Building Sets of Variables in a Probabilistic Framework.

setweaver

setweaver is an R package designed to help users create sets of variables based on a mutual information approach. In this context, a set is a collection of distinct elements (e.g., variables) that can also be treated as a single entity. Mutual information, a concept from probability theory, quantifies the dependence between two variables by expressing how much information about one variable can be gained from observing the other.

Authors

Aaron Fisher
Nicolas Leenaerts

Installation

You can install the released version of setweaver from CRAN with:

install.packages("setweaver")

Or you can install the development version of setweaver from GitHub with the following code snippet:

devtools::install_github('nicolasleenaerts/setweaver')

You can then attach the package as follows:

library(setweaver)

Simple example

Create sets of variables using the pairmi function, which takes a dataframe of variables and pairs them up to a specified maximum number of elements.

# Loading the package, which automatically also downloads the example data (misimdata)
library(setweaver) 

# Pairing variables
results = pairmi(misimdata[,2:11],alpha = 0.05,n_elements = 5)

Table 1. Expanded Data

Table 2. Information on sets

Once the sets are created with the pairmi function , you can assess their relationship with a specific outcome using the probstat function.

# Evaluating the sets
evaluated_sets = probstat(misimdata$y,results$expanded.data[,results$sets$set],nfolds = 5)

Table 3. Evaluated sets

More information

Consult the vignette for more detailed information!