The for loop below iterates over nodes in an igraph graph. There are 2048 of these, so it is very slow. I've tried to code as efficiently as possible (for example, by not growing vectors). How can I make the loop run faster?
Edit: I've also thought about writing this in C++ via Rcpp. I just don't know how I would use igraph in that case.
Edit 2: compatible_models actually depends on child_node. What I gave here is an example of what it could be for a particular value of child_node.
library(igraph)
library(Metrics)
set.seed(1234)
N <- 10000
A <- rnorm(N, 10, 2)
B <- rnorm(N, 9, 2)
C <- rnorm(N, 12, 1)
D <- rnorm(N, 7, 3)
Y <- A + B + A*B + D + A^2 + rnorm(N)
data <- data.frame(Y = Y, A = A, B = B, C = C, D = D)
partition <- sort(sample(N, 0.7*N))
data_train <- data[partition, ]
data_test <- data[-partition, ]
g <- make_empty_graph()
g <- g + vertices(1:2049)
generate_edges <- function(start_vertex, end_vertices) {
edges <- c()
for (i in 1:length(end_vertices)) {
edges <- c(edges, start_vertex, end_vertices[i])
}
return(edges)
}
outward_edges <- generate_edges(V(g)[1], V(g)[2:vcount(g)])
g <- g + edges(outward_edges, attr1 = rep(0, length(outward_edges) / 2), attr2 = rep(0, length(outward_edges) / 2))
successors <- matrix(nrow = length(g[[1, ]][[1]]), ncol = 9) # nrow = number of successors of node 1
i <- 1
for (child_node in 2:2049) {
# compatible_models <- lapply(...) # suppose this is a list of "formula" objects
# like:
compatible_models <- list(Y ~ A + B + C, Y ~ I(A^2) + B + C + D, Y ~ B + D)
compatible_models <- lapply(compatible_models, lm, data = data_train)
predictions <- sapply(compatible_models, predict, newdata = data_test)
successors[i, 1:3] <- c(edge_attr(g, name = "attr1", g[[1, V(g)[child_node], edges = TRUE]]), edge_attr(g, name = "attr2", g[[1, V(g)[child_node], edges = TRUE]]),
sum(apply(predictions, 2, rmse, actual = data_test$Y))/length(compatible_models))
i <- i + 1
}
Correct me if i am wrong but i think you could evaluate the first three lines (or any lines that build model objects, but do not evaluate anything) outside of the loop, which ~ triples the performance of the code on my machine:
successors <- matrix(nrow = length(g[[1, ]][[1]]), ncol = 9) # nrow = number of successors of node 1
i <- 1
start_time <- Sys.time()
for (child_node in 2:2049) {
# build models inside loop:
compatible_models <- list(Y ~ A + B + C, Y ~ I(A^2) + B + C + D, Y ~ B + D)
compatible_models <- lapply(compatible_models, lm, data = data_train)
predictions <- sapply(compatible_models, predict, newdata = data_test)
successors[i, 1:3] <- c(edge_attr(g, name = "attr1", g[[1, V(g)[child_node], edges = TRUE]]), edge_attr(g, name = "attr2", g[[1, V(g)[child_node], edges = TRUE]]),
sum(apply(predictions, 2, rmse, actual = data_test$Y))/length(compatible_models))
i <- i + 1
}
Sys.time()-start_time
#Time difference of 26.69914 secs
Optimized code with model creation outside of loop:
## model building:
compatible_models <- list(Y ~ A + B + C, Y ~ I(A^2) + B + C + D, Y ~ B + D)
compatible_models <- lapply(compatible_models, lm, data = data_train)
predictions <- sapply(compatible_models, predict, newdata = data_test)
## initialisation:
successors2 <- matrix(nrow = length(g[[1, ]][[1]]), ncol = 9)
i <- 1
start_time <- Sys.time()
for (child_node in 2:2049) {
successors2[i, 1:3] <- c(edge_attr(g, name = "attr1", g[[1, V(g)[child_node], edges = TRUE]]), edge_attr(g, name = "attr2", g[[1, V(g)[child_node], edges = TRUE]]),
sum(apply(predictions, 2, rmse, actual = data_test$Y))/length(compatible_models))
i <- i + 1
}
Sys.time()-start_time
#Time difference of 8.885826 secs
all.equal(successors,successors2)
# [1] TRUE
Related
I am doing a regression for a Quadric Linear function. I got two option is to use either nlsLM and nls2. However, for some dataset, the use of nlsLM casing some problem such as: singular gradient matrix at initial parameter estimates or they ran in to an infinitie loop. I want to use the try catch to deal with this issue. Can anyone help me out? Thanks everyone in advance.
