---
title: "Introduction to pye and covYI estimators"
date: "`r Sys.Date()`"
output: rmarkdown::html_vignette
vignette: >
  %\VignetteIndexEntry{Introduction to pye and covYI estimators}
  %\VignetteEngine{knitr::rmarkdown}
  %\VignetteEncoding{UTF-8}
---

```{r, include = FALSE}
knitr::opts_chunk$set(
  collapse = TRUE,
  comment = "#>"
)
old_options <- options(digits = 4)
```

```{r setup}
library(pye)
```
## 1. Package Introduction and Objective

The pye package provides an advanced framework for simultaneous variable selection and prediction within low- and high-dimensional binary classification contexts.
Its core methodology focuses on maximizing the penalized Youden index function $F_{Y=0}(\theta) - F_{Y=1}(\theta) - \Phi(\theta)$ with respect of the parameter vector $\theta$, 
where $F_{Y=y}(\theta)$ represents the distribution function of the feature combination for class $Y=y$ and $\Phi(\theta)$ is a sparsity-inducing penalty term.
For the Penalized Youden Index Estimator (pye) - https://doi.org/10.1016/j.chemolab.2023.104786 -, $\theta$ corresponds to the coefficients of a linear combination of biomarkers $\beta$ together with diagnostic cut-off point $c$.
For the Covariate-Adjusted Youden Index Estimator (covYI), the biomarker score is a single known marker, and $\theta$ denotes the coefficients of the linear combination of covariate that define the diagnostic cut-off point $c$.
pye is particularly suited for applications in medical diagnostics, where identifying a subset of relevant biomarkers is crucial for effective disease classification.
covYI extends this framework by allowing the diagnostic cut-off to depend on patient covariates, thereby enhancing the accuracy of the biomarkers in heterogeneous populations.

The package implements two primary methodologies:

**Penalized Youden Index Estimator (pye):** The base estimator combining the Youden index function with sparsity-inducing penalization techniques (Lasso, SCAD, MCP) for simultaneous biomarker selection.

**Covariate-Adjusted Youden Index Estimator (covYI):** An extension of pye that allows the optimal diagnostic cut-off to be a linear function of patient covariates, improving the classification accuracy of the biomarker score.

## 3. Example Workflow

This section outlines a typical workflow. In practice, the user must define the specific functions for the gradient (`delta_fx`) and the proximal operator (`proxx`) based on their chosen penalty (e.g., SCAD, L1) and data structure.

```{r simulation}
# Load the package
library(pye)

# 1. Simulate data for the example
set.seed(123) # Always good to set a seed for reproducibility in examples
cols <- 200
cols_cov <- 20
max_rho <- 0.2
rows_train <- 200
sim_data <- create_sample_with_covariates(rows_train = rows_train, 
                                          cols = cols, 
                                          cols_cov = cols_cov, 
                                          max_rho = max_rho, 
                                          seed = 1)
df <- sim_data$train_df_scaled
X <- sim_data$X
y <- sim_data$y
C <- sim_data$C
regressors_betas <- sim_data$nregressors # True betas for evaluation
regressors_gammas <- sim_data$ncovariates # True gammas for evaluation

# 2. Set cross-validation parameters
penalty <- "SCAD" # Penalty for betas in pye estimation
penalty_g <- "L12" # Penalty for gammas in covYI estimation
trend <- "monotone" # Trend for the KS estimation
alpha <- 0.5
c_function_of_covariates <- TRUE # Use covariates for 'c' estimation
used_cores <- 1 # For this example, no parallelization
max_iter <- 10 # Keep iterations low for a quick example run
n_folds <- 3

# 3. Calibrate lambda_max and lambda_min for betas (pye estimation)
lambda_seq <- create_lambda(n = 4, lmax = 1.5, lmin = 0.1)
lambda_seq <- as.numeric(formatC(lambda_seq, format = "e", digits = 9))

# 4. Calibrate tau_max and tau_min for gammas (covYI estimation), if
tau_seq <- create_lambda(n = 4, lmax = 0.15, lmin = 0.05)
tau_seq <- as.numeric(formatC(tau_seq, format = "e", digits = 9))

# 5. Run the cross-validation
pye_cv_result <- pye_KS_compute_cv(
  n_folds = n_folds,
  df = df,
  X = X,
  y = y,
  C = C,
  lambda = lambda_seq,
  tau = tau_seq,
  trace = 1, # Show final results
  alpha = alpha,
  penalty = penalty,
  regressors_betas = regressors_betas,
  regressors_gammas = regressors_gammas,
  seed = 1,
  used_cores = used_cores,
  trend = trend,
  max_iter = max_iter,
  c_function_of_covariates = c_function_of_covariates,
  measure_to_select_lambda = "ccr",
  penalty_g = penalty_g,
  trend_g = trend,
  max_iter_g = max_iter
)

# 6. Print results and access optimal lambda/tau
cat("\nOptimal Lambda (based on CCR):", pye_cv_result$lambda_hat_ccr, "\n")
if (c_function_of_covariates == TRUE) {
  cat("Optimal Tau (based on CCR):", pye_cv_result$tau_hat_ccr, "\n")
}

# You can access other results like:
pye_cv_result$auc # AUC values
pye_cv_result$n_betas # Number of non-zero betas for each lambda
pye_cv_result$n_gammas # Number of non-zero gammas for each tau

# 7. Compute the performance over 50 simulations with the optimal lambda and tau
sim_result <- pye_KS_simulation_study(
  n = 5,
  df = df, 
  X = X, 
  y = y, 
  C = C,
  lambda = pye_cv_result$lambda_hat_ccr,
  tau = pye_cv_result$tau_hat_ccr,
  trace = 1,
  penalty = penalty, # Options: "L12", "L1", "EN", "SCAD", "MCP"
  penalty_g = penalty_g, # Options: "L12", "L1", "EN", "SCAD", "MCP"
  used_cores = 1,
  c_function_of_covariates = c_function_of_covariates,
  max_iter = max_iter, # Reduced for a quick example
  max_iter_g = 20 # Reduced for a quick example
)

# 8. View summary of simulation results
colMeans(sim_result$corrclass)
colMeans(sim_result$corrclass_covYI)
```

### Interpretation

The estimated coefficients $\hat{\beta}$ (typically element `x1` in the output list) provide the optimal linear combination of features. Coefficients successfully shrunk to zero by the penalty are those deemed irrelevant and are effectively excluded from the final diagnostic model.

## 3. References

1.  **The PYE estimation:**
Salaroli, C. J., & Pardo, M. C. (2023). PYE: A Penalized Youden Index Estimator for selecting and combining biomarkers in high-dimensional data. *Chemometrics and Intelligent Laboratory Systems*, *236*, 104786. <https://doi.org/10.1016/j.chemolab.2023.104786>

2.  **The covYI Estimation:**
Salaroli, C. J., & Pardo, M. C. (2026). covYI: A Covariate-Adjusted Penalized Youden Index Estimator for Selecting and Combining Covariates in High-Dimensional Data. Submitted for publication, currently under review.

```{r, include = FALSE}
# Restore the user's original options at the end of the vignette
options(old_options)
