| Title: | Test Bench for the Comparison of Imputation Methods |
|---|---|
| Description: | Provides a test bench for the comparison of missing data imputation methods in uni-variate time series. Imputation methods are compared using different error metrics. Proposed imputation methods and alternative error metrics can be used. |
| Authors: | Neeraj Bokde [aut], Marcus W. Beck [cre, aut] |
| Maintainer: | Marcus W. Beck <[email protected]> |
| License: | CC0 |
| Version: | 3.0.1 |
| Built: | 2024-11-14 04:29:44 UTC |
| Source: | https://github.com/neerajdhanraj/imputetestbench |
Function working as testbench for comparison of imputing models
impute_errors(dataIn, smps = "mcar", methods = c("na.approx", "na.interp", "na.interpolation", "na.locf", "na.mean"), methodPath = NULL, errorParameter = "rmse", errorPath = NULL, blck = 50, blckper = TRUE, missPercentFrom = 10, missPercentTo = 90, interval = 10, repetition = 10, addl_arg = NULL)impute_errors(dataIn, smps = "mcar", methods = c("na.approx", "na.interp", "na.interpolation", "na.locf", "na.mean"), methodPath = NULL, errorParameter = "rmse", errorPath = NULL, blck = 50, blckper = TRUE, missPercentFrom = 10, missPercentTo = 90, interval = 10, repetition = 10, addl_arg = NULL)
dataIn |
input |
smps |
chr string indicating sampling type for generating missing data, see details |
methods |
chr string of imputation methods to use, one to many. A user-supplied function can be included if |
methodPath |
chr string of location of script containing one or more functions for the proposed imputation method(s) |
errorParameter |
chr string indicating which error type to use, acceptable values are |
errorPath |
chr string of location of script containing one or more error functions for evaluating imputations |
blck |
numeric indicating block sizes as a percentage of the sample size for the missing data, applies only if |
blckper |
logical indicating if the value passed to |
missPercentFrom |
numeric from which percent of missing values to be considered |
missPercentTo |
numeric for up to what percent missing values are to be considered |
interval |
numeric for interval between consecutive missPercent values |
repetition |
numeric for repetitions to be done for each missPercent value |
addl_arg |
arguments passed to other imputation methods as a list of lists, see details. |
The default methods for impute_errors are na.approx, na.interp, na.interpolation, na.locf, and na.mean. See the help file for each for additional documentation. Additional arguments for the imputation functions are passed as a list of lists to the addl_arg argument, where the list contains one to many elements that are named by the methods. The elements of the master list are lists with arguments for the relevant methods. See the examples.
A user-supplied function can also be passed to methods as an additional imputation method. A character string indicating the path of the function must also be supplied to methodPath. The path must point to a function where the first argument is the time series to impute.
An alternative error function can also be passed to errorParameter if errorPath is not NULL. The function specified in errorPath must have two arguments where the first is a vector for the observed time series and the second is a vector for the predicted time series.
The smps argument indicates the type of sampling for generating missing data. Options are smps = 'mcar' for missing completely at random and smps = 'mar' for missing at random. Additional information about the sampling method is described in sample_dat. The relevant arguments for smps = 'mar' are blck and blckper which greatly affect the sampling method.
Returns an error comparison for imputation methods as an errprof object. This object is structured as a list where the first two elements are named Parameter and MissingPercent that describe the error metric used to assess the imputation methods and the intervals of missing observations as percentages, respectively. The remaining elements are named as the chr strings in methods of the original function call. Each remaining element contains a numeric vector of the average error at each missing percent of observations. The errprof object also includes an attribute named errall as an additional list that contains all of the error estimates for every imputation method and repetition.
