applying a rolling error function using rollapply - r

I am trying to calculate a rolling error function in R where I take the last 30 days and compute the rmse, move forward 1 day and take the last 30 days from this point and compute the new rmse.
My data looks like the following where I have a date and two values:
dates val1 val2
1 2010-01-01 -0.479526441 -0.294149127
2 2010-01-02 -0.860588950 0.426375720
3 2010-01-03 -0.660643894 -1.483020861
4 2010-01-04 -0.938748812 -1.631823690
Where am I going wrong in the code?
Data & attempt:
d <- data.frame(
dates = seq(from = as.Date("2010-01-01"), to = as.Date("2012-12-31"), by = 1),
val1 = rnorm(1096),
val2 = rnorm(1096)
)
d %>%
mutate(rollRMSE = rollapply(., width = 30, by = 1, FUN = Metrics::rmse(val1, val2)))

EDIT : setting window size as a variable
I have sliced the steps, rollapply will result in 29 less data with a 30 window so may want to collect this in another tibble.
suppressPackageStartupMessages(library(dplyr))
d <- data.frame(
dates = seq(from = as.Date("2010-01-01"), to = as.Date("2012-12-31"), by = 1),
val1 = rnorm(1096),
val2 = rnorm(1096)
)
rse <- function(x, y){sqrt((x-y)**2)}
# assign window size for moving average
window <- 30
d %>% tibble::as_tibble() %>%
mutate(err = rse(val1, val2),
roll = c(zoo::rollapply(err, width = window, by = 1, FUN = mean), rep(NA, window -1) )
)
#> # A tibble: 1,096 x 5
#> dates val1 val2 err roll
#> <date> <dbl> <dbl> <dbl> <dbl>
#> 1 2010-01-01 -0.0248 1.18 1.20 1.40
#> 2 2010-01-02 -0.684 0.603 1.29 1.38
#> 3 2010-01-03 -0.344 -1.92 1.58 1.42
#> 4 2010-01-04 0.447 0.319 0.128 1.38
#> 5 2010-01-05 0.123 -0.810 0.933 1.42
#> 6 2010-01-06 0.00384 2.29 2.29 1.43
#> 7 2010-01-07 -1.51 -1.03 0.487 1.39
#> 8 2010-01-08 0.394 -1.25 1.64 1.41
#> 9 2010-01-09 -1.30 1.61 2.92 1.42
#> 10 2010-01-10 0.394 0.117 0.278 1.33
#> # ... with 1,086 more rows

You can do it manually with base R, i.e.
sapply(seq(0, (nrow(d) - 30)), function(i) Metrics::rmse(d$val1[(seq(30) + i)], d$val2[(seq(30) + i)]))

Related

standardize a variable values differently based on another categorical variable in R (Using R Base)

