Closed rwhitt221 closed 1 year ago
I'm glad you find the package useful, I will try to recreate your error on my machine tomorrow and see what happens.
So I was able to reproduce, and if I change round to 3 the error in the function util_exponential_param_estimate()
goes away, I will have to see if I can make the same change to all others as I would like to try and keep them uniform, or maybe I can add a parameter to the function(s) to allow an integer to be passed to round()
I think this will solve the issue:
#' Compare Empirical Data to Distributions
#'
#' @family Empirical
#'
#' @author Steven P. Sanderson II, MPH
#'
#' @details The purpose of this function is to take some data set provided and
#' to try to find a distribution that may fit the best. A parameter of
#' `.distribution_type` must be set to either `continuous` or `discrete` in order
#' for this the function to try the appropriate types of distributions.
#'
#' The following distributions are used:
#'
#' Continuous:
#' - tidy_beta
#' - tidy_cauchy
#' - tidy_exponential
#' - tidy_gamma
#' - tidy_logistic
#' - tidy_lognormal
#' - tidy_normal
#' - tidy_pareto
#' - tidy_uniform
#' - tidy_weibull
#'
#' Discrete:
#' - tidy_binomial
#' - tidy_geometric
#' - tidy_hypergeometric
#' - tidy_poisson
#'
#' The function itself returns a list output of tibbles. Here are the tibbles that
#' are returned:
#' - comparison_tbl
#' - deviance_tbl
#' - total_deviance_tbl
#' - aic_tbl
#' - kolmogorov_smirnov_tbl
#' - multi_metric_tbl
#'
#' The `comparison_tbl` is a long `tibble` that lists the values of the `density`
#' function against the given data.
#'
#' The `deviance_tbl` and the `total_deviance_tbl` just give the simple difference
#' from the actual density to the estimated density for the given estimated distribution.
#'
#' The `aic_tbl` will provide the `AIC` for a `lm` model of the estimated density
#' against the emprical density.
#'
#' The `kolmogorov_smirnov_tbl` for now provides a `two.sided` estimate of the
#' `ks.test` of the estimated density against the empirical.
#'
#' The `multi_metric_tbl` will summarise all of these metrics into a single tibble.
#'
#'
#' @description Compare some empirical data set against different distributions
#' to help find the distribution that could be the best fit.
#'
#' @param .x The data set being passed to the function
#' @param .distribution_type What kind of data is it, can be one of `continuous`
#' or `discrete`
#' @param .round_to_place How many decimal places should the parameter estimates
#' be rounded off to for distibution construction. The default is 3
#'
#' @examples
#' xc <- mtcars$mpg
#' output_c <- tidy_distribution_comparison(xc, "continuous")
#'
#' xd <- trunc(xc)
#' output_d <- tidy_distribution_comparison(xd, "discrete")
#'
#' output_c
#'
#' @return
#' An invisible list object. A tibble is printed.
