bootstrap issue using R - r

Does it have any methods to print all selected data when bootstrap is complete?
Once I use the following code
library(boot)
set.seed(1234)
rsq = function(data,indices) {
d = data[indices,]
fit = lm(formula=mpg~wt+disp,data=d)
return(summary(fit)$r.square)
}
results = boot(data = mtcars, statistic = rsq, R=1000)
print(results)
plot(results)
boot.ci(results,conf=0.95,type=c('perc','bca'))
BOOTSTRAP CONFIDENCE INTERVAL CALCULATIONS
Based on 1000 bootstrap replicates
CALL :
boot.ci(boot.out = results, conf = 0.95, type = c("perc", "bca"))
Intervals :
Level Percentile BCa
95% ( 0.6838, 0.8833 ) ( 0.6344, 0.8549 )
to get confidence interval.I want to print all select obs which selected by bootstrap method.
Thanks.

You could do something like this:
ind <- list()
rsq <- function(data,indices) {
d <- data[indices,]
ind[[length(ind)+1]] <<- indices
fit <- lm(formula=mpg~wt+disp,data=d)
return(summary(fit)$r.square)
}
Then all your 1000 sets of indices would be in the list ind.
Then maybe use unique to see which unique observations were sampled:
lapply(ind, unique)[1:2]
[[1]]
[1] 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32
[[2]]
[1] 29 4 3 15 16 7 32 5 31 17 28 20 26 19 10 18 1 6 24 8

Related

List/Num: Means results in argument is not numeric or logical: returning NA

I made a list of 100 numbers from 100 permutations using the following code:
for(i in 3:length(GeneData)) {
# Grab the 37 observations in the gene
for(j in 1:37) {
genePerm[j] <- GeneData[j, i]
}
# 100 permutations
for(k in 1:100) {
genePerm <- sample(genePerm)
newA <- vector()
newB <- vector()
# 23 GeneA, 14 GeneB
for(l in 1:37) {
if(l < 24) {
newA[l] <- genePerm[l]
} else {
newB[l - 23] <- genePerm[l]
}
}
testChair[k] <- t.test(newA, newB)$p.value
}
permPValues[i - 2] <- mean(testChair)
}
The dataset is 1144 genes, each with 37 observations. So the goal was to run a for loop over every gene (3:1147), then grab all observations 1:37, put them in a random sample of A/B of respective sizes above. Grab the P-Value from the t.test of each, and then run this permutation 100x. I wanted to then save the mean of those P-Values in the last statement before running the next gene.
When I run this, I get over 50 warnings(): "In mean.default(testChair) : argument is not numeric or logical: returning NA"
class(testChair)
[1] "list"
str(testChair)
List of 100 num
A small example of data:
Patient Class 1405_i_at 200030_s_at 200062_s_at
1 A 7.492258127 12.45140014 13.48393678
2 A 7.899176081 12.5622002 13.5087836
3 A 8.668834124 11.84527253 13.04315946
4 A 9.91313519 12.04905336 13.42893925
5 A 6.047972634 12.77472603 13.63448007
6 A 8.368976147 12.24842422 13.41529093
7 A 7.20836421 12.93198614 13.13948227
8 A 7.919268023 12.28964756 13.2397595
9 A 9.003944903 11.68261433 13.08924549
10 A 8.084666646 12.18271975 13.41492561
11 A 9.840143746 12.34283432 12.96360228
12 A 6.99033759 12.57560342 13.2587594
13 A 7.978610388 12.54610449 13.1813085
14 A 8.747926877 11.8624978 13.24270026
15 A 9.486237216 12.01866821 13.33474933
16 A 8.760956899 12.49961585 13.65201122
17 A 8.382102061 12.04592178 13.39857364
18 A 8.073885916 12.3062644 13.76705502
19 A 9.412851349 12.39448144 13.16896019
20 A 8.364735507 12.42232335 13.33859203
21 A 9.157396203 12.09875546 13.27433327
22 A 5.913420688 12.2529661 13.62515813
23 A 7.162806841 11.99874653 13.36516341
24 B 8.734138362 12.17417605 13.43827062
25 B 6.785358473 11.98805352 13.44471807
26 B 7.252916328 12.57831463 13.29748783
27 B 8.988631789 11.9242628 13.88455123
28 B 8.36856432 11.84448206 13.22715915
29 B 6.430597552 12.26866611 13.35831894
30 B 7.092622736 11.86263629 13.22220515
31 B 6.708408743 11.77572547 13.4647575
32 B 6.700810798 11.80986457 13.52356174
33 B 7.032134704 12.25581888 13.34332883
34 B 7.731854575 12.13688324 13.3219734
35 B 7.71243075 11.92484732 13.13499252
36 B 6.293368361 12.07172977 13.39202083
37 B 7.992184287 12.2412432 13.33908972

rpart: How to get the "where" vector for validation dataset?

