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lengthL <- function(x){
if(is.list(x)){
return(sapply(x,length))
}else{
return(length(x))
}
}
dist_single <- function(don_dist_var,imp_dist_var,numericalX,
factorsX,ordersX,mixedX,levOrdersX,
don_index,imp_index,weightsx,k,mixed.constant,
provideMins=TRUE,methodStand){
#gd <- distance(don_dist_var,imp_dist_var,weights=weightsx)
if(is.null(mixed.constant))
mixed.constant <- rep(0,length(mixedX))
if(provideMins){
gd <- gowerD(don_dist_var,imp_dist_var,weights=weightsx,numericalX,
factorsX,ordersX,mixedX,levOrdersX,mixed.constant=mixed.constant,returnIndex=TRUE,
nMin=as.integer(k),returnMin=TRUE,methodStand = methodStand)
colnames(gd$mins) <- imp_index
erg2 <- as.matrix(gd$mins)
}else{
gd <- gowerD(don_dist_var,imp_dist_var,weights=weightsx,numericalX,
factorsX,ordersX,mixedX,levOrdersX,mixed.constant=mixed.constant,returnIndex=TRUE,
nMin=as.integer(k), methodStand=methodStand)
erg2 <- NA
}
colnames(gd$ind) <- imp_index
gd$ind[,] <- don_index[gd$ind]
erg <- as.matrix(gd$ind)
if(k==1){
erg <- t(erg)
erg2 <- t(erg2)
}
list(erg,erg2)
}
####Hotdeck in context of kNN-k Nearest Neighbour Imputation
#Author: Alexander Kowarik, Statistics Austria
## (k)NN-Imputation
#data - data.frame of the data with missing
#variable - vector of variablesnames to be imputed
#metric - method for distance computation of in function daisy(cluster), otherwise automatical selection
#k - number of neighbours used
#dist_var - list/vector of the variablenames used for distance computation
#weights - list/vector of the weights for the different dist variables
#numFun - function for evaluating the k NN (numerical variable)
#catFun - function for evaluating the k NN (categorical variable)
#makeNA - vector of values which should be imputed too e.g. 8,9 or 98,99 in SPSS-data sets
#NAcond - list of conditions for each variable to create NAs there (not yet implemented)
#donorcond - list of conditions for a donor e.g. "<=10000"
#TODO: Donors from cold deck
#' k-Nearest Neighbour Imputation
#'
#' k-Nearest Neighbour Imputation based on a variation of the Gower Distance
#' for numerical, categorical, ordered and semi-continous variables.
#'
#'
#' @aliases kNN
#' @param data data.frame or matrix
#' @param variable variables where missing values should be imputed
#' @param metric metric to be used for calculating the distances between
#' @param k number of Nearest Neighbours used
#' @param dist_var names or variables to be used for distance calculation
#' @param weights weights for the variables for distance calculation.
#' If `weights = "auto"` weights will be selected based on variable importance from random forest regression, using function [ranger::ranger()].
#' Weights are calculated for each variable seperately.
#' @param numFun function for aggregating the k Nearest Neighbours in the case
#' of a numerical variable
#' @param catFun function for aggregating the k Nearest Neighbours in the case
#' of a categorical variable
#' @param makeNA list of length equal to the number of variables, with values, that should be converted to NA for each variable
#' @param NAcond list of length equal to the number of variables, with a condition for imputing a NA
#' @param impNA TRUE/FALSE whether NA should be imputed
#' @param donorcond list of length equal to the number of variables, with a donorcond condition as character string.
#' e.g. a list element can be ">5" or c(">5","<10). If the list element for a variable is NULL no condition will be applied for this variable.
#' @param trace TRUE/FALSE if additional information about the imputation
#' process should be printed
#' @param imp_var TRUE/FALSE if a TRUE/FALSE variables for each imputed
#' variable should be created show the imputation status
#' @param imp_suffix suffix for the TRUE/FALSE variables showing the imputation
#' status
#' @param addRF TRUE/FALSE each variable will be modelled using random forest regression ([ranger::ranger()]) and used as additional distance variable.
