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b/partyMod/src/Predict.c |
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/** |
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Node splitting and prediction |
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*\file Predict.c |
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*\author $Author$ |
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*\date $Date$ |
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*/ |
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#include "party.h" |
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/** |
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Split a node according to a splitting rule \n |
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*\param node the current node with primary split specified |
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*\param learnsample learning sample |
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*\param control an object of class `TreeControl' |
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*\todo outplace the splitting since there are at least 3 functions |
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with nearly identical code |
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*/ |
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void C_splitnode(SEXP node, SEXP learnsample, SEXP control) { |
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SEXP weights, leftnode, rightnode, split; |
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SEXP responses, inputs, whichNA; |
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double cutpoint, *dx, *dweights, *leftweights, *rightweights; |
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double sleft = 0.0, sright = 0.0; |
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int *ix, *levelset, *iwhichNA; |
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int nobs, i, nna; |
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weights = S3get_nodeweights(node); |
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dweights = REAL(weights); |
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responses = GET_SLOT(learnsample, PL2_responsesSym); |
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inputs = GET_SLOT(learnsample, PL2_inputsSym); |
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nobs = get_nobs(learnsample); |
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/* set up memory for the left daughter */ |
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SET_VECTOR_ELT(node, S3_LEFT, leftnode = allocVector(VECSXP, NODE_LENGTH)); |
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C_init_node(leftnode, nobs, |
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get_ninputs(learnsample), get_maxsurrogate(get_splitctrl(control)), |
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ncol(get_predict_trafo(responses))); |
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leftweights = REAL(S3get_nodeweights(leftnode)); |
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/* set up memory for the right daughter */ |
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SET_VECTOR_ELT(node, S3_RIGHT, |
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rightnode = allocVector(VECSXP, NODE_LENGTH)); |
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C_init_node(rightnode, nobs, |
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get_ninputs(learnsample), get_maxsurrogate(get_splitctrl(control)), |
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ncol(get_predict_trafo(responses))); |
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rightweights = REAL(S3get_nodeweights(rightnode)); |
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/* split according to the primary split */ |
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split = S3get_primarysplit(node); |
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if (has_missings(inputs, S3get_variableID(split))) { |
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whichNA = get_missings(inputs, S3get_variableID(split)); |
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iwhichNA = INTEGER(whichNA); |
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nna = LENGTH(whichNA); |
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} else { |
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nna = 0; |
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whichNA = R_NilValue; |
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iwhichNA = NULL; |
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} |
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if (S3is_ordered(split)) { |
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cutpoint = REAL(S3get_splitpoint(split))[0]; |
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dx = REAL(get_variable(inputs, S3get_variableID(split))); |
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for (i = 0; i < nobs; i++) { |
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if (nna > 0) { |
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if (i_in_set(i + 1, iwhichNA, nna)) continue; |
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} |
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if (dx[i] <= cutpoint) |
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leftweights[i] = dweights[i]; |
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else |
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leftweights[i] = 0.0; |