Here is the full code:
# Packages needed for estimaton of Ideal trajectory - nonlinear regression
#-------------------------------------------------------------------------------
library("minpack.lm")
library("nlstools")
library("nlsMicrobio")
library("stats")
library("tseries") #runs test for auto correlation
#Use NLS2
library(proto)
library(nls2)
################################################################
# Set working directory
setwd("C:/Users/Kevin Le/PycharmProjects/Pig Data Black Box - Copy")
#load dataset
load("Data/JRPData_TTC.Rdata") #load dataset created in MissingData.step
ID <- 5470
#Create a new dataframe which will store Data after ITC estimation
#Dataframe contains ITC parameters
ITC.param.pos2 <- data.frame(ANIMAL_ID=factor(),
X0=double(),
Y1=double(),
Y2=double(),
Ylast=double(),
a=double(),
b=double(),
c=double(),
d=double(),
stringsAsFactors=FALSE)
#Dataframe contains data points on the ITC
Data.remain <- data.frame(ANIMAL_ID=character(),
Age=double(),
obs.CFI=double(),
tt=double(),
ttt=double(),
stringsAsFactors=FALSE)
#===============================================================
# For loop for automatically estimating ITC of all pigs
#===============================================================
IDC <- seq_along(ID) # 17, 23, 52, 57, 116
for (idc in IDC){
# idc = 1
i <- ID[idc]
Data <- No.NA.Data.1[No.NA.Data.1$ANIMAL_ID == i,]
idc1 <- unique(as.numeric(Data$idc.1))
####### Create data frame of x (Age) and y (CFI) ########
x <- as.numeric(Data$Age.plot)
Y <- as.numeric(Data$CFI.plot)
Z <- as.numeric(Data$DFI.plot)
Data.xy <- as.data.frame(cbind(x,Y))
#Initial parameteres for parameter estimation
X0.0 <- x[1]
Xlast <- x[length(x)]
##################################################################
# 1. reparametrization CFI at X0 = 0
#function used for reparametrization in MAPLE
# solve({
# 0=a+b*X_0+c*X_0**2,
# DFIs=b+2*c*Xs,CFIs=a+b*Xs+c*Xs**2},
# {a,b,c});
# a = -X0*(2*CFIs*Xs-CFIs*X0-Xs^2*DFIs+Xs*DFIs*X0)/(Xs^2-2*X0*Xs+X0^2)
# b = (-Xs^2*DFIs+DFIs*X0^2+2*CFIs*Xs)/(Xs^2-2*X0*Xs+X0^2)
# c = -(CFIs-Xs*DFIs+X0*DFIs)/(Xs^2-2*X0*Xs+X0^2)
# 2. with the source of the function abcd and pred
##################################################################
#Provide set of initial parameters
Xs.1 <- round(seq(X0.0 + 1, Xlast - 1, len = 30), digits = 0)
X0.1 <- rep(X0.0, length(Xs.1))
DFIs.1 <- NULL
CFIs.1 <- NULL
for(A in seq_along(Xs.1)){
DFIs2 <- Data[Data$Age.plot == Xs.1[A],]$DFI.plot
CFIs2 <- Data[Data$Age.plot == Xs.1[A],]$CFI.plot
DFIs.1 <- c(DFIs.1, DFIs2)
CFIs.1 <- c(CFIs.1, CFIs2)
}
st1 <- data.frame(cbind(X0.1, Xs.1, DFIs.1, CFIs.1))
names(st1) <- c("X0","Xs", "DFIs","CFIs")
#RUN NLS2 to find optimal initial parameters
st2 <- nls2(Y ~ nls.func.2(X0, Xs, DFIs, CFIs),
Data.xy,
start = st1,
# weights = weight,
# trace = T,
algorithm = "brute-force")
par_init <- coef(st2); par_init
#--------------------------------------------
# Create empty lists to store data after loop
#--------------------------------------------
par <- list()
AC.res <- list()
AC.pvalue <- NULL
data2 <- list()
data3 <- list()
param <- data.frame(rbind(par_init))
par.abcd <- data.frame(rbind(abcd.2(as.vector(par_init))))
param.2 <- data.frame(X0=double(),
Xs=double(),
DFIs=double(),
CFIs=double(),
a=double(),
b=double(),
c=double(),
stringsAsFactors=FALSE)
j <- 2
AC_pvalue <- 0
AC.pvalue[1] <- AC_pvalue
datapointsleft <- as.numeric(dim(Data)[1])
dpl <- datapointsleft #vector of all dataponitsleft at each step
