## ----include = FALSE----------------------------------------------------------
knitr::opts_chunk$set(
  collapse = TRUE,
  comment = "#>",
  fig.width = 6,
  fig.height = 4,
  message = FALSE
)

## ----setup--------------------------------------------------------------------
library(CCI)

## -----------------------------------------------------------------------------
make_data <- function(n, effect) {
  Z1 <- rnorm(n)
  Z2 <- rnorm(n)
  X <- sin(Z1) + Z2 + rnorm(n, sd = 0.5)
  Y <- Z1 * Z2 + effect * X + rnorm(n, sd = 0.5)
  data.frame(Z1, Z2, X, Y)
}
set.seed(12)
weak <- make_data(400, effect = 0.5)   # H0 false, weak effect
set.seed(13)
null <- make_data(400, effect = 0)     # H0 true

## -----------------------------------------------------------------------------
res_weak <- CCI.test(Y ~ X | Z1 + Z2, data = weak, seed = 1, progress = FALSE)
summary(res_weak)
plot(res_weak)

## -----------------------------------------------------------------------------
res_param <- CCI.test(Y ~ X | Z1 + Z2, data = weak, parametric = TRUE, seed = 1, progress = FALSE)
c(empirical = res_weak$p.value, parametric = res_param$p.value)

## -----------------------------------------------------------------------------
res_null <- CCI.test(Y ~ X | Z1 + Z2, data = null, nperm = 100, seed = 1, progress = FALSE)
QQplot(res_null, nperm = 50, progress = FALSE)
QQplot(res_weak, nperm = 50, progress = FALSE)

## -----------------------------------------------------------------------------
res_tuned <- CCI.test(Y ~ X | Z1 + Z2, data = weak, tune = TRUE, samples = 5, folds = 3,
                      seed = 1, progress = FALSE)
res_tuned$p.value

## -----------------------------------------------------------------------------
set.seed(1)
tuned <- CCI.pretuner(Y ~ X | Z1 + Z2, data = weak, method = "xgboost",
                      nrounds = c(100, 200), eta = c(0.05, 0.1, 0.3), max_depth = 2:4,
                      samples = 8, folds = 3, progress = FALSE)
head(tuned$tuning_result, 3)
best <- get_tuned_params(tuned$best_param)
str(best)

## -----------------------------------------------------------------------------
res_xgb <- do.call(CCI.test, c(list(formula = Y ~ X | Z1 + Z2, data = weak, method = "xgboost",
                                    seed = 1, progress = FALSE), best))
res_xgb$p.value

## -----------------------------------------------------------------------------
deparse(CCI.direction(Y ~ X | Z1 + Z2, data = weak, method = "xgboost", nrounds = 100))

## -----------------------------------------------------------------------------
res_dir <- do.call(CCI.test, c(list(formula = Y ~ X | Z1 + Z2, data = weak, method = "xgboost",
                                    choose_direction = TRUE, seed = 1, progress = FALSE), best))
res_dir$p.value