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rightweights[i] = dweights[i] - leftweights[i]; |
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sleft += leftweights[i]; |
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sright += rightweights[i]; |
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} |
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} else { |
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levelset = INTEGER(S3get_splitpoint(split)); |
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ix = INTEGER(get_variable(inputs, S3get_variableID(split))); |
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for (i = 0; i < nobs; i++) { |
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if (nna > 0) { |
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if (i_in_set(i + 1, iwhichNA, nna)) continue; |
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} |
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if (levelset[ix[i] - 1]) |
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leftweights[i] = dweights[i]; |
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else |
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leftweights[i] = 0.0; |
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rightweights[i] = dweights[i] - leftweights[i]; |
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sleft += leftweights[i]; |
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sright += rightweights[i]; |
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} |
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} |
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/* for the moment: NA's go with majority */ |
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if (nna > 0) { |
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for (i = 0; i < nna; i++) { |
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if (sleft > sright) { |
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leftweights[iwhichNA[i] - 1] = dweights[iwhichNA[i] - 1]; |
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rightweights[iwhichNA[i] - 1] = 0.0; |
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} else { |
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rightweights[iwhichNA[i] - 1] = dweights[iwhichNA[i] - 1]; |
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leftweights[iwhichNA[i] - 1] = 0.0; |
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} |
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} |
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} |
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} |
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/** |
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Get the terminal node for obs. number `numobs' of `newinputs' \n |
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*\param subtree a tree |
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*\param newinputs an object of class `VariableFrame' |
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*\param mincriterion overwrites mincriterion used for tree growing |
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*\param numobs observation number |
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*\param varperm which variable shall be permuted? |
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*\todo handle surrogate splits |
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*/ |
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SEXP C_get_node(SEXP subtree, SEXP newinputs, |
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double mincriterion, int numobs, int varperm) { |
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SEXP split, whichNA, ssplit, surrsplit; |
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double cutpoint, x, swleft, swright; |
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int level, *levelset, i, ns; |
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if (S3get_nodeterminal(subtree) || |
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REAL(S3get_maxcriterion(subtree))[0] < mincriterion) |
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return(subtree); |
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split = S3get_primarysplit(subtree); |
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/* Maybe store the proportions left / right in each node? */ |
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swleft = S3get_sumweights(S3get_leftnode(subtree)); |
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swright = S3get_sumweights(S3get_rightnode(subtree)); |
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/* splits based on variable varperm are random */ |
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if (S3get_variableID(split) == varperm) { |
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if (unif_rand() < swleft / (swleft + swright)) { |
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return(C_get_node(S3get_leftnode(subtree), |
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newinputs, mincriterion, numobs, varperm)); |
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} else { |
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return(C_get_node(S3get_rightnode(subtree), |
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newinputs, mincriterion, numobs, varperm)); |
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} |
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} |
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/* missing values */ |
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if (has_missings(newinputs, S3get_variableID(split))) { |