#-------------------------------------------------------------------------------
# Start the procedure of Non Linear Regression
#-------------------------------------------------------------------------------
while ((AC_pvalue<=0.05) && datapointsleft >= 20){
weight <- 1/Y^2
# ---------------- NON linear reg applied to log(Y) ---------------------------------
st2 <- nls2(Y ~ nls.func.2(X0, Xs, DFIs, CFIs),
Data.xy,
start = st1,
weights = weight,
trace = F,
algorithm = "brute-force")
par_init <- coef(st2)
par_init
# st1 <- st1[!(st1$Xs == par_init[2]),]
nls.CFI <- nlsLM(Y ~ nls.func.2(X0, Xs, DFIs, CFIs),
Data.xy,
control = list(tol = 1e-2, printEval = TRUE, maxiter = 1024),
start = list(X0 = par_init[1], Xs = par_init[2],
DFIs = par_init[3], CFIs = par_init[4]),
weights = weight,
algorithm = "port",
lower = c(-10000,X0.0+1, -10000, -10000),
upper = c(10000, Xlast-1, 10000, 10000),
trace = F)
# nls.CFI <- nls2(Y ~ nls.func.2(X0, Xs, DFIs, CFIs),
# Data.xy,
# start = list(X0 = par_init[1], Xs = par_init[2],
# DFIs = par_init[3], CFIs = par_init[4]),
# weights = weight,
# control = nls.control(warnOnly = TRUE),
# trace = T,
# algorithm = "port",
# lower = c(-100000000,X0.0+1, -1000000000, -1000000000),
# upper = c(1000000000, Xlast-1, 1000000000, 1000000000))
# nls.CFI <- nlsLM(Y ~ nls.func.2(X0, Xs, DFIs, CFIs),
# Data.xy,
# control = nls.control(warnOnly = TRUE),
# start = list(X0 = par_init[1], Xs = par_init[2],
# DFIs = par_init[3], CFIs = par_init[4]),
# weights = weight,
# algorithm = "port",
# lower = c(-1000000000,X0.0+1, -1000000000, -1000000000),
# upper = c(1000000000, Xlast-1, 1000000000, 1000000000),
# trace = F)
#--------RESULTS analysis GOODNESS of fit
#estimate params
par[[j]] <- coef(nls.CFI)
par.abcd[j,] <- abcd.2(as.vector(coef(nls.CFI) )) #calculation of a, b, c and d
param[j,] <- par[[j]]
param.2[j-1,] <- cbind(param[j,], par.abcd[j,])
#summary
# summ = overview((nls.CFI)) #summary
#residuals
res1 <- nlsResiduals(nls.CFI) #residuals
res2 <- nlsResiduals(nls.CFI)$resi1
res <- res2[, 2]
AC.res <- test.nlsResiduals(res1)
AC.pvalue[j] <- AC.res$p.value
#---------Check for negative residuals----------
#Add filtration step order to data
Step <- rep(j - 1, length(x))
#create a new dataset with predicted CFI included
Data.new <- data.frame(cbind(x, Z, Y, pred.func.2(par[[j]],x)[[1]], res, Step))
names(Data.new) <- c("Age", "Observed_DFI","Observed_CFI", "Predicted_CFI", "Residual", "Step")
# plot(Data.new$Age, Data.new$Predicted_CFI, type = "l", col = "black",lwd = 2,
# ylim = c(0, max(Data.new$Predicted_CFI, Data.new$Observed_CFI)))
# lines(Data.new$Age, Data.new$Observed_CFI, type = "p", cex = 1.5)
#
#remove negative res
Data.pos <- Data.new[!Data.new$Residual<0,]
# lines(Data.pos$Age, Data.pos$Predicted_CFI, type = "l", col = j-1, lwd = 2)
# lines(Data.pos$Age, Data.pos$Observed_CFI, type = "p", col = j, cex = 1.5)
#restart
#Criteria to stop the loop when the estimated parameters are equal to initial parameters
# Crite <- sum(param.2[dim(param.2)[1],c(1:4)] == par_init)
datapointsleft <- as.numeric(dim(Data.pos)[1])
par_init <- par[[j]]
AC_pvalue <- AC.pvalue[j]
j <- j+1
x <- Data.pos$Age
Y <- Data.pos$Observed_CFI
Z <- Data.pos$Observed_DFI
Data.xy <- as.data.frame(cbind(x,Y))
dpl <- c(dpl, datapointsleft)
dpl
#Create again the grid
X0.0 <- x[1]
Xlast <- x[length(x)]
#Xs
if(par_init[2] -15 <= X0.0){
Xs.1 <- round(seq(X0.0 + 5, Xlast - 5, len = 30), digits = 0)