#' @param onlyRF TRUE/FALSE if TRUE only additional distance variables created from random forest regression will be used as distance variables.
#' @param addRandom TRUE/FALSE if an additional random variable should be added
#' for distance calculation
#' @param mixed names of mixed variables
#' @param mixed.constant vector with length equal to the number of
#' semi-continuous variables specifying the point of the semi-continuous
#' distribution with non-zero probability
#' @param useImputedDist TRUE/FALSE if an imputed value should be used for distance calculation for imputing another variable.
#' Be aware that this results in a dependency on the ordering of the variables.
#' @param weightDist TRUE/FALSE if the distances of the k nearest neighbours should be used as weights in the
#' aggregation step
#' @param methodStand either "range" or "iqr" to be used in the standardization of numeric vaiables in the gower distance
#' @param ordFun function for aggregating the k Nearest Neighbours in the case
#' of a ordered factor variable
#' @return the imputed data set.
#' @author Alexander Kowarik, Statistik Austria
#' @references A. Kowarik, M. Templ (2016) Imputation with
#' R package VIM. *Journal of
#' Statistical Software*, 74(7), 1-16.
#' @keywords manip
#' @family imputation methods
#' @examples
#'
#' data(sleep)
#' kNN(sleep)
#' library(laeken)
#' kNN(sleep, numFun = weightedMean, weightDist=TRUE)
#'
#' @export
kNN <- function(data, variable=colnames(data), metric=NULL, k=5, dist_var=colnames(data),weights=NULL,
numFun = median, catFun=maxCat,
makeNA=NULL,NAcond=NULL, impNA=TRUE, donorcond=NULL,mixed=vector(),mixed.constant=NULL,trace=FALSE,
imp_var=TRUE,imp_suffix="imp", addRF=FALSE, onlyRF=FALSE,
addRandom=FALSE,useImputedDist=TRUE,weightDist=FALSE,
methodStand = "range",
ordFun = medianSamp) {
check_data(data)
data_df <- !is.data.table(data)
# check for colnames before forcing variable
if (is.null(colnames(data))) {
colnames(data) <- colnames(data, do.NULL = FALSE)
}
force(variable)
force(dist_var)
if (data_df) {
data <- as.data.table(data)
} else {
data <- data.table::copy(data)
}
#basic checks
if(!is.null(mixed.constant)){
if(length(mixed.constant)!=length(mixed))
stop("length 'mixed.constant' and length 'mixed' differs")
}
startTime <- Sys.time()
nvar <- length(variable)
ndat <- nrow(data)
#impNA==FALSE -> NAs should remain NAs (Routing NAs!?)
indexNAs <- is.na(data)
if(!is.null(donorcond)){
if(length(donorcond)!=nvar){
stop("The list 'donorcond' must have the same length as the 'variable' vector")
}
}
if(!is.null(makeNA)){
if(length(makeNA)!=nvar)
stop("The vector 'variable' must have the same length as the 'makeNA' list")
else{
for(i in 1:nvar){
data[data[,sapply(.SD,function(x)x%in%makeNA[[i]])[,1],.SDcols=variable[i]],variable[i]:=NA]#,with=FALSE]
}
}
if(!impNA){
indexNA2s <- is.na(data)&!indexNAs
}else
indexNA2s <- is.na(data)
}else{
indexNA2s <- is.na(data)
}
if(sum(indexNA2s)<=0){
warning("Nothing to impute, because no NA are present (also after using makeNA)")
invisible(data)
}
if(imp_var){
imp_vars <- paste(variable,"_",imp_suffix,sep="")
index_imp_vars <- which(!imp_vars%in%colnames(data))
index_imp_vars2 <- which(imp_vars%in%colnames(data))
if(length(index_imp_vars)>0){
data[,imp_vars[index_imp_vars]:=FALSE]#,with=FALSE]
for(i in index_imp_vars){
data[indexNA2s[,variable[i]],imp_vars[i]:=TRUE]
#if(!any(indexNA2s[,variable[i]]))
#data<-data[,-which(names(data)==paste(variable[i],"_",imp_suffix,sep=""))]
}
}
if(length(index_imp_vars2)>0){
warning(paste("The following TRUE/FALSE imputation status variables will be updated:",
paste(imp_vars[index_imp_vars2],collapse=" , ")))
for(i in index_imp_vars2)
data[,imp_vars[i]:=as.logical(data[,imp_vars[i]])]#,with=FALSE]
}
}
for(v in variable){
if(data[,sapply(.SD,function(x)all(is.na(x))),.SDcols=v]){
warning(paste("All observations of",v,"are missing, therefore the variable will not be imputed!\n"))
variable <- variable[variable!=v]
}
}
if(length(variable)==0){
warning(paste("Nothing is imputed, because all variables to be imputed only contains missings."))
