Last data update: 2014.03.03
R: Gets the maximum contributor variables from svd()
getSvdMostInfluential R Documentation
Gets the maximum contributor variables from svd()
Description
This function is inspired by Jeff Leeks Data Analysis course where
he suggests that one way to use the svd
is to look
at the most influential rows for first columns in the V matrix.
Usage
getSvdMostInfluential(mtrx, quantile, similarity_threshold,
plot_selection = TRUE, plot_threshold = 0.05, varnames = NULL)
Arguments
mtrx
A matrix or data frame with the variables. Note: if it contains missing
variables make sure to impute prior to this function as the svd
can't
handle missing values.
quantile
The SVD D-matrix gives an estimate for the amount that is explained.
This parameter applies is used for selecting the columns that have that quantile
of explanation.
similarity_threshold
A quantile for how close other variables have to be in value to
maximum contributor of that particular column. If you only want the maximum value
then set this value to 1.
plot_selection
As this is all about variable exploring it is often interesting
to see how the variables were distributed among the vectors
plot_threshold
The threshold of the plotted bars, measured as
percent explained by the D-matrix. By default it is set to 0.05.
varnames
A vector with alternative names to the colnames
Details
This function expands on that idea and adds the option of choosing
more than just the most contributing variable for each row. For instance
two variables may have a major impact on a certain component where the second
variable has 95
important in that particular component it makes sense to include it
in the selection.
It is of course useful when you have many continuous variables and you want
to determine a subgroup to look at, i.e. finding the needle in the haystack.
Value
Returns a list with vector with the column numbers
that were picked in the "most_influential" variable and the
svd caluclation in the "svd"
Examples
org_par <- par(ask=TRUE)
set.seed(12345);
# Simulate data with a pattern
dataMatrix <- matrix(rnorm(15*160),ncol=15)
colnames(dataMatrix) <-
c(paste("Pos.3:", 1:3, sep=" #"),
paste("Neg.Decr:", 4:6, sep=" #"),
paste("No pattern:", 7:8, sep=" #"),
paste("Pos.Incr:", 9:11, sep=" #"),
paste("No pattern:", 12:15, sep=" #"))
for(i in 1:nrow(dataMatrix)){
# flip a coin
coinFlip1 <- rbinom(1,size=1,prob=0.5)
coinFlip2 <- rbinom(1,size=1,prob=0.5)
coinFlip3 <- rbinom(1,size=1,prob=0.5)
# if coin is heads add a common pattern to that row
if(coinFlip1){
cols <- grep("Pos.3", colnames(dataMatrix))
dataMatrix[i, cols] <- dataMatrix[i, cols] + 3
}
if(coinFlip2){
cols <- grep("Neg.Decr", colnames(dataMatrix))
dataMatrix[i, cols] <- dataMatrix[i, cols] - seq(from=5, to=15, length.out=length(cols))
}
if(coinFlip3){
cols <- grep("Pos.Incr", colnames(dataMatrix))
dataMatrix[i,cols] <- dataMatrix[i,cols] + seq(from=3, to=15, length.out=length(cols))
}
}
# Illustrate data
heatmap(dataMatrix, Colv=NA, Rowv=NA, margins=c(7,2), labRow="")
svd_out <- svd(scale(dataMatrix))
library(lattice)
b_clr <- c("steelblue", "darkred")
key <- simpleKey(rectangles = TRUE, space = "top", points=FALSE,
text=c("Positive", "Negative"))
key$rectangles$col <- b_clr
b1 <- barchart(as.table(svd_out$v[,1]),
main="First column",
horizontal=FALSE, col=ifelse(svd_out$v[,1] > 0,
b_clr[1], b_clr[2]),
ylab="Impact value",
scales=list(x=list(rot=55, labels=colnames(dataMatrix), cex=1.1)),
key = key)
b2 <- barchart(as.table(svd_out$v[,2]),
main="Second column",
horizontal=FALSE, col=ifelse(svd_out$v[,2] > 0,
b_clr[1], b_clr[2]),
ylab="Impact value",
scales=list(x=list(rot=55, labels=colnames(dataMatrix), cex=1.1)),
key = key)
b3 <- barchart(as.table(svd_out$v[,3]),
main="Third column",
horizontal=FALSE, col=ifelse(svd_out$v[,3] > 0,
b_clr[1], b_clr[2]),
ylab="Impact value",
scales=list(x=list(rot=55, labels=colnames(dataMatrix), cex=1.1)),
key = key)
b4 <- barchart(as.table(svd_out$v[,4]),
main="Fourth column",
horizontal=FALSE, col=ifelse(svd_out$v[,4] > 0,
b_clr[1], b_clr[2]),
ylab="Impact value",
scales=list(x=list(rot=55, labels=colnames(dataMatrix), cex=1.1)),
key = key)
# Note that the fourth has the no pattern columns as the
# chosen pattern, probably partly because of the previous
# patterns already had been identified
print(b1, position=c(0,0.5,.5,1), more=TRUE)
print(b2, position=c(0.5,0.5,1,1), more=TRUE)
print(b3, position=c(0,0,.5,.5), more=TRUE)
print(b4, position=c(0.5,0,1,.5))
# Let's look at how well the SVD identifies
# the most influential columns
getSvdMostInfluential(dataMatrix,
quantile=.8,
similarity_threshold = .9,
plot_threshold = .05,
plot_selection = TRUE)
par(org_par)
Results
R version 3.3.1 (2016-06-21) -- "Bug in Your Hair"
Copyright (C) 2016 The R Foundation for Statistical Computing
Platform: x86_64-pc-linux-gnu (64-bit)
R is free software and comes with ABSOLUTELY NO WARRANTY.
