rust 0.11 → 0.13

data/lib/rust/models/regression.rb

@@ -14,6 +14,11 @@ module Rust::Models::Regression
     # Generic regression model in R.
     
     class RegressionModel < Rust::RustDatatype
+        
+        attr_accessor :data
+        attr_accessor :dependent_variable
+        attr_accessor :options
+        
         def self.can_pull?(type, klass)
             # Can only pull specific sub-types
             return false
@@ -38,22 +43,30 @@ module Rust::Models::Regression
             
             formula = Rust::Formula.new(dependent_variable, independent_variables.join(" + "))
             
+            result = nil
             Rust.exclusive do
                 Rust["#{model_type}.data"] = data
                 
                 Rust._eval("#{model_type}.model.result <- #{model_type}(#{formula.to_R}, data=#{model_type}.data#{mapped})")
                 result = Rust["#{model_type}.model.result"]
-                result.r_mirror_to("#{model_type}.model.result")
                 
-                return result
+                raise "An error occurred while building the model" unless result
+                
+                result.r_mirror_to("#{model_type}.model.result")
             end
+            
+            result.dependent_variable = dependent_variable
+            result.data = data
+            result.options = options
+            
+            return result
         end
         
         ##
-        # Creates a new +model+.
+        # Creates a new model based on +model+.
             
         def initialize(model)
-            raise StandardError if model.is_a?(RegressionModel)
+            raise "Expected a R list, given a #{model.class}" if !model.is_a?(Rust::List)
             @model = model
         end
         
@@ -118,6 +131,58 @@ module Rust::Models::Regression
             a = self.summary|"coefficients"
         end
         
+        ##
+        # Returns object variables for the model with basic data (coefficients and p-values). Use the method `coefficients`
+        # to get more data.
+        
+        def variables
+            unless @variables
+                coefficients = self.coefficients
+                
+                @variables = coefficients.rownames.map do |name|
+                    ModelVariable.new(name, coefficients[name, "Estimate"], coefficients[name, "Pr(>|t|)"])
+                end
+            end
+            
+            return @variables
+        end
+        
+        ##
+        # Returns only the significant variables as ModelVariable instances. See the method `variables`.
+        
+        def significant_variables(a = 0.05)
+            self.variables.select { |v| v.significant?(a) }
+        end
+        
+        ##
+        # Runs backward selection (recursively removes a variable until the best model is found).
+        # Returns both the best model and the list of excluded variable at each step
+        # Note: Not fully tested
+        
+        def backward_selection(excluded = [])
+            candidates = self.variables.select { |v| !v.intercept? && !v.significant? }.sort_by { |v| v.pvalue }.reverse
+            all = self.variables.select { |v| !v.intercept? }
+            
+            candidates.each do |candidate|
+                new_model = RegressionModel.generate(
+                    self.class,
+                    self.class.r_model_name,
+                    self.dependent_variable,
+                    (all - [candidate]).map { |v| v.name },
+                    self.data,
+                    **self.options
+                )
+                
+                if new_model.r_2_adjusted >= self.r_2_adjusted
+                    puts "Excluded #{candidate}" if Rust.debug?
+                    return *new_model.backward_selection(excluded + [candidate])
+                end
+            end
+            
+            return self, excluded
+        end
+        
+        
         def method_missing(name, *args)
             return model|name.to_s
         end
@@ -145,7 +210,11 @@ module Rust::Models::Regression
     
     class LinearRegressionModel < RegressionModel
         def self.can_pull?(type, klass)
-            return type == "list" && klass == "lm"
+            return type == "list" && klass == self.r_model_name
+        end
+        
+        def self.pull_priority
+            1
         end
         
         def self.pull_variable(variable, type, klass)
@@ -154,6 +223,10 @@ module Rust::Models::Regression
             return LinearRegressionModel.new(model)
         end
         
+        def self.r_model_name
+            "lm"
+        end
+        
         ##
         # Generates a linear regression model, given its +dependent_variable+ and +independent_variables+ and its +data+. 
         # +options+ can be specified and directly passed to the model. 
@@ -161,7 +234,7 @@ module Rust::Models::Regression
         def self.generate(dependent_variable, independent_variables, data, **options)
             RegressionModel.generate(
                 LinearRegressionModel,
-                "lm", 
+                self.r_model_name, 
                 dependent_variable, 
                 independent_variables, 
                 data, 
@@ -175,13 +248,17 @@ module Rust::Models::Regression
     
     class LinearMixedEffectsModel < RegressionModel
         def self.can_pull?(type, klass)
-            return type == "S4" && klass == "lmerModLmerTest"
+            return type == "S4" && klass == self.r_model_name
         end
         
         def self.pull_priority
             1
         end
         
+        def self.r_model_name
+            "lmerModLmerTest"
+        end
+        
         def self.pull_variable(variable, type, klass)
             model = Rust::RustDatatype.pull_variable(variable, Rust::S4Class)
             