} else if(par_init[2] + 5 >= Xlast){
Xs.1 <- round(seq(par_init[2]-10, par_init[2]-1, len = 6), digits = 0)
} else{
Xs.1 <- round(seq(par_init[2]-5, par_init[2] + 5, len = 6), digits = 0)
}
#
X0.1 <- rep(X0.0, length(Xs.1))
DFIs.1 <- NULL
CFIs.1 <- NULL
for(A in seq_along(Xs.1)){
DFIs2 <- Data[Data$Age.plot == Xs.1[A],]$DFI.plot
CFIs2 <- Data[Data$Age.plot == Xs.1[A],]$CFI.plot
DFIs.1 <- c(DFIs.1, DFIs2)
CFIs.1 <- c(CFIs.1, CFIs2)
}
st1 <- data.frame(cbind(X0.1, Xs.1, DFIs.1, CFIs.1))
if(X0.0 <= par_init[2] && Xlast >=par_init[2]){
st1 <- rbind(st1, par_init)
}
names(st1) <- c("X0","Xs", "DFIs","CFIs")
}
} # end FOR loop
Here is the data file. I have exported my data into the .Rdata for an easier import.: https://drive.google.com/file/d/1GVMarNKWMEyz-noSp1dhzKQNtu2uPS3R/view?usp=sharing
In this file, the set id: 5470 will have this error: singular gradient matrix at initial parameter estimates in this part:
nls.CFI <- nlsLM(Y ~ nls.func.2(X0, Xs, DFIs, CFIs),
Data.xy,
control = list(tol = 1e-2, printEval = TRUE, maxiter = 1024),
start = list(X0 = par_init[1], Xs = par_init[2],
DFIs = par_init[3], CFIs = par_init[4]),
weights = weight,
algorithm = "port",
lower = c(-10000,X0.0+1, -10000, -10000),
upper = c(10000, Xlast-1, 10000, 10000),
trace = F)
The complementary functions (file Function.R):
abcd.2 <- function(P){
X0 <- P[1]
Xs <- P[2]
DFIs <- P[3]
CFIs <- P[4]
a <- -X0*(2*CFIs*Xs-CFIs*X0-Xs^2*DFIs+Xs*DFIs*X0)/(Xs^2-2*X0*Xs+X0^2)
b <- (-Xs^2*DFIs+DFIs*X0^2+2*CFIs*Xs)/(Xs^2-2*X0*Xs+X0^2)
c <- -(CFIs-Xs*DFIs+X0*DFIs)/(Xs^2-2*X0*Xs+X0^2)
pp <- as.vector(c(a, b, c))
return(pp)
}
#--------------------------------------------------------------
# NLS function
#--------------------------------------------------------------
nls.func.2 <- function(X0, Xs, DFIs, CFIs){
pp <- c(X0, Xs, DFIs, CFIs)
#calculation of a, b and c using these new parameters
c <- abcd.2(pp)[3]
b <- abcd.2(pp)[2]
a <- abcd.2(pp)[1]
ind1 <- as.numeric(x < Xs)
return (ind1*(a+b*x+c*x^2)+(1-ind1)*((a+b*(Xs)+c*(Xs)^2)+(b+2*c*(Xs))*(x-(Xs))))
}
#--------------------------------------------------------------
# Fit new parameters to a quadratic-linear function of CFI
#--------------------------------------------------------------
pred.func.2 <- function(pr,age){
#
X0 <- pr[1]
Xs <- pr[2]
DFIs <- pr[3]
CFIs <- pr[4]
#
x <- age
#calculation of a, b and c using these new parameters
c <- abcd.2(pr)[3]
b <- abcd.2(pr)[2]
a <- abcd.2(pr)[1]
#
ind1 <- as.numeric(x < Xs)
#
results <- list()
cfi <- ind1*(a+b*x+c*x^2)+(1-ind1)*((a+b*(Xs)+c*(Xs)^2)+(b+2*c*(Xs))*(x-(Xs))) #CFI
dfi <- ind1*(b+2*c*x) + (1 - ind1)*(b+2*c*(Xs)) #DFI
results[[1]] <- cfi
results[[2]] <- dfi
return (results)
}
#---------------------------------------------------------------------------------------------------------------
# Quadratic-linear function of CFI curve and its 1st derivative (DFI) with original parameters (only a, b and c)
#---------------------------------------------------------------------------------------------------------------
pred.abcd.2 <- function(pr,age){
#
a <- pr[1]
b <- pr[2]
c <- pr[3]
x <- age
#calculation of a, b and c using these new parameters
#
ind1 <- as.numeric(x < Xs)
#
results <- list()
cfi <- ind1*(a+b*x+c*x^2)+(1-ind1)*((a+b*(Xs)+c*(Xs)^2)+(b+2*c*(Xs))*(x-(Xs))) #CFI
dfi <- ind1*(b+2*c*x) + (1 - ind1)*(b+2*c*(Xs)) #DFI
results[[1]] <- cfi
results[[2]] <- dfi
return (results)
}