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whichNA = get_missings(newinputs, S3get_variableID(split)); |
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/* numobs 0 ... n - 1 but whichNA has 1:n */ |
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if (C_i_in_set(numobs + 1, whichNA)) { |
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surrsplit = S3get_surrogatesplits(subtree); |
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ns = 0; |
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i = numobs; |
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/* try to find a surrogate split */ |
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while(TRUE) { |
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if (ns >= LENGTH(surrsplit)) break; |
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ssplit = VECTOR_ELT(surrsplit, ns); |
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if (has_missings(newinputs, S3get_variableID(ssplit))) { |
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if (INTEGER(get_missings(newinputs, |
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S3get_variableID(ssplit)))[i]) { |
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ns++; |
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continue; |
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} |
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} |
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cutpoint = REAL(S3get_splitpoint(ssplit))[0]; |
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x = REAL(get_variable(newinputs, S3get_variableID(ssplit)))[i]; |
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if (S3get_toleft(ssplit)) { |
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if (x <= cutpoint) { |
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return(C_get_node(S3get_leftnode(subtree), |
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newinputs, mincriterion, numobs, varperm)); |
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} else { |
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return(C_get_node(S3get_rightnode(subtree), |
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newinputs, mincriterion, numobs, varperm)); |
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} |
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} else { |
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if (x <= cutpoint) { |
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return(C_get_node(S3get_rightnode(subtree), |
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newinputs, mincriterion, numobs, varperm)); |
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} else { |
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return(C_get_node(S3get_leftnode(subtree), |
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newinputs, mincriterion, numobs, varperm)); |
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} |
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} |
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break; |
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} |
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/* if this was not successful, we go with the majority */ |
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if (swleft > swright) { |
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return(C_get_node(S3get_leftnode(subtree), |
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newinputs, mincriterion, numobs, varperm)); |
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} else { |
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return(C_get_node(S3get_rightnode(subtree), |
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newinputs, mincriterion, numobs, varperm)); |
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} |
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} |
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} |
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if (S3is_ordered(split)) { |
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cutpoint = REAL(S3get_splitpoint(split))[0]; |
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x = REAL(get_variable(newinputs, |
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S3get_variableID(split)))[numobs]; |
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if (x <= cutpoint) { |
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return(C_get_node(S3get_leftnode(subtree), |
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newinputs, mincriterion, numobs, varperm)); |
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} else { |
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return(C_get_node(S3get_rightnode(subtree), |
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newinputs, mincriterion, numobs, varperm)); |
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} |
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} else { |
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levelset = INTEGER(S3get_splitpoint(split)); |
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level = INTEGER(get_variable(newinputs, |
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S3get_variableID(split)))[numobs]; |
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/* level is in 1, ..., K */ |
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if (levelset[level - 1]) { |
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return(C_get_node(S3get_leftnode(subtree), newinputs, |
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mincriterion, numobs, varperm)); |