@@ -213,7 +290,7 @@ module Rust::Models::Regression
             
             RegressionModel.generate(
                 LinearMixedEffectsModel,
-                "lmer", 
+                self.r_model_name, 
                 dependent_variable, 
                 fixed_effects + random_effects, 
                 data, 
@@ -235,18 +312,44 @@ module Rust::Models::Regression
             end
         end
     end
+    
+    ##
+    # Slim representation for a variable in a model, with just the variable name, its coefficient and its p-value.
+    
+    class ModelVariable
+        attr_accessor   :name
+        attr_accessor   :coefficient
+        attr_accessor   :pvalue
+        
+        def initialize(name, coefficient, pvalue)
+            @name = name
+            @coefficient = coefficient
+            @pvalue = pvalue
+        end
+        
+        def intercept?
+            @name == "(Intercept)"
+        end
+        
+        ##
+        # Checks whether the variable is significant w.r.t. a given +a+ (0.05 by default)
+        
+        def significant?(a = 0.05)
+            @pvalue <= a
+        end
+    end
 end
 
 module Rust::RBindings
     def lm(formula, data, **options)
         independent = formula.right_part.split("+").map { |v| v.strip }
-        return LinearRegressionModel.generate(formula.left_part, independent, data, **options)
+        return Rust::Models::Regression::LinearRegressionModel.generate(formula.left_part, independent, data, **options)
     end
     
     def lmer(formula, data, **options)
         independent = formula.right_part.split("+").map { |v| v.strip }
         
-        RegressionModel.generate(
+        Rust::Models::Regression::RegressionModel.generate(
             LinearMixedEffectsModel,
             "lmer", 
             formula.left_part, 

data/lib/rust/stats/probabilities.rb

@@ -85,6 +85,20 @@ module Rust
             @values.map { |k, v| k*v }.sum
         end
         
+        ##
+        # Returns the variance for this slice.
+        
+        def variance
+            @values.map { |k, v| k**2 * v }.sum - (self.expected ** 2)
+        end
+        
+        ##
+        # Returns the standard deviation for this slice.
+        
+        def sd
+            Math.sqrt(self.variance)
+        end
+        
         ##
         # Returns a slice with the values that are greater than +n+.
         
@@ -124,7 +138,7 @@ module Rust
         # Returns a slice with the values between +a+ and +b+.
         
         def between(a, b)
-            self.so_that { |k| k.between(a, b) }
+            self.so_that { |k| k.between?(a, b) }
         end
         
         ##
@@ -133,6 +147,13 @@ module Rust
         def so_that
             RandomVariableSlice.new(@values.select { |k, v| yield(k) })
         end
+        
+        ##
+        # Creates a bar plot of the distribution
+        
+        def plot
+            Rust::Plots::BarPlot.new(@values.sort_by { |k, v| k }.to_h)
+        end
     end
     
     ##

data/lib/rust.rb

@@ -2,3 +2,22 @@ require_relative 'rust/core'
 require_relative 'rust/models/all'
 require_relative 'rust/plots/all'
 require_relative 'rust/stats/all'
+
+module Rust
+    @@datasets = {}
+    
+    def self.toothgrowth
+        @@datasets[:ToothGrowth] = Rust.exclusive { Rust['ToothGrowth'] } unless @@datasets[:ToothGrowth]
+        return @@datasets[:ToothGrowth]
+    end
+    
+    def self.cars
+        @@datasets[:cars] = Rust.exclusive { Rust['cars'] } unless @@datasets[:cars]
+        return @@datasets[:cars]
+    end
+    
+    def self.iris
+        @@datasets[:iris] = Rust.exclusive { Rust['iris'] } unless @@datasets[:iris]
+        return @@datasets[:iris]
+    end
+end

metadata

@@ -1,14 +1,14 @@
 --- !ruby/object:Gem::Specification
 name: rust
 version: !ruby/object:Gem::Version
-  version: '0.11'
+  version: '0.13'
 platform: ruby
 authors:
 - Simone Scalabrino
 autorequire:
 bindir: bin
 cert_chain: []
-date: 2022-08-11 00:00:00.000000000 Z
+date: 2024-11-17 00:00:00.000000000 Z
 dependencies:
 - !ruby/object:Gem::Dependency
   name: rinruby
@@ -61,6 +61,7 @@ files:
 - lib/rust.rb
 - lib/rust/core.rb
 - lib/rust/core/csv.rb
+- lib/rust/core/manual.rb
 - lib/rust/core/rust.rb
 - lib/rust/core/types/all.rb
 - lib/rust/core/types/dataframe.rb
@@ -71,6 +72,12 @@ files:
 - lib/rust/core/types/matrix.rb
 - lib/rust/core/types/s4class.rb
 - lib/rust/core/types/utils.rb
+- lib/rust/external/ggplot2.rb
+- lib/rust/external/ggplot2/core.rb
+- lib/rust/external/ggplot2/geoms.rb
+- lib/rust/external/ggplot2/plot_builder.rb
+- lib/rust/external/ggplot2/scale.rb
+- lib/rust/external/ggplot2/themes.rb
 - lib/rust/external/robustbase.rb
 - lib/rust/models/all.rb
 - lib/rust/models/anova.rb
@@ -104,7 +111,7 @@ required_rubygems_version: !ruby/object:Gem::Requirement
     - !ruby/object:Gem::Version
       version: '0'
 requirements: []
-rubygems_version: 3.3.15
+rubygems_version: 3.5.16
 signing_key:
 specification_version: 4
 summary: Ruby advanced statistical library