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#' Box-Cox Transformation for Non-Negative Data
#'
#' `step_BoxCox` creates a *specification* of a recipe
#' step that will transform data using a simple Box-Cox
#' transformation.
#'
#' @inheritParams step_center
#' @param ... One or more selector functions to choose which
#' variables are affected by the step. See [selections()]
#' for more details. For the `tidy` method, these are not
#' currently used.
#' @param role Not used by this step since no new variables are
#' created.
#' @param lambdas A numeric vector of transformation values. This
#' is `NULL` until computed by [prep.recipe()].
#' @param limits A length 2 numeric vector defining the range to
#' compute the transformation parameter lambda.
#' @param num_unique An integer where data that have less possible
#' values will not be evaluated for a transformation.
#' @return An updated version of `recipe` with the new step
#' added to the sequence of existing steps (if any). For the
#' `tidy` method, a tibble with columns `terms` (the
#' selectors or variables selected) and `value` (the
#' lambda estimate).
#' @keywords datagen
#' @concept preprocessing
#' @concept transformation_methods
#' @export
#' @details The Box-Cox transformation, which requires a strictly
#' positive variable, can be used to rescale a variable to be more
#' similar to a normal distribution. In this package, the partial
#' log-likelihood function is directly optimized within a
#' reasonable set of transformation values (which can be changed by
#' the user).
#'
#' This transformation is typically done on the outcome variable
#' using the residuals for a statistical model (such as ordinary
#' least squares). Here, a simple null model (intercept only) is
#' used to apply the transformation to the *predictor*
#' variables individually. This can have the effect of making the
#' variable distributions more symmetric.
#'
#' If the transformation parameters are estimated to be very
#' closed to the bounds, or if the optimization fails, a value of
#' `NA` is used and no transformation is applied.
#'
#' @references Sakia, R. M. (1992). The Box-Cox transformation technique:
#' A review. *The Statistician*, 169-178..
#' @examples
#'
#' rec <- recipe(~ ., data = as.data.frame(state.x77))
#'
#' bc_trans <- step_BoxCox(rec, all_numeric())
#'
#' bc_estimates <- prep(bc_trans, training = as.data.frame(state.x77))
#'
#' bc_data <- bake(bc_estimates, as.data.frame(state.x77))
#'
#' plot(density(state.x77[, "Illiteracy"]), main = "before")
#' plot(density(bc_data$Illiteracy), main = "after")
#'
#' tidy(bc_trans, number = 1)
#' tidy(bc_estimates, number = 1)
#'
#' @seealso [step_YeoJohnson()] [recipe()]
#' [prep.recipe()] [bake.recipe()]
step_BoxCox <-
function(recipe,
...,
role = NA,
trained = FALSE,
lambdas = NULL,
limits = c(-5, 5),
num_unique = 5,
skip = FALSE,
id = rand_id("BoxCox")) {
add_step(
recipe,
step_BoxCox_new(
terms = ellipse_check(...),
role = role,
trained = trained,
lambdas = lambdas,
limits = sort(limits)[1:2],
num_unique = num_unique,
skip = skip,
id = id
)
)
}
step_BoxCox_new <-
function(terms, role, trained, lambdas, limits, num_unique, skip, id) {
step(
subclass = "BoxCox",
terms = terms,
role = role,
trained = trained,
lambdas = lambdas,
limits = limits,
num_unique = num_unique,
skip = skip,
id = id
)
}
#' @export
prep.step_BoxCox <- function(x, training, info = NULL, ...) {
col_names <- eval_select_recipes(x$terms, training, info)
check_type(training[, col_names])
values <- vapply(
training[, col_names],
estimate_bc,
c(lambda = 0),
limits = x$limits,
num_unique = x$num_unique
)
values <- values[!is.na(values)]
step_BoxCox_new(
terms = x$terms,
role = x$role,
trained = TRUE,
lambdas = values,
limits = x$limits,
num_unique = x$num_unique,
skip = x$skip,
id = x$id
)
}
#' @export
bake.step_BoxCox <- function(object, new_data, ...) {
if (length(object$lambdas) == 0)
return(as_tibble(new_data))
param <- names(object$lambdas)
for (i in seq_along(object$lambdas))
new_data[, param[i]] <-
bc_trans(getElement(new_data, param[i]), lambda = object$lambdas[i])
as_tibble(new_data)
}
print.step_BoxCox <-
function(x, width = max(20, options()$width - 35), ...) {
cat("Box-Cox transformation on ", sep = "")
printer(names(x$lambdas), x$terms, x$trained, width = width)
invisible(x)
}
## computes the new data
bc_trans <- function(x, lambda, eps = .001) {
if (is.na(lambda))
return(x)
if (abs(lambda) < eps)
log(x)
else
(x ^ lambda - 1) / lambda
}
## helper for the log-likelihood calc
ll_bc <- function(lambda, y, gm, eps = .001) {
n <- length(y)
gm0 <- gm ^ (lambda - 1)
z <- if (abs(lambda) <= eps)
log(y) / gm0
else
(y ^ lambda - 1) / (lambda * gm0)
var_z <- var(z) * (n - 1) / n
- .5 * n * log(var_z)
}
## eliminates missing data and returns -llh
bc_obj <- function(lam, dat) {
dat <- dat[complete.cases(dat)]
geo_mean <- exp(mean(log(dat)))
ll_bc(lambda = lam, y = dat, gm = geo_mean)
}
## estimates the values
estimate_bc <- function(dat,
limits = c(-5, 5),
num_unique = 5) {
eps <- .001
if (length(unique(dat)) < num_unique |
any(dat[complete.cases(dat)] <= 0))
return(NA)
res <- optimize(
bc_obj,
interval = limits,
maximum = TRUE,
dat = dat,
tol = .0001
)
lam <- res$maximum
if (abs(limits[1] - lam) <= eps | abs(limits[2] - lam) <= eps)
lam <- NA
lam
}
#' @rdname step_BoxCox
#' @param x A `step_BoxCox` object.
#' @export
tidy.step_BoxCox <- function(x, ...) {
if (is_trained(x)) {
res <- tibble(terms = names(x$lambdas),
value = x$lambdas)
} else {
term_names <- sel2char(x$terms)
res <- tibble(terms = term_names,
value = na_dbl)
}
res$id <- x$id
res
}
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