annotate logistic_regression_vif.py @ 0:bd196d7c1ca9 draft default tip

Imported from capsule None
author devteam
date Tue, 01 Apr 2014 10:51:26 -0400
parents
children
Ignore whitespace changes - Everywhere: Within whitespace: At end of lines:
rev   line source
0
bd196d7c1ca9 Imported from capsule None
devteam
parents:
diff changeset
1 #!/usr/bin/env python
bd196d7c1ca9 Imported from capsule None
devteam
parents:
diff changeset
2
bd196d7c1ca9 Imported from capsule None
devteam
parents:
diff changeset
3 import sys
bd196d7c1ca9 Imported from capsule None
devteam
parents:
diff changeset
4 from rpy import *
bd196d7c1ca9 Imported from capsule None
devteam
parents:
diff changeset
5 import numpy
bd196d7c1ca9 Imported from capsule None
devteam
parents:
diff changeset
6
bd196d7c1ca9 Imported from capsule None
devteam
parents:
diff changeset
7 def stop_err(msg):
bd196d7c1ca9 Imported from capsule None
devteam
parents:
diff changeset
8 sys.stderr.write(msg)
bd196d7c1ca9 Imported from capsule None
devteam
parents:
diff changeset
9 sys.exit()
bd196d7c1ca9 Imported from capsule None
devteam
parents:
diff changeset
10
bd196d7c1ca9 Imported from capsule None
devteam
parents:
diff changeset
11 infile = sys.argv[1]
bd196d7c1ca9 Imported from capsule None
devteam
parents:
diff changeset
12 y_col = int(sys.argv[2])-1
bd196d7c1ca9 Imported from capsule None
devteam
parents:
diff changeset
13 x_cols = sys.argv[3].split(',')
bd196d7c1ca9 Imported from capsule None
devteam
parents:
diff changeset
14 outfile = sys.argv[4]
bd196d7c1ca9 Imported from capsule None
devteam
parents:
diff changeset
15
bd196d7c1ca9 Imported from capsule None
devteam
parents:
diff changeset
16
bd196d7c1ca9 Imported from capsule None
devteam
parents:
diff changeset
17 print "Predictor columns: %s; Response column: %d" % ( x_cols, y_col+1 )
bd196d7c1ca9 Imported from capsule None
devteam
parents:
diff changeset
18 fout = open(outfile,'w')
bd196d7c1ca9 Imported from capsule None
devteam
parents:
diff changeset
19 elems = []
bd196d7c1ca9 Imported from capsule None
devteam
parents:
diff changeset
20 for i, line in enumerate( file( infile ) ):
bd196d7c1ca9 Imported from capsule None
devteam
parents:
diff changeset
21 line = line.rstrip('\r\n')
bd196d7c1ca9 Imported from capsule None
devteam
parents:
diff changeset
22 if len( line )>0 and not line.startswith( '#' ):
bd196d7c1ca9 Imported from capsule None
devteam
parents:
diff changeset
23 elems = line.split( '\t' )
bd196d7c1ca9 Imported from capsule None
devteam
parents:
diff changeset
24 break
bd196d7c1ca9 Imported from capsule None
devteam
parents:
diff changeset
25 if i == 30:
bd196d7c1ca9 Imported from capsule None
devteam
parents:
diff changeset
26 break # Hopefully we'll never get here...
