I m just trying to calculate the relative angle between with my x,y,z data frame to the reference vector. So far, I use dplyr to group things and apply my angle function to get relative angle. However things are quite slow even for dummy data that I provide here.
set.seed(12345)
x <- replicate(1,c(replicate(1000,rnorm(50,0,0.01))))
y <- replicate(1,c(replicate(1000,rnorm(50,0,0.01))))
z <- replicate(1,c(replicate(1000,rnorm(50,0.9,0.01))))
ref_vector <- data.frame(ref_x=rep(0,100),ref_y=rep(0,100),ref_z=rep(1,100))
set <- rep(seq(1,1000),each=50)
data_rep <- data.frame(x,y,z,ref_vector,set)
>
head(data_rep)
# x y z ref_x ref_y ref_z set
# 1 0.005855288 -0.015472796 0.9059337 0 0 1 1
# 2 0.007094660 -0.013354359 0.9040137 0 0 1 1
# 3 -0.001093033 -0.014661486 0.9047502 0 0 1 1
# 4 -0.004534972 -0.002764655 0.9070553 0 0 1 1
# 5 0.006058875 -0.008339952 0.8926551 0 0 1 1
# 6 -0.018179560 -0.008412400 0.9055541 0 0 1 1
I define the angle between two vectors with this angle function,
angle <- function(x,y){
dot.prod <- x%*%y
norm.x <- norm(x,type="2")
norm.y <- norm(y,type="2")
theta <- acos(dot.prod / (norm.x * norm.y))
as.numeric(theta)
}
then lets apply this to our data_rep
library(dplyr)
system.time(df_angle <- data_rep%>%
rowwise()%>%
do(data.frame(.,angle_rad=angle(unlist(.[1:3]),unlist(.[4:6]))))%>%
group_by(set)%>%
mutate(angle=angle_rad*180/pi, mean_angle=mean(angle)))
# user system elapsed
# 64.22 0.08 64.81
# Warning message:
# Grouping rowwise data frame strips rowwise nature
As you can see, the process took around 1 min and I even did not provide all my real data set which has 350000 rows and it takes 10 min to calculate the relative angle.
I wonder is there any way to speed up this process.
Thanks!
Just discover linear algebra for yourself:
m1 = as.matrix(data_rep[, 1:3])
m2 = as.matrix(data_rep[, 4:6])
system.time( {
m1 = m1 / sqrt(rowSums(m1 ^ 2))
m2 = m2 / sqrt(rowSums(m2 ^ 2))
RESULT <- acos(rowSums(m1 * m2))
})
# user system elapsed
# 0.004 0.001 0.006
all.equal(df_angle$angle_rad, RESULT)
# TRUE
Just make a simple mutatestatement instead of your do(data.frame()) part. This improves the performance quite a bit, because you no longer have to convert each row into a data.frame
system.time(df_angle2 <- data_rep%>%
rowwise() %>%
mutate(angle_rad=angle(x = c(x,y,z),y = c(ref_x,ref_y,ref_z))) %>%
group_by(set)%>%
mutate(angle=angle_rad*180/pi, mean_angle=mean(angle)))
## user system elapsed
## 3.72 0.00 3.71
all.equal(df_angle,df_angle2)
## TRUE
Related
I have the following function that uses nested loops and honestly I'm not sure how to proceed with making the code run more efficient. It runs fine for 100 sims in my opinion but when I ran for 2000 sims it took almost 12 seconds.
This code will generate any n Brownian Motion simulations and works well, the issue is once the simulation size is increased to say 500+ then it starts to bog down, and when it hits 2k then it's pretty slow ie 12.
Here is the function:
ts_brownian_motion <- function(.time = 100, .num_sims = 10, .delta_time = 1,
.initial_value = 0) {
# TidyEval ----
T <- as.numeric(.time)
N <- as.numeric(.num_sims)
delta_t <- as.numeric(.delta_time)
initial_value <- as.numeric(.initial_value)
# Checks ----
if (!is.numeric(T) | !is.numeric(N) | !is.numeric(delta_t) | !is.numeric(initial_value)){
rlang::abort(
message = "All parameters must be numeric values.",
use_cli_format = TRUE
)
}
# Initialize empty data.frame to store the simulations
sim_data <- data.frame()
# Generate N simulations
for (i in 1:N) {
# Initialize the current simulation with a starting value of 0
sim <- c(initial_value)
# Generate the brownian motion values for each time step
for (t in 1:(T / delta_t)) {
sim <- c(sim, sim[t] + rnorm(1, mean = 0, sd = sqrt(delta_t)))
}
# Bind the time steps, simulation values, and simulation number together in a data.frame and add it to the result
sim_data <- rbind(
sim_data,
data.frame(
t = seq(0, T, delta_t),
y = sim,
sim_number = i
)
)
}
# Clean up
sim_data <- sim_data %>%
dplyr::as_tibble() %>%
dplyr::mutate(sim_number = forcats::as_factor(sim_number)) %>%
dplyr::select(sim_number, t, y)
# Return ----
attr(sim_data, ".time") <- .time
attr(sim_data, ".num_sims") <- .num_sims
attr(sim_data, ".delta_time") <- .delta_time
attr(sim_data, ".initial_value") <- .initial_value
return(sim_data)
}
Here is some output of the function:
> ts_brownian_motion(.time = 10, .num_sims = 25)
# A tibble: 275 × 3
sim_number t y
<fct> <dbl> <dbl>
1 1 0 0
2 1 1 -2.13
3 1 2 -1.08
4 1 3 0.0728
5 1 4 0.562
6 1 5 0.255
7 1 6 -1.28
8 1 7 -1.76
9 1 8 -0.770
10 1 9 -0.536
# … with 265 more rows
# ℹ Use `print(n = ...)` to see more rows
As suggested in the comments, if you want speed, you should use cumsum. You need to be clear what type of Brownian Motion you want (arithmetic, geometric). For geometric Brownian motion, you'll need to correct the approximation error by adjusting the mean. As an example, the NMOF package (which I maintain), contains a function gbm that implements geometric Brownian Motion through cumsum. Here is an example call for 2000 paths with 100 timesteps each.
