stepwise/test.R at master · jkovacic/stepwise · GitHub

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#!/usr/bin/env Rscript

# Copyright 2015, Jernej Kovacic
#
# Licensed under the Apache License, Version 2.0 (the "License");
# you may not use this file except in compliance with the License.
# You may obtain a copy of the License at
#
# http://www.apache.org/licenses/LICENSE-2.0
#
# Unless required by applicable law or agreed to in writing, software
# distributed under the License is distributed on an "AS IS" BASIS,
# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
# See the License for the specific language governing permissions and
# limitations under the License.


#
# A short demo of all "public" functions in the file 'stepwise.R'
#
# From a shell, run the script as:
#   Rscript /path/to/test.R
#
# From R/RStudio, the script can be run as:
#   source('/path/to/test.R')


# Load the "library" file:
source("stepwise.R")


stepwiseTest <- function()
{

  # Load the data frame
  #data(mtcars)
  dtframe <- mtcars
  rsp <- "mpg"
  incl <- list("drat", "vs")

  cat("= = = Forward selection, adjusted R^2 as criterion = = =\n")

  cat("\n= A list of variables that maximize the criterion, with \'drat\' and \'vs\' required: =\n\n")
  mdl <- stepwise.fwd.adjR2(dtframe, rsp, incl)
  print(mdl)

  cat("= A fitted model with no required expl. variables: =\n")
  mdl <- stepwise.fwd.adjR2(dtframe, rsp, ret.expl.vars=FALSE)
  print(mdl)


  cat("\n= = = Backwards elimination, adjusted R^2 as criterion = = =\n")

  cat("\n= A list of variables that maximize the criterion, with \'drat\' and \'vs\' required: =\n\n")
  mdl <- stepwise.bck.adjR2(dtframe, rsp, incl)
  print(mdl)

  cat("= A fitted model with no required expl. variables: =\n")
  mdl <- stepwise.bck.adjR2(dtframe, rsp, ret.expl.vars=FALSE)
  print(mdl)


  cat("\n= = = Forward selection, AIC as criterion = = =\n\n")

  cat("= A fitted model with no required expl. variables: =\n")
  mdl <- stepwise.fwd.aic(dtframe, rsp, ret.expl.vars=FALSE)
  print(mdl)


  cat("\n= = = Backwards elimination, AIC as criterion = = =\n\n")

  cat("= A fitted model with no required expl. variables: =\n")
  mdl <- stepwise.bck.aic(dtframe, rsp, ret.expl.vars=FALSE)
  print(mdl)


  cat("\n= = = Forward selection, BIC as criterion = = =\n\n")

  cat("= A fitted model with no required expl. variables: =\n")
  mdl <- stepwise.fwd.bic(dtframe, rsp, ret.expl.vars=FALSE)
  print(mdl)


  cat("\n= = = Backwards elimination, BIC as criterion = = =\n\n")

  cat("= A fitted model with no required expl. variables: =\n")
  mdl <- stepwise.bck.bic(dtframe, rsp, ret.expl.vars=FALSE)
  print(mdl)


  cat("\n= = = Forward selection, Mallows' Cp as criterion = = =\n\n")

  cat("= A fitted model with no required expl. variables: =\n")
  mdl <- stepwise.fwd.mallowsCp(dtframe, rsp, ret.expl.vars=FALSE)
  print(mdl)


  cat("\n= = = Backwards elimination, Mallows' Cp as criterion = = =\n\n")

  cat("= A fitted model with no required expl. variables: =\n")
  mdl <- stepwise.bck.mallowsCp(dtframe, rsp, ret.expl.vars=FALSE)
  print(mdl)


  cat("\n= = =  Forward selection, p-values as criteria = = =\n\n")

  cat("= A list of significant variables, with \'drat\' and \'vs\' required: =\n\n")
  mdl <- stepwise.fwd.pval(dtframe, rsp, incl, alpha=0.05, ret.expl.vars=TRUE)
  print(mdl)

  cat("= A fitted model with no required expl. variables: =\n")
  mdl <- stepwise.fwd.pval(dtframe, rsp, alpha=0.05, ret.expl.vars=FALSE)
  print(mdl)


  cat("\n= = = Backwards elimination, p-values as criteria = = =\n\n")

  cat("= A list of significant variables, with \'drat\' and \'vs\' required: =\n\n")
  mdl <- stepwise.bck.pval(dtframe, rsp, alpha=0.05, inc=incl, ret.expl.vars=TRUE)
  print(mdl)

  cat("= A fitted model with no required expl. variables: =\n")
  mdl <- stepwise.bck.pval(dtframe, rsp, alpha=0.05, ret.expl.vars=FALSE)
  print(mdl)
}


#
# Executes the actual tests in the function above
#

stepwiseTest()