I have a large dataset that has a continuous variable "Cholesterol" for two visits for each participant (each participant has two rows: first visit = Before & second visit= After). I'd like to standadise cholesterol but I have both Before and After visits merged which will not make my standardisation accurate as it is calculated using the mean and the SD
USING R BASE, How can I create a new cholesterol variable standardised based on Visit in the same data set (in this process standardisation should be done twice; once for Before and another time for After, but the output (standardised values) will be in a one variable again following the same structure of this DF
DF$Cholesterol<- c( 0.9861551,2.9154158, 3.9302373,2.9453085, 4.2248018,2.4789901, 0.9972635, 0.3879830, 1.1782336, 1.4065341, 1.0495609,1.2750138, 2.8515144, 0.4369885, 2.2410429, 0.7566147, 3.0395565,1.7335131, 1.9242212, 2.4539439, 2.8528908, 0.8432039,1.7002653, 2.3952744,2.6522959, 1.2178764, 2.3426695, 1.9030782,1.1708246,2.7267124)
DF$Visit< -c(Before,After,Before,After,Before,After,Before,After,Before,After,Before,After,Before,After,Before,After,Before,After,Before,After,Before,After,Before,After,Before, After,Before,After,Before,After)
# the standardisation function I want to apply
standardise <- function(x) {return((x-min(x,na.rm = T))/sd(x,na.rm = T))}
thank you in advance
Let's make your data, fix the df$visit assignment, fix the standardise function to be mean rather than min, and then assume each new occasion of before is the next person, pivot to wide format, then mutate our before and after standardised variables:
df <- data.frame(x = rep(1, 30))
df$cholesterol<- c( 0.9861551,2.9154158, 3.9302373,2.9453085, 4.2248018,2.4789901, 0.9972635, 0.3879830, 1.1782336, 1.4065341, 1.0495609,1.2750138, 2.8515144, 0.4369885, 2.2410429, 0.7566147, 3.0395565,1.7335131, 1.9242212, 2.4539439, 2.8528908, 0.8432039,1.7002653, 2.3952744,2.6522959, 1.2178764, 2.3426695, 1.9030782,1.1708246,2.7267124)
df$visit <- rep(c("before", "after"), 15)
standardise <- function(x) {return((x-mean(x,na.rm = T))/sd(x,na.rm = T))}
df <- df %>%
mutate(person = cumsum(visit == "before"))%>%
pivot_wider(names_from = visit, id_cols = person, values_from = cholesterol)%>%
mutate(before_std = standardise(before),
after_std = standardise(after))
gives:
person before after before_std after_std
<int> <dbl> <dbl> <dbl> <dbl>
1 1 0.986 2.92 -1.16 1.33
2 2 3.93 2.95 1.63 1.36
3 3 4.22 2.48 1.91 0.842
4 4 0.997 0.388 -1.15 -1.49
5 5 1.18 1.41 -0.979 -0.356
6 6 1.05 1.28 -1.10 -0.503
7 7 2.85 0.437 0.609 -1.44
8 8 2.24 0.757 0.0300 -1.08
9 9 3.04 1.73 0.788 0.00940
10 10 1.92 2.45 -0.271 0.814
11 11 2.85 0.843 0.611 -0.985
12 12 1.70 2.40 -0.483 0.749
13 13 2.65 1.22 0.420 -0.567
14 14 2.34 1.90 0.126 0.199
15 15 1.17 2.73 -0.986 1.12
If you actually want min in your standardise function rather than mean, editing it should be simple enough.
Edited for BaseR solution, but with a cautionary tale that there's probably a much neater solution:
df <- data.frame(id = rep(c(seq(1, 15, 1)), each = 2))
df$cholesterol<- c( 0.9861551,2.9154158, 3.9302373,2.9453085, 4.2248018,2.4789901, 0.9972635, 0.3879830, 1.1782336, 1.4065341, 1.0495609,1.2750138, 2.8515144, 0.4369885, 2.2410429, 0.7566147, 3.0395565,1.7335131, 1.9242212, 2.4539439, 2.8528908, 0.8432039,1.7002653, 2.3952744,2.6522959, 1.2178764, 2.3426695, 1.9030782,1.1708246,2.7267124)
df$visit <- rep(c("before", "after"), 15)
df <- reshape(df, direction = "wide", idvar = "id", timevar = "visit")
standardise <- function(x) {return((x-mean(x,na.rm = T))/sd(x,na.rm = T))}
df$before_std <- round(standardise(df$cholesterol.before), 2)
df$aafter_std <- round(standardise(df$cholesterol.after), 2)
gives:
i id cholesterol.before cholesterol.after before_std after_std
1 1 0.9861551 2.9154158 -1.16 1.33
3 2 3.9302373 2.9453085 1.63 1.36
5 3 4.2248018 2.4789901 1.91 0.84
7 4 0.9972635 0.3879830 -1.15 -1.49
9 5 1.1782336 1.4065341 -0.98 -0.36
11 6 1.0495609 1.2750138 -1.10 -0.50
13 7 2.8515144 0.4369885 0.61 -1.44
15 8 2.2410429 0.7566147 0.03 -1.08
17 9 3.0395565 1.7335131 0.79 0.01
19 10 1.9242212 2.4539439 -0.27 0.81
21 11 2.8528908 0.8432039 0.61 -0.99
23 12 1.7002653 2.3952744 -0.48 0.75
25 13 2.6522959 1.2178764 0.42 -0.57
27 14 2.3426695 1.9030782 0.13 0.20
29 15 1.1708246 2.7267124 -0.99 1.12