#'
#' @export
#'
tidy_distribution_comparison <- function(.x, .distribution_type = "continuous",
.round_to_place = 3) {
# Tidyeval ----
x_term <- as.numeric(.x)
n <- length(x_term)
dist_type <- tolower(as.character(.distribution_type))
rt <- as.numeric(.round_to_place)
if (!dist_type %in% c("continuous", "discrete")) {
rlang::abort(
message = "The '.distribution_type' parameter must be either 'continuous'
or 'discrete'.",
use_cli_format = TRUE
)
}
# Get parameter estimates for distributions
if (dist_type == "continuous") {
b <- try(util_beta_param_estimate(x_term)$parameter_tbl %>%
dplyr::filter(method == "NIST_MME") %>%
dplyr::select(dist_type, shape1, shape2) %>%
purrr::set_names("dist_type", "param_1", "param_2"))
if (!inherits(b, "try-error")) {
tb <- tidy_beta(.n = n, .shape1 = round(b[[2]], rt), .shape2 = round(b[[3]], rt))
}
c <- try(util_cauchy_param_estimate(x_term)$parameter_tbl %>%
dplyr::select(dist_type, location, scale) %>%
purrr::set_names("dist_type", "param_1", "param_2"))
if (!inherits(c, "try-error")) {
tc <- tidy_cauchy(.n = n, .location = round(c[[2]], rt), .scale = round(c[[3]], rt))
}
e <- try(util_exponential_param_estimate(x_term)$parameter_tbl %>%
dplyr::select(dist_type, rate) %>%
dplyr::mutate(param_2 = NA) %>%
purrr::set_names("dist_type", "param_1", "param_2"))
if (!inherits(e, "try-error")) {
te <- tidy_exponential(.n = n, .rate = round(e[[2]], rt))
}
g <- try(util_gamma_param_estimate(x_term)$parameter_tbl %>%
dplyr::filter(method == "NIST_MME") %>%
dplyr::select(dist_type, shape, scale) %>%
purrr::set_names("dist_type", "param_1", "param_2"))
if (!inherits(g, "try-error")) {
tg <- tidy_gamma(.n = n, .shape = round(g[[2]], rt), .scale = round(g[[3]], rt))
}
l <- try(util_logistic_param_estimate(x_term)$parameter_tbl %>%
dplyr::filter(method == "EnvStats_MME") %>%
dplyr::select(dist_type, location, scale) %>%
purrr::set_names("dist_type", "param_1", "param_2"))
if (!inherits(l, "try-error")) {
tl <- tidy_logistic(.n = n, .location = round(l[[2]], rt), .scale = round(l[[3]], rt))
}
ln <- try(util_lognormal_param_estimate(x_term)$parameter_tbl %>%
dplyr::filter(method == "EnvStats_MME") %>%
dplyr::select(dist_type, mean_log, sd_log) %>%
purrr::set_names("dist_type", "param_1", "param_2"))
if (!inherits(ln, "try-error")) {
tln <- tidy_lognormal(.n = n, .meanlog = round(ln[[2]], rt), .sdlog = round(ln[[3]], rt))
}
p <- try(util_pareto_param_estimate(x_term)$parameter_tbl %>%
dplyr::filter(method == "MLE") %>%
dplyr::select(dist_type, shape, scale) %>%
purrr::set_names("dist_type", "param_1", "param_2"))
if (!inherits(p, "try-error")) {
tp <- tidy_pareto(.n = n, .shape = round(p[[2]], rt), .scale = round(p[[3]], rt))
}
u <- try(util_uniform_param_estimate(x_term)$parameter_tbl %>%
dplyr::filter(method == "NIST_MME") %>%
dplyr::select(dist_type, min_est, max_est) %>%
purrr::set_names("dist_type", "param_1", "param_2"))
if (!inherits(u, "try-error")) {
tu <- tidy_uniform(.n = n, .min = round(u[[2]], rt), .max = round(u[[3]], rt))
}
w <- try(util_weibull_param_estimate(x_term)$parameter_tbl %>%
dplyr::select(dist_type, shape, scale) %>%
