File: BoxCox.R

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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 lambdas A numeric vector of transformation values. This
#'  is `NULL` until computed by [prep()].
#' @param limits A length 2 numeric vector defining the range to
#'  compute the transformation parameter lambda.
#' @param num_unique An integer to specify minimum required unique
#'  values to evaluate for a transformation.
#' @template step-return
#' @family individual transformation steps
#' @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.
#'
#' # Tidying
#'
#' When you [`tidy()`][tidy.recipe()] this step, a tibble with columns
#' `terms` (the selectors or variables selected) and `value` (the
#' lambda estimate) is returned.
#'
#' @template case-weights-not-supported
#'
#' @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)
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 = enquos(...),
        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 <- recipes_eval_select(x$terms, training, info)
  check_type(training[, col_names], types = c("double", "integer"))

  values <- vapply(
    training[, col_names],
    estimate_bc,
    c(lambda = 0),
    limits = x$limits,
    num_unique = x$num_unique
  )
  if (any(is.na(values))) {
    var_names <- names(values[is.na(values)])
    vars <- glue::glue_collapse(glue::backtick(var_names), sep = ", ")
    rlang::warn(paste(
      "No Box-Cox transformation could be estimated for:", glue::glue("{vars}")
    ))
  }
  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, ...) {
  param <- names(object$lambdas)
  check_new_data(param, object, new_data)

  for (i in seq_along(object$lambdas)) {
    new_data[, param[i]] <- bc_trans(getElement(new_data, param[i]), lambda = object$lambdas[i])
  }

  new_data
}

print.step_BoxCox <-
  function(x, width = max(20, options()$width - 35), ...) {
    title <- "Box-Cox transformation on "
    print_step(names(x$lambdas), x$terms, x$trained, title, width)
    invisible(x)
  }

## computes the new data
bc_trans <- function(x, lambda, eps = .001) {
  if (any(x <= 0)) {
    rlang::warn(paste0(
      "Applying Box-Cox transformation to non-positive data in column `",
      names(lambda), "`"
    ))
  }

  if (is.na(lambda)) {
    return(x)
  }
  if (abs(lambda) < eps) {
    log(x)
  } else {
    (x^lambda - 1) / lambda
  }
}

## helper for the log-likelihood calc

# TODO case weights: Is there a weighted version of this likelihood?
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, geo_mean) {
  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) {
    rlang::warn("Fewer than `num_unique` values in selected variable.")
    return(NA)
  } else if (any(dat <= 0)) {
    rlang::warn("Non-positive values in selected variable.")
    return(NA)
  }

  geo_mean <- exp(mean(log(dat)))

  res <- optimize(
    bc_obj,
    interval = limits,
    maximum = TRUE,
    dat = dat,
    geo_mean = geo_mean,
    tol = .0001
  )
  lam <- res$maximum
  if (abs(limits[1] - lam) <= eps | abs(limits[2] - lam) <= eps) {
    lam <- NA
  }
  lam
}


#' @rdname tidy.recipe
#' @export
tidy.step_BoxCox <- function(x, ...) {
  if (is_trained(x)) {
    res <- tibble(
      terms = names(x$lambdas),
      value = unname(x$lambdas)
    )
  } else {
    term_names <- sel2char(x$terms)
    res <- tibble(
      terms = term_names,
      value = na_dbl
    )
  }
  res$id <- x$id
  res
}