if (data_df)
data <- as.data.frame(data)
return(data)
}
orders <- data[,sapply(.SD,is.ordered)]
orders <- colnames(data)[orders]
levOrders <- vector()
if(length(orders)>0){
levOrders <- data[,sapply(.SD,function(x)length(levels(x))),.SDcols=orders]
}
factors <- data[,sapply(.SD,function(x)is.factor(x)|is.character(x)|is.logical(x))]
factors <- colnames(data)[factors]
factors <- factors[!factors%in%orders]
numerical <- data[,sapply(.SD,function(x)is.numeric(x)|is.integer(x))]
numerical <- colnames(data)[numerical]
numerical <- numerical[!numerical%in%mixed]
if(trace){
message("Detected as categorical variable:\n")
message(paste(factors,collapse=","))
message("Detected as ordinal variable:\n")
message(paste(orders,collapse=","))
message("Detected as numerical variable:\n")
message(paste(numerical,collapse=","))
}
###Make an index for selecting donors
INDEX <- 1:ndat
##START DISTANCE IMPUTATION
## if(is.null(metric))
## metric <- c("euclidean", "manhattan", "gower")
## else if(!metric%in%c("euclidean", "manhattan", "gower"))
## stop("metric is unknown")
# add features using random forest (ranger)
if(addRF){
features_added <- c()
dist_var_new <- list()
weights_new <- list()
# create data set without missings for regressors
# seems to be most efficient way
# can still be improved...?
dataRF <- suppressWarnings(kNN(data[,unique(c(unlist(dist_var)
,variable)),with=FALSE],imp_var = FALSE))
for(i in 1:nvar){
if(any(indexNA2s[,variable[i]])){
if(is.list(dist_var)){
dist_var_cur <- dist_var[[i]]
}else{
dist_var_cur <- dist_var
}
regressors <- dist_var_cur[dist_var_cur!=variable[i]]
index.miss <- data[is.na(get(variable[i])),which=TRUE]
data.mod <- dataRF[-c(index.miss),unique(c(dist_var_cur,variable[i])),with=FALSE]
if(nrow(data.mod)==0){
warning("cannot use random forest for ",variable[i],"\n too many missing values in the data")
next;
}
ranger.formula <- as.formula(paste(variable[i],paste(regressors,collapse = "+"),sep="~"))
class_data.mod <- sapply(data.mod,function(x)class(x)[1])
if("character"%in%class_data.mod){
for(cn in colnames(data.mod)[class_data.mod=="character"]){
data.mod[[cn]] <- as.factor(data.mod[[cn]])
}
}
ranger.mod <- ranger(ranger.formula,data=data.mod)
new_feature <- c(paste0(variable[i],"randomForestFeature"))
data[,c(new_feature):=predict(ranger.mod,data=dataRF)$predictions]
features_added <- c(features_added,new_feature)
if(variable[i]%in%mixed){
mixed <- c(mixed,new_feature)
}else if(variable[i]%in%numerical){
numerical <- c(numerical,new_feature)
}else if(variable[i]%in%orders){
orders <- c(orders,new_feature)
}else if(variable[i]%in%factors){
factors <- c(factors,new_feature)
}
if(onlyRF){
dist_var_new[[i]] <- c(new_feature)
}else{
dist_var_new[[i]] <- c(dist_var_cur,new_feature)
if(!is.null(weights)&&weights[1]!="auto"){
if(is.list(weights)){
weights_new[[i]] <- c(weights[[i]],median(weights[[i]]))
}else{
weights_new[[i]] <- c(weights,median(weights))
}
}
}
}
}
rm(dataRF)
# create sets for distance variables
dist_var <- dist_var_new
if(!is.null(weights)&&weights[1]!="auto"){
weights <- weights_new
}
}else{
if(onlyRF){
onlyRF <- FALSE
warning("The onlyRF is automatically set to FALSE, because addRF=FALSE.")
