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b/partyMod/tests/Distributions.R |
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set.seed(290875) |
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library("party") |
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if (!require("mvtnorm")) |
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stop("cannot load package mvtnorm") |
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### get rid of the NAMESPACE |
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attach(asNamespace("party")) |
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### |
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### |
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### Regression tests for conditional distributions |
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### |
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### functions defined in file `./src/Distributions.c' |
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### chisq-distribution of quadratic forms |
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t <- 2.1 |
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df <- 2 |
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storage.mode(t) <- "double" |
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storage.mode(df) <- "double" |
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stopifnot(isequal(1 - pchisq(t, df = df), ### P-values!!! |
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.Call("R_quadformConditionalPvalue", t, df, PACKAGE = "party"))) |
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stopifnot(isequal(2*pnorm(-t), |
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.Call("R_maxabsConditionalPvalue", t, matrix(1), as.integer(1), 0.0, 0.0, 0.0, PACKAGE = "party"))) |
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maxpts <- 25000 |
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storage.mode(maxpts) <- "integer" |
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abseps <- 0.0001 |
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releps <- 0 |
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tol <- 1e-10 |
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a <- 1.96 |
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b <- diag(2) |
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p1 <- .Call("R_maxabsConditionalPvalue", a, b, maxpts, abseps, releps, tol, PACKAGE = "party") |
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p2 <- pmvnorm(lower = rep(-a,2), upper = rep(a,2), corr = b) |
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stopifnot(isequal(round(p1, 3), round(1 - p2, 3))) |
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b <- diag(4) |
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p1 <- .Call("R_maxabsConditionalPvalue", a, b, maxpts, abseps, releps, tol, PACKAGE = "party") |
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p2 <- pmvnorm(lower = rep(-a,4), upper = rep(a,4), corr = b) |
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stopifnot(isequal(round(p1, 3), round(1 - p2, 3))) |
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b <- diag(4) |
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b[upper.tri(b)] <- c(0.1, 0.2, 0.3) |
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b[lower.tri(b)] <- t(b)[lower.tri(b)] |
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p1 <- .Call("R_maxabsConditionalPvalue", a, b, maxpts, abseps, releps, tol, PACKAGE = "party") |
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p2 <- pmvnorm(lower = rep(-a,4), upper = rep(a,4), corr = b) |
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stopifnot(isequal(round(p1, 3), round(1 - p2, 3))) |
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### Monte-Carlo approximation of P-Values, univariate |
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mydata = data.frame(y = gl(2, 50), x1 = rnorm(100), |
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x2 = rnorm(100), x3 = rnorm(100)) |
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inp <- initVariableFrame(mydata[,"x1",drop = FALSE], trafo = function(data) |
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ptrafo(data, numeric_trafo = rank)) |
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resp <- initVariableFrame(mydata[,"y",drop = FALSE], trafo = NULL, response = TRUE) |
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ls <- new("LearningSample", inputs = inp, responses = resp, |
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weights = rep(1, inp@nobs), nobs = nrow(mydata), |
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ninputs = inp@ninputs) |
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tm <- ctree_memory(ls) |
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varctrl <- new("VariableControl") |
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varctrl@teststat <- factor("max", levels = c("max", "quad")) |
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varctrl@pvalue <- FALSE |
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gtctrl <- new("GlobalTestControl") |
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gtctrl@testtype <- factor("MonteCarlo", levels = levels(gtctrl@testtype)) |
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gtctrl@nresample <- as.integer(19999) |
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pvals <- .Call("R_GlobalTest", ls, ls@weights, tm, varctrl, gtctrl, PACKAGE = "party") |
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wstat <- abs(qnorm(wilcox.test(x1 ~ y, data = mydata, |
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exact = FALSE, correct = FALSE)$p.value/2)) |
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wpval <- wilcox.test(x1 ~ y, data = mydata, exact = TRUE)$p.value |
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stopifnot(isequal(wstat, pvals[[1]])) |
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stopifnot(abs(wpval - (1 - pvals[[2]])) < 0.01) |
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### Monte-Carlo approximations of P-Values, multiple inputs |
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mydata = data.frame(y = gl(2, 50), x1 = rnorm(100), |
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x2 = rnorm(100), x3 = rnorm(100)) |
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inp <- initVariableFrame(mydata[,c("x1", "x2", "x3"), |
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drop = FALSE], trafo = function(data) |
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ptrafo(data, numeric_trafo = rank)) |
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resp <- initVariableFrame(mydata[,"y",drop = FALSE], trafo = NULL, response = TRUE) |
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ls <- new("LearningSample", inputs = inp, responses = resp, |
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weights = rep(1, inp@nobs), nobs = nrow(mydata), |
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ninputs = inp@ninputs) |
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tm <- ctree_memory(ls) |
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varctrl <- new("VariableControl") |
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varctrl@teststat <- factor("max", levels = c("max", "quad")) |
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varctrl@pvalue <- TRUE |
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gtctrl <- new("GlobalTestControl") |
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gtctrl@testtype <- factor("Univariate", levels = levels(gtctrl@testtype)) |
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gtctrl@nresample <- as.integer(19999) |
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pvals <- .Call("R_GlobalTest", ls, ls@weights, tm, varctrl, gtctrl, PACKAGE = "party") |
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wstat <- c(abs(qnorm(wilcox.test(x1 ~ y, data = mydata, |
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exact = FALSE, correct = FALSE)$p.value/2)), |
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abs(qnorm(wilcox.test(x2 ~ y, data = mydata, |
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exact = FALSE, correct = FALSE)$p.value/2)), |
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abs(qnorm(wilcox.test(x3 ~ y, data = mydata, |
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exact = FALSE, correct = FALSE)$p.value/2))) |
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wpval <- c(wilcox.test(x1 ~ y, data = mydata, |
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exact = FALSE, correct = FALSE)$p.value, |
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wilcox.test(x2 ~ y, data = mydata, |
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exact = FALSE, correct = FALSE)$p.value, |
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wilcox.test(x3 ~ y, data = mydata, |
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exact = FALSE, correct = FALSE)$p.value) |
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stopifnot(isequal(wstat, pvals[[1]])) |
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stopifnot(isequal(wpval, 1 - pvals[[2]])) |
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### Monte-Carlo approximations of P-Values, min-P approach |
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gtctrl@testtype <- factor("MonteCarlo", levels = levels(gtctrl@testtype)) |
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gtctrl@nresample <- as.integer(19999) |
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pvals <- .Call("R_GlobalTest", ls, ls@weights, tm, varctrl, gtctrl, PACKAGE = "party") |
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stopifnot(isequal(wstat, pvals[[1]])) |
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stopifnot(all(wpval < (1 - pvals[[2]]))) |