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} else { |
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return(C_get_node(S3get_rightnode(subtree), newinputs, |
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mincriterion, numobs, varperm)); |
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} |
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} |
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} |
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/** |
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R-Interface to C_get_node \n |
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*\param subtree a tree |
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*\param newinputs an object of class `VariableFrame' |
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*\param mincriterion overwrites mincriterion used for tree growing |
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*\param numobs observation number |
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*/ |
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SEXP R_get_node(SEXP subtree, SEXP newinputs, SEXP mincriterion, |
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SEXP numobs, SEXP varperm) { |
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return(C_get_node(subtree, newinputs, REAL(mincriterion)[0], |
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INTEGER(numobs)[0] - 1, INTEGER(varperm)[0])); |
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} |
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/** |
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Get the node with nodeID `nodenum' \n |
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*\param subtree a tree |
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*\param nodenum a nodeID |
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*/ |
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SEXP C_get_nodebynum(SEXP subtree, int nodenum) { |
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if (nodenum == S3get_nodeID(subtree)) return(subtree); |
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if (S3get_nodeterminal(subtree)) |
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error("no node with number %d\n", nodenum); |
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if (nodenum < S3get_nodeID(S3get_rightnode(subtree))) { |
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return(C_get_nodebynum(S3get_leftnode(subtree), nodenum)); |
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} else { |
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return(C_get_nodebynum(S3get_rightnode(subtree), nodenum)); |
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} |
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} |
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/** |
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R-Interface to C_get_nodenum \n |
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*\param subtree a tree |
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*\param nodenum a nodeID |
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*/ |
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SEXP R_get_nodebynum(SEXP subtree, SEXP nodenum) { |
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return(C_get_nodebynum(subtree, INTEGER(nodenum)[0])); |
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} |
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/** |
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Get the prediction of a new observation\n |
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*\param subtree a tree |
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*\param newinputs an object of class `VariableFrame' |
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*\param mincriterion overwrites mincriterion used for tree growing |
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*\param numobs observation number |
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*\param varperm which variable shall be permuted? |
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*/ |
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SEXP C_get_prediction(SEXP subtree, SEXP newinputs, |
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double mincriterion, int numobs, int varperm) { |
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return(S3get_prediction(C_get_node(subtree, newinputs, |
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mincriterion, numobs, varperm))); |
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} |
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/** |
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Get the weights for a new observation \n |
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*\param subtree a tree |
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*\param newinputs an object of class `VariableFrame' |
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*\param mincriterion overwrites mincriterion used for tree growing |
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*\param numobs observation number |
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*/ |
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SEXP C_get_nodeweights(SEXP subtree, SEXP newinputs, |
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double mincriterion, int numobs) { |
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return(S3get_nodeweights(C_get_node(subtree, newinputs, |
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mincriterion, numobs, -1))); |