You are welcome to redistribute it under certain conditions.
Type 'license()' or 'licence()' for distribution details.
R is a collaborative project with many contributors.
Type 'contributors()' for more information and
'citation()' on how to cite R or R packages in publications.
Type 'demo()' for some demos, 'help()' for on-line help, or
'help.start()' for an HTML browser interface to help.
Type 'q()' to quit R.
> library(Gmisc)
Loading required package: Rcpp
Loading required package: htmlTable
> png(filename="/home/ddbj/snapshot/RGM3/R_CC/result/Gmisc/getSvdMostInfluential.Rd_%03d_medium.png", width=480, height=480)
> ### Name: getSvdMostInfluential
> ### Title: Gets the maximum contributor variables from svd()
> ### Aliases: getSvdMostInfluential
>
> ### ** Examples
>
> org_par <- par(ask=TRUE)
> set.seed(12345);
>
> # Simulate data with a pattern
> dataMatrix <- matrix(rnorm(15*160),ncol=15)
> colnames(dataMatrix) <-
+ c(paste("Pos.3:", 1:3, sep=" #"),
+ paste("Neg.Decr:", 4:6, sep=" #"),
+ paste("No pattern:", 7:8, sep=" #"),
+ paste("Pos.Incr:", 9:11, sep=" #"),
+ paste("No pattern:", 12:15, sep=" #"))
> for(i in 1:nrow(dataMatrix)){
+ # flip a coin
+ coinFlip1 <- rbinom(1,size=1,prob=0.5)
+ coinFlip2 <- rbinom(1,size=1,prob=0.5)
+ coinFlip3 <- rbinom(1,size=1,prob=0.5)
+
+ # if coin is heads add a common pattern to that row
+ if(coinFlip1){
+ cols <- grep("Pos.3", colnames(dataMatrix))
+ dataMatrix[i, cols] <- dataMatrix[i, cols] + 3
+ }
+
+ if(coinFlip2){
+ cols <- grep("Neg.Decr", colnames(dataMatrix))
+ dataMatrix[i, cols] <- dataMatrix[i, cols] - seq(from=5, to=15, length.out=length(cols))
+ }
+
+ if(coinFlip3){
+ cols <- grep("Pos.Incr", colnames(dataMatrix))
+ dataMatrix[i,cols] <- dataMatrix[i,cols] + seq(from=3, to=15, length.out=length(cols))
+ }
+ }
>
> # Illustrate data
> heatmap(dataMatrix, Colv=NA, Rowv=NA, margins=c(7,2), labRow="")
>
> svd_out <- svd(scale(dataMatrix))
>
> library(lattice)
> b_clr <- c("steelblue", "darkred")
> key <- simpleKey(rectangles = TRUE, space = "top", points=FALSE,
+ text=c("Positive", "Negative"))
> key$rectangles$col <- b_clr
>
> b1 <- barchart(as.table(svd_out$v[,1]),
+ main="First column",
+ horizontal=FALSE, col=ifelse(svd_out$v[,1] > 0,
+ b_clr[1], b_clr[2]),
+ ylab="Impact value",
+ scales=list(x=list(rot=55, labels=colnames(dataMatrix), cex=1.1)),
+ key = key)
>
> b2 <- barchart(as.table(svd_out$v[,2]),
+ main="Second column",
+ horizontal=FALSE, col=ifelse(svd_out$v[,2] > 0,
+ b_clr[1], b_clr[2]),
+ ylab="Impact value",
+ scales=list(x=list(rot=55, labels=colnames(dataMatrix), cex=1.1)),
+ key = key)
>
> b3 <- barchart(as.table(svd_out$v[,3]),
+ main="Third column",
+ horizontal=FALSE, col=ifelse(svd_out$v[,3] > 0,
+ b_clr[1], b_clr[2]),
+ ylab="Impact value",
+ scales=list(x=list(rot=55, labels=colnames(dataMatrix), cex=1.1)),
+ key = key)
>
> b4 <- barchart(as.table(svd_out$v[,4]),
+ main="Fourth column",
+ horizontal=FALSE, col=ifelse(svd_out$v[,4] > 0,
+ b_clr[1], b_clr[2]),
+ ylab="Impact value",