lapply instead of for loop for randomised hypothesis testing r

I have a df that looks something like this like this:
set.seed(42)
ID <- sample(1:30, 100, rep=T)
Trait <- sample(0:1, 100, rep=T)
Year <- sample(1992:1999, 100, rep=T)
df <- cbind(ID, Trait, Year)
df <- as.data.frame(df)
Where ID is an individual organism, trait is a presence/absence of a phenotype and Year is the year an observation was made.
I would like to model if trait is random between individuals, something like this
library(MCMCglmm)
m <- MCMCglmm(Trait ~ ID, random = ~ Year, data = df, family = "categorical")
Now, would like to shuffle the Trait column and run x permutations, to check if my observed mean and CI fall outside of what's expected from random.
I could do this with a for loop, but I'd rather use a tidyverse solution.
I've read that lapply is a bette(?) alternative, but I am struggling to find a specific enough walk-through that I can follow.
I'd appreciate any advice offered here.
Cheers!
Jamie
EDIT October 10th. Cleaned up the code and per comment below added the code to give you back a nice organized tibble\dataframe
### decide how many shuffles you want and name them
### in an orderly fashion for the output
shuffles <- 1:10
names(shuffles) <- paste0("shuffle_", shuffles)
library(MCMCglmm)
library(dplyr)
library(tibble)
library(purrr)
ddd <- purrr::map(shuffles,
~ df %>%
mutate(Trait = sample(Trait)) %>%
MCMCglmm(fixed = Trait ~ ID,
random = ~ Year,
data = .,
family = "categorical",
verbose = FALSE)) %>%
purrr::map( ~ tibble::as_tibble(summary(.x)$solutions, rownames = "model_term")) %>%
dplyr::bind_rows(., .id = 'shuffle')
ddd
#> # A tibble: 20 x 7
#> shuffle model_term post.mean `l-95% CI` `u-95% CI` eff.samp pMCMC
#> <chr> <chr> <dbl> <dbl> <dbl> <dbl> <dbl>
#> 1 shuffle_1 (Intercept) 112. 6.39 233. 103. 0.016
#> 2 shuffle_1 ID -6.31 -13.5 -0.297 112. 0.014
#> 3 shuffle_2 (Intercept) 24.9 -72.5 133. 778. 0.526
#> 4 shuffle_2 ID -0.327 -6.33 5.33 849. 0.858
#> 5 shuffle_3 (Intercept) 4.39 -77.3 87.4 161. 0.876
#> 6 shuffle_3 ID 1.04 -3.84 5.99 121. 0.662
#> 7 shuffle_4 (Intercept) 7.71 -79.0 107. 418. 0.902
#> 8 shuffle_4 ID 0.899 -4.40 6.57 408. 0.694
#> 9 shuffle_5 (Intercept) 30.4 -62.4 144. 732. 0.51
#> 10 shuffle_5 ID -0.644 -6.61 4.94 970. 0.866
#> 11 shuffle_6 (Intercept) -45.5 -148. 42.7 208. 0.302
#> 12 shuffle_6 ID 4.73 -0.211 11.6 89.1 0.058
#> 13 shuffle_7 (Intercept) -16.2 -133. 85.9 108. 0.696
#> 14 shuffle_7 ID 2.47 -2.42 10.3 47.8 0.304
#> 15 shuffle_8 (Intercept) 0.568 0.549 0.581 6.60 0.001
#> 16 shuffle_8 ID -0.0185 -0.0197 -0.0168 2.96 0.001
#> 17 shuffle_9 (Intercept) -6.95 -112. 92.2 452. 0.886
#> 18 shuffle_9 ID 2.07 -3.30 8.95 370. 0.476
#> 19 shuffle_10 (Intercept) 43.8 -57.0 159. 775. 0.396
#> 20 shuffle_10 ID -1.36 -7.44 5.08 901. 0.62
Your original data
set.seed(42)
ID <- sample(1:30, 100, rep=T)
Trait <- sample(0:1, 100, rep=T)
Year <- sample(1992:1999, 100, rep=T)
df <- cbind(ID, Trait, Year)
df <- as.data.frame(df)