Updated: I did review my logic from the previous step and found that my data is a bit messed up because of it. I have fixed it. The case where a set f data ran into an infinite loop has no longer exists, but this error is still there however: singular gradient matrix at initial parameter estimates.
I'm fitting linear models with MatrixModels:::lm.fit.sparse and MatrixModels::glm4 (also sparse).
However, these functions return coeff, residuals and fitted.values only.
What's the fastest and easiest way to get/calculate another values such as stderr, t-value, p-value, predict value?
I use the data from MatrixModels:::lm.fit.sparse example.
I built a custom function summary_sparse to perform a summary for this model.
All matrix operations are performed with Matrix package.
Results are compared with dense type model.
Note lm.fit.sparse have to be evaluated with method = "chol" to get proper results.
Functions:
summary_sparse <- function(l, X) {
XXinv <- Matrix::chol2inv(Matrix::chol(Matrix::crossprod(X)))
se <- sqrt(Matrix::diag(XXinv*sum(l$residuals**2)/(nrow(X)-ncol(X))))
ts <- l$coef/se
pvals <- 2*c(1 - pnorm(abs(ts)))
list(coef = l$coef, se = se, t = ts, p = pvals)
}
predict_sparse <- function(X, coef) {
X %*% coef
}
Application:
dd <- expand.grid(a = as.factor(1:3),
b = as.factor(1:4),
c = as.factor(1:2),
d= as.factor(1:8))
n <- nrow(dd <- dd[rep(seq_len(nrow(dd)), each = 10), ])
set.seed(17)
dM <- cbind(dd, x = round(rnorm(n), 1))
## randomly drop some
n <- nrow(dM <- dM[- sample(n, 50),])
dM <- within(dM, { A <- c(2,5,10)[a]
B <- c(-10,-1, 3:4)[b]
C <- c(-8,8)[c]
D <- c(10*(-5:-2), 20*c(0, 3:5))[d]
Y <- A + B + A*B + C + D + A*D + C*x + rnorm(n)/10
wts <- sample(1:10, n, replace=TRUE)
rm(A,B,C,D)
})
X <- Matrix::sparse.model.matrix( ~ (a+b+c+d)^2 + c*x, data = dM)
Xd <- as(X,"matrix")
fmDense <- lm(dM[,"Y"]~Xd-1)
ss <- summary(fmDense)
r1 <- MatrixModels:::lm.fit.sparse(X, y = dM[,"Y"], method = "chol")
f <- summary_sparse(r1, X)
all.equal(do.call(cbind, f), ss$coefficients, check.attributes = F)
#TRUE
all.equal(predict_sparse(X, r1$coef)#x, predict(fmDense), check.attributes = F, check.names=F)
#TRUE
I have the following script
Posdef <- function (n, ev = runif(n, 0, 10))
{
Z <- matrix(ncol=n, rnorm(n^2))
decomp <- qr(Z)
Q <- qr.Q(decomp)
R <- qr.R(decomp)
d <- diag(R)
ph <- d / abs(d)
O <- Q %*% diag(ph)
Z <- t(O) %*% diag(ev) %*% O
return(Z)
}
Sigma <- Posdef(n = 11)
mu <- runif(11,0,10)
data <- as.data.frame(mvrnorm(n=1000, mu, Sigma))
data[data < 0] <- 0 #setting a floor#
data[data > 10] <- 10 #setting a ceiling#
names(data) = c('criteria_1', 'criteria_2', 'criteria_3', 'criteria_4', 'criteria_5',
'criteria_6', 'criteria_7', 'criteria_8', 'criteria_9', 'criteria_10',
'outcome')
data$outcome <- ifelse(data$outcome > 5, 1, 0)
data <- data[, sapply(data, is.numeric)]
maxValue <- as.numeric(apply (data, 2, max))
minValue <- as.numeric(apply (data, 2, min))
data_scaled <- as.data.frame(scale(data, center = minValue,
scale = maxValue-minValue))
ind <- sample (1:nrow(data_scaled), 600)
train <- data_scaled[ind,]
test <- data_scaled[-ind,]
model <- glm (formula =
outcome ~ criteria_1 + criteria_2 + criteria_3 + criteria_4 + criteria_5 +
criteria_6 + criteria_7 + criteria_8 + criteria_9 + criteria_10,
family = "binomial",
data = train)
summary (model)
predicted_model <- predict(model, test)
neural_model <- neuralnet(formula =
outcome ~ criteria_1 + criteria_2 + criteria_3 + criteria_4 + criteria_5 +
