termnames (#299)

* termnames

* use StatsAPI directly, deprecate old termnames

* deprecations

---------

Co-authored-by: Milan Bouchet-Valat <nalimilan@club.fr>
Co-authored-by: Dave Kleinschmidt <dave.f.kleinschmidt@gmail.com>
Co-authored-by: Alex Arslan <ararslan@comcast.net>

Project.toml

@@ -1,6 +1,6 @@
 name = "StatsModels"
 uuid = "3eaba693-59b7-5ba5-a881-562e759f1c8d"
-version = "0.7.2"
+version = "0.7.3"
 
 [deps]
 DataAPI = "9a962f9c-6df0-11e9-0e5d-c546b8b5ee8a"
@@ -10,6 +10,7 @@ Printf = "de0858da-6303-5e67-8744-51eddeeeb8d7"
 REPL = "3fa0cd96-eef1-5676-8a61-b3b8758bbffb"
 ShiftedArrays = "1277b4bf-5013-50f5-be3d-901d8477a67a"
 SparseArrays = "2f01184e-e22b-5df5-ae63-d93ebab69eaf"
+StatsAPI = "82ae8749-77ed-4fe6-ae5f-f523153014b0"
 StatsBase = "2913bbd2-ae8a-5f71-8c99-4fb6c76f3a91"
 StatsFuns = "4c63d2b9-4356-54db-8cca-17b64c39e42c"
 Tables = "bd369af6-aec1-5ad0-b16a-f7cc5008161c"
@@ -21,6 +22,7 @@ DataAPI = "1.1"
 DataFrames = "1"
 DataStructures = "0.17, 0.18"
 ShiftedArrays = "1, 2"
+StatsAPI = "1"
 StatsBase = "0.33.5, 0.34"
 StatsFuns = "0.9, 1.0"
 Tables = "0.2, 1"

docs/Project.toml

@@ -3,6 +3,7 @@ DataFrames = "a93c6f00-e57d-5684-b7b6-d8193f3e46c0"
 Documenter = "e30172f5-a6a5-5a46-863b-614d45cd2de4"
 GLM = "38e38edf-8417-5370-95a0-9cbb8c7f171a"
 StableRNGs = "860ef19b-820b-49d6-a774-d7a799459cd3"
+StatsAPI = "82ae8749-77ed-4fe6-ae5f-f523153014b0"
 StatsBase = "2913bbd2-ae8a-5f71-8c99-4fb6c76f3a91"
 StatsModels = "3eaba693-59b7-5ba5-a881-562e759f1c8d"
 Tables = "bd369af6-aec1-5ad0-b16a-f7cc5008161c"

docs/src/api.md

@@ -15,6 +15,7 @@ end
 term
 coefnames
 modelcols
+termnames
 ```
 
 ### Higher-order terms

docs/src/internals.md

@@ -80,7 +80,7 @@ FormulaTerm{Term, Term}
 ```
 
 !!! note
-    
+
     As always, you can introspect which method is called with
 
     ```julia
@@ -395,7 +395,7 @@ possible to use an existing function, the best practice is to define a new
 function to make dispatch less ambiguous.
 
 ```jldoctest 1
-using StatsBase
+using StatsAPI
 # syntax: best practice to define a _new_ function
 poly(x, n) = x^n
 
@@ -444,7 +444,7 @@ StatsModels.termvars(p::PolyTerm) = StatsModels.termvars(p.term)
 # number of columns in the matrix this term produces
 StatsModels.width(p::PolyTerm) = p.deg
 
-StatsBase.coefnames(p::PolyTerm) = coefnames(p.term) .* "^" .* string.(1:p.deg)
+StatsAPI.coefnames(p::PolyTerm) = coefnames(p.term) .* "^" .* string.(1:p.deg)
 
 # output
 
@@ -558,9 +558,9 @@ PolyTerm{Term, ConstantTerm{Int64}}
 ```
 
 !!! note
-    
+
     The functions like `poly` should be exported by the package that provides
-    the special syntax for two reasons.  First, it makes run-time term 
+    the special syntax for two reasons.  First, it makes run-time term
     construction more convenient.  Second, because of how the `@formula` macro
     generates code, the function that represents special syntax must be
     available in the namespace where `@formula` is _called_.  This is because

src/StatsModels.jl

@@ -1,13 +1,15 @@
 module StatsModels
 
 using Tables
+using StatsAPI
 using StatsBase
 using ShiftedArrays
 using ShiftedArrays: lag, lead
 using DataStructures
 using DataAPI
 using DataAPI: levels
 using Printf: @sprintf
+using StatsAPI: coefnames, fit, predict, dof
 using StatsFuns: chisqccdf
 
 using SparseArrays
@@ -32,10 +34,11 @@ export
     HelmertCoding,
     SeqDiffCoding,
     HypothesisCoding,
-    
+
     coefnames,
     setcontrasts!,
     formula,
+    termnames,
 