when fitting with rpart, it returns the "where" vector which tells which leave each record in the training dataset is on the tree. Is there a function which return something similar to this "where" vector for a test dataset?
I think the partykit package does what you want
library('rpart')
fit <- rpart(Kyphosis ~ Age + Number + Start, data = kyphosis)
fit
rpart.plot::rpart.plot(fit)
Check with same data
set.seed(1)
idx <- sample(nrow(kyphosis), 5L)
fit$where[idx]
# 22 30 46 71 16
# 9 3 7 7 3
library('partykit')
fit <- as.party(fit)
predict(fit, kyphosis[idx, ], type = 'node')
# 22 30 46 71 16
# 9 3 7 7 3
Check with new data
dd <- kyphosis[idx, ]
set.seed(1)
dd[] <- lapply(dd, sample)
predict(fit, dd, type = 'node')
# 22 30 46 71 16
# 5 3 7 9 3
## so #46 should meet criteria for the 7th leaf:
with(kyphosis[46, ],
Start >= 8.5 & # node 1
Start < 14.5 & # node 2
Age >= 55 & # node 4
Age >= 111 # node 6
)
# [1] TRUE
As you mention, the function predict.rpart in the rpart package
doesn't have a where option (to show the leaf node number associated
with a prediction).
However, the rpart.predict function in the rpart.plot package
will do this. For example
> library(rpart.plot)
> fit <- rpart(Kyphosis ~ Age + Number + Start, data = kyphosis)
> rpart.predict(fit, newdata=kyphosis[1:3,], nn=TRUE)
gives (note the node number nn column):
absent present nn
1 0.42105 0.57895 3
2 0.85714 0.14286 22
3 0.42105 0.57895 3
And
> rpart.predict(fit, newdata=kyphosis[1:3,], nn=TRUE)$nn
gives just the where node numbers:
[1] 3 22 3
To show the rule for each prediction use
> rpart.predict(fit, newdata=kyphosis[1:5,], rules=TRUE)
which gives
absent present
1 0.42105 0.57895 because Start < 9
2 0.85714 0.14286 because Start is 9 to 15 & Age >= 111
3 0.42105 0.57895 because Start < 9

R: calculating ICC across multiple columns in two dataframes

I am calculating the ICC's for 301 variables of 2 readers. Results are saved in two files with 301 columns each. The first column of file1 (reader1$Var1) corresponds to the first column of file2 (reader2$Var302). I can perform the ICC manually (see below), but I need help to automate this process using apply or a loop. Thank you.
library(irr)
irr::icc()
a= data.frame(reader1$Var1)
b= data.frame(reader2$Var302)
X= data.frame (a,b)
function.ICC <- function (X) {irr::icc(X, model =c("oneway"), type = c("consistency"), unit =("single"), r0 = 0, conf.level = 0.95)}
Results <- function.ICC(X)
Results[7]
A combination of lapply and do.call could do for your case (although there's quite a few options). You don't provide a sample of your data, so I assume you first do a cbind of your 2 dataframes one after the other, so that in this toy example
> X = data.frame(cbind(1:10, 11:20, 21:30, 21:30))
> X
X1 X2 X3 X4
1 1 11 21 21
2 2 12 22 22
3 3 13 23 23
4 4 14 24 24
5 5 15 25 25
6 6 16 26 26
7 7 17 27 27
8 8 18 28 28
9 9 19 29 29
10 10 20 30 30
you would like to run icc of X1 vs X3 and X2 versus X4. It would be something like the following, relying on function.ICC as you've defined it:
> do.call(cbind, lapply(1:2, function(i) function.ICC(X[,c(i, i+2)])))
[,1] [,2]
subjects 10 10
raters 2 2
model "oneway" "oneway"
type "consistency" "consistency"
unit "single" "single"
icc.name "ICC(1)" "ICC(1)"
value -0.8320611 -0.4634146
r0 0 0
Fvalue 0.09166667 0.3666667
df1 9 9
df2 10 10
p.value 0.9993158 0.926668
conf.level 0.95 0.95
lbound -0.9526347 -0.8231069
ubound -0.4669701 0.1848105
So, for your cbind'ed dataframes with 301 columns, omething similar to this should work:
do.call(cbind, lapply(1:301, function(i) function.ICC(X[,c(i, i+301)])))