bd196d7c1ca9 Imported from capsule None
devteam
parents:
diff changeset
27
bd196d7c1ca9 Imported from capsule None
devteam
parents:
diff changeset
28 if len( elems )<1:
bd196d7c1ca9 Imported from capsule None
devteam
parents:
diff changeset
29 stop_err( "The data in your input dataset is either missing or not formatted properly." )
bd196d7c1ca9 Imported from capsule None
devteam
parents:
diff changeset
30
bd196d7c1ca9 Imported from capsule None
devteam
parents:
diff changeset
31 y_vals = []
bd196d7c1ca9 Imported from capsule None
devteam
parents:
diff changeset
32 x_vals = []
bd196d7c1ca9 Imported from capsule None
devteam
parents:
diff changeset
33
bd196d7c1ca9 Imported from capsule None
devteam
parents:
diff changeset
34 for k, col in enumerate(x_cols):
bd196d7c1ca9 Imported from capsule None
devteam
parents:
diff changeset
35 x_cols[k] = int(col)-1
bd196d7c1ca9 Imported from capsule None
devteam
parents:
diff changeset
36 x_vals.append([])
bd196d7c1ca9 Imported from capsule None
devteam
parents:
diff changeset
37
bd196d7c1ca9 Imported from capsule None
devteam
parents:
diff changeset
38 NA = 'NA'
bd196d7c1ca9 Imported from capsule None
devteam
parents:
diff changeset
39 for ind, line in enumerate( file( infile )):
bd196d7c1ca9 Imported from capsule None
devteam
parents:
diff changeset
40 if line and not line.startswith( '#' ):
bd196d7c1ca9 Imported from capsule None
devteam
parents:
diff changeset
41 try:
bd196d7c1ca9 Imported from capsule None
devteam
parents:
diff changeset
42 fields = line.split("\t")
bd196d7c1ca9 Imported from capsule None
devteam
parents:
diff changeset
43 try:
bd196d7c1ca9 Imported from capsule None
devteam
parents:
diff changeset
44 yval = float(fields[y_col])
bd196d7c1ca9 Imported from capsule None
devteam
parents:
diff changeset
45 except:
bd196d7c1ca9 Imported from capsule None
devteam
parents:
diff changeset
46 yval = r('NA')
bd196d7c1ca9 Imported from capsule None
devteam
parents:
diff changeset
47 y_vals.append(yval)
bd196d7c1ca9 Imported from capsule None
devteam
parents:
diff changeset
48 for k, col in enumerate(x_cols):
bd196d7c1ca9 Imported from capsule None
devteam
parents:
diff changeset
49 try:
bd196d7c1ca9 Imported from capsule None
devteam
parents:
diff changeset
50 xval = float(fields[col])
bd196d7c1ca9 Imported from capsule None
devteam
parents:
diff changeset
51 except:
bd196d7c1ca9 Imported from capsule None
devteam
parents:
diff changeset
52 xval = r('NA')
bd196d7c1ca9 Imported from capsule None
devteam
parents:
diff changeset
53 x_vals[k].append(xval)
bd196d7c1ca9 Imported from capsule None
devteam
parents:
diff changeset
54 except:
bd196d7c1ca9 Imported from capsule None
devteam
parents:
diff changeset
55 pass
bd196d7c1ca9 Imported from capsule None
devteam
parents:
diff changeset
56
bd196d7c1ca9 Imported from capsule None
devteam
parents:
diff changeset
57 x_vals1 = numpy.asarray(x_vals).transpose()
bd196d7c1ca9 Imported from capsule None
devteam
parents:
diff changeset
58
bd196d7c1ca9 Imported from capsule None
devteam
parents:
diff changeset
59 check1 = 0
bd196d7c1ca9 Imported from capsule None
devteam
parents:
diff changeset
60 check0 = 0
bd196d7c1ca9 Imported from capsule None
devteam
parents:
diff changeset
61 for i in y_vals:
bd196d7c1ca9 Imported from capsule None
devteam
parents:
diff changeset
62 if i == 1:
bd196d7c1ca9 Imported from capsule None
devteam
parents:
diff changeset
63 check1 = 1
bd196d7c1ca9 Imported from capsule None
devteam
parents:
diff changeset
64 if i == 0:
bd196d7c1ca9 Imported from capsule None
devteam
parents:
diff changeset
65 check0 = 1
bd196d7c1ca9 Imported from capsule None
devteam
parents:
diff changeset
66 if check1 == 0 or check0 == 0:
bd196d7c1ca9 Imported from capsule None
devteam
parents:
diff changeset
67 sys.exit("Warning: logistic regression must have at least two classes")
bd196d7c1ca9 Imported from capsule None
devteam
parents:
diff changeset
68
bd196d7c1ca9 Imported from capsule None
devteam
parents:
diff changeset
69 for i in y_vals:
bd196d7c1ca9 Imported from capsule None
devteam
parents:
diff changeset
70 if i not in [1, 0, r('NA')]:
bd196d7c1ca9 Imported from capsule None
devteam
parents:
diff changeset
71 print >> fout, str(i)
bd196d7c1ca9 Imported from capsule None
devteam
parents:
diff changeset
72 sys.exit("Warning: the current version of this tool can run only with two classes and need to be labeled as 0 and 1.")
