Multivariate adaptive histograms

Package "delt" implements methods for estimating multivariate densities. The methods include multivariate adaptive histograms (greedy histograms and CART-histograms), bootstrap aggregation of adaptive histograms, and stagewise minimization estimators.

Package "delt" is an R package. R is a language and environment for statistical computing and graphics which can be downloaded from R archive network .

Package "delt" depends on package "denpro". The density estimates of package "delt" may be visualized using the visualization tools of package "denpro". See the page for denpro .

The packages are designed by Jussi Klemelä. I am grateful for bug reports.

Contents

1. Introduction
2. Literature
3. Installation
4. Documentation
5. Tutorial
6. Data structures of the package

Introduction:

Multivariate adaptive histograms are histograms with data-dependent partitions. These estimates are formed by minimizing a (complexity penalized) likelihood criterion or an L2 error criterion. Greedy histograms are constructed by applying a greedy optimization to find the partition of the histogram. CART-histogram are constructed by applying a greedy optimization followed by a complexity penalized pruning. A bootstrap aggregation of adaptive histograms is constructed by generating bootstrap samples to make several adaptive histograms and then taking an average of them. A stagewise minimization estimator is a convex combination of greedy histograms.

Literature:

Stagewise minimization is described in "Density estimation with stagewise optimization of the empirical risk" .

Installation instructions:

• Download package delt_0.8.0.tar.gz. (Last update 2009/06)

• Windows and X OS binaries are available at http://www.r-project.org/ (-> CRAN -> Choose mirror -> Packages)

• Installation instructions are provided by issuing command R CMD INSTALL --help or command R INSTALL --help. In unix, one may use the command (possibly as root):

  R CMD INSTALL delt_0.8.0.tar.gz

  For example, in Ubuntu the package will be in directory /usr/local/lib/R/site-library/delt/ and in Suse the package will be in directory /usr/lib/R/library/delt/

• In R, use the command

  library(delt)

  which makes the functions available.

Documentation:

Below is a listing of the functions, that are included in the package.

Greedy histograms

• eval.greedy : returns a greedy histogram
• lstseq.greedy : returns a sequence of greedy histograms, and optionally their level set trees and shape trees

• eval.cart : returns an CART-histogram with a given number of leafs; the output is an evaluation tree.
• lstseq.cart : returns a sequence of CART histograms and their level set trees corresponding to a scale of smoothing parameter values
• CART histograms step by step
  • densplit : creates an evaluation tree generating an overfitting partition
  • prune : finds a sequence of pruned evaluation trees each generating an overfitting partition
  • eval.pick : picks a pruned evaluation tree from the collection of evaluation trees

• eval.bagg : returns an estimate which is an bootstrap aggregation of greedy histograms or CART-histograms
• lstseq.bagg : returns a sequence of level set trees of bootstrap aggregated estimates

• eval.stage : returns a stagewise minimization estimator
• eval.stage.gauss : 1D density estimator; a mixture of Gaussians found by stagewise optimization

• partition : finds the partition defined by an evaluation tree
• plotparti : plots the partition found by function "partition"

• lefrig2par : tranforms an evaluation tree so that it can be plotted by "plottree" function from "denpro" package
• makebina : tranforms an evaluation tree to the tree object of R so that it can be plotted by "plot.tree" function from "tree" package or by "draw.tree" function from "maptree" package
• rf2tree: transforms the output of function "randomForest" in package "randomForest" to an evaluation tree
• downhigh: helps to transform a simple evaluation tree to a piecewise constant function

• intpcf : returns the integral of a piecewise constant function
• supp : calculates the bounding box of the data (the smallest rectangle containing the data)
• findleafs: finds the leafs of a tree

In R use the command help(func) to get online manual for "func".

Tutorial:

library(delt)      # load the library

Short tutorial

dendat<-sim.data(n=500,seed=5,type="mulmodII")

eva<-eval.greedy(dendat,leaf=16)

eva<-eval.cart(dendat,leaf=16)

eva<-eval.bagg(dendat,B=3,leaf=12,prune="on")

eva<-eval.stage(dendat,leaf=10,M=3)

lst<-leafsfirst(eva)
plotvolu(lst)

dp<-draw.pcf(eva,pnum=c(60,60))         
persp(dp$x,dp$y,dp$z,theta=-20,phi=30)

CART-histograms

Estimation of a mixture of 2 dimensional Gaussians

# generate data

dendat<-sim.data(n=400,noisedim=0,seed=11,type="fssk")

# estimate 

eva<-eval.cart(dendat,leaf=15)

# we get the same estimate also with the commands

bt<-densplit(dendat)
treeseq<-prune(bt)
treeseq$leafs
eva<-eval.pick(treeseq,leaf=15)  

# plot the estimate

dp<-draw.pcf(eva,pnum=c(80,80),corona=2)
persp(dp$x,dp$y,dp$z,ticktype="detailed",xlab="x",ylab="y",zlab="",
phi=25,theta=-50)

# level set trees

lst<-leafsfirst(eva)  

plotvolu(lst)

plotbary(lst,coordi=1)

# binary tree plots

lr<-lefrig2par(eva)

plottree(lr,modelabel=F)

mb<-makebina(eva)

library(tree)
plot.tree(mb)

library(maptree)
draw.tree(mb)

Projection pursuit example

# generate data

dendat<-sim.data(n=225,noisedim=3,seed=11,type="fssk")

# grow tree

bt<-densplit(dendat,minobs=5)
treeseq<-prune(bt)
treeseq$leafs

leafnum<-19
eva<-eval.pick(treeseq,leafnum)  

# level set trees

lst<-leafsfirst(eva)  

plotvolu(lst)

plotbary(lst,coordi=4,modlabret=TRUE)

# slices

sl<-slicing(eva,c(0,0,0),d1=1,d2=2)

dp<-draw.pcf(sl,pnum=c(60,60))

persp(dp$x,dp$y,dp$z,theta=-50,phi=25,
xlab="x",ylab="y",zlab="",ticktype="detailed")

Bootstrap aggregation

Estimation of a mixture of 2 dimensional Gaussians

# generate data

dendat<-sim.data(n=400,noisedim=0,seed=11,type="fssk")

# estimate the density 

seed<-1
seedf<-10
sample="worpl"
prune="on"

B<-5
leaf<-20
eva<-eval.bagg(dendat,B=B,leaf=leaf,
    seed=seed,seedf=seedf,sample=sample,prune=prune)

# level set trees

lst<-leafsfirst(eva)
td<-treedisc(lst,eva,ngrid=50)
plotvolu(td) 

plotbary(td,coordi=1,modlabret=TRUE)

Projection pursuit example

#generate data

dendat<-sim.data(n=400,noisedim=3,seed=11,type="fssk")

# estimate the density 

seed<-1
seedf<-10
sample="baggworpl"
prune="on"
B<-5
leaf<-20
eva<-eval.bagg(dendat,B=B,leaf=leaf,
    seed=seed,seedf=seedf,sample=sample,prune=prune)

# level set trees

lst<-leafsfirst(eva)
td<-treedisc(lst,eva,ngrid=50)

plotvolu(td)

plotvolu(td,xlim=c(100000,250000))

plotbary(td,coordi=1,modlabret=TRUE)

# slices

sl<-slicing(eva,c(0,0,0),d1=1,d2=2)

dp<-draw.pcf(sl,pnum=c(60,60))

persp(dp$x,dp$y,dp$z,theta=-50,phi=25,
xlab="x",ylab="y",zlab="",ticktype="detailed")

Data structures of the package