Development (#23)

* Documentation make.jl fix
Interface refactoring. FeatureExtraction refactoring. Preprocessing refactoring. Export and print variables swapped
Lasso fix. Default ols criteria to :r2adj

* Updated version

Author: adanmauri

.gitignore

@@ -28,7 +28,9 @@ Manifest.toml
 !.env.variables
 *.csv
 *.json
-!docs/swagger/*.json
+*.jld
+*.jld2
+docs/swagger/*.json
 !test/*.csv
 docs/dev/
 docs/build/

Project.toml

@@ -1,7 +1,7 @@
 name = "ModelSelection"
 uuid = "51b78214-913b-40cf-9250-c64eb33811f7"
 authors = ["Demian Panigo <panigo@gmail.com>", "Adán Mauri Ungaro <adan.mauri@gmail.com>", "Nicolás Monzón <nicomzn4@gmail.com>", "Valentin Mari <valentinmari@hotmail.com>"]
-version = "1.3.1"
+version = "1.3.2"
 
 [deps]
 DataFrames = "a93c6f00-e57d-5684-b7b6-d8193f3e46c0"

TODO.md

@@ -1,13 +1,17 @@
- - A better description of the package in Readme and Documentation
- - Features in Readme and Documentation
- - Add fixed variables in logit
+
  - Add panel as a fixed var
- - Issue with OLS
+ - Add fixed variables in logit
  - Model average in Logit
-
+ - Multiple features for logit
+ - Features in Readme and Documentation
+ 
 # TBD
+ - A better description of the package in Readme and Documentation
  - Validation in every module
  - Pending documentation in AllSubsetRegression
  - Major refactoring
  - General documentation
  - Notify progress in modules based in the time that takes in average
+ - CONS variable name should be random
+ - Feature extraction with fixed variables
+ - Think about variables collisions

docs/Project.toml

@@ -1,4 +1,5 @@
 [deps]
+DataFrames = "a93c6f00-e57d-5684-b7b6-d8193f3e46c0"
 Documenter = "e30172f5-a6a5-5a46-863b-614d45cd2de4"
 DocumenterTools = "35a29f4d-8980-5a13-9543-d66fff28ecb8"
 MarkdownAST = "d0879d2d-cac2-40c8-9cee-1863dc0c7391"

docs/make.jl

@@ -1,5 +1,7 @@
 using Documenter, DocumenterTools
+using DataFrames
 using ModelSelection
+using ModelSelection: Preprocessing, FeatureExtraction
 
 # The DOCSARGS environment variable can be used to pass additional arguments to make.jl.
 # This is useful on CI, if you need to change the behavior of the build slightly but you
@@ -18,12 +20,28 @@ makedocs(
     source = "src",
     build   = "build",
     clean   = true,
-    modules = [ModelSelection],
+    modules = [ModelSelection, Preprocessing, FeatureExtraction],
     sitename = "ModelSelection.jl",
     pages = [
         "Home" => "index.md",
         "Getting Started" => "start.md",
         "Usage" => "usage.md",
+        "Modules" => Any[
+            "Preprocessing" => Any[
+                "Module" => "modules/Preprocessing/index.md",
+                "modules/Preprocessing/core.md",
+                "modules/Preprocessing/utils.md",
+                "modules/Preprocessing/strings.md",
+                "modules/Preprocessing/const.md"
+            ],
+            "FeatureExtraction" => Any[
+                "Module" => "modules/FeatureExtraction/index.md",
+                "modules/FeatureExtraction/core.md",
+                "modules/FeatureExtraction/utils.md",
+                "modules/FeatureExtraction/strings.md",
+                "modules/FeatureExtraction/const.md"
+            ],
+        ],
         "Contributing" => "contributing.md",
         "News" => "news.md",
         "Todo" => "todo.md",
@@ -33,4 +51,5 @@ makedocs(
 
 deploydocs(
     repo = "github.com/ParallelGSReg/ModelSelection.jl.git",
+    versions = nothing,
 )

docs/src/modules/FeatureExtraction/const.md

@@ -0,0 +1,23 @@
+# Constants
+
+This section of the documentation is dedicated to explaining the purpose and usage of the constants used throughout the FeatureExtraction module.
+
+## Contents
+
+```@contents
+Pages = ["const.md"]
+```
+
+## Index
+
+```@index
+Pages = ["const.md"]
+```
+
+## Constants
+
+```@docs
+FeatureExtraction.FEATUREEXTRACTION_EXTRAKEY
+FeatureExtraction.REMOVEMISSINGS_DEFAULT
+FeatureExtraction.PROGRESS
+```