     AbstractTerm,
     ConstantTerm,
@@ -81,5 +84,6 @@ include("formula.jl")
 include("modelframe.jl")
 include("statsmodel.jl")
 include("lrtest.jl")
+include("deprecated.jl")
 
 end # module StatsModels

src/contrasts.jl

@@ -53,7 +53,7 @@ C(levels = ::Vector{Any}, base = ::Any) # specify levels and base
   mean of the lower levels
 * [`SeqDiffCoding`](@ref) - Code for differences between sequential levels of
   the variable.
-* [`HypothesisCoding`](@ref) - Manually specify contrasts via a hypothesis 
+* [`HypothesisCoding`](@ref) - Manually specify contrasts via a hypothesis
   matrix, which gives the weighting for the average response for each level
 * [`StatsModels.ContrastsCoding`](@ref) - Manually specify contrasts matrix,
   which is directly copied into the model matrix.
@@ -79,15 +79,15 @@ The easiest way to specify custom contrasts is with `HypothesisCoding` or
 contrast coding system, you can subtype `AbstractContrasts`.  This requires a
 constructor, a `contrasts_matrix` method for constructing the actual contrasts
 matrix that maps from levels to `ModelMatrix` column values, and (optionally) a
-`termnames` method:
+`coefnames` method:
 
 ```julia
 mutable struct MyCoding <: AbstractContrasts
     ...
 end
 
 contrasts_matrix(C::MyCoding, baseind, n) = ...
-termnames(C::MyCoding, levels, baseind) = ...
+coefnames(C::MyCoding, levels, baseind) = ...
 ```
 
 # References
@@ -103,30 +103,32 @@ abstract type AbstractContrasts end
 # Contrasts + Levels (usually from data) = ContrastsMatrix
 struct ContrastsMatrix{C <: AbstractContrasts, M <: AbstractMatrix, T, U}
     matrix::M
-    termnames::Vector{U}
+    coefnames::Vector{U}
     levels::Vector{T}
     contrasts::C
     invindex::Dict{T,Int}
     function ContrastsMatrix(matrix::M,
-                             termnames::Vector{U},
+                             coefnames::Vector{U},
                              levels::Vector{T},
                              contrasts::C) where {U, T, C <: AbstractContrasts, M <: AbstractMatrix}
         allunique(levels) || throw(ArgumentError("levels must be all unique, got $(levels)"))
         invindex = Dict{T,Int}(x=>i for (i,x) in enumerate(levels))
-        new{C,M,T,U}(matrix, termnames, levels, contrasts, invindex)
+        new{C,M,T,U}(matrix, coefnames, levels, contrasts, invindex)
     end
 end
 
-# only check equality of matrix, termnames, and levels, and that the type is the
+StatsAPI.coefnames(cm::ContrastsMatrix) = cm.coefnames
+
+# only check equality of matrix, coefnames, and levels, and that the type is the
 # same for the contrasts (values are irrelevant).  This ensures that the two
 # will behave identically in creating modelmatrix columns
 Base.:(==)(a::ContrastsMatrix{C}, b::ContrastsMatrix{C}) where {C<:AbstractContrasts} =
     a.matrix == b.matrix &&
-    a.termnames == b.termnames &&
+    a.coefnames == b.coefnames &&
     a.levels == b.levels
 
 Base.hash(a::ContrastsMatrix{C}, h::UInt) where {C} =
-    hash(C, hash(a.matrix, hash(a.termnames, hash(a.levels, h))))
+    hash(C, hash(a.matrix, hash(a.coefnames, hash(a.levels, h))))
 
 """
 An instantiation of a contrast coding system for particular levels
@@ -166,7 +168,7 @@ function ContrastsMatrix(contrasts::C, levels::AbstractVector{T}) where {C<:Abst
     # 3. contrast levels missing from data: would have empty columns, generate a
     #    rank-deficient model matrix.
     c_levels = something(DataAPI.levels(contrasts), levels)
-    
+
     mismatched_levels = symdiff(c_levels, levels)
     if !isempty(mismatched_levels)
         throw(ArgumentError("contrasts levels not found in data or vice-versa: " *
@@ -198,7 +200,7 @@ function ContrastsMatrix(contrasts::C, levels::AbstractVector{T}) where {C<:Abst
                             "$c_levels."))
     end
 
-    tnames = termnames(contrasts, c_levels, baseind)
+    tnames = coefnames(contrasts, c_levels, baseind)
 
     mat = contrasts_matrix(contrasts, baseind, n)
 
@@ -224,7 +226,7 @@ function ContrastsMatrix(c::ContrastsMatrix, levels::AbstractVector)
     return c
 end
 
-function termnames(C::AbstractContrasts, levels::AbstractVector, baseind::Integer)
+function StatsAPI.coefnames(C::AbstractContrasts, levels::AbstractVector, baseind::Integer)
     not_base = [1:(baseind-1); (baseind+1):length(levels)]
     levels[not_base]
 end
@@ -233,7 +235,7 @@ Base.getindex(contrasts::ContrastsMatrix, rowinds, colinds) =
     getindex(contrasts.matrix, getindex.(Ref(contrasts.invindex), rowinds), colinds)
 
 # Making a contrast type T only requires that there be a method for
-# contrasts_matrix(T,  baseind, n) and optionally termnames(T, levels, baseind)
+# contrasts_matrix(T,  baseind, n) and optionally coefnames(T, levels, baseind)
 # The rest is boilerplate.
 for contrastType in [:DummyCoding, :EffectsCoding, :HelmertCoding]
     @eval begin
@@ -254,7 +256,7 @@ DataAPI.levels(c::AbstractContrasts) = nothing
     FullDummyCoding()
 
 Full-rank dummy coding generates one indicator (1 or 0) column for each level,
-**including** the base level. This is sometimes known as 
+**including** the base level. This is sometimes known as
 [one-hot encoding](https://en.wikipedia.org/wiki/One-hot).
 