}
features_added <- NULL
}
# set weights vector
if(is.null(weights)){
if(is.list(dist_var)){
weights <- lapply(dist_var,function(z){rep(1,length(z))})
}else{
weights <- rep(1,length(dist_var))
}
}else if(weights[1]=="auto"){
# use random forest and importance values for automatic weighting
# setup dist_var and weights as lists
# for each model different weights
weights_new <- list()
dist_var_new <- list()
for(i in 1:nvar){
if(any(indexNA2s[,variable[i]])){
if(is.list(dist_var)){
regressors <- dist_var[[i]][dist_var!=variable[i]]
data.mod <- na.omit(subset(data,select=unique(c(variable[i],dist_var[[i]]))))
}else{
regressors <- dist_var[dist_var!=variable[i]]
data.mod <- na.omit(subset(data,select=unique(c(variable[i],dist_var))))
}
ranger.formula <- as.formula(paste(variable[i],paste(regressors,collapse = "+"),sep="~"))
ranger.mod <- ranger(ranger.formula,data=data.mod,importance="impurity")
dist_var_new[[i]] <- regressors
weights_new[[i]] <- importance(ranger.mod)
}
}
weights <- weights_new
dist_var <- dist_var_new
rm(weights_new,dist_var_new)
}else if(any(lengthL(weights)!=lengthL(dist_var))){
stop("length of weights must be equal the number of distance variables")
}
if(addRandom){
numerical <- c(numerical, "RandomVariableForImputation")
data[,"RandomVariableForImputation":=rnorm(ndat)]#,with=FALSE]
if(is.list(dist_var)){
for(i in 1:length(dist_var)){
dist_var[[i]] <- c(dist_var[[i]],"RandomVariableForImputation")
weights[[i]] <- c(weights[[i]],min(weights[[i]])/(sum(weights[[i]])+1))
}
}else{
dist_var <- c(dist_var,"RandomVariableForImputation")
weights <- c(weights,min(weights)/(sum(weights)+1))
}
}
for(j in 1:nvar){
if(any(indexNA2s[,variable[j]])){
if(is.list(dist_var)){
if(!is.list(weights))
stop("if dist_var is a list weights must be a list")
dist_varx <- dist_var[[j]]
weightsx <- weights[[j]]
}else{
dist_varx <- dist_var[dist_var!=variable[j]]
weightsx <- weights[dist_var%in%dist_varx]
}
if(!is.null(donorcond) && !is.null(donorcond[[j]])){
cmd <- paste0("TF <- data[,sapply(.SD,function(x)!is.na(x)&",
paste("x", donorcond[[j]], collapse="&"),
"),.SDcols=variable[j]][,1]")
eval(parse(text=cmd))
don_dist_var <- data[TF,dist_varx,with=FALSE]
don_index <- INDEX[TF]
}else{
TF <- data[,sapply(.SD,function(x)!is.na(x)),.SDcols=variable[j]][,1]
don_dist_var <- data[TF,dist_varx,with=FALSE]
don_index <- INDEX[TF]
}
TF_imp <- indexNA2s[,variable[j]]
imp_dist_var <- data[TF_imp,dist_varx,with=FALSE]
imp_index <- INDEX[TF_imp]
#
if(!useImputedDist&&any(dist_varx%in%variable)){
for(dvar in dist_varx[dist_varx%in%variable]){
## setting the value for original missing variables to NA
don_dist_var[indexNA2s[TF,dvar],c(dvar):=NA]#,with=FALSE]
imp_dist_var[indexNA2s[TF_imp,dvar],c(dvar):=NA]#,with=FALSE]
}
}
numericalX <-numerical[numerical%in%dist_varx]
factorsX <-factors[factors%in%dist_varx]