## Not run: # default options aa <- impute_errors(dataIn = nottem) aa plot_errors(aa) # change the simulation for missing obs aa <- impute_errors(dataIn = nottem, smps = 'mar') aa plot_errors(aa) # use one interpolation method, increase repetitions aa <- impute_errors(dataIn = nottem, methods = 'na.interp', repetition = 100) aa plot_errors(aa) # change the error metric aa <- impute_errors(dataIn = nottem, errorParameter = 'mae') aa plot_errors(aa) # passing addtional arguments to imputation methods impute_errors(dataIn = nottem, addl_arg = list(na.mean = list(option = 'mode'))) ## End(Not run)## Not run: # default options aa <- impute_errors(dataIn = nottem) aa plot_errors(aa) # change the simulation for missing obs aa <- impute_errors(dataIn = nottem, smps = 'mar') aa plot_errors(aa) # use one interpolation method, increase repetitions aa <- impute_errors(dataIn = nottem, methods = 'na.interp', repetition = 100) aa plot_errors(aa) # change the error metric aa <- impute_errors(dataIn = nottem, errorParameter = 'mae') aa plot_errors(aa) # passing addtional arguments to imputation methods impute_errors(dataIn = nottem, addl_arg = list(na.mean = list(option = 'mode'))) ## End(Not run)
takes difference between Original data and Predicted data as input
mae(obs, pred)mae(obs, pred)
obs |
numeric vector of original data |
pred |
numeric vector of predicted data |
maeVal as Mean Absolute Error
## Generate 100 random numbers within some limits x <- sample(1:7, 100, replace = TRUE) y <- sample(1:4, 100, replace = TRUE) z <- mae(x, y) z## Generate 100 random numbers within some limits x <- sample(1:7, 100, replace = TRUE) y <- sample(1:4, 100, replace = TRUE) z <- mae(x, y) z
takes difference between Original data and Predicted data as input
mape(obs, pred)mape(obs, pred)
obs |
numeric vector of original data |
pred |
numeric vector of predicted data |
mapeVal as Mean Absolute Error
## Generate 100 random numbers within some limits x <- sample(1:7, 100, replace = TRUE) y <- sample(1:4, 100, replace = TRUE) z <- mape(x, y) z## Generate 100 random numbers within some limits x <- sample(1:7, 100, replace = TRUE) y <- sample(1:4, 100, replace = TRUE) z <- mape(x, y) z
Function to plot the Error Comparison
plot_errors(dataIn, plotType = c("boxplot")) ## S3 method for class 'errprof' plot_errors(dataIn, plotType = c("boxplot"))plot_errors(dataIn, plotType = c("boxplot")) ## S3 method for class 'errprof' plot_errors(dataIn, plotType = c("boxplot"))
dataIn |
an errprof object returned from |
plotType |
chr string indicating plot type, accepted values are |
A ggplot object that can be further modified. The entire range of errors are shown if plotType = "boxplot", otherwise the averages are shown if plotType = "bar" or "line".
aa <- impute_errors(dataIn = nottem) # default plot plot_errors(aa) ## Not run: # bar plot of averages at each repetition plot_errors(aa, plotType = 'bar') # line plot of averages at each repetition plot_errors(aa, plotType = 'line') # change the plot aesthetics library(ggplot2) p <- plot_errors(aa) p + scale_fill_brewer(palette = 'Paired', guide_legend(title = 'Default')) p + theme(legend.position = 'top') p + theme_minimal() p + ggtitle('Distribution of error for imputed values') p + scale_y_continuous('RMSE') ## End(Not run)aa <- impute_errors(dataIn = nottem) # default plot plot_errors(aa) ## Not run: # bar plot of averages at each repetition plot_errors(aa, plotType = 'bar') # line plot of averages at each repetition plot_errors(aa, plotType = 'line') # change the plot aesthetics library(ggplot2) p <- plot_errors(aa) p + scale_fill_brewer(palette = 'Paired', guide_legend(title = 'Default')) p + theme(legend.position = 'top') p + theme_minimal() p + ggtitle('Distribution of error for imputed values') p + scale_y_continuous('RMSE') ## End(Not run)
Plot imputations for data from multiple methods
plot_impute(dataIn, smps = "mcar", methods = c("na.approx", "na.interp", "na.interpolation", "na.locf", "na.mean"), methodPath = NULL, blck = 50, blckper = TRUE, missPercent = 50, showmiss = FALSE, addl_arg = NULL)plot_impute(dataIn, smps = "mcar", methods = c("na.approx", "na.interp", "na.interpolation", "na.locf", "na.mean"), methodPath = NULL, blck = 50, blckper = TRUE, missPercent = 50, showmiss = FALSE, addl_arg = NULL)
dataIn |
input |
smps |
chr string indicating sampling type for generating missing data, see details |
methods |
chr string of imputation methods to use, one to many. A user-supplied function can be included if |
methodPath |
chr string of location of script containing one or more functions for the proposed imputation method(s) |
blck |
numeric indicating block sizes as a percentage of the sample size for the missing data, applies only if |
blckper |
logical indicating if the value passed to |
missPercent |
numeric for percent of missing values to be considered |
showmiss |
logical if removed values missing from the complete dataset are plotted |
addl_arg |
arguments passed to other imputation methods as a list of lists, see details. |
See the documentation for impute_errors for an explanation of the arguments.
A ggplot object showing the imputed data for each method. Red points are labelled as 'imputed' and blue points are labelled as 'retained' from the original data set. Missing data that were removed can be added to the plot as open circles if showmiss = TRUE. See the examples for modifying the plot.
