This function performs imputation using MICE and Distributional Random Forest
References
This method is described in detail in:
Näf, J., Scornet, E., & Josse, J. (2024). What is a good imputation under MAR missingness?. arXiv. https://arxiv.org/abs/2403.19196
It's based on:
Cevid, D., Michel, L., Näf, J., Meinshausen, N., and B¨ uhlmann, P. (2022). Distributional random forests: Heterogeneity adjustment and multivariate distributional regression. Journal of Machine Learning Research, 23(333):1–79.
Examples
X <- matrix(rnorm(1000), nrow = 100)
X[c(runif(700), rep(1, 300)) < 0.3] <- NA
impute_mice_drf(X, printFlag = TRUE)
#>
#> iter imp variable
#> 1 1 V1 V2 V3 V4 V5 V6 V7
#> 2 1 V1 V2 V3 V4 V5 V6 V7
#> 3 1 V1 V2 V3 V4 V5 V6 V7
#> 4 1 V1 V2 V3 V4 V5 V6 V7
#> 5 1 V1 V2 V3 V4 V5 V6 V7
#> V1 V2 V3 V4 V5 V6
#> 1 -0.93743468 0.149229512 2.530880883 0.19214351 0.395176361 -1.722270961
#> 2 1.28688164 -1.146127540 -1.287311583 -0.10554037 0.486490770 -0.905171562
#> 3 0.33672624 0.856525578 0.586099490 1.38908483 0.561637619 -0.487547486
#> 4 0.71940633 -0.086366504 -0.240917605 2.17571376 -0.084825132 0.627354263
#> 5 0.61925455 -1.106474590 0.683950483 -0.19591214 2.297226745 -0.905171562
#> 6 -0.22233623 0.159653625 0.087854435 -1.34776032 0.003043269 -0.225451218
#> 7 1.46401623 0.029503727 2.054933912 0.34677776 0.539804286 -0.334988147
#> 8 1.07173292 0.783822843 -1.209440108 -0.12579932 -1.129071305 0.096973976
#> 9 1.62392791 0.281453856 -0.663780747 -1.52235366 0.486490770 1.423401455
#> 10 0.11337711 -1.109778336 1.071719182 1.38908483 -0.927792529 -1.115904656
#> 11 0.65953668 -0.502129000 0.290448039 0.54053006 2.297226745 -0.051245357
#> 12 -0.29638099 0.805096892 -0.528577183 0.27331446 -0.488356802 -0.984234083
#> 13 -0.50858149 -0.068283211 -1.313754437 1.57886129 -0.907792905 -1.218266313
#> 14 -0.43463584 -0.462163972 -1.152557256 2.78317685 0.696815400 0.788521753
#> 15 1.37974265 -0.042339989 -0.556984384 -0.06802552 -0.305445939 -0.701459961
#> 16 0.32989616 -0.319740990 -0.849637404 1.38908483 0.371518183 0.641974382
#> 17 1.28688164 0.880856591 -0.763310495 -0.59774480 0.314597297 0.127049822
#> 18 1.62392791 0.805096892 -0.595445676 0.61809941 -0.049874742 -1.166747818
#> 19 -1.64092832 0.189130116 -0.057414156 0.50318026 0.268012627 -0.470968884
#> 20 1.50413123 -1.146127540 -0.818241039 -1.98948653 -0.173587690 -0.327861857
#> 21 0.32989616 1.806353957 -0.663780747 -2.14723957 1.041690149 1.683935216
#> 22 -0.48037689 0.189130116 0.644238937 0.19214351 1.180592313 0.860888932
#> 23 0.59938719 -0.997468040 1.210192592 0.41692781 -0.104474175 -0.209798099
#> 24 -0.66210553 0.632021417 2.054933912 0.47635200 1.180592313 1.568387123
#> 25 -0.29490872 1.897455385 -0.239392802 1.96181572 1.826597003 -1.362817183
#> 26 -0.16938226 -1.371366652 0.086370137 0.31919368 0.544346904 0.453590809
