#' Discriminant analysis by Fisher Rule. #' #' Discriminant analysis by Fishers rule using CoDa methods. #' #' The Fisher rule leads only to linear boundaries. However, this method allows #' for dimension reduction and thus for a better visualization of the #' separation boundaries. For the Fisher discriminant rule (Fisher, 1938; Rao, #' 1948) the assumption of normal distribution of the groups is not explicitly #' required, although the method looses its optimality in case of deviations #' from normality. #' #' The classical Fisher discriminant rule is invariant to ilr and clr #' transformations. The robust rule is invariant to ilr transformations if #' affine equivariant robust estimators of location and covariance are taken. #' #' Robustification is done (method \dQuote{robust}) by estimating the #' columnwise means and the covariance by the Minimum Covariance Estimator. #' #' @aliases daFisher print.daFisher #' @param x a matrix or data frame containing the explanatory variables #' (training set) #' @param grp grouping variable: a factor specifying the class for each #' observation. #' @param coda TRUE, when the underlying data are compositions. #' @param method \dQuote{classical} or \dQuote{robust} estimation. #' @param plotScore TRUE, if the scores should be plotted automatically. #' @param ... additional arguments for the print method passed through #' @importFrom e1071 matchClasses #' @return an object of class \dQuote{daFisher} including the following #' elements \item{B }{Between variance of the groups} \item{W }{Within variance #' of the groups} \item{loadings}{loadings} \item{scores}{fisher scores} \item{mc}{table indicating misclassifications} \item{mcrate}{misclassification rate} \item{coda}{coda} #' @author Peter Filzmoser, Matthias Templ. #' @seealso \code{\link[rrcov]{Linda}} #' @references Filzmoser, P. and Hron, K. and Templ, M. (2012) #' Discriminant analysis for compositional data and robust parameter estimation. #' \emph{Computational Statistics}, Vol. 27(4), pp. 585-604, 2012. #' #' Fisher, R. A. (1938) The statistical utiliziation of multiple measurements. #' \emph{Annals of Eugenics}, 8:376-386. #' #' Rao, C.R. (1948) The utilization of multiple measurements in problems of #' biological classification. \emph{Journal of the Royal Statistical Society}, #' Series B, 10:159-203. #' @keywords multivariate #' @export #' @import rrcov MASS #' @examples #' ## toy data (non-compositional) #' require(MASS) #' x1 <- mvrnorm(20,c(0,0,0),diag(3)) #' x2 <- mvrnorm(30,c(3,0,0),diag(3)) #' x3 <- mvrnorm(40,c(0,3,0),diag(3)) #' X <- rbind(x1,x2,x3) #' grp=c(rep(1,20),rep(2,30),rep(3,40)) #' #' #par(mfrow=c(1,2)) #' d1 <- daFisher(X,grp=grp,method="classical",coda=FALSE) #' d2 <- daFisher(X,grp=grp,method="robust",coda=FALSE) #' d2 #' summary(d2) #' predict(d2) #' #' ## example with olive data: #'\dontrun{ #' data(olives, package = "classifly") #' # exclude zeros (alternatively impute them if #' # the detection limit is known using impRZilr()) #' ind <- which(olives==0, arr.ind = TRUE)[,1] #' olives <- olives[-ind, ] #' x <- olives[, 4:10] #' grp <- olives$Region # 3 groups #' res <- daFisher(x,grp) #' res #' summary(res) #' predict(res) #' res <- daFisher(x, grp, plotScore = TRUE) #' res <- daFisher(x, grp, method = "robust") #' res #' summary(res) #' predict(res) #' res <- daFisher(x,grp, plotScore = TRUE, method = "robust") #' #' # 