Apply LR models to another dataframe

I searched SO, but I could not seem to find the right code that is applicable to my question. It is similar to this question: Linear Regression calculation several times in one dataframe
I got a dataframe of LR coefficients following Andrie's code:
Cddply <- ddply(test, .(sumtest), function(test)coef(lm(Area~Conc, data=test)))
sumtest (Intercept) Conc
1 -108589.2726 846.0713372
2 -49653.18701 811.3982918
3 -102598.6252 832.6419926
4 -72607.4017 727.0765558
5 54224.28878 391.256075
6 -42357.45407 357.0845661
7 -34171.92228 367.3962888
8 -9332.569856 289.8631555
9 -7376.448899 335.7047756
10 -37704.92277 359.1457617
My question is how to apply each of these LR models (1-10) to specific row intervals in another dataframe in order to get x, the independent variable, into a 3rd column. For example, I would like to apply sumtest1 to Samples 6:29, sumtest2 to samples 35:50, sumtest3 to samples 56:79, etc.. in intervals of 24 and 16 samples. The sample numbers repeats after 200, so sumtest9 will be for Samples 6:29 again.
Sample Area
6 236211
7 724919
8 1259814
9 1574722
10 268836
11 863818
12 1261768
13 1591845
14 220322
15 608396
16 980182
17 1415859
18 276276
19 724532
20 1130024
21 1147840
22 252051
23 544870
24 832512
25 899457
26 285093
27 4291007
28 825922
29 865491
35 246707
36 538092
37 767269
38 852410
39 269152
40 971471
41 1573989
42 1897208
43 261321
44 481486
45 598617
46 769240
47 229695
48 782691
49 1380597
50 1725419
The resulting dataframe would look like this:
Sample Area Calc
6 236211 407.5312917
7 724919 985.1525288
8 1259814 1617.363812
9 1574722 1989.564693
10 268836 446.0919309
...
35 246707 365.2452551
36 538092 724.3591324
37 767269 1006.805521
38 852410 1111.736505
39 269152 392.9073207
Thank you for your assistance.
Is this what you want? I made up a slightly larger dummy data set of 'area' to make it easier to see how the code worked when I tried it out.
# create 400 rows of area data
set.seed(123)
df <- data.frame(area = round(rnorm(400, mean = 1000000, sd = 100000)))
# "sample numbers repeats after 200" -> add a sample nr 1-200, 1-200
df$sample_nr <- 1:200
# create a factor which cuts the vector of sample_nr into pieces of length 16, 24, 16, 24...
# repeat to a total length of the pieces is 200
# i.e. 5 repeats of (16, 24)
grp <- cut(df$sample_nr, breaks = c(-Inf, cumsum(rep(c(16, 24), 5))))
# add a numeric version of the chunks to data frame
# this number indicates the model from which coefficients will be used
# row 1-16 (16 rows): model 1; row 17-40 (24 rows): model 2;
# row 41-56 (16 rows): model 3; and so on.
df$mod <- as.numeric(grp)
# read coefficients
coefs <- read.table(text = "intercept beta_conc
1 -108589.2726 846.0713372
2 -49653.18701 811.3982918
3 -102598.6252 832.6419926
4 -72607.4017 727.0765558
5 54224.28878 391.256075
6 -42357.45407 357.0845661
7 -34171.92228 367.3962888
8 -9332.569856 289.8631555
9 -7376.448899 335.7047756
10 -37704.92277 359.1457617", header = TRUE)
# add model number
coefs$mod <- rownames(coefs)
head(df)
head(coefs)
# join area data and coefficients by model number
# (use 'join' instead of merge to avoid sorting)
library(plyr)
df2 <- join(df, coefs)
# calculate conc from area and model coefficients
# area = intercept + beta_conc * conc
# conc = (area - intercept) / beta_conc
df2$conc <- (df2$area - df2$intercept) / df2$beta_conc
head(df2, 41)