criteria_6 + criteria_7 + criteria_8 + criteria_9 + criteria_10,
hidden = c(2,2) ,
threshold = 0.01,
stepmax = 1e+07,
startweights = NULL,
rep = 1,
learningrate = NULL,
algorithm = "rprop+",
linear.output=FALSE,
data= train)
plot (neural_model)
results <- compute (neural_model, test[1:10])
results <- results$net.result*(max(data$outcome)-
min(data$outcome))+ min(data$outcome)
Values <- (test$outcome)*(max(data$outcome)-
min(data$outcome)) + min(data$outcome)
MSE_nueral_model <- sum((results - Values)^2)/nrow(test)
MSE_model <- sum((predicted_model - test$outcome)^2)/nrow(test)
print(MSE_model - MSE_nueral_model)
R1 <- (MSE_model - MSE_nueral_model)
The purpose of this script is to generate some arbitrary multivariate distribution and then compare two methods. In this case its a neural net and logistic regression. The end result is a difference in mean square error.
Now my issue with creating a loop has been with generating the 1000 observations.
I am able to create a loop without the data simulation portion of the script, putting that into the loop seems to make things go haywire. I tried creating a column vector filled with NA's but all I ended up getting was a single value returned rather than a vector of length n populated by the MSE reductions for each iteration of the loop.
Any help would be greatly appreciated.
I need little help. I try to do plot with ggplot package. When I want to make plot, depends of more than 1 factor (for example here: plot changes when średnia1 and odchylenie1 change):
alpha = 0.05
N = 100
sample_l = 10
srednia1 = seq(-7, 7, by = 1)
odchylenie1 = seq(1, 10, by = 1)
srednia2 = 2
odchylenie2 = 2
prob = 0.7
params = expand.grid(sample_l, srednia1, odchylenie1, srednia2, odchylenie2, prob)
str(params)
names(params) = c("dlugość", "średnia1", "odchylenie1", "średnia2", "odchyelnie2", "prawdopodobienstwo")
set.seed(100)
now <- Sys.time()
powers <- sapply(1:nrow(params), function(p){
l <- params[p, 1]
par_1 <- c(params[p, 2],params[p, 3])
par_2 <- c(params[p, 4], params[p, 5])
p <- params[p,6]
p_sim <-sapply(rep(l, N), function(x){
my_sample <- rmix(l,"norm", par_1, "norm", par_2, p)
shapiro.test(my_sample)$p.value
})
mean(p_sim < alpha)
})
Sys.time() - now
power_df <- bind_cols(params, power = powers)
power_df %>% ggplot(aes(x = średnia1,
y = power,
col = factor(odchylenie1))) +
geom_line()
it work perfect, but now, when I want to make plot only depends of 1 factor - prob something goes wrong. I have error : Error: Aesthetics must be either length 1 or the same as the data (150): x, y. Here is a code:
alpha = 0.05
N = 100
sample_l = 10
srednia1 = 2
odchylenie1 = 2
srednia2 = 1
odchylenie2 = 1
prob = seq(0.1,0.9,by=0.1)
set.seed(100)
now <- Sys.time()
powers <- sapply(1:nrow(params), function(p){
l <- params[p, 1]
par_1 <- c(params[p, 2],params[p, 3])
par_2 <- c(params[p, 4], params[p, 5])
p <- params[p,6]
p_sim <-sapply(rep(l, N), function(x){
my_sample <- rmix(l,"norm", par_1, "norm", par_2, p)
shapiro.test(my_sample)$p.value
})
mean(p_sim < alpha)
})
Sys.time() - now
power_df <- bind_cols(params, power = powers)
power_df %>% ggplot(aes(x = prob, y = power)) + geom_line()
PLEASE HELP ME :(
I just need help for the first loop! I would like to run the loop for each certain value of m (see first line in code) but its running only for 1:10? The outcome shoud be stored in the last rows msediff1 to msediff100! Also i need the graphics for each value of m!Thanks in advance!