Unnesting tibble columns: "Wide" data summaries with dplyr v1.0.0

I'd like to produce "wide" summary tables of data in this sort of format:
---- Centiles ----
Param Group Mean SD 25% 50% 75%
Height 1 x.xx x.xxx x.xx x.xx x.xx
2 x.xx x.xxx x.xx x.xx x.xx
3 x.xx x.xxx x.xx x.xx x.xx
Weight 1 x.xx x.xxx x.xx x.xx x.xx
2 x.xx x.xxx x.xx x.xx x.xx
3 x.xx x.xxx x.xx x.xx x.xx
I can do that in dplyr 0.8.x. I can do it generically, with a function that can handle arbitrary grouping variables with arbitrary numbers of levels and arbitrary statistics summarising arbitrary numbers of variables with arbitrary names. I get that level of flexibility by making my data tidy. That's not what this question is about.
First, some toy data:
set.seed(123456)
toy <- tibble(
Group=rep(1:3, each=5),
Height=1.65 + rnorm(15, 0, 0.1),
Weight= 75 + rnorm(15, 0, 10)
) %>%
pivot_longer(
values_to="Value",
names_to="Parameter",
cols=c(Height, Weight)
)
Now, a simple summary function, and a helper:
quibble2 <- function(x, q = c(0.25, 0.5, 0.75)) {
tibble(Value := quantile(x, q), "Quantile" := q)
}
mySummary <- function(data, ...) {
data %>%
group_by(Parameter, Group) %>%
summarise(..., .groups="drop")
}
So I can say things like
summary <- mySummary(toy, Q=quibble2(Value), Mean=mean(Value, na.rm=TRUE), SD=sd(Value, na.rm=TRUE))
summary %>% head()
Giving
# A tibble: 6 x 5
Parameter Group Q$Value $Quantile Mean SD
<chr> <int> <dbl> <dbl> <dbl> <dbl>
1 Height 1 1.45 0.25 1.54 0.141
2 Height 1 1.49 0.5 1.54 0.141
3 Height 1 1.59 0.75 1.54 0.141
4 Height 2 1.64 0.25 1.66 0.0649
5 Height 2 1.68 0.5 1.66 0.0649
6 Height 2 1.68 0.75 1.66 0.0649
So that's the summary I need, but it's in long format. And Q is a df-col. It's a tibble:
is_tibble(summary$Q)
[1] TRUE
So pivot_wider doesn't seem to work. I can use nest_by() to get to a one-row-per-group format:
toySummary <- summary %>% nest_by(Group, Mean, SD)
toySummary
# Rowwise: Group, Mean, SD
Group Mean SD data
<int> <dbl> <dbl> <list<tbl_df[,2]>>
1 1 1.54 0.141 [3 × 2]
2 1 78.8 10.2 [3 × 2]
3 2 1.66 0.0649 [3 × 2]
4 2 82.9 9.09 [3 × 2]
5 3 1.63 0.100 [3 × 2]
6 3 71.0 10.8 [3 × 2]
But now the format of the centiles is even more complicated:
> toySummary$data[1]
<list_of<
tbl_df<
Parameter: character
Q :
tbl_df<
Value : double
Quantile: double
>
>
>[1]>
[[1]]
# A tibble: 3 x 2
Parameter Q$Value $Quantile
<chr> <dbl> <dbl>
1 Height 1.45 0.25
2 Height 1.49 0.5
3 Height 1.59 0.75
It looks like a list, so I guess some form of lapply would probably work, but is there a neater, tidy, solution that I've not spotted yet? I've discovered several new verbs that I didn't know abou whilst researching this question (chop, pack, rowwise(), nest_by and such) but none seem to give me what I want: ideally, a tibble with 6 rows (defined by unique Group and Parameter combinations) and columns for Mean, SD, Q25, Q50 and Q75.
To clarify in response to the first two proposed answers: getting the exact numbers that my toy example generates is less important than finding a generic technique for moving from the df-col(s) that summarise returns in dplyr v1.0.0 to a wide data summary of the general form that my example illustrates.