#> 27 0.41081111 -0.997468040 1.803838389 0.69659032 0.060687493 -1.083275584
#> 28 0.18539057 -1.371366652 0.644238937 0.47635200 0.486490770 0.255739498
#> 29 -0.29638099 1.431845075 0.961140017 1.68288885 1.027789907 0.206072394
#> 30 -0.67878560 -0.229365189 0.086370137 0.31271096 -0.173587690 -0.808852822
#> 31 0.15378347 0.304539693 1.803838389 -0.57096675 -0.724563506 -1.809213595
#> 32 0.08179674 -0.475148778 0.683950483 0.61809941 -0.853365317 1.895972824
#> 33 0.67392158 -0.462163972 -1.251852207 1.36075282 1.278136973 0.815759029
#> 34 0.31843283 -1.747663966 0.383039128 -0.12796151 -0.712990916 -0.225451218
#> 35 -0.32921809 -0.908734798 -0.965649945 0.08128212 0.696815400 0.788521753
#> 36 -0.79045780 -1.977855558 1.396928098 -0.22351834 -1.766545941 -0.993431613
#> 37 -1.42880222 0.001271804 -1.171796995 0.96363707 -1.087288977 1.600943510
#> 38 1.04891102 -0.203272992 0.290448039 -0.12579932 -0.798781064 -1.722270961
#> 39 -0.18047033 -0.778751273 0.289227688 -1.38001451 -0.173587690 0.897685576
#> 40 -0.94801098 0.841352749 -0.484251474 -0.59651797 0.625520585 -0.126156858
#> 41 -1.50453174 2.093788956 0.821819472 -0.62341367 1.480345125 -0.957751046
#> 42 -0.13845867 0.242247923 -0.317028901 0.34688511 1.756613966 -0.984234083
#> 43 1.68438030 0.573436490 -1.171796995 0.69659032 0.632786540 -0.439396920
#> 44 -1.10657121 1.738203319 -0.057414156 0.45333126 -0.556727565 -1.414387055
#> 45 0.33452432 0.281453856 -1.632360331 -0.57096675 1.080828209 0.991551586
#> 46 0.81747763 -0.032502035 -1.764873467 -0.65536496 0.142185519 -0.126156858
#> 47 -0.09795342 -0.765246153 0.367137188 -1.38001451 1.041690149 -0.225451218
#> 48 0.51475024 0.203872954 0.903329722 -1.15352061 -0.718046731 1.577553937
#> 49 0.31626073 -0.363584441 -0.008721016 -1.11679059 -1.208281338 -1.638909680
#> 50 -0.66210553 -1.424211154 0.625236835 0.53954868 -0.893915325 -1.083275584
#> 51 -0.33298396 0.840043419 -0.311908313 0.38225069 0.923698265 -0.982286551
#> 52 -1.49429674 -0.765246153 -0.616206522 0.36812613 0.440262312 -0.643478427
#> 53 -0.61632817 1.897455385 2.530880883 1.96181572 0.842274667 -0.242346951
#> 54 1.46401623 0.826341246 1.583152058 0.54053006 -0.365682535 -0.122004019
#> 55 0.59261609 0.632021417 1.275849074 0.80328409 -0.365682535 1.300319602
#> 56 0.32636532 -1.915176469 -1.171796995 1.38908483 -0.006167482 -0.594756957
#> 57 -0.18047033 1.499820973 -0.239392802 -0.19005189 -1.521375988 0.453590809
#> 58 -0.08503526 0.281453856 -0.317028901 -0.09108705 -0.173587690 0.353627597
#> 59 -0.85326948 1.775738591 0.586099490 0.44092982 -0.488356802 -1.115904656
#> 60 -0.16991391 0.029503727 1.864039764 -0.22351834 0.511616545 0.897685576
#> 61 0.31843283 0.841352749 1.143615173 -0.91068045 -1.844161498 0.255739498