+ scales=list(x=list(rot=55, labels=colnames(dataMatrix), cex=1.1)),
+ key = key)
>
> # Note that the fourth has the no pattern columns as the
> # chosen pattern, probably partly because of the previous
> # patterns already had been identified
> print(b1, position=c(0,0.5,.5,1), more=TRUE)
> print(b2, position=c(0.5,0.5,1,1), more=TRUE)
> print(b3, position=c(0,0,.5,.5), more=TRUE)
> print(b4, position=c(0.5,0,1,.5))
>
> # Let's look at how well the SVD identifies
> # the most influential columns
> getSvdMostInfluential(dataMatrix,
+ quantile=.8,
+ similarity_threshold = .9,
+ plot_threshold = .05,
+ plot_selection = TRUE)
$most_influential
[1] 5 6 4 11 10 3 2 1 13 7
$svd
$svd$d
[1] 22.079823 20.498937 19.366767 13.545960 13.383771 12.640558 12.547571
[8] 11.978977 11.108905 7.040429 6.801640 6.077939 3.632932 2.318208
[15] 2.027925
$svd$u
[,1] [,2] [,3] [,4] [,5]
[1,] 0.0185591095 0.0865237036 -0.0978873961 -0.0877612327 -1.553266e-01
[2,] 0.0413234145 0.0998799920 0.0703535643 -0.0726623258 -2.393896e-02
[3,] -0.0847821804 0.0225793272 0.0916144894 -0.0691913181 -3.289293e-02
[4,] 0.0481113252 0.1000001641 0.0349008819 0.0423924968 -4.791786e-02
[5,] 0.1265605759 0.0066973484 0.0092468074 -0.0466327532 -2.542510e-02
[6,] -0.0068809087 -0.1176230434 0.0635175079 0.1001700367 2.448187e-03
[7,] -0.0261529505 -0.1299547988 -0.0269082738 -0.0771328754 3.705327e-02
[8,] 0.1137222788 -0.0224392472 0.0299949002 -0.0252083241 -7.234376e-02
[9,] 0.0054164673 -0.1202558784 0.1007958827 -0.0909431761 5.290797e-02
[10,] -0.0300313180 -0.1246248106 -0.0576103749 0.0588243492 8.060576e-02
[11,] -0.0103096233 -0.0967497011 -0.0422553926 0.0500691972 6.522078e-02
[12,] -0.0734035903 -0.0012006571 -0.0135576737 -0.0454377108 1.592574e-01
[13,] 0.0274569325 0.1177403103 0.0555436133 -0.0364345189 -6.097163e-02
[14,] 0.0510149255 0.1366759163 0.0690366892 -0.0967781421 1.104872e-01
[15,] -0.0151940321 -0.0948171990 0.0542271923 0.0073018562 -7.482951e-02
[16,] 0.0113505115 -0.0999143290 0.1202266235 -0.1605769088 -7.737227e-02
[17,] -0.0967907269 0.0665149765 0.0684381303 -0.0859021934 -7.366230e-02
[18,] -0.0948238508 0.0550344930 0.0939546123 0.0525582015 9.257661e-02
[19,] 0.1325204032 -0.0045994478 0.0786711616 0.2215528676 -2.154901e-01
[20,] -0.1362590103 0.0290639965 -0.0898026304 -0.0928526051 -2.225302e-01
[21,] -0.0014719106 -0.0512911542 0.1139576639 -0.0513053970 -2.441542e-02
[22,] -0.0819087633 0.0262511677 -0.0560275269 -0.0845534353 6.871699e-02
[23,] -0.1149728676 0.0338159988 -0.0753855853 -0.0841443790 -1.770901e-01
[24,] 0.1120135441 -0.0257971459 0.0572188004 -0.0523081171 5.895669e-02
[25,] -0.1163893951 -0.0260075315 -0.0864789942 0.1654911474 -3.436741e-02
[26,] 0.0540540007 0.0658115795 -0.0714231955 -0.0509812969 2.837856e-02
[27,] 0.0043754196 -0.0987771039 0.0829280572 0.0306462798 8.807459e-03
[28,] -0.1041986752 0.0458225678 0.0925768613 0.0091229820 5.909117e-03
[29,] 0.0339279515 -0.1165137029 0.0468765420 -0.0445377751 1.007554e-01
[30,] -0.0791169021 -0.0140633269 -0.0697061361 -0.0530044526 9.472476e-02
