162 lines (150 with data), 6.4 kB

R Under development (unstable) (2014-06-29 r66051) -- "Unsuffered Consequences"
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> 
> set.seed(290875)
> library("party")
Loading required package: grid
Loading required package: zoo

Attaching package: 'zoo'

The following objects are masked from 'package:base':

    as.Date, as.Date.numeric

Loading required package: sandwich
Loading required package: strucchange
Loading required package: modeltools
Loading required package: stats4
> if (!require("mvtnorm"))
+     stop("cannot load package mvtnorm")
Loading required package: mvtnorm
> 
> 
> ### get rid of the NAMESPACE
> attach(asNamespace("party"))
The following objects are masked from package:party:

    cforest, cforest_classical, cforest_control, cforest_unbiased,
    conditionalTree, ctree, ctree_control, ctree_memory, edge_simple,
    mob, mob_control, node_barplot, node_bivplot, node_boxplot,
    node_density, node_hist, node_inner, node_scatterplot, node_surv,
    node_terminal, proximity, ptrafo, reweight, sctest.mob, varimp,
    varimpAUC

> 
> ### 
> ###
> ###    Regression tests for conditional distributions
> ###    
> ###    functions defined in file `./src/Distributions.c'
> 
> ### chisq-distribution of quadratic forms
> t <- 2.1
> df <- 2
> storage.mode(t) <- "double"
> storage.mode(df) <- "double"
> stopifnot(isequal(1 - pchisq(t, df = df), ### P-values!!!
+           .Call("R_quadformConditionalPvalue", t, df, PACKAGE = "party")))
> 
> stopifnot(isequal(2*pnorm(-t), 
+           .Call("R_maxabsConditionalPvalue", t, matrix(1), as.integer(1), 0.0, 0.0, 0.0, PACKAGE = "party")))
> 
> 
> maxpts <- 25000
> storage.mode(maxpts) <- "integer"
> abseps <- 0.0001
> releps <- 0
> tol <- 1e-10
> 
> a <- 1.96
> b <- diag(2)
> 
> p1 <- .Call("R_maxabsConditionalPvalue", a, b, maxpts, abseps, releps, tol, PACKAGE = "party")
> p2 <- pmvnorm(lower = rep(-a,2), upper = rep(a,2), corr = b)
> stopifnot(isequal(round(p1, 3), round(1 - p2, 3)))
> 
> b <- diag(4)
> p1 <- .Call("R_maxabsConditionalPvalue", a, b, maxpts, abseps, releps, tol, PACKAGE = "party")
> p2 <- pmvnorm(lower = rep(-a,4), upper = rep(a,4), corr = b)
> stopifnot(isequal(round(p1, 3), round(1 - p2, 3)))
> 
> b <- diag(4)
> b[upper.tri(b)] <- c(0.1, 0.2, 0.3)
> b[lower.tri(b)] <- t(b)[lower.tri(b)]
> p1 <- .Call("R_maxabsConditionalPvalue", a, b, maxpts, abseps, releps, tol, PACKAGE = "party")
> p2 <- pmvnorm(lower = rep(-a,4), upper = rep(a,4), corr = b)
> stopifnot(isequal(round(p1, 3), round(1 - p2, 3)))
> 
> ### Monte-Carlo approximation of P-Values, univariate
> mydata = data.frame(y = gl(2, 50), x1 = rnorm(100),  
+                     x2 = rnorm(100), x3 = rnorm(100))
> inp <- initVariableFrame(mydata[,"x1",drop = FALSE], trafo = function(data)
+ ptrafo(data, numeric_trafo = rank))
> resp <- initVariableFrame(mydata[,"y",drop = FALSE], trafo = NULL, response = TRUE)
> ls <- new("LearningSample", inputs = inp, responses = resp,
+           weights = rep(1, inp@nobs), nobs = nrow(mydata),
+           ninputs = inp@ninputs)
> tm <- ctree_memory(ls)
> varctrl <- new("VariableControl")
> varctrl@teststat <- factor("max", levels = c("max", "quad"))
> varctrl@pvalue <- FALSE
> gtctrl <- new("GlobalTestControl")
> gtctrl@testtype <- factor("MonteCarlo", levels = levels(gtctrl@testtype))
> gtctrl@nresample <- as.integer(19999)
> 
> pvals <- .Call("R_GlobalTest", ls, ls@weights, tm, varctrl, gtctrl, PACKAGE = "party")
> wstat <- abs(qnorm(wilcox.test(x1 ~ y, data = mydata, 
+              exact = FALSE, correct = FALSE)$p.value/2))
> wpval <- wilcox.test(x1 ~ y, data = mydata, exact = TRUE)$p.value
> stopifnot(isequal(wstat, pvals[[1]]))
> stopifnot(abs(wpval - (1 - pvals[[2]])) < 0.01)
> 
> ### Monte-Carlo approximations of P-Values, multiple inputs
> mydata = data.frame(y = gl(2, 50), x1 = rnorm(100),  
+                     x2 = rnorm(100), x3 = rnorm(100))
> inp <- initVariableFrame(mydata[,c("x1", "x2", "x3"),
+                                 drop = FALSE], trafo = function(data)
+ ptrafo(data, numeric_trafo = rank))
> resp <- initVariableFrame(mydata[,"y",drop = FALSE], trafo = NULL, response = TRUE)
> ls <- new("LearningSample", inputs = inp, responses = resp,
+           weights = rep(1, inp@nobs), nobs = nrow(mydata),
+           ninputs = inp@ninputs)
> tm <- ctree_memory(ls)
> varctrl <- new("VariableControl")
> varctrl@teststat <- factor("max", levels = c("max", "quad"))
> varctrl@pvalue <- TRUE
> gtctrl <- new("GlobalTestControl")
> gtctrl@testtype <- factor("Univariate", levels = levels(gtctrl@testtype))
> gtctrl@nresample <- as.integer(19999)
> 
> pvals <- .Call("R_GlobalTest", ls, ls@weights, tm, varctrl, gtctrl, PACKAGE = "party")
> wstat <- c(abs(qnorm(wilcox.test(x1 ~ y, data = mydata, 
+                exact = FALSE, correct = FALSE)$p.value/2)),
+            abs(qnorm(wilcox.test(x2 ~ y, data = mydata, 
+                exact = FALSE, correct = FALSE)$p.value/2)),
+            abs(qnorm(wilcox.test(x3 ~ y, data = mydata, 
+                exact = FALSE, correct = FALSE)$p.value/2)))
> wpval <- c(wilcox.test(x1 ~ y, data = mydata, 
+                exact = FALSE, correct = FALSE)$p.value,
+            wilcox.test(x2 ~ y, data = mydata, 
+                exact = FALSE, correct = FALSE)$p.value,
+            wilcox.test(x3 ~ y, data = mydata, 
+                exact = FALSE, correct = FALSE)$p.value)
> stopifnot(isequal(wstat, pvals[[1]]))
> stopifnot(isequal(wpval, 1 - pvals[[2]]))
> 
> ### Monte-Carlo approximations of P-Values, min-P approach
> gtctrl@testtype <- factor("MonteCarlo", levels = levels(gtctrl@testtype))
> gtctrl@nresample <- as.integer(19999)
> pvals <- .Call("R_GlobalTest", ls, ls@weights, tm, varctrl, gtctrl, PACKAGE = "party")
> stopifnot(isequal(wstat, pvals[[1]]))
> stopifnot(all(wpval < (1 - pvals[[2]])))
> 
> proc.time()
   user  system elapsed 
  0.956   0.040   0.996