 Not exported but included here for the sake of completeness.
@@ -331,7 +333,7 @@ column is generated with 1 where `variable .== x` and -1 where `variable .== bas
 of 0.
 
 If `levels` are omitted or `nothing`, they are determined from the data
-by calling the `levels` function when constructing `ContrastsMatrix`. 
+by calling the `levels` function when constructing `ContrastsMatrix`.
 If `base` is omitted or `nothing`, the first level is used as the base.
 
 When all levels are equally frequent, effects coding generates model matrix
@@ -373,7 +375,7 @@ Helmert coding codes each level as the difference from the average of the lower
 levels.
 
 If `levels` are omitted or `nothing`, they are determined from the data
-by calling the `levels` function when constructing `Contrastsmatrix`. 
+by calling the `levels` function when constructing `Contrastsmatrix`.
 If `base` is omitted or `nothing`, the first level is used as the base.
 For each non-base level, Helmert coding generates a columns with -1 for each of
 n levels below, n for that level, and 0 above.
@@ -462,7 +464,7 @@ function contrasts_matrix(C::SeqDiffCoding, _, n)
 end
 
 # TODO: consider customizing term names:
-# termnames(C::SeqDiffCoding, levels::AbstractVector, baseind::Integer) =
+# StatsAPI.coefnames(C::SeqDiffCoding, levels::AbstractVector, baseind::Integer) =
 #     ["$(levels[i])-$(levels[i-1])" for i in 2:length(levels)]
 
 """
@@ -591,7 +593,7 @@ function contrasts_matrix(C::HypothesisCoding, baseind, n)
     C.contrasts
 end
 
-termnames(C::HypothesisCoding, levels::AbstractVector, baseind::Int) =
+StatsAPI.coefnames(C::HypothesisCoding, levels::AbstractVector, baseind::Int) =
     something(C.labels, levels[1:length(levels) .!= baseind])
 
 DataAPI.levels(c::HypothesisCoding) = c.levels
@@ -602,8 +604,8 @@ DataAPI.levels(c::HypothesisCoding) = c.levels
 
 Coding by manual specification of contrasts matrix. For k levels, the contrasts
 must be a k by k-1 Matrix.  The contrasts in this matrix will be copied directly
-into the model matrix; if you want to specify your contrasts as hypotheses (i.e., 
-weights assigned to each level's cell mean), you should use 
+into the model matrix; if you want to specify your contrasts as hypotheses (i.e.,
+weights assigned to each level's cell mean), you should use
 [`HypothesisCoding`](@ref) instead.
 """
 mutable struct ContrastsCoding{T<:AbstractMatrix} <: AbstractContrasts
@@ -687,9 +689,9 @@ julia> StatsModels.hypothesis_matrix(cmat)
  -1  0  0  1
 ```
 
-For non-centered contrasts like `DummyCoding`, without including the intercept 
-the hypothesis matrix is incorrect.  So while `intercept=true` is the default for 
-non-centered contrasts, you can see the (wrong) hypothesis matrix when ignoring 
+For non-centered contrasts like `DummyCoding`, without including the intercept
+the hypothesis matrix is incorrect.  So while `intercept=true` is the default for
+non-centered contrasts, you can see the (wrong) hypothesis matrix when ignoring
 it by forcing `intercept=false`:
 
 ```jldoctest hypmat
@@ -710,7 +712,7 @@ julia> StatsModels.hypothesis_matrix(cmat, tolerance=0) # ugly
   1.0  -2.23753e-16   6.91749e-18  -1.31485e-16
  -1.0   1.0          -2.42066e-16   9.93754e-17
  -1.0   4.94472e-17   1.0           9.93754e-17
- -1.0   1.04958e-16  -1.31044e-16   1.0        
+ -1.0   1.04958e-16  -1.31044e-16   1.0
 ```
 
 Finally, the hypothesis matrix for a constructed `ContrastsMatrix` (as stored by

src/deprecated.jl

@@ -0,0 +1,13 @@
+@deprecate(termnames(C::AbstractContrasts, levels::AbstractVector, baseind::Integer),
+           coefnames(C::AbstractContrasts, levels::AbstractVector, baseind::Integer),
+           false)
+
+function Base.getproperty(cm::ContrastsMatrix, x::Symbol)
+    if x === :termnames
+        Base.depwarn("The `termnames` field of `ConstrastsMatrix` is deprecated; use `coefnames(cm)` instead.",
+                     :ContrastsMatrix)
+        return coefnames(cm)
+    else
+        return getfield(cm, x)
+    end
+end