9 regions #' grp <- olives$Area #' res <- daFisher(x, grp, plotScore = TRUE) #' res #' summary(res) #' predict(res) #' } daFisher <- function(x, grp, coda=TRUE, method = "classical", plotScore = FALSE){ ## some checks if(class(x) == "data.frame") x <- as.matrix(x) ## Fisher LDA: if(length(grp) != dim(x)[1]){ stop(paste("grp must be of length", dim(x)[1])) } if(dim(x)[2] < 1){ stop("matrix or data.frame expected.") } if(coda){ x <- pivotCoord(x) } n <- nrow(x) p <- ncol(x) glev <- unique(grp) g <- length(glev) pj <- rep(NA,g) meanj <- matrix(NA,nrow=p,ncol=g) cv <- list() for (j in 1:g){ pj[j] <- sum(grp==glev[j])/n if(method == "classical"){ meanj[,j] <- apply(x[grp==glev[j],],2,mean) cv[[j]] <- cov(x[grp==glev[j],]) } else { robcov <- covMcd(x[grp==glev[j],]) meanj[,j] <- robcov$center cv[[j]] <- robcov$cov # else { # # require(rrcov) # res <- by(x,factor(grp),CovMcd) # muil <- lapply(res,getCenter) # sigil <- lapply(res,getCov) # } } } meanov <- apply(t(t(meanj) * pj),1,sum) B <- matrix(0, p, p) W <- matrix(0, p, p) for (j in 1:g) { B <- B + pj[j] * ((meanj[,j] - meanov) %*% t(meanj[,j] - meanov)) W <- W + pj[j] * cv[[j]] } l <- min(g-1,p) # use this number of components #V=matrix(Re(eigen(solve(W)%*%B)$vec)[,1:l],ncol=l) #V=t(t(V)/(sqrt(diag(t(V)%*%W%*%V)))) # besser: B.svd <- svd(B) B12 <- B.svd$u[,1:l]%*%diag(sqrt(B.svd$d[1:l]))%*%t(B.svd$u[,1:l]) Bm12 <- B.svd$u[,1:l]%*%diag(1/sqrt(B.svd$d[1:l]))%*%t(B.svd$u[,1:l]) K <- eigen(B12%*%solve(W)%*%B12) Vs <- Bm12%*%K$vec[,1:l] V <- t(t(Vs)/(sqrt(diag(t(Vs)%*%W%*%Vs)))) # Fisher scores fs=matrix(NA,nrow=n,ncol=g) for (j in 1:g){ xc <- scale(x,meanj[,j],scale=FALSE) xproj <- xc%*%V fs[,j] <- sqrt(apply(xproj^2,1,sum)-2*log(pj[j])) } ## predition: grppred <- apply(fs, 1, which.min) ## misclassification rate: mc <- table(grp, grppred) mc <- mc[, matchClasses(mc, method = "exact")] rate <- 1 - sum(diag(mc)) / sum(mc) ## plot scores (if TRUE) if(plotScore){ #proj <- xc %*%V [,1:2] proj <- fs[,1:2] proj <- data.frame(proj) proj$grp <- as.factor(grp) proj$grppred <- as.factor(grppred) firstscores <- NULL secondscores <- NULL colnames(proj) <- c("firstscores", "secondscores","grp", "grppred") gg <- ggplot(proj, aes(firstscores, secondscores, colour = grp, shape = grppred)) gg <- gg + geom_point() gg <- gg + xlab("first fisher scores") + ylab("second fisher scores") print(gg) # plot(, col=grp, pch=grppred, # xlab="first fisher scores", ylab="second fisher scores") } res <- list(B = B, W = W, loadings = V, scores = fs,#classification=postgroup, # mu=muil, # sigma=sigil, mc = mc, mcrate = rate, coda=coda, grp=grp, grppred=grppred, xc=xc) class(res) <- "daFisher" res } # daFisher <- function(x,grp,coda=TRUE,method="classical",plotScore=FALSE) # { # if(class(x)=="data.frame") x <- as.matrix(x) # # Fisher LDA: # if(length(grp) != dim(x)[1]){ # stop(paste("grp must be of length",dim(x)[1])) # } # if(dim(x)[2] < 1){ # stop("matrix or data.frame expected.") # } # if(coda){ # x <- pivotCoord(x) # } # # p <- ncol(x) # ni <- table(grp) # ng <- length(ni) # n <- sum(ni) # pi <- ni/n # if (method=="classical"){ # muil <- by(x,factor(grp),colMeans) # sigil <- by(x,factor(grp),cov) # } # else { # # require(rrcov) # res <- by(x,factor(grp),CovMcd) # muil <- lapply(res,getCenter) # sigil <- lapply(res,getCov) # } # # mui <- matrix(unlist(muil),ng,p,byrow=TRUE) # mu <- pi%*%mui # hlp <- diag(sqrt(pi))%*%(mui-rep(1,ng)%*%mu) # B <- t(hlp)%*%hlp # sigi <- array(unlist(sigil),dim=c(p,p,ng)) # W <- apply(sigi*array(sort(rep(pi,p*p)),dim=c(p,p,ng)),c(1,2),sum) # adir <- matrix(as.numeric(eigen(solve(W)%*%B)$vec),ncol=p) # adirs <- t(t(adir)/(sqrt(diag(t(adir)%*%W%*%adir)))) # scores=x%*%adirs # if(plotScore){ # pl <- as.numeric(factor(grp)) # plot(scores[,1:2],col=pl, pch=pl, cex=1.5, xlab="Scores 1", ylab="Scores 2", cex.lab=1.2) # legend("topright", legend=levels(factor(grp)), pch=unique(pl), col=unique(pl), cex=1.3) # } # # postgroup <- apply(scores, 1, which.min) # # print(postgroup) # res <- list(B=B,W=W,loadings=adir,scores=scores,#classification=postgroup, # mu=muil, sigma=sigil, # coda=coda) # class(res) <- "daFisher" # # # ## fill in for class lda # # g <- as.factor(grp) # # lev <- lev1 <- levels(g) # # counts <- as.vector(table(g)) # # prior <- counts/n # # prior <- prior[counts > 0] # # # #if(method == "moment") fac <- 1/(n-ng) else fac <- 1/n # #X <- sqrt(fac) * (x - group.means[g, ]) %*% scaling # #X.s <- svd(X, nu = 0) # #X <- sqrt(nu/(nu-2)*(1 + p/nu)/n * w) * (x - group.means[g, ]) %*% scaling # #X.s <- svd(X, nu = 0) # # cl <- match.call() # # cl[[1L]] <- as.name("daFisher") # # # # res <- structure(list(prior = prior, counts = counts, means = mui, # # scaling = hlp, lev = lev, svd = hlp, # # N = n, call = cl, B=B, W=W, loadings=adir, coda=coda), # # class = "lda") # # # # z1=z[grp=="arabica",] # # z2=z[grp=="blended",] # # n1=nrow(z1) # # n2=nrow(z2) # # n=n1+n2 # # p1=n1/n # # p2=n2/n # # m1=apply(z1,2,mean) # # m2=apply(z2,2,mean) # # S1=cov(z1) # # S2=cov(z2) # # Sp=((n1-1)/(n1-1+n2-1))*S1+((n2-1)/(n1-1+n2-1))*S2 # # Sp1=solve(Sp) # # yLDA=as.numeric(t(m1-m2)%*%Sp1%*%t(z)-as.numeric(1/2*t(m1-m2)%*%Sp1%*%(m1+m2)))-log(p2/p1) # # plot(z, pch=21, bg=ifelse(grp=="arabica","red","blue"))#bg=ifelse(yLDA<0,"red","blue")) # # y1=seq(from=min(z[,1])-1.5,to=max(z[,1])+1.9,by=0.05) # # y2=seq(from=min(z[,2]),to=max(z[,2])+0.2,by=0.05) # # y1a=rep(y1,length(y2)) # # y2a=sort(rep(y2,length(y1))) # # ya=cbind(y1a,y2a) # # yaLDA=as.numeric(t(m1-m2)%*%Sp1%*%t(ya)- # # as.numeric(1/2*t(m1-m2)%*%Sp1%*%(m1+m2)))-log(p2/p1) # # # # boundLDA=abs(yaLDA)<0.05 # # lines(lowess(y1a[boundLDA],y2a[boundLDA]),col=gray(0.6),lwd=1.5,lty=1) # # invisible(res) # } #' @rdname daFisher #' @method print daFisher #' @export print.daFisher <- function(x,...){ cat("--------------------------------------") cat("\nResults from Fishers discriminant analysis, coda ==", x$coda) cat("\n- Variance between the classes: \n") print(x$B) cat("\n- Variance within the classes: \n") print(x$W) cat("\n- Loadings matrix: \n") print(x$load) cat("--------------------------------------\n") } #' @rdname daFisher #' @method predict daFisher #' @param object object of class \dQuote{daFisher} #' @export predict.daFisher <- function(object, ...){ grppred <- apply(object$scores, 1, which.min) return(grppred) } #' @rdname daFisher #' @method summary daFisher #' @export summary.daFisher <- function(object, ...){ cat("--------------------------------------") cat("\nMisclassification rate from Fishers discriminant analysis, coda ==", object$coda) cat("\n") print(object$mcrate) cat("\n--------------------------------------") cat("\nMisclassifications from Fishers discriminant analysis, coda ==", object$coda) cat("\n") print(object$mc) cat("\n--------------------------------------\n") }