| Version: | 1.0.22 |
| Date: | 2024-11-28 |
| Title: | Patient Rule Induction Method (PRIM) |
| Maintainer: | Tarn Duong <tarn.duong@gmail.com> |
| Depends: | R (≥ 2.10.0) |
| Imports: | scales, tcltk, plot3D |
| Suggests: | knitr, rmarkdown, MASS |
| VignetteBuilder: | knitr |
| Description: | Patient Rule Induction Method (PRIM) for bump hunting in high-dimensional data. |
| License: | GPL-2 | GPL-3 |
| URL: | https://www.mvstat.net/tduong/ |
| NeedsCompilation: | no |
| Packaged: | 2024-11-28 12:53:22 UTC; tduong |
| Author: | Tarn Duong |
| Repository: | CRAN |
| Date/Publication: | 2024-11-28 13:50:13 UTC |
Patient Rule Induction Method (PRIM)
Description
PRIM for bump-hunting for high-dimensional regression-type data.
Details
The data are
(\bold{X}_1, Y_1), \dots, (\bold{X}_n, Y_n) where \bold{X}_i is d-dimensional and Y_i is a
scalar response. We wish to find the modal (and/or anti-modal) regions
in the conditional
expectation m(\bold{x}) = \bold{E} (Y | \bold{x}).
PRIM is a bump-hunting technique introduced by Friedman & Fisher (1999), taken from data mining. PRIM estimates are a sequence of nested hyper-rectangles (boxes).
For an overview of this package, see vignette("prim") for PRIM
estimation for 2- and 5-dimensional data.
Author(s)
Tarn Duong <tarn.duong@gmail.com>
References
Friedman, J.H. & Fisher, N.I. (1999) Bump-hunting for high dimensional data, Statistics and Computing, 9, 123–143.
Hyndman, R.J. Computing and graphing highest density regions. American Statistician, 50, 120–126.
PRIM plot for multivariate data
Description
PRIM plot for multivariate data.
Usage
## S3 method for class 'prim'
plot(x, splom=TRUE, ...)
Arguments
x |
object of class |
splom |
flag for plotting 3-d data as scatter plot matrix. Default is TRUE. |
... |
other graphics parameters |
Details
The function headers are
## bivariate
x, col, xlim, ylim, xlab, ylab, add=FALSE, add.legend=FALSE, cex.legend=1,
pos.legend, lwd=1, border, col.vec=c("blue", "orange"), alpha=1, ...)
## trivariate
plot(x, xlim, ylim, zlim, xlab, ylab, zlab, col.vec=c("blue","orange"),
alpha=1, theta=30, phi=40, d=4, ...)
## d-variate
plot(x, xmin, xmax, xlab, ylab, x.pt, m, col.vec=c("blue","orange"),
alpha=1, ...)
The arguments are
add.legendflag for adding legend (2-d plot)
pos.legend(x,y) co-ordinates for legend (2-d plot)
cex.legendcex graphics parameter for legend (2-d plot)
col.vecvector of plotting colours, one for each box
xlab,ylab,zlab,xlim,ylim,zlim,add,lwd,alpha,phi,theta,dusual graphics parameters
xmin,xmaxvector of minimum and maximum axis plotting values for scatter plot matrix
x.ptdata set to plot (other than
x)
Value
Plot of 2-dim PRIM is a set of nested rectangles. Plot of 3-dim PRIM is a scatter point cloud. Plot of d-dim PRIM is a scatter plot matrix. The scatter plots indicate which points belong to which box.
See Also
Examples
## see ?predict.prim for bivariate example
## trivariate example
data(quasiflow)
qf <- quasiflow[1:1000,1:3]
qf.label <- quasiflow[1:1000,4]
thr <- c(0.25, -0.3)
qf.prim <- prim.box(x=qf, y=qf.label, threshold=thr, threshold.type=0)
plot(qf.prim, alpha=0.5)
plot(qf.prim, alpha=0.5, splom=FALSE, ticktype="detailed", colkey=FALSE)
S3 methods for PRIM for multivariate data
Description
S3 methods PRIM for multivariate data.
Usage
## S3 method for class 'prim'
predict(object, newdata, y.fun.flag=FALSE, ...)
## S3 method for class 'prim'
summary(object, ..., print.box=FALSE)
Arguments
object |
object of class |
newdata |
data matrix |
y.fun.flag |
flag to return y value of PRIM box rather than box label. Default is FALSE. |
print.box |
flag to print out limits of all PRIM boxes. Default is FALSE. |
... |
other parameters |
Details
–The predict method returns the value of PRIM box number in
which newdata are located.
–The summary method displays a table with three columns:
box-fun is the y value, box-mass is the mass of the
box, threshold.type is the threshold direction indicator: 1
= ">= threshold", -1 = "<=threshold". Each box corresponds to a
row. The second last row marked with an asterisk is the box
which collates the remaining data points not belonging to a specific
PRIM box. The final row is an overall summary, i.e. box-fun is the
overall mean of y and box-mass is 1.
Examples
data(quasiflow)
qf <- quasiflow[1:1000,1:2]
qf.label <- quasiflow[1:1000,3]*quasiflow[1:1000,4]
qf.prim <- prim.box(x=qf, y=qf.label, threshold=c(0.3, -0.1), threshold.type=0,
verbose=TRUE)
## verbose=TRUE prints out extra informaton about peeling and pasting
summary(qf.prim)
predict(qf.prim, newdata=c(0.6,0.2))
## using median insted of mean for the response y
qf.prim2 <- prim.box(x=qf, y=qf.label, threshold=c(0.5, -0.2),
threshold.type=0, y.fun=median)
summary(qf.prim2)
predict(qf.prim2, newdata=c(0.6,0.2))
Internal functions in the prim library
Description
These functions are user-level but which the user is not required to use directly.
