Tag: r

ppsr: An R implementation of the Predictive Power Score

ppsr: An R implementation of the Predictive Power Score

A few months ago, I wrote about the Predictive Power Score (PPS): a handy metric to quickly explore and quantify the relationships in a dataset.

As a social scientist, I was taught to use a correlation matrix to describe the relationships in a dataset. Yet, in my opinion, the PPS provides three handy advantages:

  1. PPS works for any type of data, also nominal/categorical variables
  2. PPS quantifies non-linear relationships between variables
  3. PPS acknowledges the asymmetry of those relationships

Florian Wetschoreck came up with the PPS idea, wrote the original blog, and programmed a Python implementation of it (called ppscore).

Yet, I work mostly in R and I was very keen on incorporating this powertool into my general data science workflow.

So, over the holiday period, I did something I have never done before: I wrote an R package!

It’s called ppsr and you can find the code here on github.

Installation

# You can get the development version from GitHub:
# install.packages('devtools')
devtools::install_github('https://github.com/paulvanderlaken/ppsr')

Usage

The ppsr package has three main functions that compute PPS:

  • score() – which computes an x-y PPS
  • score_predictors() – which computes X-y PPS
  • score_matrix() – which computes X-Y PPS

Visualizing PPS

Subsequently, there are two main functions that wrap around these computational functions to help you visualize your PPS using ggplot2:

  • visualize_predictors() – producing a barplot of all X-y PPS
  • visualize_matrix() – producing a heatmap of all X-Y PPS
PPS matrix for iris

Note that Species is a nominal/categorical variable, with three character/text options.

A correlation matrix would not be able to show us that the type of iris Species can be predicted extremely well by the petal length and width, and somewhat by the sepal length and width. Yet, particularly sepal width is not easily predicted by the type of species.

Correlation matrix for iris

Exploring mtcars

It takes about 10 seconds to run 121 decision trees with visualize_matrix(mtcars). Yet, the output is much more informative than the correlation matrix:

  • cyl can be much better predicted by mpg than the other way around
  • the classification of vs can be done well using nearly all variables as predictors, except for am
  • yet, it’s hard to predict anything based on the vs classification
  • a cars’ am can’t be predicted at all using these variables
PPS matrix for mtcars

The correlation matrix does provides insights that are not provided by the PPS matrix. Most importantly, the sign and strength of any linear relationship that may exist. For instance, we can deduce that mpg relates strongly negatively with cyl.

Yet, even though half of the matrix does not provide any additional information (due to the symmetry), I still find it hard to derive the most important relations and insights at a first glance.

Moreover, the rows and columns for vs and am are not very informative in this correlation matrix as it contains pearson correlations coefficients by default, whereas vs and am are binary variables. The same can be said for cyl, gear and carb, which contain ordinal categories / integer data, so you can discuss the value of these coefficients depicted here.

Correlation matrix for mtcars

Exploring trees

In R, there are many datasets built in via the datasets package. Let’s explore some using the ppsr::visualize_matrix() function.

datasets::trees has data on 31 trees’ girth, height and volume.

visualize_matrix(datasets::trees) shows that both girth and volume can be used to predict the other quite well, but not perfectly.

Let’s have a look at the correlation matrix.

The scores here seem quite higher in general. A near perfect correlation between volume and girth.

Is it near perfect though? Let’s have a look at the underlying data and fit a linear model to it.

You will still be pretty far off the real values when you use a linear model based on Girth to predict Volume. This is what the original PPS of 0.65 tried to convey.

Actually, I’ve run the math for this linaer model and the RMSE is still 4.11. Using just the mean Volume as a prediction of Volume will result in 16.17 RMSE. If we map these RMSE values on a linear scale from 0 to 1, we would get the PPS of our linear model, which is about 0.75.

So, actually, the linear model is a better predictor than the decision tree that is used as a default in the ppsr package. That was used to generate the PPS matrix above.

Yet, the linear model definitely does not provide a perfect prediction, even though the correlation may be near perfect.

Conclusion

In sum, I feel using the general idea behind PPS can be very useful for data exploration.

Particularly in more data science / machine learning type of projects. The PPS can provide a quick survey of which targets can be predicted using which features, potentially with more complex than just linear patterns.

Yet, the old-school correlation matrix also still provides unique and valuable insights that the PPS matrix does not. So I do not consider the PPS so much an alternative, as much as a complement in the toolkit of the data scientist & researcher.

Enjoy the R package, or the Python module for that matter, and let me know if you see any improvements!

JavaScript for R — ebook

JavaScript for R — ebook

The R programming language has seen the integration of many languages; C, C++, Python, to name a few, can be seamlessly embedded into R so one can conveniently call code written in other languages from the R console. Little known to many, R works just as well with JavaScript—this book delves into the various ways both languages can work together.

https://book.javascript-for-r.com/

John Coene is an well-known R and JavaScript developer. He recently wrote a book on JavaScript for R users, of which he published an online version free to access here.