[31,] -0.0771342356 0.0609208629 0.0863805818 0.0066493523 3.369679e-02
[32,] 0.0178752578 0.1582136164 -0.0992391492 0.0604593784 1.604396e-02
[33,] -0.0061834925 -0.0899184717 0.1092317073 0.1530145216 4.676473e-03
[34,] -0.0082101671 -0.0892975283 0.0973155188 0.0614270713 8.639697e-02
[35,] -0.0035892549 -0.1347184272 -0.0117617347 -0.1117948040 1.289803e-01
[36,] 0.0624570881 0.1142784855 0.0492638427 0.1215954046 5.478019e-02
[37,] 0.1125973595 -0.0322518192 0.0774061752 0.0407005591 -1.336245e-01
[38,] 0.1165015035 -0.0387309126 -0.1344977276 -0.1310503345 -3.424775e-03
[39,] 0.0557751335 0.1059151896 0.0733402012 -0.1555172280 -3.449775e-02
[40,] -0.0311620327 -0.0919126345 -0.0716965123 -0.0618729063 1.202276e-02
[41,] -0.0932954783 0.0297433822 0.0620342287 -0.0155431592 -9.385862e-02
[42,] -0.1072485400 0.0212852304 -0.0076944923 -0.0695182919 -1.117653e-02
[43,] -0.1110707770 -0.0162622650 -0.0889397275 0.1007970429 2.977428e-02
[44,] 0.0478849506 0.1198341223 0.0769242093 -0.2286760652 5.283307e-02
[45,] -0.0830452436 0.0044842577 -0.0512124731 -0.0340044597 -6.725929e-02
[46,] 0.0082265602 -0.1170032253 0.1231728759 0.0967148712 4.263529e-02
[47,] -0.0147251569 -0.1143613966 -0.1067488687 -0.0640493529 4.401976e-02
[48,] 0.1290130994 -0.0033674630 0.1000584426 0.0216294224 5.600087e-02
[49,] -0.0988304853 0.0198203700 -0.0540770474 -0.0766997353 4.348400e-02
[50,] 0.0570419586 0.1075177044 0.0059555687 0.0151043814 5.222797e-02
[51,] -0.0212750724 -0.1280331651 -0.0515798685 0.0274884868 7.721056e-02
[52,] 0.0460297015 0.1264767535 0.0803867574 0.1364797226 -3.528641e-02
[53,] -0.0829478170 0.0443121810 0.0691433499 0.0524271925 8.789585e-02
[54,] 0.0071536858 -0.1251847773 -0.0160831855 0.1170808975 -2.642263e-02
[55,] -0.1276277876 -0.0147083647 -0.0777054812 0.0553813363 -2.938549e-02
[56,] -0.1227368035 0.0371586641 -0.0720956922 -0.1197585148 -1.629777e-03
[57,] -0.0592593182 0.0199213612 0.1144281731 -0.0586781767 -4.903217e-02
[58,] -0.1075073662 -0.0162199144 -0.1263278390 0.1176761806 7.309234e-03
[59,] -0.1277780897 0.0391014184 -0.0709197941 -0.0267499287 1.638695e-02
[60,] -0.0903436930 0.0285758624 0.0735620273 -0.0175769836 1.192146e-02
[61,] 0.0113071965 0.0993445016 0.0505452290 0.0756883926 -1.044318e-01
[62,] 0.0178471843 0.0819133459 -0.1690941808 -0.0619401477 5.958644e-02
[63,] -0.0971209299 0.0242462035 -0.0698152693 0.0456972852 1.364732e-01
[64,] 0.0337977280 0.1097334887 0.0477186679 0.0530766557 6.409812e-02
[65,] -0.0246295167 -0.1218124882 -0.0395258571 0.1670613032 -8.520687e-02
[66,] -0.0383781576 -0.1031960672 0.0706485769 -0.0195906158 1.375336e-02
[67,] -0.1068113258 0.0802729456 0.0885779910 0.0681373127 -3.119438e-02
[68,] 0.0535661969 0.1154178305 -0.0585312801 0.0200573021 8.629492e-02
[69,] 0.0455603566 0.1369191062 0.0506078785 -0.1175837996 -2.420809e-02
[70,] -0.0806239869 0.0092687310 0.0488757645 -0.0039048924 8.406815e-02
[71,] 0.0062326768 -0.1057073316 0.1085035043 -0.0442878376 -6.188692e-02
