## ----tram-setup, echo = FALSE, results = "hide", message = FALSE, warning = FALSE---- set.seed(290875) pkgs <- sapply(c("tram", "survival", "MASS", "lattice", "mlbench", "multcomp", "ordinal", "colorspace", "quantreg", "trtf", "ATR"), require, char = TRUE) trellis.par.set(list(plot.symbol = list(col=1,pch=20, cex=0.7), box.rectangle = list(col=1), box.umbrella = list(lty=1, col=1), strip.background = list(col = "white"))) ltheme <- canonical.theme(color = FALSE) ## in-built B&W theme ltheme$strip.background$col <- "transparent" ## change strip bg lattice.options(default.theme = ltheme) knitr::opts_chunk$set(echo = TRUE, results = 'markup', error = FALSE, warning = FALSE, message = FALSE, tidy = FALSE, cache = FALSE, size = "small", fig.width = 6, fig.height = 4, fig.align = "center", out.width = NULL, ###'.6\\linewidth', out.height = NULL, fig.scap = NA) knitr::render_sweave() # use Sweave environments knitr::set_header(highlight = '') # do not \usepackage{Sweave} ## R settings options(prompt = "R> ", continue = "+ ", useFancyQuotes = FALSE) # JSS style options(width = 75) library("colorspace") col <- diverge_hcl(2, h = c(246, 40), c = 96, l = c(65, 90)) fill <- diverge_hcl(2, h = c(246, 40), c = 96, l = c(65, 90), alpha = .3) ## ----tram-citation, echo = FALSE----------------------------------------- year <- substr(packageDescription("tram")$Date, 1, 4) version <- packageDescription("tram")$Version ## ----fail, results = "asis", echo = FALSE-------------------------------- if (any(!pkgs)) { cat(paste("Package(s)", paste(names(pkgs)[!pkgs], collapse = ", "), "not available, stop processing.", "\\end{document}\n")) knitr::knit_exit() } if (!interactive() && .Platform$OS.type != "unix") { cat("Vignette only compiled under Unix alikes.") knitr::knit_exit() } ## ----tram-tram, echo = TRUE, eval = FALSE-------------------------------- # tram(y | s ~ x, ...) ## ----tram-BostonHousing-lm----------------------------------------------- data("BostonHousing2", package = "mlbench") lm_BH <- lm(cmedv ~ crim + zn + indus + chas + nox + rm + age + dis + rad + tax + ptratio + b + lstat, data = BostonHousing2) ## ----tram-BostonHousing-numeric, echo = FALSE---------------------------- BostonHousing2$rad <- as.numeric(BostonHousing2$rad) BostonHousing2$tax <- as.numeric(BostonHousing2$tax) ## ----tram-BostonHousing-Lm1, cache = TRUE-------------------------------- Lm_BH_1 <- Lm(cmedv ~ crim + zn + indus + chas + nox + rm + age + dis + rad + tax + ptratio + b + lstat, data = BostonHousing2) ## ----tram-BostonHousing-logLik------------------------------------------- logLik(lm_BH) logLik(Lm_BH_1) ## ----tram-BostonHousing-coef--------------------------------------------- coef(lm_BH) coef(Lm_BH_1, as.lm = TRUE) ## ----tram-BostonHousing-sd----------------------------------------------- summary(lm_BH)$sigma 1 / coef(Lm_BH_1, with_baseline = TRUE)["cmedv"] ## ----tram-BostonHousing-Lm2, cache = TRUE-------------------------------- BostonHousing2$y <- with(BostonHousing2, Surv(cmedv, cmedv < 50)) Lm_BH_2 <- Lm(y ~ crim + zn + indus + chas + nox + rm + age + dis + rad + tax + ptratio + b + lstat, data = BostonHousing2) logLik(Lm_BH_2) ## ----tram-BostonHousing-Lm3, cache = TRUE-------------------------------- Lm_BH_3 <- Lm(y | 0 + chas ~ crim + zn + indus + nox + rm + age + dis + rad + tax + ptratio + b + lstat, data = BostonHousing2) logLik(Lm_BH_3) ## ----tram-BostonHousing-chas-coef---------------------------------------- 1 / coef(Lm_BH_3, with_baseline = TRUE)[c(2, 4)] ## ----tram-BostonHousing-chas-glht---------------------------------------- summary(glht(as.mlt(Lm_BH_3), linfct = c("y:chas0 - y:chas1 = 0"))) ## ----tram-BostonHousing-Lm4, cache = TRUE-------------------------------- Lm_BH_4 <- Lm(y | 0 + chas + crim + zn + indus + nox + rm + age + dis + rad + tax + ptratio + b + lstat ~ 0, data = BostonHousing2) logLik(Lm_BH_4) ## ----tram-BostonHousing-BC-1, cache = TRUE------------------------------- BC_BH_1 <- BoxCox(y ~ chas + crim + zn + indus + nox + rm + age + dis + rad + tax + ptratio + b + lstat, data = BostonHousing2) logLik(BC_BH_1) ## ----tram-BostonHousing-BC-1-plot---------------------------------------- nd <- model.frame(BC_BH_1)[1,-1,drop = FALSE] plot(BC_BH_1, which = "baseline only", newdata = nd, col = col, confidence = "interval", fill = fill, lwd = 2, xlab = "Median Value", ylab = expression(h[Y])) ## ----tram-BostonHousing-BC-2, cache = TRUE------------------------------- BC_BH_2 <- BoxCox(y | 0 + chas ~ crim + zn + indus + nox + rm + age + dis + rad + tax + ptratio + b + lstat, data = BostonHousing2) logLik(BC_BH_2) ## ----tram-BostonHousing-BC-2-plot---------------------------------------- nd <- model.frame(BC_BH_2)[1:2, -1] nd$chas <- factor(c("0", "1")) plot(BC_BH_2, which = "baseline only", newdata = nd, col = col, confidence = "interval", fill = fill, lwd = 2, xlab = "Median Value", ylab = expression(h[Y])) legend("bottomright", lty = 1, col = col, title = "Near Charles River", legend = c("no", "yes"), bty = "n") ## ----tram-BostonHousing-Lm-3-plot---------------------------------------- plot(Lm_BH_3, which = "baseline only", newdata = nd, col = col, confidence = "interval", fill = fill, lwd = 2) legend("bottomright", lty = 1, col = col, title = "Near Charles River", legend = c("no", "yes"), bty = "n") ## ----tram-BostonHousing-BC-3, eval = FALSE------------------------------- # BoxCox(y | 0 + chas + crim + zn + indus + nox + # rm + age + dis + rad + tax + ptratio + b + lstat ~ 0, # data = BostonHousing2) ## ----tram-BostonHousing-Colr-1, cache = TRUE----------------------------- Colr_BH_1 <- Colr(y | 0 + chas ~ crim + zn + indus + nox + rm + age + dis + rad + tax + ptratio + b + lstat, data = BostonHousing2) logLik(Colr_BH_1) ## ----tram-BostonHousing-Colr-CI, cache = TRUE---------------------------- round(cbind(exp(coef(Colr_BH_1)), exp(confint(Colr_BH_1))), 3) ## ----tram-BostonHousing-Colr-1-plot, echo = FALSE------------------------ nd <- BostonHousing2 nd$y <- NULL q <- 0:50 d <- predict(Colr_BH_1, newdata = nd, q = q, which = "distribution", type="distribution") lp <- c(predict(Colr_BH_1, newdata = nd, type = "lp")) nd2 <- expand.grid(q = q, lp = -lp) nd2$d <- c(d) nd2$chas <- rep(nd$chas, rep(length(q), length(lp))) BHtmp <- BostonHousing2 levels(BHtmp$chas) <- levels(nd2$chas) <- levels(nd$chas) <- c("Off Charles River", "Near Charles River") pfun <- function(x, y, z, subscripts, at, ...) { panel.contourplot(x, y, z, subscripts, at = 1:9/10, ...) ch <- as.character(unique(nd2$chas[subscripts])) panel.xyplot(x = -lp[nd$chas == ch], y = subset(BHtmp, chas == ch)$cmedv, pch = 20, col = rgb(.1, .1, .1, .2)) } plot(contourplot(d ~ lp + q | chas, data = nd2, panel = pfun, xlab = "Linear predictor", ylab = "Median Value", col = col[1]))#, main = "Continuous Outcome Logistic Regression")) ## ----tram-BostonHousing-rq-1, cache = TRUE------------------------------- tau <- 2:18 / 20 fm <- cmedv ~ crim + zn + indus + chas + nox + rm + age + dis + rad + tax + ptratio + b + lstat rq_BH_1 <- lapply(tau, function(p) rq(fm, data = BostonHousing2, tau = p)) Colr_BH_2 <- Colr(cmedv | crim + zn + indus + chas + nox + rm + age + dis + rad + tax + ptratio + b + lstat ~ 0, data = BostonHousing2, order = 2) ## ----tram-BostonHousing-rq-1-plot, echo = FALSE, fig.width = 9, fig.height = 9---- idx <- order(BostonHousing2$cmedv)[ceiling(1:9/10 * NROW(BostonHousing2))] layout(matrix(1:9, nrow = 3)) for (i in idx) { qrq <- sapply(rq_BH_1, function(x) predict(x, newdata = BostonHousing2[i,])) nd <- BostonHousing2[i,] nd$cmedv <- NULL plot(Colr_BH_2, newdata = nd, which = "distribution", type = "distribution", q = 5:36, main = paste("Obs.", i), ylab = "Distribution", xlab = "Median Value", col = col[1], lwd = 2) points(qrq, tau, type = "b", col = col[2], cex = 1.5) arrows(BostonHousing2[i, "cmedv"], 0, BostonHousing2[i, "cmedv"], .2, length = .15, angle = 15) # abline(v = BostonHousing2[i, "cmedv"]) } ## ----tram-GBSG2-Weibull-1, cache = TRUE---------------------------------- data("GBSG2", package = "TH.data") Survreg_GBSG2_1 <- Survreg(Surv(time, cens) ~ horTh, data = GBSG2) logLik(Survreg_GBSG2_1) survreg_GBSG2_1 <- survreg(Surv(time, cens) ~ horTh, data = GBSG2) logLik(survreg_GBSG2_1) ## ----tram-GBSG2-Weibull-coef--------------------------------------------- c(coef(Survreg_GBSG2_1), coef(survreg_GBSG2_1)["horThyes"] / survreg_GBSG2_1$scale) ## ----tram-GBSG2-Weibull-ci----------------------------------------------- exp(-rev(confint(Survreg_GBSG2_1))) ## ----tram-GBSG2-Weibull-1-plot------------------------------------------- nd <- data.frame(horTh = factor(c("no", "yes"))) plot(Survreg_GBSG2_1, newdata = nd, which = "distribution", type = "survivor", confidence = "interval", fill = fill, col = col, ylab = "Probability", xlab = "Survival Time") legend("bottomleft", lty = 1, title = "Hormonal Therapy", legend = levels(nd$horTh), bty = "n", col = col) ## ----tram-GBSG2-Weibull-2, cache = TRUE---------------------------------- Survreg_GBSG2_2 <- Survreg(Surv(time, cens) | 0 + horTh ~ 1, data = GBSG2) logLik(Survreg_GBSG2_2) survreg_GBSG2_2 <- survreg(Surv(time, cens) ~ strata(horTh) + horTh - 1, data = GBSG2) logLik(survreg_GBSG2_2) coef(Survreg_GBSG2_2, with_baseline = TRUE) c(1 / survreg_GBSG2_2$scale, -coef(survreg_GBSG2_2) / survreg_GBSG2_2$scale) ## ----tram-GBSG2-Cox-1, cache = TRUE-------------------------------------- Coxph_GBSG2_1 <- Coxph(Surv(time, cens) ~ horTh, data = GBSG2) logLik(Coxph_GBSG2_1) coef(Coxph_GBSG2_1) ## ----tram-GBSG2-Cox-2, cache = TRUE-------------------------------------- Coxph_GBSG2_2 <- Coxph(Surv(time, cens) | 0 + horTh ~ 1 , data = GBSG2) logLik(Coxph_GBSG2_2) ## ----tram-GBSG2-Cox-1-plot----------------------------------------------- plot(survfit(Surv(time, cens) ~ horTh, data = GBSG2), col = col, ylab = "Probability", xlab = "Survival Time") plot(Coxph_GBSG2_1, newdata = nd, which = "distribution", type = "survivor", col = col, add = TRUE, lty = 1) plot(Coxph_GBSG2_2, newdata = nd, which = "distribution", type = "survivor", col = col, add = TRUE, lty = 2) legend("bottomleft", lty = 1, title = "Hormonal Therapy", legend = levels(nd$horTh), bty = "n", col = col) ## ----tram-wine-polr------------------------------------------------------ data("wine", package = "ordinal") polr_wine <- polr(rating ~ temp + contact, data = wine) logLik(polr_wine) coef(polr_wine) ## ----tram-wine-clm-1, cache = TRUE--------------------------------------- clm_wine_1 <- clm(rating ~ temp + contact, data = wine) logLik(clm_wine_1) coef(clm_wine_1) ## ----tram-wine-Polr-1, cache = TRUE-------------------------------------- Polr_wine_1 <- Polr(rating ~ temp + contact, data = wine) logLik(Polr_wine_1) coef(Polr_wine_1, with_baseline = TRUE) ## ----tram-wine-clm-2, cache = TRUE--------------------------------------- clm_wine_2 <- clm(rating ~ temp, nominal = ~ contact, data = wine) logLik(clm_wine_2) coef(clm_wine_2) ## ----tram-wine-Polr-2, cache = TRUE-------------------------------------- Polr_wine_2 <- Polr(rating | 1 + contact ~ temp, data = wine) logLik(Polr_wine_2) coef(Polr_wine_2, with_baseline = TRUE) ## ----tram-wine-clm-3, cache = TRUE--------------------------------------- clm_wine_3 <- clm(rating ~ temp, nominal = ~ contact, data = wine, link = "probit") logLik(clm_wine_3) coef(clm_wine_3) ## ----tram-wine-Polr-3, cache = TRUE-------------------------------------- Polr_wine_3 <- Polr(rating | 1 + contact ~ temp, data = wine, method = "probit") logLik(Polr_wine_3) coef(clm_wine_3) ## ----tram-wine-censored-------------------------------------------------- erating <- wine$rating lrating <- erating rrating <- erating l9 <- lrating[wine$judge == 9] l9[l9 > 1] <- levels(l9)[unclass(l9[l9 > 1]) - 1] r9 <- rrating[wine$judge == 9] r9[r9 < 5] <- levels(r9)[unclass(r9[r9 < 5]) + 1] lrating[wine$judge != 9] <- rrating[wine$judge != 9] <- NA erating[wine$judge == 9] <- NA lrating[wine$judge == 9] <- l9 rrating[wine$judge == 9] <- r9 which(wine$judge == 9) (wine$crating <- R(erating, cleft = lrating, cright = rrating)) ## ----tram-wine-censored-Polr, echo = TRUE-------------------------------- Polr_wine_4 <- Polr(crating | contact ~ temp, data = wine, method = "probit") logLik(Polr_wine_4) coef(Polr_wine_4) ## ----tram-BostonHousing-BC-4-0, cache = TRUE----------------------------- BC_BH_0 <- BoxCox(y ~ 1, data = BostonHousing2) logLik(BC_BH_0) ## ----tram-BostonHousing-BC-4, cache = TRUE------------------------------- library("trtf") BC_BH_4 <- trafotree(BC_BH_0, formula = y ~ chas + crim + zn + indus + nox + rm + age + dis + rad + tax + ptratio + b + lstat, data = BostonHousing2, control = ctree_control(minbucket = 30)) logLik(BC_BH_4) ## ----tram-BostonHousing-BC-4-plot, fig.width = 14, fig.height = 10, echo = FALSE---- library("ATR") plot(rotate(BC_BH_4), terminal_panel = trtf:::node_mlt, tp_args = list(type = "density", K = 100, fill = col[1], id = FALSE)) ## ----tram-BostonHousing-BC-5, eval = FALSE------------------------------- # BC_BH_5 <- traforest(BC_BH_0, # formula = y ~ chas + crim + zn + indus + nox + # rm + age + dis + rad + tax + ptratio + b + lstat, data = # BostonHousing2) ## ----tram-GBSG2-Cox-3-0-------------------------------------------------- Coxph_GBSG2_1 <- Coxph(Surv(time, cens) ~ horTh, data = GBSG2) logLik(Coxph_GBSG2_1) coef(Coxph_GBSG2_1) ## ----tram-GBSG2-Cox-3---------------------------------------------------- Coxph_GBSG2_3 <- trafotree(Coxph_GBSG2_1, formula = Surv(time, cens) ~ horTh | age + menostat + tsize + tgrade + pnodes + progrec + estrec, data = GBSG2) logLik(Coxph_GBSG2_3) coef(Coxph_GBSG2_3)[, "horThyes"] ## ----tram-GBSG2-Cox-3-plot----------------------------------------------- nd <- data.frame(horTh = sort(unique(GBSG2$horTh))) plot(Coxph_GBSG2_3, newdata = nd, tp_args = list(type = "survivor", col = col)) ## ----tram-GBSG2-Cox-4---------------------------------------------------- GBSG2$int <- 1 Coxph_GBSG2_3 <- Coxph(Surv(time, cens) ~ int + horTh, data = GBSG2, fixed = c("int" = 0)) (Coxph_GBSG2_4 <- trafotree(Coxph_GBSG2_3, formula = Surv(time, cens) ~ int + horTh | age + menostat + tsize + tgrade + pnodes + progrec + estrec, data = GBSG2, parm = c("int", "horThyes"), mltargs = list(fixed = c("int" = 0)))) logLik(Coxph_GBSG2_4) coef(Coxph_GBSG2_4)[, "horThyes"] ## ----tram-sessionInfo, echo = FALSE, results = "hide"-------------------- sessionInfo()