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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
}
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