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December 5, 2021 05:51
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RunAllModels <- function(USE_THESE_FORMULAS = all_formulas, | |
MODEL_DATA = model_data, | |
DATA_DIMENSION = dim_name, | |
DATE_COLUMN = "date_ymd", | |
TARGET_COLUMN = "visits", | |
DEBUG = TRUE){ | |
if(DEBUG) message("RunAllModels: Function Initialized \n") | |
if(!is.list(USE_THESE_FORMULAS)){ | |
stop("RunAllModels: The input must be a list of character strings....please investigate! \n") | |
} | |
if(!is.data.table(MODEL_DATA)){ | |
stop("RunAllModels: The input data is not a data table \n") | |
} | |
FUNCTION_OUTPUT <- list() | |
# each_formula = USE_THESE_FORMULAS[[1]] | |
for(each_formula in USE_THESE_FORMULAS){ | |
tryCatch({ | |
message("Executing Model: ", each_formula, " \n") | |
# if(!DO_PENALIZATION){ | |
MOD_FIT <- lm(each_formula, data = MODEL_DATA) | |
MOD_RESULTS_DT <- data.table::setDT(broom::tidy(summary(MOD_FIT))) | |
cols <- names(MOD_RESULTS_DT)[2:ncol(MOD_RESULTS_DT)] | |
MOD_RESULTS_DT[ ,(cols) := round(.SD, 3), .SDcols = cols] | |
MOD_RESULTS_DT[, mod_formula := each_formula] | |
MOD_RESULTS_DT[, dimension_name := DATA_DIMENSION] | |
# MOD_RESULTS_DT | |
MODEL_EVAL_DT <- data.table(FULL_FORMULA = each_formula) | |
MODEL_EVAL_DT[, c("TARGET", "PREDICTORS") := tstrsplit(FULL_FORMULA, "~", fixed=TRUE, fill="<NA>")] | |
MODEL_EVAL_DT[, RSQUARED := summary(MOD_FIT)$r.squared] | |
MODEL_EVAL_DT[, ADJ_RSQUARED := summary(MOD_FIT)$adj.r.squared] | |
MODEL_EVAL_DT[, MSE := mean(MOD_FIT$residuals^2) ] | |
MODEL_EVAL_DT[, RMSE := sqrt(mean(MOD_FIT$residuals^2)) ] | |
MODEL_EVAL_DT[, DIMENSION_NAME := DATA_DIMENSION] | |
PLT_DATA_NEW <- data.table( | |
date_ymd = MODEL_DATA[[DATE_COLUMN]], | |
actuals = round(as.numeric(MODEL_DATA[[TARGET_COLUMN]], 0)), | |
fittedvals = round(as.numeric(fitted(MOD_FIT), 0)) | |
) | |
PLT_DATA_NEW[, mod_formula := each_formula] | |
PLT_DATA_NEW[, dimension_name := DATA_DIMENSION] | |
FUNCTION_OUTPUT[[each_formula]][["MODEL_FIT"]] <- MOD_FIT | |
FUNCTION_OUTPUT[[each_formula]][["MODEL_RESULTS"]] <- MOD_RESULTS_DT | |
FUNCTION_OUTPUT[[each_formula]][["MODEL_EVALUATION"]] <- MODEL_EVAL_DT | |
FUNCTION_OUTPUT[[each_formula]][["ACTUALS_FITTED_DATA"]] <- PLT_DATA_NEW | |
}, error = function(cond) { | |
message(paste("RunAllModels", "eror", cond, sep = " - ")) | |
}) | |
} | |
return(FUNCTION_OUTPUT) | |
} | |
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