docs/src/modules/FeatureExtraction/core.md

@@ -0,0 +1,40 @@
+# Core
+
+This section of the documentation is dedicated to explaining the purpose and usage core functions used throughout the FeatureExtraction module.
+
+## Contents
+
+```@contents
+Pages = ["core.md"]
+```
+
+## Index
+
+```@index
+Pages = ["core.md"]
+```
+
+## Functions
+
+```@docs
+FeatureExtraction.featureextraction!(
+    data::ModelSelection.ModelSelectionData;
+    fe_sqr::Union{Symbol,Vector{Symbol},Nothing} = nothing,
+    fe_log::Union{Symbol,Vector{Symbol},Nothing} = nothing,
+    fe_inv::Union{Symbol,Vector{Symbol},Nothing} = nothing,
+    fe_lag::Union{Dict{Symbol,Int64},Nothing} = nothing,
+    interaction::Union{Vector{Tuple{Symbol,Symbol}},Nothing} = nothing,
+    removemissings::Bool = REMOVEMISSINGS_DEFAULT,
+    notify = nothing,
+)
+FeatureExtraction.execute!(
+    data::ModelSelection.ModelSelectionData;
+    fe_sqr::Union{Symbol,Vector{Symbol},Nothing} = nothing,
+    fe_log::Union{Symbol,Vector{Symbol},Nothing} = nothing,
+    fe_inv::Union{Symbol,Vector{Symbol},Nothing} = nothing,
+    fe_lag::Union{Dict{Symbol,Int64},Nothing} = nothing,
+    interaction::Union{Vector{Tuple{Symbol,Symbol}},Nothing} = nothing,
+    removemissings::Bool = REMOVEMISSINGS_DEFAULT,
+    notify = nothing,
+)
+```

docs/src/modules/FeatureExtraction/index.md

@@ -0,0 +1,5 @@
+!!! warning
+    TODO: this documentation is incomplete and currently under development. To see more detail of the module functions, go to the module sections.
+
+# FeatureExtraction
+

docs/src/modules/FeatureExtraction/strings.md

@@ -0,0 +1,25 @@
+# Strings
+
+This section of the documentation is dedicated to explaining the purpose and usage of the strings used throughout the FeatureExtraction module.
+
+## Contents
+
+```@contents
+Pages = ["strings.md"]
+```
+
+## Index
+
+```@index
+Pages = ["strings.md"]
+```
+
+## Constants
+
+```@docs
+FeatureExtraction.INTERACTION_DEPVAR_ERROR
+FeatureExtraction.INTERACTION_EQUATION_ERROR
+FeatureExtraction.LOG_FUNCTION_ERROR
+FeatureExtraction.NOTIFY_MESSAGE
+FeatureExtraction.SOME_VARIABLES_NOT_FOUND
+```

docs/src/modules/FeatureExtraction/utils.md

@@ -0,0 +1,51 @@
+# Utils
+
+This section of the documentation is dedicated to explaining the purpose and usage of the utils function used throughout the FeatureExtraction module.
+
+## Contents
+
+```@contents
+Pages = ["utils.md"]
+```
+
+## Index
+
+```@index
+Pages = ["utils.md"]
+```
+
+## Functions
+
+```@docs
+FeatureExtraction.parse_fe_variables(
+    fe_vars::Union{Symbol,Vector{Symbol},Dict{Symbol,Int64},Vector{Tuple{Symbol, Symbol}}},
+    expvars::Vector{Symbol};
+    depvar::Union{Symbol,Nothing} = nothing,
+)
+FeatureExtraction.data_add_fe_vars!(
+    data::ModelSelection.ModelSelectionData,
+    fe_vars::Union{Symbol,Vector{Symbol},Dict{Symbol,Int64}},
+    postfix::String,
+    func,
+)
+FeatureExtraction.data_add_fe_sqr!(
+    data::ModelSelection.ModelSelectionData,
+    fe_vars::Union{Symbol,Vector{Symbol}},
+)
+FeatureExtraction.data_add_fe_log!(
+    data::ModelSelection.ModelSelectionData,
+    fe_vars::Union{Symbol,Vector{Symbol}},
+)
+FeatureExtraction.data_add_fe_inv!(
+    data::ModelSelection.ModelSelectionData,
+    fe_vars::Union{Symbol,Vector{Symbol}},
+)
+FeatureExtraction.data_add_fe_lag!(
+    data::ModelSelection.ModelSelectionData,
+    fe_vars::Dict{Symbol,Int64},
+)
+FeatureExtraction.data_add_interaction!(
+    data::ModelSelection.ModelSelectionData,
+    interaction::Vector{Tuple{Symbol,Symbol}},
+)
+```