[72,] -0.0958156672 0.0428481473 0.0464745937 -0.0347635383 6.764189e-02
[73,] 0.0896073352 -0.0229664620 -0.1045609317 0.0226491246 -9.267126e-02
[74,] -0.0962259123 0.0059777792 -0.0364103516 -0.1071143847 6.373369e-02
[75,] -0.0294165293 -0.1326346657 -0.0155405817 -0.0353867182 -1.500852e-02
[76,] -0.1350925345 0.0201818238 -0.0599109851 -0.0991253199 -6.620300e-02
[77,] 0.0307528674 0.1331465110 -0.0808044131 0.1042894841 -4.092015e-02
[78,] -0.1113969801 0.0210548335 0.0573458755 0.0247659303 3.370263e-02
[79,] -0.1179394419 0.0204791378 -0.0586459438 -0.0172936686 4.269946e-02
[80,] 0.0360164226 0.0838984304 -0.1132094517 0.0950060583 -3.890134e-02
[81,] 0.1125427684 0.0007365711 0.0659615736 -0.0245471717 -2.697200e-03
[82,] -0.0302778746 -0.0683685252 0.0857785480 -0.0661769100 5.755039e-02
[83,] 0.1291229149 -0.0030272616 0.0459151892 0.0166672817 5.595071e-02
[84,] 0.0378414567 0.0677912176 -0.1001976870 -0.0406638521 -7.166784e-02
[85,] 0.0140994584 -0.0925641254 0.0958256353 -0.2501034436 7.462084e-02
[86,] 0.0068134631 -0.0708068313 0.1320277054 0.0228459068 5.985457e-02
[87,] -0.0009426783 -0.0681643072 0.1299928124 -0.0523940533 -2.453086e-02
[88,] 0.0292194889 0.0822899207 -0.1122485678 0.0005271902 -2.885417e-02
[89,] 0.0405595307 0.0961940976 -0.1194803440 0.0926583730 1.479117e-01
[90,] 0.1349989851 -0.0272423942 0.0639113952 0.0507328128 5.674638e-02
[91,] 0.0837609087 -0.0276161176 -0.1391905284 -0.1002113276 7.196278e-02
[92,] 0.1184319194 -0.0446972923 -0.0954179614 0.0253290741 7.537286e-02
[93,] 0.1105278479 -0.0328750990 -0.0324132170 0.0032928534 -7.363124e-02
[94,] 0.1344275055 -0.0064239545 0.0188463638 0.0627973819 -3.204335e-02
[95,] -0.0034059342 -0.1146200033 0.0568366284 0.0535927974 -7.053724e-02
[96,] 0.0296002599 0.1331297206 0.0559768488 -0.0736955111 -7.305583e-03
[97,] -0.0024161422 -0.0949731563 0.0712579784 0.0427589809 -8.448364e-03
[98,] 0.0168936268 0.1167684184 -0.1037769689 0.1931135203 3.177472e-02
[99,] 0.1232327428 0.0005589188 0.0110726530 -0.1082773393 -2.414562e-02
[100,] -0.0719421133 -0.0105213805 0.0595082473 -0.0202013933 5.945938e-02
[101,] 0.0965795558 -0.0202822226 -0.0671331478 -0.0519246955 -7.198316e-02
[102,] 0.0180703106 -0.0809257262 0.0843257192 -0.0650112019 3.130443e-02
[103,] 0.1180635756 -0.0088260457 0.0524730112 -0.0494901617 -6.983760e-02
[104,] -0.0968869101 0.0280917507 0.0450388251 -0.0902012717 -1.158504e-01
[105,] -0.1080068245 0.0420865357 -0.0393090995 0.0868841074 1.270343e-01
[106,] -0.0181433202 -0.1353284096 -0.0835978323 -0.0240687620 1.342734e-01
[107,] -0.0255053682 -0.1099674373 -0.0476337635 0.0995916917 -8.049926e-03
[108,] 0.0461018560 0.1101692478 0.0594707962 0.0609938249 -3.083882e-02
[109,] -0.0153364303 -0.1521886394 -0.0627643764 0.0231458690 -7.254739e-02
[110,] 0.0421309251 0.1144270778 -0.1086488298 0.0163056879 7.469290e-02
[111,] -0.1137264487 0.0034096325 -0.1143314731 0.0467961180 -1.972728e-01
[112,] -0.0807164384 -0.0141348727 -0.1054933310 0.0172017789 1.014120e-01
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