Value
The user is not required to use directly these outputs.
PRIM for multivariate data
Description
PRIM for multivariate data.
Usage
prim.box(x, y, box.init=NULL, peel.alpha=0.05, paste.alpha=0.01,
mass.min=0.05, threshold, pasting=TRUE, verbose=FALSE,
threshold.type=0, y.fun=mean)
prim.hdr(prim, threshold, threshold.type, y.fun=mean)
prim.combine(prim1, prim2, y.fun=mean)
Arguments
x |
matrix of data values |
y |
vector of response values |
y.fun |
function applied to response y. Default is mean. |
box.init |
initial covering box |
peel.alpha |
peeling quantile tuning parameter |
paste.alpha |
pasting quantile tuning parameter |
mass.min |
minimum mass tuning parameter |
threshold |
threshold tuning parameter(s) |
threshold.type |
threshold direction indicator: 1 = ">= threshold", -1 = "<= threshold", 0 = ">= threshold[1] & <= threshold[2]" |
pasting |
flag for pasting |
verbose |
flag for printing output during execution |
prim, prim1, prim2 |
objects of type |
Details
The data are (\bold{X}_1, Y_1), \dots, (\bold{X}_n, Y_n) where \bold{X}_i is d-dimensional and Y_i is a
scalar response. PRIM finds modal (and/or anti-modal) regions in the
conditional expectation m(\bold{x}) = \bold{E} (Y | \bold{x}).
In general, Y_i can be real-valued. See
vignette("prim").
Here, we focus on the special case for binary Y_i. Let
Y_i = 1 when
\bold{X}_i \sim F^+; and Y_i = -1 when
\bold{X}_i \sim
F^- where F^+ and F^- are different
distribution functions. In this set-up, PRIM finds the
regions where F^+ and F^- are most different.
The tuning parameters peel.alpha and paste.alpha control
the ‘patience’ of PRIM. Smaller values involve more patience. Larger
values less patience. The peeling steps remove data from a box till
either the box mean is smaller than threshold or the box mass
is less than mass.min. Pasting is optional, and is used to correct any
possible over-peeling. The default values for peel.alpha,
paste.alpha and mass.min are taken from Friedman &
Fisher (1999).
The type of PRIM estimate is controlled threshold and
threshold.type:
threshold.type=1search for {
m(\bold{x}) \geqthreshold}.threshold.type=-1search for {
m(\bold{x}) \leqthreshold}.threshold.type=0search for both {
m(\bold{x}) \geqthreshold[1]} and {m(\bold{x}) \leqthreshold[2]}.
There are two ways of using PRIM. One is prim.box with
pre-specified threshold(s). This is appropriate when the threshold(s)
are known to produce good estimates.
On the other hand, if the user doesn't provide threshold values then
prim.box computes box sequences which cover the data
range. These can then be pruned at a later stage. prim.hdr
allows the user to specify many different threshold values in an
efficient manner, without having to recomputing the entire PRIM box
sequence. prim.combine can be used to join the regions computed
from prim.hdr. See the examples below.
Value
– prim.box produces a PRIM estimate, an object of
type prim, which is a list with 8 fields:
x |
list of data matrices |
y |
list of response variable vectors |
y.mean |
list of vectors of box mean for y |
box |
list of matrices of box limits (first row = minima, second row = maxima) |
mass |
vector of box masses (proportion of points inside a box) |
num.class |
total number of PRIM boxes |
num.hdr.class |
total number of PRIM boxes which form the HDR |
ind |
threshold direction indicator: 1 = ">= threshold", -1 = "<=threshold" |
The above lists have num.class fields, one for each box.
– prim.hdr takes a prim object and prunes it using
different threshold values. Returns another prim object. This
is much faster for experimenting with different threshold values than
calling prim.box each time.
– prim.combine combines two prim objects into a single
prim object. Usually used in conjunction with prim.hdr. See examples below.
Examples
data(quasiflow)
qf <- quasiflow[1:1000,1:2]
qf.label <- quasiflow[1:1000,4]
## using only one command
thr <- c(0.25, -0.3)
qf.prim1 <- prim.box(x=qf, y=qf.label, threshold=thr, threshold.type=0)
## alternative - requires more commands but allows more control
## in intermediate stages
qf.primp <- prim.box(x=qf, y=qf.label, threshold.type=1)
## default threshold too low, try higher one
qf.primp.hdr <- prim.hdr(prim=qf.primp, threshold=0.25, threshold.type=1)
qf.primn <- prim.box(x=qf, y=qf.label, threshold=-0.3, threshold.type=-1)
qf.prim2 <- prim.combine(qf.primp.hdr, qf.primn)
plot(qf.prim1, alpha=0.2) ## orange=x1>x2, blue x2<x1
points(qf[qf.label==1,], cex=0.5)
points(qf[qf.label==-1,], cex=0.5, col=2)
Quasi flow cytometry data
Description
This data set is simulated data from two normal mixture distrbutions, mimicking a flow cytometry data set. It contains 10000 observations from an HIV+ patient and 10000 observations an HIV- patient.
Usage
data(quasiflow)
Format
quasiflow is a matrix with 6 columns and 20000 rows.
Each row corresponds to measurements for one cell.
The first 5 columns are flow cytometric measurements and the sixth
column is a binary indicator, with 1 = HIV+ and -1 = HIV-.
Source
Generated by package author.