purrr::set_names("dist_type", "param_1", "param_2"))
if (!inherits(w, "try-error")) {
tw <- tidy_weibull(.n = n, .shape = round(w[[2]], rt), .scale = round(w[[3]], rt))
}
nn <- try(util_normal_param_estimate(x_term)$parameter_tbl %>%
dplyr::filter(method == "EnvStats_MME_MLE") %>%
dplyr::select(dist_type, mu, stan_dev) %>%
purrr::set_names("dist_type", "param_1", "param_2"))
if (!inherits(n, "try-error")) {
tn <- tidy_normal(.n = n, .mean = round(nn[[2]], rt), .sd = round(nn[[3]], rt))
}
comp_tbl <- tidy_combine_distributions(
tidy_empirical(x_term, .distribution_type = dist_type),
if (exists("tb") && nrow(tb) > 0) {
tb
},
if (exists("tc") && nrow(tc) > 0) {
tc
},
if (exists("te") && nrow(te) > 0) {
te
},
if (exists("tg") && nrow(tg) > 0) {
tg
},
if (exists("tl") && nrow(tl) > 0) {
tl
},
if (exists("tln") && nrow(tln) > 0) {
tln
},
if (exists("tp") && nrow(tp) > 0) {
tp
},
if (exists("tu") && nrow(tu) > 0) {
tu
},
if (exists("tw") && nrow(tw) > 0) {
tw
},
if (exists("tn") && nrow(tn) > 0) {
tn
}
)
} else {
bn <- try(util_binomial_param_estimate(trunc(tidy_scale_zero_one_vec(x_term)))$parameter_tbl %>%
dplyr::select(dist_type, size, prob) %>%
purrr::set_names("dist_type", "param_1", "param_2"))
if (!inherits(bn, "try-error")) {
tb <- tidy_binomial(.n = n, .size = round(bn[[2]], rt), .prob = round(bn[[3]], rt))
}
ge <- try(util_geometric_param_estimate(trunc(x_term))$parameter_tbl %>%
dplyr::filter(method == "EnvStats_MME") %>%
dplyr::select(dist_type, shape) %>%
dplyr::mutate(param_2 = NA) %>%
purrr::set_names("dist_type", "param_1", "param_2"))
if (!inherits(ge, "try-error")) {
tg <- tidy_geometric(.n = n, .prob = round(ge[[2]], rt))
}
h <- try(util_hypergeometric_param_estimate(.x = trunc(x_term), .total = n, .k = n)$parameter_tbl %>%
tidyr::drop_na() %>%
dplyr::slice(1) %>%
dplyr::select(dist_type, m, total) %>%
purrr::set_names("dist_type", "param_1", "param_2"))
if (!inherits(h, "try-error")) {
th <- tidy_hypergeometric(
.n = n,
.m = trunc(h[[2]]),
.nn = n - trunc(h[[2]]),
.k = trunc(h[[2]])
)
}
po <- try(util_poisson_param_estimate(trunc(x_term))$parameter_tbl %>%
dplyr::select(dist_type, lambda) %>%
dplyr::mutate(param_2 = NA) %>%
purrr::set_names("dist_type", "param_1", "param_2"))
if (!inherits(po, "try-error")) {
tp <- tidy_poisson(.n = n, .lambda = round(po[[2]], rt))
}
comp_tbl <- tidy_combine_distributions(
tidy_empirical(.x = x_term, .distribution_type = dist_type),
if (exists("tb") && nrow(tb) > 0) {
tb
},
if (exists("tg") && nrow(tg) > 0) {
tg
},
if (exists("th") && nrow(th) > 0) {
th
},
if (exists("tp") && nrow(tp) > 0) {
tp
}
)
}
# Deviance calculations ----
deviance_tbl <- comp_tbl %>%
dplyr::select(dist_type, x, y) %>%
dplyr::group_by(dist_type, x) %>%
dplyr::mutate(y = stats::median(y)) %>%
dplyr::ungroup() %>%
dplyr::group_by(dist_type) %>%
dplyr::mutate(y = tidy_scale_zero_one_vec(y)) %>%
dplyr::ungroup() %>%
tidyr::pivot_wider(
id_cols = x,
names_from = dist_type,
values_from = y
) %>%
dplyr::select(x, Empirical, dplyr::everything()) %>%
dplyr::mutate(
dplyr::across(
.cols = -c(x, Empirical),
.fns = ~ Empirical - .