m = c(1,2,3,4,5,6,7,8,9,10,25,50,100)
for (m in 1:length(unique(m))){
n <- 150
x1 <- rnorm(n = n, mean = 10, sd = 4)
R <- 100 # Number of reps
results.true <- matrix(NA , ncol = 2, nrow = R)
colnames(results.true) <- c("beta0.hat", "beta1.hat")
results.diff <- matrix(NA, ncol = 2, nrow = R)
colnames(results.diff) <- c("beta0.hat", "betadiff.hat")
sigma <- 1.2
beta <- c(1.2)
X <- cbind(x1)
if (m==1){d0 <- .7071; d <- c(-.7071)}
if (m==2){d0 = .8090; d = c(-.5,-.309)}
if (m==3){d0 = .8582; d = c(-.3832,-.2809,-.1942) }
if (m==4){d0 = .8873; d = c(-.3090,-.2464,-.1901,-.1409)}
if (m==5){d0 <- .9064; d <- c(-.2600,-.2167,-.1774,-.1420,-.1103)}
if (m==6){d0 = .92; d = c(-.2238,-.1925,-.1635,-.1369,-.1126,-.0906)}
if (m==7){d0 = .9302; d = c(-.1965,-.1728,-.1506,-.1299,-.1107,-.093,-.0768)}
if (m==8){d0 = .9380; d = c(-.1751,-.1565,-.1389,-.1224,-.1069,-.0925,-.0791,-.0666)}
if (m==9){d0 = .9443; d = c(-.1578,-.1429,-.1287,-.1152,-.1025,-.0905,-.0792,-.0687,-.0538)}
if (m==10){d0 <- .9494;
d <- c(-.1437, -.1314, -.1197, -.1085, -.0978, -.0877, -.0782, -.0691, -.0606, -.0527)}
if (m==25){d0 <- 0.97873;
d <- c(-0.06128, -0.05915, -0.05705, -0.05500, -0.05298, -0.05100, -0.04906, -0.04715, -0.04528, -0.04345, -0.04166, -0.03990, -0.03818, -0.03650, -0.03486, -0.03325, -0.03168, -0.03015, -0.02865, -0.02719,
-0.02577, -0.02438, -0.02303, -0.02171, -0.02043) }
if (m==50) {d0 <- 0.98918;
d <- c(-0.03132, -0.03077, -0.03023, -0.02969, -0.02916, -0.02863, -0.02811, -0.02759, -0.02708, -0.02657, -0.02606, -0.02556, -0.02507, -0.02458, -0.02409, -0.02361, -0.02314, -0.02266, -0.02220, -0.02174, -0.02128, -0.02083, -0.02038, -0.01994, -0.01950, -0.01907, -0.01864, -0.01822, -0.01780, -0.01739,-0.01698,-0.01658,-0.01618,-0.01578,-0.01539,-0.01501,-0.01463,-0.01425,-0.01388,-0.01352,
-0.01316,-0.01280,-0.01245,-0.01210,-0.01176,-0.01142,-0.01108,-0.01075,-0.01043,-0.01011) }
if (m==100) { d0 <- 0.99454083;
d <- c(-0.01583636,-0.01569757,-0.01555936,-0.01542178,-0.01528478,-0.01514841,-0.01501262,-0.01487745,-0.01474289,-0.01460892,
-0.01447556,-0.01434282,-0.01421067,-0.01407914,-0.01394819,-0.01381786,-0.01368816,-0.01355903,-0.01343053,-0.01330264,
-0.01317535,-0.01304868,-0.01292260,-0.01279714,-0.01267228,-0.01254803,-0.01242439,-0.01230136,-0.01217894,-0.01205713,
-0.01193592,-0.01181533,-0.01169534,-0.01157596,-0.01145719,-0.01133903,-0.01122148,-0.01110453,-0.01098819,-0.01087247,
-0.01075735,-0.01064283,-0.01052892,-0.01041563,-0.01030293,-0.01019085,-0.01007937,-0.00996850,-0.00985823,-0.00974857,