ordersX <-orders[orders%in%dist_varx]
levOrdersX <- levOrders[orders%in%dist_varx]
#print(levOrdersX)
mixedX <-mixed[mixed%in%dist_varx]
#dist_single provide the rows of the k nearest neighbours and the corresponding distances
mindi <- dist_single(as.data.frame(don_dist_var),as.data.frame(imp_dist_var),numericalX,factorsX,ordersX,mixedX,levOrdersX,
don_index,imp_index,weightsx,k,mixed.constant,provideMins=weightDist,
methodStand = methodStand)
getI <- function(x)data[x,variable[j],with=FALSE]
if(trace)
message(sum(indexNA2s[,variable[j]]),"items of","variable:",variable[j]," imputed\n")
#Fetching the actual values of the kNNs for the indices provided by dist_single
getI <- function(x)data[x,variable[j],with=FALSE]
kNNs <- do.call("cbind",apply(mindi[[1]],2,getI))
if(k==1){
kNNs <- t(kNNs)
}
if(weightDist&k>1){
if(length(factors)<length(variable)&!"weights"%in%names(as.list(args(numFun)))){
warning("There is no explicit 'weights' argument in your numeric aggregation function.")
}
if(length(factors)>0&&!"weights"%in%names(as.list(args(catFun)))){
warning("There is no explicit 'weights' argument in your categorical aggregation function.")
}
#1-dist because dist is between 0 and 1
mindi[[2]] <- apply(1-mindi[[2]], 2, function(x)
pmax(min(x[x>0])/10,x))
### warning if there is no argument named weights
if(variable[j]%in%factors){
data[indexNA2s[,variable[j]],variable[j]] <- sapply(1:ncol(kNNs),function(x)do.call("catFun",list(unlist(kNNs[,x,with=FALSE]),mindi[[2]][,x])))
}else if(variable[j]%in%orders){
data[indexNA2s[,variable[j]],variable[j]] <- sapply(1:ncol(kNNs),function(x)do.call("ordFun",list(unlist(kNNs[,x,with=FALSE]),mindi[[2]][,x])))
}else if(is.integer(data[,variable[j]])){
data[indexNA2s[,variable[j]],variable[j]] <- round(sapply(1:ncol(kNNs),function(x)do.call("numFun",list(unlist(kNNs[,x,with=FALSE]),mindi[[2]][,x]))))
}else
data[indexNA2s[,variable[j]],variable[j]] <- sapply(1:ncol(kNNs),function(x)do.call("numFun",list(unlist(kNNs[,x,with=FALSE]),mindi[[2]][,x])))
}else{
if(variable[j]%in%factors){
data[indexNA2s[,variable[j]],variable[j]] <- apply(kNNs,2,catFun)
}else if(variable[j]%in%orders){
data[indexNA2s[,variable[j]],variable[j]] <- sapply(kNNs, ordFun)
}else if(is.integer(data[,variable[j]])){
data[indexNA2s[,variable[j]],variable[j]] <- round(apply(kNNs,2,numFun))
}else
data[indexNA2s[,variable[j]],variable[j]] <- apply(kNNs,2,numFun)
}
}else{
if(trace)
message("0 items of","variable:",variable[j]," imputed\n")
}
}
if(trace){
print(difftime(Sys.time(),startTime))
}
if(addRandom){
RandomVariableForImputation <- NULL # for satisfying CRAN check
data <- data[,RandomVariableForImputation:=NULL]
}
if(!is.null(features_added)){
data[,c(features_added):=NULL]
}
if (data_df)
data <- as.data.frame(data)
data
}
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