## ----setup, include = FALSE--------------------------------------------------- #file.edit(normalizePath("~/.Renviron")) LOCAL <- identical(Sys.getenv("LOCAL"), "TRUE") #LOCAL=TRUE knitr::opts_chunk$set(purl = LOCAL) knitr::opts_chunk$set( collapse = TRUE, comment = "#>" ) ## ----------------------------------------------------------------------------- library(SelectBoost.gamlss) library(gamlss) library(MASS) # Insurance, quine set.seed(1) ## ----cache=TRUE, eval=LOCAL--------------------------------------------------- set.seed(123) # Load and CLEAN the Dutch boys growth data utils::data("boys7482", package = "SelectBoost.gamlss") # Keep only rows complete boys <- boys7482[stats::complete.cases(boys7482),] boys$gen <- as.factor(boys$gen) # (Optional) keep levels actually present boys <- droplevels(boys) # Fit SelectBoost.gamlss on CLEANED data (no parallel for vignette stability) fit_growth <- sb_gamlss( hgt ~ 1, data = boys, family = gamlss.dist::BCT(), mu_scope = ~ pb(age) + pb(age):gen, sigma_scope = ~ pb(age), nu_scope = ~ pb(age), engine = "grpreg", engine_sigma = "grpreg", engine_nu = "grpreg", grpreg_penalty = "grLasso", B = 1, pi_thr = 0.6, pre_standardize = TRUE, parallel = "none", trace = FALSE ) # Peek at selection (first rows) print(utils::head(selection_table(fit_growth), 12)) # Effect plot for age on mu if (requireNamespace("ggplot2", quietly = TRUE)) { print(effect_plot(fit_growth, "age", boys, what = "mu")) } ## ----cache=TRUE, eval=FALSE--------------------------------------------------- # set.seed(123) # # Stability curves over a small c0 grid (still on CLEANED data) # g <- sb_gamlss_c0_grid( # hgt ~ 1, data = boys, family = gamlss.dist::BCT(), # mu_scope = ~ pb(age) + pb(age):gen, # sigma_scope = ~ pb(age), # nu_scope = ~ pb(age), # c0_grid = seq(0.2, 0.8, by = 0.1), # B = 1, pi_thr = 0.6, pre_standardize = TRUE, # parallel = "none", trace = FALSE # ) # plot_stability_curves(g, terms = c("pb(age)", "pb(age):gen"), parameter = "mu") ## ----cache=TRUE, eval=LOCAL--------------------------------------------------- data(Insurance, package = "MASS") ins <- transform(Insurance, logH = log(Holders)) fit_po <- sb_gamlss( Claims ~ offset(logH), data = ins, family = gamlss.dist::PO(), mu_scope = ~ Age + District + Group, engine = "glmnet", glmnet_alpha = 1, # lasso B = 100, pi_thr = 0.6, pre_standardize = FALSE, parallel = "auto", trace = FALSE ) selection_table(fit_po) ## ----cache=TRUE, eval=LOCAL--------------------------------------------------- data(faithful) faith <- transform(faithful, eru2 = eruptions^2) fit_ga <- sb_gamlss( waiting ~ 1, data = faith, family = gamlss.dist::GA(), mu_scope = ~ pb(eruptions) + eru2, sigma_scope = ~ pb(eruptions), engine = "glmnet", glmnet_alpha = 0.5, # elastic-net B = 60, pi_thr = 0.6, pre_standardize = TRUE, parallel = "auto", trace = FALSE ) selection_table(fit_ga) ## ----eval=LOCAL--------------------------------------------------------------- # Effect plot for eruptions on mu if (requireNamespace('ggplot2', quietly = TRUE)) { print(effect_plot(fit_ga, 'eruptions', faith, what = 'mu')) } ## ----cache=TRUE, eval=LOCAL--------------------------------------------------- mt <- transform(mtcars, am = as.integer(am), cyl = factor(cyl), gear = factor(gear), carb = factor(carb), vs = factor(vs)) fit_bin <- sb_gamlss( am ~ 1, data = mt, family = gamlss.dist::BI(), mu_scope = ~ wt + hp + qsec + cyl + gear + carb + vs, engine = "grpreg", grpreg_penalty = "grLasso", B = 80, pi_thr = 0.6, pre_standardize = TRUE, parallel = "auto", trace = FALSE ) selection_table(fit_bin) ## ----cache=TRUE, eval=LOCAL--------------------------------------------------- data(quine, package = "MASS") fit_nb2 <- sb_gamlss( Days ~ 1, data = quine, family = gamlss.dist::NBII(), mu_scope = ~ Eth + Sex + Lrn + Age, engine = "grpreg", grpreg_penalty = "grLasso", B = 80, pi_thr = 0.6, pre_standardize = FALSE, parallel = "auto", trace = FALSE ) selection_table(fit_nb2)