The book is definitely worth your while if you want to better learn how to develop front-end applications (in JavaScript) on top of your statistical R programs. Think of better understanding, and building, yourself Shiny modules or advanced data visualizations integrated right into webpages.

A nice step on your development path towards becoming a full stack developer by combining R and JavaScript!

Yet most R developers are not familiar with one of web browsers’ core technology: JavaScript. This book aims to remedy that by revealing how much JavaScript can greatly enhance various stages of data science pipelines from the analysis to the communication of results.

https://book.javascript-for-r.com/

Want to learn more about JavaScript in general, then I recommend this book:

Bayesian Statistics using R, Python, and Stan

Bayesian Statistics using R, Python, and Stan

For a year now, this course on Bayesian statistics has been on my to-do list. So without further ado, I decided to share it with you already.

Richard McElreath is an evolutionary ecologist who is famous in the stats community for his work on Bayesian statistics.

At the Max Planck Institute for Evolutionary Anthropology, Richard teaches Bayesian statistics, and he was kind enough to put his whole course on Statistical Rethinking: Bayesian statistics using R & Stan open access online.

You can find the video lectures here on Youtube, and the slides are linked to here:

Richard also wrote a book that accompanies this course:

For more information abou the book, click here.

For the Python version of the code examples, click here.

10 Guidelines to Better Table Design

10 Guidelines to Better Table Design

Jon Schwabisch recently proposed ten guidelines for better table design.

Next to the academic paper, Jon shared his recommendations in a Twitter thread.

Let me summarize them for you:

  • Right-align your numbers
  • Left-align your texts
  • Use decimals appropriately (one or two is often enough)
  • Display units (e.g., $, %) sparsely (e.g., only on first row)
  • Highlight outliers
  • Highlight column headers
  • Use subtle highlights and dividers
  • Use white space between rows and columns
  • Use white space (or dividers) to highlight groups
  • Use visualizations for large tables
Afbeelding
Highlights in a table. Via twitter.com/jschwabish/status/1290324966190338049/photo/2
Afbeelding
Visualizations in a table. Via twitter.com/jschwabish/status/1290325409570197509/photo/3
Afbeelding
Example of a well-organized table. Via twitter.com/jschwabish/status/1290325663543627784/photo/2
How most statistical tests are linear models

How most statistical tests are linear models

Jonas Kristoffer Lindeløv wrote a great visual explanation of how the most common statistical tests (t-test, ANOVA, ANCOVA, etc) are all linear models in the back-end.

Jonas’ original blog uses R programming to visually show how the tests work, what the linear models look like, and how different approaches result in the same statistics.

George Ho later remade a Python programming version of the same visual explanation.

If I was thought statistics and methodology this way, I sure would have struggled less! Have a look yourself: https://lindeloev.github.io/tests-as-linear/

Create a publication-ready correlation matrix, with significance levels, in R

Create a publication-ready correlation matrix, with significance levels, in R

In most (observational) research papers you read, you will probably run into a correlation matrix. Often it looks something like this:

FACTOR ANALYSIS

In Social Sciences, like Psychology, researchers like to denote the statistical significance levels of the correlation coefficients, often using asterisks (i.e., *). Then the table will look more like this:

Table 4 from Family moderators of relation between community ...

Regardless of my personal preferences and opinions, I had to make many of these tables for the scientific (non-)publications of my Ph.D..

I remember that, when I first started using R, I found it quite difficult to generate these correlation matrices automatically.

Yes, there is the cor function, but it does not include significance levels.

Then there the (in)famous Hmisc package, with its rcorr function. But this tool provides a whole new range of issues.

What’s this storage.mode, and what are we trying to coerce again?

Soon you figure out that Hmisc::rcorr only takes in matrices (thus with only numeric values). Hurray, now you can run a correlation analysis on your dataframe, you think…

Yet, the output is all but publication-ready!

You wanted one correlation matrix, but now you have two… Double the trouble?

To spare future scholars the struggle of the early day R programming, I would like to share my custom function correlation_matrix.

My correlation_matrix takes in a dataframe, selects only the numeric (and boolean/logical) columns, calculates the correlation coefficients and p-values, and outputs a fully formatted publication-ready correlation matrix!

You can specify many formatting options in correlation_matrix.

For instance, you can use only 2 decimals. You can focus on the lower triangle (as the lower and upper triangle values are identical). And you can drop the diagonal values:

Or maybe you are interested in a different type of correlation coefficients, and not so much in significance levels:

For other formatting options, do have a look at the source code below.

Now, to make matters even more easy, I wrote a second function (save_correlation_matrix) to directly save any created correlation matrices:

Once you open your new correlation matrix file in Excel, it is immediately ready to be copy-pasted into Word!

If you are looking for ways to visualize your correlations do have a look at the packages corrr and corrplot.

I hope my functions are of help to you!

Do reach out if you get to use them in any of your research papers!

