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b/partyMod/src/RandomForest.c |
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/** |
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Random forest with conditional inference trees |
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*\file RandomForest.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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An experimental implementation of random forest like algorithms \n |
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*\param learnsample an object of class `LearningSample' |
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*\param weights a vector of case weights |
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*\param bwhere integer matrix (n x ntree) for terminal node numbers |
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*\param bweights double matrix (n x ntree) for bootstrap case weights |
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*\param fitmem an object of class `TreeFitMemory' |
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*\param controls an object of class `TreeControl' |
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*/ |
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SEXP R_Ensemble(SEXP learnsample, SEXP weights, SEXP bwhere, SEXP bweights, |
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SEXP fitmem, SEXP controls) { |
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SEXP nweights, tree, where, ans, bw, compress_exp; |
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double *dnweights, *dweights, sw = 0.0, *prob, tmp; |
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int nobs, i, b, B , nodenum = 1, *iweights, *iweightstmp, |
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*iwhere, replace, fraction, wgrzero = 0, realweights = 0; |
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int j, k, l, swi = 0; |
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int errorOccurred; |
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int *variables_to_ignore = NULL; |
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int ninputs; |
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B = get_ntree(controls); |
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nobs = get_nobs(learnsample); |
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ninputs = get_ninputs(learnsample); |
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PROTECT(ans = allocVector(VECSXP, B)); |
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iweights = Calloc(nobs, int); |
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iweightstmp = Calloc(nobs, int); |
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prob = Calloc(nobs, double); |
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dweights = REAL(weights); |
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int varOnce = get_only_use_variable_once(get_tgctrl(controls)); |
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// printf("R_Ensemble: varOnce=%d\n", varOnce); |
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if (varOnce) { |
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variables_to_ignore = Calloc(ninputs, int); |
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} |
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for (i = 0; i < nobs; i++) { |
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/* sum of weights */ |
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sw += dweights[i]; |
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/* number of weights > 0 */ |
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if (dweights[i] > 0) wgrzero++; |
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/* case weights or real weights? */ |
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if (dweights[i] - ftrunc(dweights[i]) > 0) |
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realweights = 1; |
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} |
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for (i = 0; i < nobs; i++) |
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prob[i] = dweights[i]/sw; |
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swi = (int) ftrunc(sw); |
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replace = get_replace(controls); |
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/* fraction of number of obs with weight > 0 */ |
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if (realweights) { |
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/* fraction of number of obs with weight > 0 for real weights*/ |
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tmp = (get_fraction(controls) * wgrzero); |
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} else { |
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/* fraction of sum of weights for case weights */ |
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tmp = (get_fraction(controls) * sw); |
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} |
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fraction = (int) ftrunc(tmp); |
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if (ftrunc(tmp) < tmp) fraction++; |
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if (!replace) { |
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if (fraction < 10) |
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error("fraction of %f is too small", fraction); |
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} |
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/* <FIXME> can we call those guys ONCE? what about the deeper |
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calls??? </FIXME> */ |
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GetRNGstate(); |
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if (get_trace(controls)) |
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Rprintf("\n"); |
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for (b = 0; b < B; b++) { |
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SET_VECTOR_ELT(ans, b, tree = allocVector(VECSXP, NODE_LENGTH + 1)); |
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SET_VECTOR_ELT(bwhere, b, where = allocVector(INTSXP, nobs)); |
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SET_VECTOR_ELT(bweights, b, bw = allocVector(REALSXP, nobs)); |
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iwhere = INTEGER(where); |
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for (i = 0; i < nobs; i++) iwhere[i] = 0; |
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C_init_node(tree, nobs, get_ninputs(learnsample), |
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get_maxsurrogate(get_splitctrl(controls)), |
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ncol(get_predict_trafo(GET_SLOT(learnsample, |
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PL2_responsesSym)))); |
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/* generate altered weights for perturbation */ |
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if (replace) { |
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/* weights for a bootstrap sample */ |
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rmultinom(swi, prob, nobs, iweights); |
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} else { |
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/* weights for sample splitting */ |
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C_SampleSplitting(nobs, prob, iweights, fraction); |
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} |
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nweights = S3get_nodeweights(tree); |
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dnweights = REAL(nweights); |
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for (i = 0; i < nobs; i++) { |
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REAL(bw)[i] = (double) iweights[i]; |
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dnweights[i] = REAL(bw)[i]; |
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} |
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C_TreeGrow(tree, learnsample, fitmem, controls, iwhere, &nodenum, 1, variables_to_ignore); |
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nodenum = 1; |
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int dropcriterion = get_dropcriterion(controls); |
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C_remove_weights(tree, dropcriterion); |
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PROTECT(compress_exp = lang2(get_compress(controls), tree)); |
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SET_VECTOR_ELT(ans, b, R_tryEval(compress_exp, R_GlobalEnv, &errorOccurred) ); |
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if(errorOccurred) { |
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Rprintf("error calling compress\n"); |
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} else { |
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// Rprintf("no error\n"); |
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} |
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UNPROTECT(1); |
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if (get_trace(controls)) { |
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/* progress bar; inspired by |
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http://avinashjoshi.co.in/2009/10/13/creating-a-progress-bar-in-c/ */ |
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Rprintf("["); |