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} |
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/** |
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Get the nodeID for a new observation \n |
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*\param subtree a tree |
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*\param newinputs an object of class `VariableFrame' |
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*\param mincriterion overwrites mincriterion used for tree growing |
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*\param numobs observation number |
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*\param varperm which variable shall be permuted? |
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*/ |
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int C_get_nodeID(SEXP subtree, SEXP newinputs, |
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double mincriterion, int numobs, int varperm) { |
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return(S3get_nodeID(C_get_node(subtree, newinputs, |
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mincriterion, numobs, varperm))); |
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} |
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/** |
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R-Interface to C_get_nodeID \n |
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*\param tree a tree |
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*\param newinputs an object of class `VariableFrame' |
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*\param mincriterion overwrites mincriterion used for tree growing |
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*/ |
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SEXP R_get_nodeID(SEXP tree, SEXP newinputs, SEXP mincriterion, SEXP varperm) { |
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SEXP ans; |
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int nobs, i, *dans; |
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nobs = get_nobs(newinputs); |
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PROTECT(ans = allocVector(INTSXP, nobs)); |
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dans = INTEGER(ans); |
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for (i = 0; i < nobs; i++) |
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dans[i] = C_get_nodeID(tree, newinputs, REAL(mincriterion)[0], i, INTEGER(varperm)[0]); |
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UNPROTECT(1); |
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return(ans); |
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} |
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349 |
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/** |
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Get all predictions for `newinputs' \n |
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*\param tree a tree |
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*\param newinputs an object of class `VariableFrame' |
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*\param mincriterion overwrites mincriterion used for tree growing |
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*\param varperm which variable shall be permuted? |
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*\param ans return value |
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*/ |
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void C_predict(SEXP tree, SEXP newinputs, double mincriterion, |
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int varperm, SEXP ans) { |
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int nobs, i; |
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364 |
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nobs = get_nobs(newinputs); |
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if (LENGTH(ans) != nobs) |
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error("ans is not of length %d\n", nobs); |
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368 |
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for (i = 0; i < nobs; i++) |
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SET_VECTOR_ELT(ans, i, C_get_prediction(tree, newinputs, |
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mincriterion, i, varperm)); |
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} |
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373 |
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374 |
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/** |
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R-Interface to C_predict \n |
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377 |
*\param tree a tree |
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*\param newinputs an object of class `VariableFrame' |
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379 |
*\param mincriterion overwrites mincriterion used for tree growing |
|
|
380 |
*\param varperm which variable shall be permuted? -1 for no permutation |
|
|
381 |
*/ |
|
|
382 |
|
|
|
383 |
SEXP R_predict(SEXP tree, SEXP newinputs, SEXP mincriterion, |
|
|
384 |
SEXP varperm) { |
|
|
385 |
|
|
|
386 |
SEXP ans; |
|
|
387 |
int nobs; |
|
|
388 |
|
|
|
389 |
nobs = get_nobs(newinputs); |
|
|
390 |
PROTECT(ans = allocVector(VECSXP, nobs)); |
|
|
391 |
GetRNGstate(); |
|
|
392 |
C_predict(tree, newinputs, REAL(mincriterion)[0], |
|
|
393 |
INTEGER(varperm)[0], ans); |
|
|
394 |
PutRNGstate(); |
|
|
395 |
UNPROTECT(1); |
|
|
396 |
return(ans); |