-0.00963952,-0.00953107,-0.00942322,-0.00931598,-0.00920935,-0.00910332,-0.00899789,-0.00889306,-0.00878884,-0.00868522,
-0.00858220,-0.00847978,-0.00837797,-0.00827675,-0.00817614,-0.00807612,-0.00797670,-0.00787788,-0.00777966,-0.00768203,
-0.00758500,-0.00748857,-0.00739273,-0.00729749,-0.00720284,-0.00710878,-0.00701532,-0.00692245,-0.00683017,-0.00673848,
-0.00664738,-0.00655687,-0.00646694,-0.00637761,-0.00628886,-0.00620070,-0.00611312,-0.00602612,-0.00593971,-0.00585389,
-0.00576864,-0.00568397,-0.00559989,-0.00551638,-0.00543345,-0.00535110,-0.00526933,-0.00518813,-0.00510750,-0.00502745) }
for(r in 1:R){
u <- rnorm(n = n, mean = 0, sd = sigma)
y <- X%*%beta + u
yy = d0* y[(m+1):n]; Xd <- d0* x1[(m+1):n];
for (i in 1:m) { yy <- yy + d[i]* y[(m+1-i):(n-i) ]
Xd = Xd + d[i]* x1[(m+1-i):(n-i)] }
reg.true <- lm(y ~ x1)
reg.diff <- lm(yy ~ Xd)
results.true[r, ] <- coef(reg.true)
results.diff[r, ] <- coef(reg.diff)
}
results.true
results.diff
beta
apply(results.true, MARGIN = 2, FUN = mean)
apply(results.diff, MARGIN = 2, FUN = mean)
co <- 2
dens.true <- density(results.true[, co])
dens.diff <- density(results.diff[, co])
win.graph()
plot(dens.true,
xlim = range(c(results.true[, co], results.diff[, co])),
ylim = range(c(dens.true$y, dens.diff$yy)),
main = "beta estimation true vs. diff", lwd = 2,)
lines(density(results.diff[, co]), col = "red", lwd = 2)
abline(v = beta, col = "blue", lwd = 2)
legend(x=1.24,y=12,c("outcome true","outcome diff"),lty=c(1,1),col =c("black","red") )
legend(x=1.12,y=12,c("m=",m))
#Mean Squared Error
mse=mean(reg.true$residuals^2)
if (m==1) {msediff1=mean(reg.diff$residuals^2)}
if (m==2) {msediff2=mean(reg.diff$residuals^2)}
if (m==3) {msediff3=mean(reg.diff$residuals^2)}
if (m==4) {msediff4=mean(reg.diff$residuals^2)}
if (m==5) {msediff5=mean(reg.diff$residuals^2)}
if (m==6) {msediff6=mean(reg.diff$residuals^2)}
if (m==7) {msediff7=mean(reg.diff$residuals^2)}
if (m==8) {msediff8=mean(reg.diff$residuals^2)}
if (m==9) {msediff9=mean(reg.diff$residuals^2)}
if (m==10) {msediff10=mean(reg.diff$residuals^2)}
if (m==25) {msediff25=mean(reg.diff$residuals^2)}
if (m==50) {msediff50=mean(reg.diff$residuals^2)}
if (m==100) {msediff100=mean(reg.diff$residuals^2)}
}
I can see an error in the code.
m = c(1,2,3,4,5,6,7,8,9,10,25,50,100)
for (m in 1:length(unique(m))){
As soon as the loop starts, m is changed. It's not what's in the first line anymore...
Try, for (ind in 1:length(unique(m))){ if that's not the intention.