bd196d7c1ca9 Imported from capsule None
devteam
parents:
diff changeset
73
bd196d7c1ca9 Imported from capsule None
devteam
parents:
diff changeset
74 dat = r.list(x=array(x_vals1), y=y_vals)
bd196d7c1ca9 Imported from capsule None
devteam
parents:
diff changeset
75 novif = 0
bd196d7c1ca9 Imported from capsule None
devteam
parents:
diff changeset
76 set_default_mode(NO_CONVERSION)
bd196d7c1ca9 Imported from capsule None
devteam
parents:
diff changeset
77 try:
bd196d7c1ca9 Imported from capsule None
devteam
parents:
diff changeset
78 linear_model = r.glm(r("y ~ x"), data=r.na_exclude(dat), family="binomial")
bd196d7c1ca9 Imported from capsule None
devteam
parents:
diff changeset
79 except RException, rex:
bd196d7c1ca9 Imported from capsule None
devteam
parents:
diff changeset
80 stop_err("Error performing logistic regression on the input data.\nEither the response column or one of the predictor columns contain only non-numeric or invalid values.")
bd196d7c1ca9 Imported from capsule None
devteam
parents:
diff changeset
81 if len(x_cols)>1:
bd196d7c1ca9 Imported from capsule None
devteam
parents:
diff changeset
82 try:
bd196d7c1ca9 Imported from capsule None
devteam
parents:
diff changeset
83 r('suppressPackageStartupMessages(library(car))')
bd196d7c1ca9 Imported from capsule None
devteam
parents:
diff changeset
84 r.assign('dat', dat)
bd196d7c1ca9 Imported from capsule None
devteam
parents:
diff changeset
85 r.assign('ncols', len(x_cols))
bd196d7c1ca9 Imported from capsule None
devteam
parents:
diff changeset
86 vif = r.vif(r('glm(dat$y ~ ., data = na.exclude(data.frame(as.matrix(dat$x,ncol=ncols))->datx), family="binomial")'))
bd196d7c1ca9 Imported from capsule None
devteam
parents:
diff changeset
87 except RException, rex:
bd196d7c1ca9 Imported from capsule None
devteam
parents:
diff changeset
88 print rex
bd196d7c1ca9 Imported from capsule None
devteam
parents:
diff changeset
89 else:
bd196d7c1ca9 Imported from capsule None
devteam
parents:
diff changeset
90 novif = 1
bd196d7c1ca9 Imported from capsule None
devteam
parents:
diff changeset
91
bd196d7c1ca9 Imported from capsule None
devteam
parents:
diff changeset
92 set_default_mode(BASIC_CONVERSION)
bd196d7c1ca9 Imported from capsule None
devteam
parents:
diff changeset
93
bd196d7c1ca9 Imported from capsule None
devteam
parents:
diff changeset
94 coeffs = linear_model.as_py()['coefficients']
bd196d7c1ca9 Imported from capsule None
devteam
parents:
diff changeset
95 null_deviance = linear_model.as_py()['null.deviance']
bd196d7c1ca9 Imported from capsule None
devteam
parents:
diff changeset
96 residual_deviance = linear_model.as_py()['deviance']
bd196d7c1ca9 Imported from capsule None
devteam
parents:
diff changeset
97 yintercept = coeffs['(Intercept)']
bd196d7c1ca9 Imported from capsule None
devteam
parents:
diff changeset
98 summary = r.summary(linear_model)
bd196d7c1ca9 Imported from capsule None
devteam
parents:
diff changeset
99 co = summary.get('coefficients', 'NA')
bd196d7c1ca9 Imported from capsule None
devteam
parents:
diff changeset
100 """
bd196d7c1ca9 Imported from capsule None
devteam
parents:
diff changeset
101 if len(co) != len(x_vals)+1:
bd196d7c1ca9 Imported from capsule None
devteam
parents:
diff changeset
102 stop_err("Stopped performing logistic regression on the input data, since one of the predictor columns contains only non-numeric or invalid values.")