|
|
397 |
} |
|
|
398 |
|
|
|
399 |
/** |
|
|
400 |
Get the predictions from `where' nodes\n |
|
|
401 |
*\param tree a tree |
|
|
402 |
*\param where vector of nodeID's |
|
|
403 |
*\param ans return value |
|
|
404 |
*/ |
|
|
405 |
|
|
|
406 |
void C_getpredictions(SEXP tree, SEXP where, SEXP ans) { |
|
|
407 |
|
|
|
408 |
int nobs, i, *iwhere; |
|
|
409 |
|
|
|
410 |
nobs = LENGTH(where); |
|
|
411 |
iwhere = INTEGER(where); |
|
|
412 |
if (LENGTH(ans) != nobs) |
|
|
413 |
error("ans is not of length %d\n", nobs); |
|
|
414 |
|
|
|
415 |
for (i = 0; i < nobs; i++) |
|
|
416 |
SET_VECTOR_ELT(ans, i, S3get_prediction( |
|
|
417 |
C_get_nodebynum(tree, iwhere[i]))); |
|
|
418 |
} |
|
|
419 |
|
|
|
420 |
|
|
|
421 |
/** |
|
|
422 |
R-Interface to C_getpredictions\n |
|
|
423 |
*\param tree a tree |
|
|
424 |
*\param where vector of nodeID's |
|
|
425 |
*/ |
|
|
426 |
|
|
|
427 |
SEXP R_getpredictions(SEXP tree, SEXP where) { |
|
|
428 |
|
|
|
429 |
SEXP ans; |
|
|
430 |
int nobs; |
|
|
431 |
|
|
|
432 |
nobs = LENGTH(where); |
|
|
433 |
PROTECT(ans = allocVector(VECSXP, nobs)); |
|
|
434 |
C_getpredictions(tree, where, ans); |
|
|
435 |
UNPROTECT(1); |
|
|
436 |
return(ans); |
|
|
437 |
} |
|
|
438 |
|
|
|
439 |
/** |
|
|
440 |
Predictions weights from RandomForest objects |
|
|
441 |
*\param forest a list of trees |
|
|
442 |
*\param where list (length b) of integer vectors (length n) containing terminal node numbers |
|
|
443 |
*\param weights list (length b) of bootstrap case weights |
|
|
444 |
*\param newinputs an object of class `VariableFrame' |
|
|
445 |
*\param mincriterion overwrites mincriterion used for tree growing |
|
|
446 |
*\param oobpred a logical indicating out-of-bag predictions |
|
|
447 |
*/ |
|
|
448 |
|
|
|
449 |
SEXP R_predictRF_weights(SEXP forest, SEXP where, SEXP weights, |
|
|
450 |
SEXP newinputs, SEXP mincriterion, SEXP oobpred, SEXP expand) { |
|
|
451 |
|
|
|
452 |
SEXP ans, tree, bw, expand_exp; |
|
|
453 |
int ntrees, nobs, i, b, j, iwhere, oob = 0, count = 0, ntrain; |
|
|
454 |
int errorOccurred; |
|
|
455 |
|
|
|
456 |
if (LOGICAL(oobpred)[0]) oob = 1; |
|
|
457 |
|
|
|
458 |
nobs = get_nobs(newinputs); |
|
|
459 |
ntrees = LENGTH(forest); |
|
|
460 |
|
|
|
461 |
if (oob) { |
|
|
462 |
if (LENGTH(VECTOR_ELT(weights, 0)) != nobs) |
|
|
463 |
error("number of observations don't match"); |
|
|
464 |
} |
|
|
465 |
|
|
|
466 |
tree = VECTOR_ELT(forest, 0); |
|
|
467 |
ntrain = LENGTH(VECTOR_ELT(weights, 0)); |
|
|
468 |
|
|
|
469 |
PROTECT(ans = allocVector(VECSXP, nobs)); |
|
|
470 |
|
|
|
471 |
for (i = 0; i < nobs; i++) { |
|
|
472 |
count = 0; |
|
|
473 |
SET_VECTOR_ELT(ans, i, bw = allocVector(REALSXP, ntrain)); |
|
|
474 |
for (j = 0; j < ntrain; j++) |
|
|
475 |
REAL(bw)[j] = 0.0; |
|
|
476 |
for (b = 0; b < ntrees; b++) { |
|
|
477 |
tree = VECTOR_ELT(forest, b); |
|
|
478 |
PROTECT(expand_exp = lang2(expand, tree)); |
|
|
479 |
tree = R_tryEval(expand_exp, R_GlobalEnv, &errorOccurred); |
|
|
480 |
UNPROTECT(1); |
|
|
481 |
if(errorOccurred) { |
|
|
482 |
Rprintf("error calling expand\n"); |
|
|
483 |
break; |
|
|
484 |
} |
|
|
485 |
PROTECT(tree); |
|
|
486 |
|
|
|
487 |
if (oob && |
|
|
488 |
REAL(VECTOR_ELT(weights, b))[i] > 0.0) { |
|
|
489 |
UNPROTECT(1); |
|
|
490 |
continue; |
|
|
491 |
} |
|
|
492 |
|
|
|
493 |
iwhere = C_get_nodeID(tree, newinputs, REAL(mincriterion)[0], i, -1); |
|
|
494 |
|
|
|
495 |
for (j = 0; j < ntrain; j++) { |
|
|
496 |
if (iwhere == INTEGER(VECTOR_ELT(where, b))[j]) |
|
|
497 |
REAL(bw)[j] += REAL(VECTOR_ELT(weights, b))[j]; |
|
|
498 |
} |
|
|
499 |
count++; |
|
|
500 |
UNPROTECT(1); |
|
|
501 |
} |
|
|
502 |
if(errorOccurred) |
|
|
503 |
break; |
|
|
504 |
|
|
|
505 |
if (count == 0) |
|
|
506 |
error("cannot compute out-of-bag predictions for observation number %d", i + 1); |
|
|
507 |
} |
|
|
508 |
UNPROTECT(1); |
|
|
509 |
|
|
|
510 |
if(errorOccurred) { |
|
|
511 |
return NULL; |
|
|
512 |
} |
|
|
513 |
|
|
|
514 |
return(ans); |
|
|
515 |
} |
|
|
516 |
|
|
|
517 |
|
|
|
518 |
/** |
|
|
519 |
Proximity matrix for random forests |
|
|
520 |
*\param where list (length b) of integer vectors (length n) containing terminal node numbers |
|
|
521 |
*/ |
|
|
522 |
|
|
|
523 |
SEXP R_proximity(SEXP where) { |
|
|
524 |
|
|
|
525 |
SEXP ans, bw, bin; |
|
|
526 |
int ntrees, nobs, i, b, j, iwhere; |
|
|
527 |
|
|
|
528 |
ntrees = LENGTH(where); |
|
|
529 |
nobs = LENGTH(VECTOR_ELT(where, 0)); |
|
|
530 |
|
|
|
531 |
PROTECT(ans = allocVector(VECSXP, nobs)); |
|
|
532 |
PROTECT(bin = allocVector(INTSXP, nobs)); |
|
|
533 |
|
|
|
534 |
for (i = 0; i < nobs; i++) { |
|
|
535 |
SET_VECTOR_ELT(ans, i, bw = allocVector(REALSXP, nobs)); |
|
|
536 |
for (j = 0; j < nobs; j++) { |
|
|
537 |
REAL(bw)[j] = 0.0; |
|
|
538 |
INTEGER(bin)[j] = 0; |
|
|
539 |
} |
|
|
540 |
for (b = 0; b < ntrees; b++) { |
|
|
541 |
/* don't look at out-of-bag observations */ |
|
|
542 |
if (INTEGER(VECTOR_ELT(where, b))[i] == 0) |
|
|
543 |
continue; |
|
|
544 |
iwhere = INTEGER(VECTOR_ELT(where, b))[i]; |
|
|
545 |
for (j = 0; j < nobs; j++) { |
|
|
546 |
if (iwhere == INTEGER(VECTOR_ELT(where, b))[j]) |
|
|
547 |
/* only count the number of trees; no weights */ |
|
|
548 |
REAL(bw)[j]++; |
|
|
549 |
if (INTEGER(VECTOR_ELT(where, b))[j] > 0) |
|
|
550 |
/* count the number of bootstrap samples |
|
|
551 |
containing both i and j */ |
|
|
552 |
INTEGER(bin)[j]++; |
|
|
553 |
} |
|
|
554 |
} |
|
|
555 |
for (j = 0; j < nobs; j++) |
|
|
556 |
REAL(bw)[j] = REAL(bw)[j] / INTEGER(bin)[j]; |
|
|
557 |
} |
|
|
558 |
UNPROTECT(2); |
|
|
559 |
return(ans); |
|
|
560 |
} |