#> 62 1.04891102 -0.769807637 -0.055972957 -0.57096675 -0.377536227 -0.218661708
#> 63 0.06363471 1.361406606 0.421569407 -1.12660654 0.588013747 1.496522312
#> 64 -1.50453174 -0.507869156 -0.721250277 -2.14723957 0.054892200 -0.126156858
#> 65 0.48015134 -0.363584441 -0.016285264 0.50318026 -1.233205874 -0.968150285
#> 66 -0.71378725 0.816012249 1.263480871 0.05099371 0.062812424 -1.240127089
#> 67 0.16192197 1.126586563 -0.026260625 1.58487726 1.962265080 -0.015711382
#> 68 -0.01300787 -0.461012089 1.028074343 0.34688511 0.544346904 0.453590809
#> 69 0.55182611 0.826341246 -0.453234242 -0.06802552 0.384470742 -0.993431613
#> 70 0.51475024 -0.633563361 1.005198805 1.38410737 -0.264603566 0.040302731
#> 71 -0.56080274 -1.146127540 -0.721250277 -0.59651797 1.125422777 1.683935216
#> 72 -0.08384108 0.001271804 0.809810155 0.34688511 -0.919966926 -0.242346951
#> 73 -0.73473107 0.433857872 1.071719182 -0.12579932 -0.839033295 -0.218661708
#> 74 0.54195351 -1.424211154 0.679418867 0.34677776 -0.338561004 1.895972824
#> 75 -0.43463584 0.868971862 -1.237613524 0.26260780 -0.839033295 0.007330823
#> 76 0.51475024 -0.934379416 0.679418867 2.78317685 2.297226745 -0.844230684
#> 77 -0.93743468 0.001271804 1.143615173 0.51721535 -0.508616697 1.577553937
#> 78 0.19385428 -0.445191426 0.891146892 1.55314170 1.180592313 -0.010196613
#> 79 -1.44086338 -0.752133229 -0.965649945 0.19214351 -2.843903969 -0.078704194
#> 80 -1.05923883 1.738203319 0.586099490 -1.11679059 0.384470742 -1.722270961
#> 81 0.33452432 0.783822843 -0.763310495 1.06741731 0.810723067 1.055670041
#> 82 -1.42880222 0.548243591 -1.000836479 0.29263250 -1.218317236 -0.820075440
#> 83 0.51682033 0.026341096 1.193984263 1.38908483 -0.414183224 -0.327861857
#> 84 -0.48037689 2.093788956 1.143615173 0.27331446 0.610201872 0.453590809
#> 85 1.37974265 1.460823258 -0.240917605 0.69659032 0.148788755 -0.541106012
#> 86 1.41432895 0.613670714 0.891146892 2.04728356 0.832068087 0.412825400
#> 87 1.62392791 0.431235347 -0.798780780 -0.09108705 -0.395695307 0.127049822
#> 88 0.11270992 -0.908734798 -0.453234242 -1.75691894 2.297226745 -1.460289695
#> 89 -0.90786118 0.281453856 -0.519467400 0.53954868 -0.511453632 -0.808852822
#> 90 0.65953668 0.000855028 0.644238937 -0.88801639 1.426383031 1.211711761
#> 91 0.05917832 -0.462163972 -1.764873467 0.31919368 0.371518183 1.895972824
#> 92 -0.66210553 0.360298601 -1.287311583 2.78317685 0.371518183 0.897685576
#> 93 0.11337711 -1.033702590 1.583152058 1.58487726 1.041690149 -0.905171562
#> 94 0.53432137 0.288981847 -0.889790415 -0.65536496 -1.208281338 -0.982286551
#> 95 -0.85326948 -0.965746254 0.287424477 -0.76351032 1.480345125 -0.905171562
#> 96 0.49203996 0.684289690 0.374446341 0.26037050 -0.365682535 1.228311223
#> 97 -0.99482366 -0.374912346 -1.181282487 0.53954868 -1.485946957 -0.078704194