bd196d7c1ca9 Imported from capsule None
devteam
parents:
diff changeset
103 """
bd196d7c1ca9 Imported from capsule None
devteam
parents:
diff changeset
104
bd196d7c1ca9 Imported from capsule None
devteam
parents:
diff changeset
105 try:
bd196d7c1ca9 Imported from capsule None
devteam
parents:
diff changeset
106 yintercept = r.round(float(yintercept), digits=10)
bd196d7c1ca9 Imported from capsule None
devteam
parents:
diff changeset
107 pvaly = r.round(float(co[0][3]), digits=10)
bd196d7c1ca9 Imported from capsule None
devteam
parents:
diff changeset
108 except:
bd196d7c1ca9 Imported from capsule None
devteam
parents:
diff changeset
109 pass
bd196d7c1ca9 Imported from capsule None
devteam
parents:
diff changeset
110 print >> fout, "response column\tc%d" % (y_col+1)
bd196d7c1ca9 Imported from capsule None
devteam
parents:
diff changeset
111 tempP = []
bd196d7c1ca9 Imported from capsule None
devteam
parents:
diff changeset
112 for i in x_cols:
bd196d7c1ca9 Imported from capsule None
devteam
parents:
diff changeset
113 tempP.append('c'+str(i+1))
bd196d7c1ca9 Imported from capsule None
devteam
parents:
diff changeset
114 tempP = ','.join(tempP)
bd196d7c1ca9 Imported from capsule None
devteam
parents:
diff changeset
115 print >> fout, "predictor column(s)\t%s" % (tempP)
bd196d7c1ca9 Imported from capsule None
devteam
parents:
diff changeset
116 print >> fout, "Y-intercept\t%s" % (yintercept)
bd196d7c1ca9 Imported from capsule None
devteam
parents:
diff changeset
117 print >> fout, "p-value (Y-intercept)\t%s" % (pvaly)
bd196d7c1ca9 Imported from capsule None
devteam
parents:
diff changeset
118
bd196d7c1ca9 Imported from capsule None
devteam
parents:
diff changeset
119 if len(x_vals) == 1: #Simple linear regression case with 1 predictor variable
bd196d7c1ca9 Imported from capsule None
devteam
parents:
diff changeset
120 try:
bd196d7c1ca9 Imported from capsule None
devteam
parents:
diff changeset
121 slope = r.round(float(coeffs['x']), digits=10)
bd196d7c1ca9 Imported from capsule None
devteam
parents:
diff changeset
122 except:
bd196d7c1ca9 Imported from capsule None
devteam
parents:
diff changeset
123 slope = 'NA'
bd196d7c1ca9 Imported from capsule None
devteam
parents:
diff changeset
124 try:
bd196d7c1ca9 Imported from capsule None
devteam
parents:
diff changeset
125 pval = r.round(float(co[1][3]), digits=10)
bd196d7c1ca9 Imported from capsule None
devteam
parents:
diff changeset
126 except:
bd196d7c1ca9 Imported from capsule None
devteam
parents:
diff changeset
127 pval = 'NA'
bd196d7c1ca9 Imported from capsule None
devteam
parents:
diff changeset
128 print >> fout, "Slope (c%d)\t%s" % ( x_cols[0]+1, slope )
bd196d7c1ca9 Imported from capsule None
devteam
parents:
diff changeset
129 print >> fout, "p-value (c%d)\t%s" % ( x_cols[0]+1, pval )
bd196d7c1ca9 Imported from capsule None
devteam
parents:
diff changeset
130 else: #Multiple regression case with >1 predictors
bd196d7c1ca9 Imported from capsule None
devteam
parents:
diff changeset
131 ind = 1
bd196d7c1ca9 Imported from capsule None
devteam
parents:
diff changeset
132 while ind < len(coeffs.keys()):
bd196d7c1ca9 Imported from capsule None
devteam
parents:
diff changeset
133 try:
bd196d7c1ca9 Imported from capsule None
devteam
parents:
diff changeset
134 slope = r.round(float(coeffs['x'+str(ind)]), digits=10)
bd196d7c1ca9 Imported from capsule None
devteam
parents:
diff changeset
135 except:
bd196d7c1ca9 Imported from capsule None
devteam
parents:
diff changeset
136 slope = 'NA'
bd196d7c1ca9 Imported from capsule None
devteam
parents:
diff changeset
137 print >> fout, "Slope (c%d)\t%s" % ( x_cols[ind-1]+1, slope )
bd196d7c1ca9 Imported from capsule None
devteam
parents:
diff changeset
138 try:
bd196d7c1ca9 Imported from capsule None
devteam
parents:
diff changeset
139 pval = r.round(float(co[ind][3]), digits=10)
bd196d7c1ca9 Imported from capsule None
devteam
parents:
diff changeset
140 except:
bd196d7c1ca9 Imported from capsule None
devteam
parents:
diff changeset
141 pval = 'NA'
bd196d7c1ca9 Imported from capsule None
devteam
parents:
diff changeset
142 print >> fout, "p-value (c%d)\t%s" % ( x_cols[ind-1]+1, pval )
bd196d7c1ca9 Imported from capsule None
devteam
parents:
diff changeset
143 ind += 1
bd196d7c1ca9 Imported from capsule None
devteam
parents:
diff changeset
144
bd196d7c1ca9 Imported from capsule None
devteam
parents:
diff changeset
145 rsq = summary.get('r.squared','NA')
bd196d7c1ca9 Imported from capsule None
devteam
parents:
diff changeset
146
bd196d7c1ca9 Imported from capsule None
devteam
parents:
diff changeset
147 try:
bd196d7c1ca9 Imported from capsule None
devteam
parents:
diff changeset
148 rsq = r.round(float((null_deviance-residual_deviance)/null_deviance), digits=5)
bd196d7c1ca9 Imported from capsule None
devteam
parents:
diff changeset
149 null_deviance = r.round(float(null_deviance), digits=5)
bd196d7c1ca9 Imported from capsule None
devteam
parents:
diff changeset
150 residual_deviance = r.round(float(residual_deviance), digits=5)
bd196d7c1ca9 Imported from capsule None
devteam
parents:
diff changeset
151 except:
bd196d7c1ca9 Imported from capsule None
devteam
parents:
diff changeset
152 pass
bd196d7c1ca9 Imported from capsule None
devteam
parents:
diff changeset
153
bd196d7c1ca9 Imported from capsule None
devteam
parents:
diff changeset
154 print >> fout, "Null deviance\t%s" % (null_deviance)
bd196d7c1ca9 Imported from capsule None
devteam
parents:
diff changeset
155 print >> fout, "Residual deviance\t%s" % (residual_deviance)
bd196d7c1ca9 Imported from capsule None
devteam
parents:
diff changeset
156 print >> fout, "pseudo R-squared\t%s" % (rsq)
bd196d7c1ca9 Imported from capsule None
devteam
parents:
diff changeset
157 print >> fout, "\n"
bd196d7c1ca9 Imported from capsule None
devteam
parents:
diff changeset
158 print >> fout, 'vif'
bd196d7c1ca9 Imported from capsule None
devteam
parents:
diff changeset
159
bd196d7c1ca9 Imported from capsule None
devteam
parents:
diff changeset
160 if novif == 0:
bd196d7c1ca9 Imported from capsule None
devteam
parents:
diff changeset
161 py_vif = vif.as_py()
bd196d7c1ca9 Imported from capsule None
devteam
parents:
diff changeset
162 count = 0
bd196d7c1ca9 Imported from capsule None
devteam
parents:
diff changeset
163 for i in sorted(py_vif.keys()):
bd196d7c1ca9 Imported from capsule None
devteam
parents:
diff changeset
164 print >> fout, 'c'+str(x_cols[count]+1), str(py_vif[i])
bd196d7c1ca9 Imported from capsule None
devteam
parents:
diff changeset
165 count += 1
bd196d7c1ca9 Imported from capsule None
devteam
parents:
diff changeset
166 elif novif == 1:
bd196d7c1ca9 Imported from capsule None
devteam
parents:
diff changeset
167 print >> fout, "vif can calculate only when model have more than 1 predictor"