revised answer
Here is my revised answer. This time, I rewrote your quibble2 function with enframe and pivot_wider so that it returns a tibble with three rows.
This will again lead to a df-col in your summary tibble, and now we can use unpack directly, without using pivot_wider to get the expected outcome.
This should generalize on centiles etc. as well.
library(tidyverse)
set.seed(123456)
toy <- tibble(
Group=rep(1:3, each=5),
Height=1.65 + rnorm(15, 0, 0.1),
Weight= 75 + rnorm(15, 0, 10)
) %>%
pivot_longer(
values_to="Value",
names_to="Parameter",
cols=c(Height, Weight)
)
quibble2 <- function(x, q = c(0.25, 0.5, 0.75)) {
pivot_wider(enframe(quantile(x, q)),
names_from = name,
values_from = value)
}
mySummary <- function(data, ...) {
data %>%
group_by(Parameter, Group) %>%
summarise(..., .groups="drop")
}
summary <- mySummary(toy, Q=quibble2(Value), Mean=mean(Value, na.rm=TRUE), SD=sd(Value, na.rm=TRUE))
summary %>%
unpack(Q)
#> # A tibble: 6 x 7
#> Parameter Group `25%` `50%` `75%` Mean SD
#> <chr> <int> <dbl> <dbl> <dbl> <dbl> <dbl>
#> 1 Height 1 1.62 1.66 1.73 1.70 0.108
#> 2 Height 2 1.73 1.77 1.78 1.76 0.105
#> 3 Height 3 1.55 1.64 1.76 1.65 0.109
#> 4 Weight 1 75.6 80.6 84.3 80.0 9.05
#> 5 Weight 2 75.4 76.9 79.6 77.4 7.27
#> 6 Weight 3 70.7 75.2 82.0 76.3 6.94
Created on 2020-06-13 by the reprex package (v0.3.0)
Second approach
without changing quibble2, we would need to first call unpack and then pivot_wider. This should scale as well.
library(tidyverse)
set.seed(123456)
toy <- tibble(
Group=rep(1:3, each=5),
Height=1.65 + rnorm(15, 0, 0.1),
Weight= 75 + rnorm(15, 0, 10)
) %>%
pivot_longer(
values_to="Value",
names_to="Parameter",
cols=c(Height, Weight)
)
quibble2 <- function(x, q = c(0.25, 0.5, 0.75)) {
tibble(Value := quantile(x, q), "Quantile" := q)
}
mySummary <- function(data, ...) {
data %>%
group_by(Parameter, Group) %>%
summarise(..., .groups="drop")
}
summary <- mySummary(toy, Q=quibble2(Value), Mean=mean(Value, na.rm=TRUE), SD=sd(Value, na.rm=TRUE))
summary %>%
unpack(Q) %>%
pivot_wider(names_from = Quantile, values_from = Value)
#> # A tibble: 6 x 7
#> Parameter Group Mean SD `0.25` `0.5` `0.75`
#> <chr> <int> <dbl> <dbl> <dbl> <dbl> <dbl>
#> 1 Height 1 1.70 0.108 1.62 1.66 1.73
#> 2 Height 2 1.76 0.105 1.73 1.77 1.78
#> 3 Height 3 1.65 0.109 1.55 1.64 1.76
#> 4 Weight 1 80.0 9.05 75.6 80.6 84.3
#> 5 Weight 2 77.4 7.27 75.4 76.9 79.6
#> 6 Weight 3 76.3 6.94 70.7 75.2 82.0
Created on 2020-06-13 by the reprex package (v0.3.0)
generalized approach
I tried to figure out a more general approach by rewriting the mySummary function. Now it will convert automatically those outputs to df-cols which return a vector or a named vector. It will also wrap list automatically around expressions if necessary.
Then, I defined a function widen which will widen the df as much as possible, by preserving rows, including calling broom::tidy on supported list-columns.
The approach is not perfect, and could be extended by including unnest_wider in the widen function.
Note, that I changed the grouping in the example to be able to use t.test as another example output.