Maximum Intermediate Volatility

I have two vectors, a and b. See attached.
a is the signal and is a probability.
b is the absolute percentage change the next period.
Signalt <- seq(0, 1, 0.05)
I would like to find the maximum absolute return occuring within each intermediate 5%-tile (Signalt) of the a vector. So if it is
0.01, 0.02, 0.03, 0.06 0.07
then it should calculate the maximum return between
0.01 and 0.02,
0.01 and 0.03,
0.02 and 0.03.
Then move on to
0.06 and 0.07 do it over etc.
Output would then be combined in a matrix or table when the entire sequence has run.
It should follow the index from vector a and b.
i is an index that is updated by one every time that a crosses into a new percentile. t(i) is the bucket associated with the ith cross.
a is the probability vector which has length tao. This vector should be analyzed in its 5% tiles, with the maximum intermediate absolute return being the output. The price change of next period is the vector b. This would be represented by P in the equation below.
l and m are indexes.
Every time Signal moves from one 5% tile to another, we compute the
largest absolute return that occurs between any two intermediate
buckets, until Signal moves to another 5% tile. For example, suppose
that Signal moves into the 85th percentile and 4 volume buckets later
moves into the 90th percentile. We would then calculate absolute
returns between buckets 1 and 2, 1 and 3, 1 and 4, 2 and 3, 2 and 4, 3
and 4. We are interested in the maximum absolute return. We would then
calculate the max return in the following percentile bucket, move on
to the next, which could be an 85th percentile and so on. So we let i
be an index that is updated by 1 every time that Signal moves from one
percentile into another, and τ(i) the bucket associated with the ith
cross.
This is the equation I am using. The notation might vary slightly.
Now my question is how to go about this. Perhaps someone has an intuitive solution to this.
I hope my question is clear.
"a","b"
0,0.013013698630137
0,0.0013522650439487
0,0.00135409614082593
0,0.00203389830508471
0.27804813511593,0.00135317997293627
0.300237801284318,0
0.495965075167796,0.00405405405405412
0.523741892051237,0.000672947510094168
0.558753750296458,0.00202020202020203
0.665762829019002,0.000672043010752743
0.493106479913899,0.000671591672263272
0.344592579573497,0.000672043010752854
0.336263897823707,0.00201748486886366
0.35884763774257,0.00536912751677865
0.23662807979007,0.00133511348464632
0.212636893966841,0.00267379679144386
0.362212830513403,0.000666666666666593
0.319216408413927,0.00333555703802535
0.277670854167344,0
0.310143323100971,0
0.374104373036218,0.00267737617135211
0.190943075221511,0.00268456375838921
0.165770070508112,0.00200803212851386
0.240310208616952,0.00133600534402145
0.212418038918236,0.00200133422281523
0.204282022136019,0.00200534759358306
0.363725074298064,0.000667111407605114
0.451807761954326,0.000666666666666593
0.369296011692801,0.000666222518321047
0.37503495989363,0.0026666666666666
0.323386355686901,0.00132978723404265
0.189216171830472,0.00266311584553924
0.185252052821193,0.00199203187250996
0.174882909380997,0.000662690523525522
0.149291525540782,0.00132625994694946
0.196824215268048,0.00264900662251666
0.164611993131396,0.000660501981505912
0.125470998266484,0.00132187706543285
0.179999532586703,0.00264026402640272
0.368749638521621,0.000658327847267826
0.427799340926225,0
My interpretation of the question
I hope I understand your question correctly. Here is what I understood:
For each row you compute which 5% percentile it belongs to
Whenever that percentile changes, you start a new bucket
All rows from the same bucket result in a single resulting value
If there is only a single row in a bucket, the b value from that row is the resulting value
