Reputation: 337
I would like to use the R function lm to calculate a linear regression in Python. My data is in the form of a pandas data frame. Like this small example:
import numpy as np
import pandas as pd
d2 = {'V1' : pd.Series([1,2,3,1,2,3,1,2,3,3]),
'V2' : pd.Series([2,2,3,1,1,3,3,3,3,2]),
'V3' : pd.Series([1.,2., 3., 1., 2., 3., 1., 1., 2., 2.]),
'V4' : pd.Series([1,2,1,2,1,1,2,2,1,2])}
df2 = pd.DataFrame(d2)
I would like to run the R function lm in Python:
model = lm(V1~.,data=df2)
Calling the function with the ~. is essential for me, because my real data set is huge and I'd like to use all variables as X variables.
After that, I would like to extract a vector with column names for which the coefficients are not NA.
I've read about the rpy2 package, but I am rather a python beginner and some help would be great. All examples I have found so far, just use one X variable and no pandas DataFrame, which is not helpful for me.
Thank you!
Upvotes: 2
Views: 1615
Reputation: 887571
Here is one option with pyper
. Assign the object into R
environment after creating the connection. Then apply the R
functions on the dataset and get the output back with r.get
from pyper import *
r=R(use_pandas=True)
r.assign("rdf2", df2)
r('model <- lm(V1~.,data=rdf2)')
r('nm1 <- names(which(!is.na(coef(model))))[-1]')
out = r.get('nm1')
list(out)
#['V2', 'V3', 'V4']
Checking the output from R
side
tmp <- read.csv('tmptest.csv')
model <- lm(V1~.,data= tmp)
nm1 <- names(which(!is.na(coef(model))))[-1]
nm1
#[1] "V2" "V3" "V4"
Upvotes: 3