = ctfit$dnode[, 1L],
yval = ctfit$dnode[, 4L],
complexity = ctfit$dnode[, 2L],
ncompete = pmax(0L, ctfit$inode[, 3L] - 1L),
nsurrogate = ctfit$inode[, 4L])
}
if (method.int == 3L) {
## Create the class probability vector from the class counts, and
## add it to the results
## Also scale the P(T) result
## The "pmax" 3 lines down is for the case of a factor y which has
## no one at all in one of its classes. Both the prior and the
## count will be zero, which led to a 0/0.
numclass <- init$numresp - 2L
nodeprob <- ctfit$dnode[, numclass + 5L] / sum(wt) # see ginidev.c
temp <- pmax(1L, init$counts) # overall class freq in data
temp <- ctfit$dnode[, 4L + (1L:numclass)] %*% diag(init$parms$prior/temp)
yprob <- temp /rowSums(temp) # necessary with altered priors
yval2 <- matrix(ctfit$dnode[, 4L + (0L:numclass)], ncol = numclass + 1L)
frame$yval2 <- cbind(yval2, yprob, nodeprob)
} else if (init$numresp > 1L)
frame$yval2 <- ctfit$dnode[, -(1L:3L), drop = FALSE]
#print("frame$yval2:")
#print(frame$yval2)
if (is.null(init$summary))
stop("Initialization routine is missing the 'summary' function")
functions <- if (is.null(init$print)) list(summary = init$summary)
else list(summary = init$summary, print = init$print)
if (!is.null(init$text)) functions <- c(functions, list(text = init$text))
if (method == "user") functions <- c(functions, mlist)
where <- ctfit$which
names(where) <- row.names(m)
ans <- list(frame = frame,
where = where,
call = Call, terms = Terms,
cptable = t(ctfit$cptable),
method = method,
parms = init$parms,
control = controls,
functions = functions,
numresp = init$numresp)
if (nsplit) ans$splits = splits
if (ncat > 0L) ans$csplit <- catmat + 2L
if (nsplit) ans$variable.importance <- importance(ans)
if (model) {
ans$model <- m
if (missing(y)) y <- FALSE
}
if (y) ans$y <- Y
if (x) {
ans$x <- X
ans$wt <- wt
}
ans$ordered <- isord
if (!is.null(attr(m, "na.action"))) ans$na.action <- attr(m, "na.action")
if (!is.null(xlevels)) attr(ans, "xlevels") <- xlevels
if (method == "class") attr(ans, "ylevels") <- init$ylevels
class(ans) <- "causalTree"
ans
}
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