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/* Print the = until the current percentage */ |
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l = (int) ceil( ((double) b * 50.0) / B); |
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for (j = 0; j < l; j++) |
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Rprintf("="); |
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Rprintf(">"); |
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for (k = j; k < 50; k++) |
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Rprintf(" "); |
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Rprintf("]"); |
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/* % completed */ |
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Rprintf(" %3d%% completed", j * 2); |
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/* To delete the previous line */ |
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Rprintf("\r"); |
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/* Flush all char in buffer */ |
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/* fflush(stdout); */ |
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} |
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} |
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if (get_trace(controls)) |
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Rprintf("\n"); |
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PutRNGstate(); |
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Free(prob); Free(iweights); Free(iweightstmp); |
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if(variables_to_ignore != NULL) { |
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Free(variables_to_ignore); |
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} |
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UNPROTECT(1); |
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return(ans); |
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} |
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/** |
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An experimental implementation of random forest like algorithms \n |
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*\param learnsample an object of class `LearningSample' |
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*\param weights a vector of case weights |
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*\param bwhere integer matrix (n x ntree) for terminal node numbers |
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*\param bweights double matrix (n x ntree) for bootstrap case weights |
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*\param fitmem an object of class `TreeFitMemory' |
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*\param controls an object of class `TreeControl' |
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*/ |
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SEXP R_Ensemble_weights(SEXP learnsample, SEXP bwhere, SEXP bweights, |
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SEXP fitmem, SEXP controls) { |
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SEXP nweights, tree, where, ans, compress_exp; |
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double *dnweights, *dweights; |
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int nobs, i, b, B , nodenum = 1, *iwhere; |
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int j, k, l; |
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int errorOccurred; |
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int *variables_to_ignore = NULL; |
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int ninputs; |
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int varOnce; |
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B = get_ntree(controls); |
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nobs = get_nobs(learnsample); |
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ninputs = get_ninputs(learnsample); |
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varOnce = get_only_use_variable_once(get_tgctrl(controls)); |
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// printf("R_Ensemble_weight: varOnce=%d\n", varOnce); |
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if (varOnce) { |
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variables_to_ignore = Calloc(ninputs, int); |
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} |
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PROTECT(ans = allocVector(VECSXP, B)); |
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/* <FIXME> can we call those guys ONCE? what about the deeper |
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calls??? </FIXME> */ |
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GetRNGstate(); |
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if (get_trace(controls)) |
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Rprintf("\n"); |
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for (b = 0; b < B; b++) { |
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SET_VECTOR_ELT(ans, b, tree = allocVector(VECSXP, NODE_LENGTH + 1)); |
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SET_VECTOR_ELT(bwhere, b, where = allocVector(INTSXP, nobs)); |
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iwhere = INTEGER(where); |
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for (i = 0; i < nobs; i++) iwhere[i] = 0; |
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C_init_node(tree, nobs, get_ninputs(learnsample), |
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get_maxsurrogate(get_splitctrl(controls)), |
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ncol(get_predict_trafo(GET_SLOT(learnsample, |
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PL2_responsesSym)))); |
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nweights = S3get_nodeweights(tree); |
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dnweights = REAL(nweights); |
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dweights = REAL(VECTOR_ELT(bweights, b)); |
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for (i = 0; i < nobs; i++) { |
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dnweights[i] = dweights[i]; |
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} |
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C_TreeGrow(tree, learnsample, fitmem, controls, iwhere, &nodenum, 1, variables_to_ignore); |
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nodenum = 1; |
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int dropcriterion = get_dropcriterion(controls); |
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C_remove_weights(tree, dropcriterion); |
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PROTECT(compress_exp = lang2(get_compress(controls), tree)); |
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SET_VECTOR_ELT(ans, b, R_tryEval(compress_exp, R_GlobalEnv, &errorOccurred) ); |
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if(errorOccurred) { |
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Rprintf("error calling compress\n"); |
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} else { |
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// Rprintf("no error\n"); |
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} |
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UNPROTECT(1); |
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if (get_trace(controls)) { |
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/* progress bar; inspired by |
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http://avinashjoshi.co.in/2009/10/13/creating-a-progress-bar-in-c/ */ |
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Rprintf("["); |
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/* Print the = until the current percentage */ |
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l = (int) ceil( ((double) b * 50.0) / B); |
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for (j = 0; j < l; j++) |
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Rprintf("="); |
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Rprintf(">"); |
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for (k = j; k < 50; k++) |
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Rprintf(" "); |
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Rprintf("]"); |
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/* % completed */ |
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Rprintf(" %3d%% completed", j * 2); |
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/* To delete the previous line */ |
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Rprintf("\r"); |
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/* Flush all char in buffer */ |
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/* fflush(stdout); */ |
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} |
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} |
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if (get_trace(controls)) |
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Rprintf("\n"); |
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PutRNGstate(); |
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UNPROTECT(1); |
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if(variables_to_ignore != NULL) { |
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Free(variables_to_ignore); |
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} |
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return(ans); |
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} |