library(tidyverse)
set.seed(123456)
toy <- tibble(
Group=rep(1:3, each=5),
Height=1.65 + rnorm(15, 0, 0.1),
Weight= 75 + rnorm(15, 0, 10)
) %>%
pivot_longer(
values_to="Value",
names_to="Parameter",
cols=c(Height, Weight)
)
# modified summary function
mySummary <- function(data, ...) {
fns <- rlang::enquos(...)
fns <- map(fns, function(x) {
res <- rlang::eval_tidy(x, data = data)
if ( ((is.vector(res) || is.factor(res)) && length(res) == 1) ||
("list" %in% class(res) && is.list(res)) ||
rlang::call_name(rlang::quo_get_expr(x)) == "list") {
x
}
else if ((is.vector(res) || is.factor(res)) && length(res) > 1) {
x_expr <- as.character(list(rlang::quo_get_expr(x)))
x_expr <- paste0(
"pivot_wider(enframe(",
x_expr,
"), names_from = name, values_from = value)"
)
x <- rlang::quo_set_expr(x, str2lang(x_expr))
x
} else {
x_expr <- as.character(list(rlang::quo_get_expr(x)))
x_expr <- paste0("list(", x_expr,")")
x <- rlang::quo_set_expr(x, str2lang(x_expr))
x
}
})
data %>%
group_by(Parameter) %>%
summarise(!!! fns, .groups="drop")
}
# A function to automatically widen the df as much as possible while preserving rows
widen <- function(df) {
df_cols <- names(df)[map_lgl(df, is.data.frame)]
df <- unpack(df, all_of(df_cols), names_sep = "_")
try_tidy <- function(x) {
tryCatch({
broom::tidy(x)
}, error = function(e) {
x
})
}
df <- df %>% rowwise() %>% mutate(across(where(is.list), try_tidy))
ungroup(df)
}
# if you want to specify function arguments for convenience use purrr::partial
quantile3 <- partial(quantile, x = , q = c(.25, .5, .75))
summary <- mySummary(toy,
Q = quantile3(Value),
R = range(Value),
T_test = t.test(Value),
Mean = mean(Value, na.rm=TRUE),
SD = sd(Value, na.rm=TRUE)
)
summary
#> # A tibble: 2 x 6
#> Parameter Q$`0%` $`25%` $`50%` $`75%` $`100%` R$`1` $`2` T_test Mean SD
#> <chr> <dbl> <dbl> <dbl> <dbl> <dbl> <dbl> <dbl> <list> <dbl> <dbl>
#> 1 Height 1.54 1.62 1.73 1.77 1.90 1.54 1.90 <htest> 1.70 0.109
#> 2 Weight 67.5 72.9 76.9 83.2 91.7 67.5 91.7 <htest> 77.9 7.40
widen(summary)
#> # A tibble: 2 x 11
#> Parameter `Q_0%` `Q_25%` `Q_50%` `Q_75%` `Q_100%` R_1 R_2 T_test$estimate
#> <chr> <dbl> <dbl> <dbl> <dbl> <dbl> <dbl> <dbl> <dbl>
#> 1 Height 1.54 1.62 1.73 1.77 1.90 1.54 1.90 1.70
#> 2 Weight 67.5 72.9 76.9 83.2 91.7 67.5 91.7 77.9
#> # … with 9 more variables: $statistic <dbl>, $p.value <dbl>, $parameter <dbl>,
#> # $conf.low <dbl>, $conf.high <dbl>, $method <chr>, $alternative <chr>,
#> # Mean <dbl>, SD <dbl>
Created on 2020-06-14 by the reprex package (v0.3.0)
What if you change quibble2 to return a list, and then use unnest_wider?
quibble2 <- function(x, q = c(0.25, 0.5, 0.75)) {
list(quantile(x, q))
}
mySummary(toy, Q=quibble2(Value), Mean=mean(Value, na.rm=TRUE), SD=sd(Value, na.rm=TRUE)) %>%
unnest_wider(Q)
# A tibble: 6 x 7
Parameter Group `25%` `50%` `75%` Mean SD
<chr> <int> <dbl> <dbl> <dbl> <dbl> <dbl>
1 Height 1 1.62 1.66 1.73 1.70 0.108
2 Height 2 1.73 1.77 1.78 1.76 0.105
3 Height 3 1.55 1.64 1.76 1.65 0.109
4 Weight 1 75.6 80.6 84.3 80.0 9.05
5 Weight 2 75.4 76.9 79.6 77.4 7.27
6 Weight 3 70.7 75.2 82.0 76.3 6.94