#> 98 0.84649723 1.102187440 1.275849074 0.34677776 1.480345125 0.304557069
#> 99 -0.85326948 1.350913153 0.311441256 0.27331446 0.337505528 -1.079315188
#> 100 -0.50858149 -0.153170023 0.683950483 0.34777868 -0.769066855 -0.227307438
#> V7 V8 V9 V10
#> 1 -0.20282364 -0.77001802 0.248688464 0.573087733
#> 2 0.92690813 0.30954407 -0.660340352 0.563727132
#> 3 -0.27695751 -0.79547942 1.404557699 1.722887443
#> 4 -0.20964575 1.93111704 -1.087238691 -0.446319043
#> 5 0.29925337 0.56053724 0.495159038 0.464209238
#> 6 1.05277374 -1.74630153 0.035439877 0.683688618
#> 7 0.35460765 -0.56402757 -0.772153598 0.303492997
#> 8 -0.20471146 0.91004076 0.358623199 0.146856901
#> 9 2.40900905 1.46205510 -0.070991884 -0.169666635
#> 10 -1.04436575 -0.04213147 -1.870125598 0.454430816
#> 11 0.19889976 0.01176334 0.330915403 -0.196930126
#> 12 1.19998051 -0.17612720 0.000520376 0.148387906
#> 13 0.40412185 -1.16665165 -1.223059834 0.094618250
#> 14 -0.11338919 -0.70085795 -0.950131027 -0.459623227
#> 15 0.47008251 1.01817614 -0.543937987 -1.332928624
#> 16 -1.78804246 0.76492355 -0.818050574 -0.272514422
#> 17 -0.68187057 -1.33026427 -0.568923788 0.275951805
#> 18 -0.27695751 1.38094563 0.905392199 0.600672707
#> 19 -0.90029014 -0.57383538 -0.079936781 -2.014221834
#> 20 1.18442064 -0.26382308 -0.395955917 1.584627484
#> 21 0.13114613 0.49313921 -0.497565309 0.840870445
#> 22 -1.67431865 -0.66141816 0.104889868 0.882871454
#> 23 0.32597526 -1.22201315 -1.280133368 0.763517484
#> 24 2.19306193 -0.68049208 -0.779743945 0.874873060
#> 25 -1.78804246 0.37937841 -1.877766196 0.260855937
#> 26 -0.34571015 -0.22556627 0.929537894 1.223767364
#> 27 -0.30607712 -1.09041207 -1.640011935 1.160492569
#> 28 0.76684448 -0.04325630 -0.694588214 -0.166991823
#> 29 -1.37420121 -0.44388440 0.346611582 -1.498935503
#> 30 0.76501476 0.28656121 -0.316884063 -0.362028451
#> 31 -1.85757154 -1.54211230 0.474813814 -1.004400808
#> 32 -1.04436575 -0.38520177 1.353343832 1.059126452
#> 33 -0.96860936 -0.66392604 2.282476280 -0.017100474
#> 34 -0.40484620 -1.33308583 1.176133456 0.578062231
#> 35 -0.23947810 -0.97117698 -0.463990133 -1.334739539
#> 36 1.09002474 -0.91219310 1.475873010 0.800148659
#> 37 -0.69060800 -0.06643996 -1.103792987 -0.999821364
#> 38 -0.89956319 -0.42202678 -2.387478223 -1.232616814
#> 39 1.22173093 2.24627009 -1.392164235 -0.668775151
#> 40 1.18442064 0.75113000 -0.049269509 0.164242234
#> 41 -0.91471058 0.51734417 -0.901170605 -0.170597752
#> 42 0.03338432 -0.63640359 1.345262778 0.115563319
#> 43 0.49537239 -0.56176320 0.111869791 -0.745606869
#> 44 2.40900905 1.01687864 -1.534485001 -1.415590033
#> 45 0.59408920 0.17641685 0.870150893 -0.379915961
#> 46 1.18442064 0.84149019 1.218354938 -0.165558359
#> 47 -0.30507282 -1.42105069 -0.584779870 0.637425749
#> 48 0.41207011 -0.51094604 0.692002648 -0.468060769