# default plot_impute(dataIn = nottem) # change missing percent total plot_impute(dataIn = nottem, missPercent = 10) # show missing values plot_impute(dataIn = nottem, showmiss = TRUE) # use mar sampling plot_impute(dataIn = nottem, smps = 'mar') # change the plot aesthetics ## Not run: library(ggplot2) p <- plot_impute(dataIn = nottem, smps = 'mar') p + scale_colour_manual(values = c('black', 'grey')) p + theme_minimal() p + ggtitle('Imputation examples with different methods') p + scale_y_continuous('Temp at Nottingham Castle (F)') ## End(Not run)# default plot_impute(dataIn = nottem) # change missing percent total plot_impute(dataIn = nottem, missPercent = 10) # show missing values plot_impute(dataIn = nottem, showmiss = TRUE) # use mar sampling plot_impute(dataIn = nottem, smps = 'mar') # change the plot aesthetics ## Not run: library(ggplot2) p <- plot_impute(dataIn = nottem, smps = 'mar') p + scale_colour_manual(values = c('black', 'grey')) p + theme_minimal() p + ggtitle('Imputation examples with different methods') p + scale_y_continuous('Temp at Nottingham Castle (F)') ## End(Not run)
Print method for errprof class
## S3 method for class 'errprof' print(x, ...)## S3 method for class 'errprof' print(x, ...)
x |
input errprof object |
... |
arguments passed to or from other methods |
list output for the errprof object
takes difference between Original data and Predicted data as input
rmse(obs, pred)rmse(obs, pred)
obs |
numeric vector of original data |
pred |
numeric vector of predicted data |
rmseVal as Root Mean Square Error
## Generate 100 random numbers within some limits x <- sample(1:7, 100, replace = TRUE) y <- sample(1:4, 100, replace = TRUE) z <- rmse(x, y) z## Generate 100 random numbers within some limits x <- sample(1:7, 100, replace = TRUE) y <- sample(1:4, 100, replace = TRUE) z <- rmse(x, y) z
Sample time series using completely at random (MCAR) or at random (MAR)
sample_dat(datin, smps = "mcar", repetition = 10, b = 10, blck = 50, blckper = TRUE, plot = FALSE)sample_dat(datin, smps = "mcar", repetition = 10, b = 10, blck = 50, blckper = TRUE, plot = FALSE)
datin |
input numeric vector |
smps |
chr sring of sampling type to use, options are |
repetition |
numeric for repetitions to be done for each missPercent value |
b |
numeric indicating the total amount of missing data as a percentage to remove from the complete time series |
blck |
numeric indicating block sizes as a proportion of the sample size for the missing data |
blckper |
logical indicating if the value passed to |
plot |
logical indicating if a plot is returned showing the sampled data, plots only the first repetition |
Input data with NA values for the sampled observations if plot = FALSE, otherwise a plot showing the missing observations over the complete dataset.
The missing data if smps = 'mar' are based on random sampling by blocks. The start location of each block is random and overlapping blocks are not counted uniquely for the required sample size given by b. Final blocks are truncated to ensure the correct value of b is returned. Blocks are fixed at 1 if the proportion is too small, in which case "mcar" should be used. Block sizes are also truncated to the required sample size if the input value is too large if blckper = FALSE. For the latter case, this is the same as setting blck = 1 and blckper = TRUE.
For all cases, the first and last oservation will never be removed to allow comparability of interpolation schemes. This is especially relevant for cases when b is large and smps = 'mar' is used. For example, method = na.approx will have rmse = 0 for a dataset where the removed block includes the last n observations. This result could provide misleading information in comparing methods.
a <- rnorm(1000) # default sampling sample_dat(a) # use mar sampling sample_dat(a, smps = 'mar') # show a plot of one repetition sample_dat(a, plot = TRUE) # show a plot of one repetition, mar sampling sample_dat(a, smps = 'mar', plot = TRUE) # change plot aesthetics library(ggplot2) p <- sample_dat(a, plot = TRUE) p + scale_colour_manual(values = c('black', 'grey')) p + theme_minimal() p + ggtitle('Example of simulating missing data')a <- rnorm(1000) # default sampling sample_dat(a) # use mar sampling sample_dat(a, smps = 'mar') # show a plot of one repetition sample_dat(a, plot = TRUE) # show a plot of one repetition, mar sampling sample_dat(a, smps = 'mar', plot = TRUE) # change plot aesthetics library(ggplot2) p <- sample_dat(a, plot = TRUE) p + scale_colour_manual(values = c('black', 'grey')) p + theme_minimal() p + ggtitle('Example of simulating missing data')