cutting interval based on limits in a list

I have the following data frame with 4 numeric columns:
df <- structure(list(a = c(0.494129340746821, 1.0182303327812, 0.412227511922328,
0.204436644926016, 0.707038309818134, -0.0547300783473556, 1.02124944293185,
0.381284586356091, 0.375197843213519, -1.18172401075089), b =
c(-1.34374367808722,
-0.724644569211516, -0.618107980582741, -1.79274868750102,
-3.03559838445132,
-0.205726144151615, -0.441511286334811, 0.126660637747845,
0.353737902975931,
-0.26601393471207), c = c(1.36922677098999, -1.81698348029464,
-0.846111260721092, 0.121256015837603, -1.16499681749603, 1.14145675696301,
-0.782988942359773, 3.25142254765012, -0.132099541183856, -0.242831877642412
), d = c(-0.30002630673509, -0.507496812070994, -2.59870853299723,
-1.30109828239028, 1.05029458887117, -0.606381379180569, -0.928822706709913,
-0.68324741261771, -1.17980245487707, 2.20174180936794)), row.names = c(NA,
-10L), class = c("tbl_df", "tbl", "data.frame"))
I would like to create two new factor columns, in which I group columns 2 and 3 according to the values given in the list L:
ColsToChoose = c(2,3)
L = list()
L[[1]] = c(-0.3, 0.7)
L[[2]] = c(-1, 0.5, 1)
df %>% mutate_at(ColsToChoose, funs(intervals = cut(., c(-Inf, L[[.]], Inf))))
That is, I am expecting to get two new columns, the first called intervals_b indicating if the values of column b (column 2) are between -Inf and -0.3, -0.3 and 0.7 or 0.7 and Inf, and similarly for column c: -Inf to -1, -1 to 0.5, 0.5 to 1 and 1 to Inf.
I am getting an error:
Error in mutate_impl(.data, dots) :
Evaluation error: recursive indexing failed at level 2
I would like to do this for the general case, that's why I am using implicit names.
Any ideas?
You could do this base R mapply passing ColsToChoose of df and L parallely to get the range.
df[paste0("interval", names(df)[ColsToChoose])] <-
mapply(function(x, y) cut(x, c(-Inf, y, Inf)), df[ColsToChoose], L)
df
# a b c d intervalb intervalc
# <dbl> <dbl> <dbl> <dbl> <chr> <chr>
# 1 0.494 -1.34 1.37 -0.300 (-Inf,-0.3] (1, Inf]
# 2 1.02 -0.725 -1.82 -0.507 (-Inf,-0.3] (-Inf,-1]
# 3 0.412 -0.618 -0.846 -2.60 (-Inf,-0.3] (-1,0.5]
# 4 0.204 -1.79 0.121 -1.30 (-Inf,-0.3] (-1,0.5]
# 5 0.707 -3.04 -1.16 1.05 (-Inf,-0.3] (-Inf,-1]
# 6 -0.0547 -0.206 1.14 -0.606 (-0.3,0.7] (1, Inf]
# 7 1.02 -0.442 -0.783 -0.929 (-Inf,-0.3] (-1,0.5]
# 8 0.381 0.127 3.25 -0.683 (-0.3,0.7] (1, Inf]
# 9 0.375 0.354 -0.132 -1.18 (-0.3,0.7] (-1,0.5]
#10 -1.18 -0.266 -0.243 2.20 (-0.3,0.7] (-1,0.5]
A tidyverse approach using same approach
library(tidyverse)
bind_cols(df,
map2(df[ColsToChoose], L, ~ cut(.x, c(-Inf, .y, Inf))) %>%
data.frame() %>%
rename_all(paste0, "_interval"))
This gives same output as above.