#> 49 -0.89119837 2.41114714 0.827685653 0.061739673
#> 50 -0.30571240 0.59417122 1.856614116 -0.341749845
#> 51 -1.74479100 -0.77035888 -0.321293505 2.129766807
#> 52 1.05277374 -1.31785488 -1.371266991 0.750312477
#> 53 0.13114613 -1.12439288 1.654672389 2.045294957
#> 54 0.32597526 0.08040567 -0.668042403 -0.713988946
#> 55 0.63794559 0.51718140 -0.575315441 0.009999535
#> 56 -0.86103932 -0.87059622 -0.415124833 -2.218131324
#> 57 1.97529191 2.57058248 1.435314204 0.570258001
#> 58 -1.04448231 -0.46344343 -2.797881897 -0.198938776
#> 59 -0.19563060 2.02476307 -0.126725112 -0.458510619
#> 60 2.53432069 -0.97344825 -0.913518615 -0.031454180
#> 61 -0.49949678 -1.03490760 -1.151527020 0.140154756
#> 62 1.18442064 1.40533448 -0.170082602 -1.507572162
#> 63 -0.87394230 0.51540196 -1.025576521 1.699335576
#> 64 0.35460765 0.91935697 -1.180125254 0.646511570
#> 65 -1.85757154 -1.00327729 0.850880560 -1.932508910
#> 66 1.90685660 1.73939743 -0.880418845 0.270316192
#> 67 -0.20964575 -0.56043291 0.137347957 0.440567693
#> 68 1.27963302 -0.38922835 0.996626751 -0.728270656
#> 69 0.23405077 1.09218635 -1.267459021 0.162328177
#> 70 0.16754793 0.32346208 0.630351455 -0.647826703
#> 71 0.23816952 0.04092342 -0.611529129 0.370486324
#> 72 0.84227560 -0.32729339 -1.497865064 -0.492308415
#> 73 1.40237230 1.45042234 0.495485524 -0.410927094
#> 74 0.13889380 0.29076547 1.554843104 -0.601084132
#> 75 -0.19563060 1.08086473 1.173189656 -0.134675523
#> 76 1.40237230 1.17676933 0.705603666 -0.390111389
#> 77 -1.52864479 -2.38829461 0.037776992 -0.370976748
#> 78 0.04793931 -0.53824143 -1.334058852 1.575259511
#> 79 0.29925337 -0.98837904 0.038252262 -0.436669104
#> 80 1.09002474 -1.30696308 -0.967607652 1.827817903
#> 81 -0.11338919 -1.10221985 -0.384389521 -0.685294239
#> 82 -1.06213683 0.23234698 0.182817934 -0.773022043
#> 83 -1.81580070 -0.44724503 1.585191098 0.420134208
#> 84 1.05277374 -1.39506650 -0.536568292 1.171604762
#> 85 0.13114613 -0.46326196 0.096855966 -1.087096180
#> 86 0.72651143 -0.24928436 0.216811244 -1.615103757
#> 87 0.40452524 1.86067942 0.078917970 -0.198967716
#> 88 -0.27695751 -0.76574729 0.220997015 -2.080669907
#> 89 -0.86790942 0.53452681 -0.173640350 -0.447074699
#> 90 0.35460765 -0.06728061 1.375723150 0.241725490
#> 91 -1.49531853 0.93887656 0.822393098 0.387176191
#> 92 0.83989485 -0.52969623 -0.207818582 0.153468424
#> 93 -1.48314874 0.89960753 0.605831206 0.588469182
#> 94 0.92690813 -0.08077534 -1.165042289 0.296213085
#> 95 -0.26183760 1.06494146 0.093231009 -0.044539142
#> 96 1.34025411 -0.02863485 -1.506688813 -1.388181846
#> 97 -0.01073796 -1.47751220 0.411238970 0.696735836
#> 98 2.19306193 1.73050262 -1.061507161 0.941216768
#> 99 0.13114613 0.72451310 -0.014949790 -0.907448029
#> 100 -0.43597085 -1.04909401 0.661419697 -1.795962050