)
) %>%
tidyr::drop_na() %>%
tidyr::pivot_longer(
cols = -x
) %>%
dplyr::select(-x)
total_deviance_tbl <- deviance_tbl %>%
dplyr::filter(!name == "Empirical") %>%
dplyr::group_by(name) %>%
dplyr::summarise(total_deviance = sum(value)) %>%
dplyr::ungroup() %>%
dplyr::mutate(total_deviance = abs(total_deviance)) %>%
dplyr::arrange(abs(total_deviance)) %>%
dplyr::rename(
dist_with_params = name,
abs_tot_deviance = total_deviance
)
# AIC Data ----
emp_data_tbl <- comp_tbl %>%
dplyr::select(dist_type, x, dy) %>%
dplyr::filter(dist_type == "Empirical")
aic_tbl <- comp_tbl %>%
dplyr::filter(!dist_type == "Empirical") %>%
dplyr::select(dist_type, dy) %>%
tidyr::nest(data = dy) %>%
dplyr::mutate(
lm_model = purrr::map(
data,
function(df) stats::lm(dy ~ emp_data_tbl$dy, data = df)
)
) %>%
dplyr::mutate(aic_value = purrr::map(lm_model, stats::AIC)) %>%
dplyr::mutate(aic_value = unlist(aic_value)) %>%
dplyr::mutate(abs_aic = abs(aic_value)) %>%
dplyr::arrange(abs_aic) %>%
dplyr::select(dist_type, aic_value, abs_aic)
ks_tbl <- comp_tbl %>%
dplyr::filter(dist_type != "Empirical") %>%
dplyr::select(dist_type, dy) %>%
tidyr::nest(data = dy) %>%
dplyr::mutate(
ks = purrr::map(
.x = data,
.f = ~ ks.test(
x = .x$dy,
y = emp_data_tbl$dy,
alternative = "two.sided",
simulate.p.value = TRUE
)
),
tidy_ks = purrr::map(ks, broom::tidy)
) %>%
tidyr::unnest(cols = tidy_ks) %>%
dplyr::select(-c(data, ks)) %>%
dplyr::mutate(dist_char = as.character(dist_type)) %>%
purrr::set_names(
"dist_type", "ks_statistic", "ks_pvalue", "ks_method", "alternative",
"dist_char"
)
multi_metric_tbl <- total_deviance_tbl %>%
dplyr::mutate(dist_with_params = as.factor(dist_with_params)) %>%
dplyr::inner_join(aic_tbl, by = c("dist_with_params" = "dist_type")) %>%
dplyr::inner_join(ks_tbl, by = c("dist_with_params" = "dist_char")) %>%
dplyr::select(dist_type, dplyr::everything(), -dist_with_params) %>%
dplyr::mutate(dist_type = as.factor(dist_type))
# Return ----
output <- list(
comparison_tbl = comp_tbl,
deviance_tbl = deviance_tbl,
total_deviance_tbl = total_deviance_tbl,
aic_tbl = aic_tbl,
kolmogorov_smirnov_tbl = ks_tbl,
multi_metric_tbl = multi_metric_tbl
)
# Attributes ----
attr(deviance_tbl, ".tibble_type") <- "deviance_comparison_tbl"
attr(total_deviance_tbl, ".tibble_type") <- "deviance_results_tbl"
attr(aic_tbl, ".tibble_type") <- "aic_tbl"
attr(comp_tbl, ".tibble_type") <- "comparison_tbl"
attr(ks_tbl, ".tibble_type") <- "kolmogorov_smirnov_tbl"
attr(multi_metric_tbl, ".tibble_type") <- "full_metric_tbl"
attr(output, ".x") <- x_term
attr(output, ".n") <- n
# Return ----
return(invisible(output))
}
Amazing stuff. Thanks
I will add this to the dev package today and work through the submission process, hope to submit tomorrow.
Good morning.
First off, beautiful package. Does exactly what I want and I found it exactly when I needed it. Very batman.
Anyway there seems to be a slight issue with tidy_distribution_comparison. In the below instance it fails and throws an error.
This throws the error... Error in
dplyr::mutate()
:! Problem while computing
d = list(...)
.i The error occurred in group 1: sim_number = 1.
Caused by error in
density.default()
:! 'x' contains missing values
This seems to be coming from small values produced by util_exponential_param_estimate. Output below.
A tibble: 1 x 3
dist_type param_1 param_2