Calculate predicted model results by iterating through variables

I have several models fit to predict an outcome y = x1 + x2 + .....+x22. That's a fair number of predictors and a fair number of models. My customers want to know what's the marginal impact of each X on the estimated y. The models may include splines and interaction terms. I can do this, but it's cumbersome and requires loops or a lot of copy paste, which is slow or error prone. Can I do this better by writing my function differently and/or using purrr or an *apply function? Reproducible example is below. Ideally, I could write one function and apply it to longdata.
## create my fake data.
library(tidyverse)
library (rms)
ltrans<- function(l1){
newvar <- exp(l1)/(exp(l1)+1)
return(newvar)
}
set.seed(123)
mystates <- c("AL","AR","TN")
mydf <- data.frame(idno = seq(1:1500),state = rep(mystates,500))
mydf$x1[mydf$state=='AL'] <- rnorm(500,50,7)
mydf$x1[mydf$state=='AR'] <- rnorm(500,55,8)
mydf$x1[mydf$state=='TN'] <- rnorm(500,48,10)
mydf$x2 <- sample(1:5,500, replace = T)
mydf$x3 <- (abs(rnorm(1500,10,20)))^2
mydf$outcome <- as.numeric(cut2(sample(1:100,1500,replace = T),95))-1
dd<- datadist(mydf)
options(datadist = 'dd')
m1 <- lrm(outcome ~ x1 + x2+ rcs(x3,3), data = mydf)
dothemath <- function(x1 = x1ref,x2 = x2ref,x3 = x3ref) {
ltrans(-2.1802256-0.01114239*x1+0.050319692*x2-0.00079289232* x3+
7.6508189e-10*pmax(x3-7.4686271,0)^3-9.0897627e-10*pmax(x3- 217.97865,0)^3+
1.4389439e-10*pmax(x3-1337.2538,0)^3)}
x1ref <- 51.4
x2ref <- 3
x3ref <- 217.9
dothemath() ## 0.0591
mydf$referent <- dothemath()
mydf$thisobs <- dothemath(x1 = mydf$x1, x2 = mydf$x2, x3 = mydf$x3)
mydf$predicted <- predict(m1,mydf,type = "fitted.ind") ## yes, matches.
mydf$x1_marginaleffect <- dothemath(x1= mydf$x1)/mydf$referent
mydf$x2_marginaleffect <- dothemath(x2 = mydf$x2)/mydf$referent
mydf$x3_marginaleffect <- dothemath(x3 = mydf$x3)/mydf$referent
## can I do this with long data?
longdata <- mydf %>%
select(idno,state,referent,thisobs,x1,x2,x3) %>%
gather(varname,value,x1:x3)
##longdata$marginaleffect <- dothemath(longdata$varname = longdata$value) ## no, this does not work.
## I need to communicate to the function which variable it is evaluating.
longdata$marginaleffect[longdata$varname=="x1"] <- dothemath(x1 = longdata$value[longdata$varname=="x1"])/
longdata$referent[longdata$varname=="x1"]
longdata$marginaleffect[longdata$varname=="x2"] <- dothemath(x2 = longdata$value[longdata$varname=="x2"])/
longdata$referent[longdata$varname=="x2"]
longdata$marginaleffect[longdata$varname=="x3"] <- dothemath(x3 = longdata$value[longdata$varname=="x3"])/
longdata$referent[longdata$varname=="x3"]
testing<- inner_join(longdata[longdata$varname=="x1",c(1,7)],mydf[,c(1,10)])
head(testing) ## yes, both methods work.
Mostly you're just talking about a grouped mutate, with the caveat that dothemath is built such that you need to specify the variable name, which can be done by using do.call or purrr::invoke to call it on a named list of parameters:
longdata <- longdata %>%
group_by(varname) %>%
mutate(marginaleffect = invoke(dothemath, setNames(list(value), varname[1])) / referent)
longdata
#> # A tibble: 4,500 x 7
#> # Groups: varname [3]
#> idno state referent thisobs varname value marginaleffect
#> <int> <fct> <dbl> <dbl> <chr> <dbl> <dbl>
#> 1 1 AL 0.0591 0.0688 x1 46.1 1.06
#> 2 2 AR 0.0591 0.0516 x1 50.2 1.01
#> 3 3 TN 0.0591 0.0727 x1 38.0 1.15
#> 4 4 AL 0.0591 0.0667 x1 48.4 1.03
#> 5 5 AR 0.0591 0.0515 x1 47.1 1.05
#> 6 6 TN 0.0591 0.0484 x1 37.6 1.15
#> 7 7 AL 0.0591 0.0519 x1 60.9 0.905
#> 8 8 AR 0.0591 0.0531 x1 63.2 0.883
#> 9 9 TN 0.0591 0.0780 x1 47.8 1.04
#> 10 10 AL 0.0591 0.0575 x1 50.5 1.01
#> # ... with 4,490 more rows
# the first values look similar
inner_join(longdata[longdata$varname == "x1", c(1,7)], mydf[,c(1,10)])
#> Joining, by = "idno"
#> # A tibble: 1,500 x 3
#> idno marginaleffect x1_marginaleffect
#> <int> <dbl> <dbl>
#> 1 1 1.06 1.06
#> 2 2 1.01 1.01
#> 3 3 1.15 1.15
#> 4 4 1.03 1.03
#> 5 5 1.05 1.05
#> 6 6 1.15 1.15
#> 7 7 0.905 0.905
#> 8 8 0.883 0.883
#> 9 9 1.04 1.04
#> 10 10 1.01 1.01
#> # ... with 1,490 more rows
# check everything is the same
mydf %>%
gather(varname, marginaleffect, x1_marginaleffect:x3_marginaleffect) %>%
select(idno, varname, marginaleffect) %>%
mutate(varname = substr(varname, 1, 2)) %>%
all_equal(select(longdata, idno, varname, marginaleffect))
#> [1] TRUE
It may be easier to reconfigure dothemath to take an additional parameter of the variable name so as to avoid the gymnastics.

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