Otherwise, you compute all abs(b[l]/b[m]-1) where m<l and both belong to the same bucket
Basic answer
Code
This code here does what I describe above:
# read the data (shortened, full data in OP)
d <- read.table(textConnection("a,b
0,0.013013698630137
[…]
0.427799340926225,0
"), sep=",", header=TRUE)
# compute percentile number for each line
d$percentile <- floor(d$a/0.05)*5 + 5
# start a new bucket whenever the percentile changes
d$bucket <- cumsum(c(1, diff(d$percentile) != 0))
# compute a single number for all rows of the same bucket
aggregate(b ~ percentile + bucket, d, function(b) {
if(length(b) == 1) return(b); # special case of only a single row
m <- outer(b, b, function(pm, pl) abs(pl/pm - 1)) # compare all pairs
return(max(m[upper.tri(m)])) # only return pairs with m < l
})
Output
The result will look like this:
percentile bucket b
1 5 1 0.8960891071
2 30 2 0.0013531800
3 35 3 0.0000000000
4 50 4 0.0040540541
5 55 5 0.0006729475
6 60 6 0.0020202020
7 70 7 0.0006720430
8 50 8 0.0006715917
9 35 9 2.0020174849
10 40 10 0.0053691275
11 25 11 1.0026737968
12 40 12 0.0006666667
13 35 13 0.0033355570
14 30 14 0.0000000000
15 35 15 0.0000000000
16 40 16 0.0026773762
17 20 17 0.2520080321
18 25 18 0.5010026738
19 40 19 0.0006671114
20 50 20 0.0006666667
21 40 21 3.0026666667
22 35 22 0.0013297872
23 20 23 0.7511597084
24 15 24 0.0013262599
25 20 25 0.7506605020
26 15 26 0.0013218771
27 20 27 0.0026402640
28 40 28 0.0006583278
29 45 29 0.0000000000
Additional columns
Code
If you also want to know the number of items in each group, then I suggest you use the plyr library:
library(plyr)
aggB <- function(b) {
if(length(b) == 1) return(b)
m <- outer(b, b, function(pm, pl) abs(pl/pm - 1))
return(max(m[upper.tri(m)]))
}
ddply(d, .(bucket), summarise,
percentile = percentile[1], n = length(b), maxr = aggB(b))
Output
This will give you the following result:
bucket percentile n maxr
1 1 5 4 0.8960891071
2 2 30 1 0.0013531800
3 3 35 1 0.0000000000
4 4 50 1 0.0040540541
5 5 55 1 0.0006729475
6 6 60 1 0.0020202020
7 7 70 1 0.0006720430
8 8 50 1 0.0006715917
9 9 35 2 2.0020174849
10 10 40 1 0.0053691275
11 11 25 2 1.0026737968
12 12 40 1 0.0006666667
13 13 35 1 0.0033355570
14 14 30 1 0.0000000000
15 15 35 1 0.0000000000
16 16 40 1 0.0026773762
17 17 20 2 0.2520080321
18 18 25 3 0.5010026738
19 19 40 1 0.0006671114
20 20 50 1 0.0006666667
21 21 40 2 3.0026666667
22 22 35 1 0.0013297872
23 23 20 3 0.7511597084
24 24 15 1 0.0013262599
25 25 20 2 0.7506605020
26 26 15 1 0.0013218771
27 27 20 1 0.0026402640
28 28 40 1 0.0006583278
29 29 45 1 0.0000000000
I am not sure to understand but here an attempt. My idea is to group data by centiles than do calculation on each group using by
To group data I create a new variable split
##dat$split <- cut(dat$a,seq(0, 1, 0.05),include.lowest=T)
dat$split <- c(0,cumsum(diff(dat$a) > 0.05))
Using by, I can performs my function en each group. I remove the singular cases of NULL prob values or one values.
by(dat,dat$split,FUN =function(x){
P <- x$b
if( is.null(P)||length(P) ==1) return(0)
nn <- length(P)
ind <- expand.grid(1:nn,1:nn) ## I generate indexes here
ret <- abs(P[ind[,1]]/P[ind[,2]]-1) ## perfom P_l/P_m-1 (vectorized)
list(P=P,
ret.max = max(ret),
ret.ind = ind[which.max(ret),])
})
Here the result list. For each interval I show ,
P ( Prob values),
The maximum return
The indexes from which this maximum is computed.
For example:
dat$split: 0
$P
[1] 0.0130 0.0014 0.0014 0.0020
$ret.max
[1] 8.6236
$ret.ind
Var1 Var2
5 1 2
---------------------------------------------------------------------------------------------------------------
dat$split: 1
$P
[1] 0.0014 0.0000
$ret.max
[1] 1
$ret.ind
Var1 Var2
2 2 1

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