I would be super interested and feel honored.

correlation_matrix

#' correlation_matrix
#' Creates a publication-ready / formatted correlation matrix, using `Hmisc::rcorr` in the backend.
#'
#' @param df dataframe; containing numeric and/or logical columns to calculate correlations for
#' @param type character; specifies the type of correlations to compute; gets passed to `Hmisc::rcorr`; options are `"pearson"` or `"spearman"`; defaults to `"pearson"`
#' @param digits integer/double; number of decimals to show in the correlation matrix; gets passed to `formatC`; defaults to `3`
#' @param decimal.mark character; which decimal.mark to use; gets passed to `formatC`; defaults to `.`
#' @param use character; which part of the correlation matrix to display; options are `"all"`, `"upper"`, `"lower"`; defaults to `"all"`
#' @param show_significance boolean; whether to add `*` to represent the significance levels for the correlations; defaults to `TRUE`
#' @param replace_diagonal boolean; whether to replace the correlations on the diagonal; defaults to `FALSE`
#' @param replacement character; what to replace the diagonal and/or upper/lower triangles with; defaults to `""` (empty string)
#'
#' @return a correlation matrix
#' @export
#'
#' @examples
#' `correlation_matrix(iris)`
#' `correlation_matrix(mtcars)`
correlation_matrix <- function(df, 
                               type = "pearson",
                               digits = 3, 
                               decimal.mark = ".",
                               use = "all", 
                               show_significance = TRUE, 
                               replace_diagonal = FALSE, 
                               replacement = ""){
  
  # check arguments
  stopifnot({
    is.numeric(digits)
    digits >= 0
    use %in% c("all", "upper", "lower")
    is.logical(replace_diagonal)
    is.logical(show_significance)
    is.character(replacement)
  })
  # we need the Hmisc package for this
  require(Hmisc)
  
  # retain only numeric and boolean columns
  isNumericOrBoolean = vapply(df, function(x) is.numeric(x) | is.logical(x), logical(1))
  if (sum(!isNumericOrBoolean) > 0) {
    cat('Dropping non-numeric/-boolean column(s):', paste(names(isNumericOrBoolean)[!isNumericOrBoolean], collapse = ', '), '\n\n')
  }
  df = df[isNumericOrBoolean]
  
  # transform input data frame to matrix
  x <- as.matrix(df)
  
  # run correlation analysis using Hmisc package
  correlation_matrix <- Hmisc::rcorr(x, type = type)
  R <- correlation_matrix$r # Matrix of correlation coeficients
  p <- correlation_matrix$P # Matrix of p-value 
  
  # transform correlations to specific character format
  Rformatted = formatC(R, format = 'f', digits = digits, decimal.mark = decimal.mark)
  
  # if there are any negative numbers, we want to put a space before the positives to align all
  if (sum(!is.na(R) & R < 0) > 0) {
    Rformatted = ifelse(!is.na(R) & R > 0, paste0(" ", Rformatted), Rformatted)
  }

  # add significance levels if desired
  if (show_significance) {
    # define notions for significance levels; spacing is important.
    stars <- ifelse(is.na(p), "", ifelse(p < .001, "***", ifelse(p < .01, "**", ifelse(p < .05, "*", ""))))
    Rformatted = paste0(Rformatted, stars)
  }
  
  # make all character strings equally long
  max_length = max(nchar(Rformatted))
  Rformatted = vapply(Rformatted, function(x) {
    current_length = nchar(x)
    difference = max_length - current_length
    return(paste0(x, paste(rep(" ", difference), collapse = ''), sep = ''))
  }, FUN.VALUE = character(1))
  
  # build a new matrix that includes the formatted correlations and their significance stars
  Rnew <- matrix(Rformatted, ncol = ncol(x))
  rownames(Rnew) <- colnames(Rnew) <- colnames(x)
  
  # replace undesired values
  if (use == 'upper') {
    Rnew[lower.tri(Rnew, diag = replace_diagonal)] <- replacement
  } else if (use == 'lower') {
    Rnew[upper.tri(Rnew, diag = replace_diagonal)] <- replacement
  } else if (replace_diagonal) {
    diag(Rnew) <- replacement
  }
  
  return(Rnew)
}

save_correlation_matrix

#' save_correlation_matrix
#' Creates and save to file a fully formatted correlation matrix, using `correlation_matrix` and `Hmisc::rcorr` in the backend
#' @param df dataframe; passed to `correlation_matrix`
#' @param filename either a character string naming a file or a connection open for writing. "" indicates output to the console; passed to `write.csv`
#' @param ... any other arguments passed to `correlation_matrix`
#'
#' @return NULL
#'
#' @examples
#' `save_correlation_matrix(df = iris, filename = 'iris-correlation-matrix.csv')`
#' `save_correlation_matrix(df = mtcars, filename = 'mtcars-correlation-matrix.csv', digits = 3, use = 'lower')`
save_correlation_matrix = function(df, filename, ...) {
  return(write.csv2(correlation_matrix(df, ...), file = filename))
}

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