library("NMOF")
library("zoo") ## for plotting
timesteps <- 100
system.time(b <- NMOF::gbm(2000, tau = 1, timesteps = 100, r = 0, v = 1))
## user system elapsed
## 0.013 0.000 0.013
dim(b) ## each column is one path, starting at time zero
## [1] 101 2000
plot(zoo(b[, 1:5], 0:timesteps), plot.type = "single")
I'm using the stats::filter function in R in order to understand ARIMA simulations in R (as in the function stats::arima.sim) and estiamtion. I know that stats::filter applies a linear filter to a vector or time series, but I'm not sure how to "unfilter" my series.
Consider the following example: I want to use a recursive filter with value 0.7 to my series x = 1:5 (which is essentially generating an AR(1) with phi=0.7). I can do so by:
x <- 1:5
ar <-0.7
filt <- filter(x, ar, method="recursive")
filt
Time Series:
Start = 1
End = 5
Frequency = 1
[1] 1.0000 2.7000 4.8900 7.4230 10.1961
Which returns me essentially c(y1,y2,y3,y4,y5) where:
y1 <- x[1]
y2 <- x[2] + ar*y1
y3 <- x[3] + ar*y2
y4 <- x[4] + ar*y3
y5 <- x[5] + ar*y4
Now imagine I have the y = c(y1,y2,y3,y4,y5) series. How can I use the filter function to return me the original series x = 1:5?
I can write a code to do it like:
unfilt <- rep(NA, 5)
unfilt[1] <- filt[1]
for(i in 2:5){
unfilt[i] <- filt[i] - ar*filt[i-1]
}
unfilt
[1] 1 2 3 4 5
But I do want to use the filter function to do so, instead of writing my own function. How can I do so? I tried stats::filter(filt, -ar, method="recursive"), which returns me [1] 1.0000 2.0000 3.4900 4.9800 6.7101 not what I desire.
stats::filter used with the recursive option is a particular case of an ARMA filter.
a[1]*y[n] + a[2]*y[n-1] + … + a[n]*y[1] = b[1]*x[n] + b[2]*x[m-1] + … + b[m]*x[1]
You could implement this filter with the signal package which allows more options than stat::filter :
a = c(1,-ar)
b = 1
filt_Arma <- signal::filter(signal::Arma(b = b, a = a),x)
filt_Arma
# Time Series:
# Start = 1
# End = 5
# Frequency = 1
# [1] 1.0000 2.7000 4.8900 7.4230 10.1961
identical(filt,filt_Arma)
# [1] TRUE
Reverting an ARMA filter can be done by switching b and a, provided that the inverse filter stays stable (which is the case here):
signal::filter(signal::Arma(b = a, a = b),filt)
# Time Series:
# Start = 2
# End = 6
# Frequency = 1
# [1] 1 2 3 4 5
This corresponds to switching numerator and denominator in the z-transform:
Y(z) = a(z)/b(z) X(z)
X(z) = b(z)/a(z) Y(z)
When using the matchit-function for full matching, the results differ by the order of the input dataframe. That is, if the order of the data is changed, results change, too. This is surprising, because in my understanding, the optimal full algorithm should yield only one single best solution.
Am I missing something or is this an error?
Similar differences occur with the optimal algorithm.
Below you find a reproducible example. Subclasses should be identical for the two data sets, which they are not.
Thank you for your help!
# create data
nr <- c(1:100)
x1 <- rnorm(100, mean=50, sd=20)
x2 <- c(rep("a", 20),rep("b", 60), rep("c", 20))
x3 <- rnorm(100, mean=230, sd=2)
outcome <- rnorm(100, mean=500, sd=20)
group <- c(rep(0, 50),rep(1, 50))
df <- data.frame(x1=x1, x2=x2, outcome=outcome, group=group, row.names=nr, nr=nr)
df_neworder <- df[order(outcome),] # re-order data.frame
# perform matching
model_oldorder <- matchit(group~x1, data=df, method="full", distance ="logit")
model_neworder <- matchit(group~x1, data=df_neworder, method="full", distance ="logit")
# store matching results
matcheddata_oldorder <- match.data(model_oldorder, distance="pscore")
matcheddata_neworder <- match.data(model_neworder, distance="pscore")
# Results based on original data.frame
head(matcheddata_oldorder[order(nr),], 10)
x1 x2 outcome group nr pscore weights subclass
1 69.773776 a 489.1769 0 1 0.5409943 1.0 27
2 63.949637 a 529.2733 0 2 0.5283582 1.0 32
3 52.217666 a 526.7928 0 3 0.5028106 0.5 17
4 48.936397 a 492.9255 0 4 0.4956569 1.0 9
5 36.501507 a 512.9301 0 5 0.4685876 1.0 16
# Results based on re-ordered data.frame
head(matcheddata_neworder[order(matcheddata_neworder$nr),], 10)
x1 x2 outcome group nr pscore weights subclass
1 69.773776 a 489.1769 0 1 0.5409943 1.0 25
2 63.949637 a 529.2733 0 2 0.5283582 1.0 31
3 52.217666 a 526.7928 0 3 0.5028106 0.5 15
4 48.936397 a 492.9255 0 4 0.4956569 1.0 7
5 36.501507 a 512.9301 0 5 0.4685876 2.0 14
Apparently, the assignment of objects to subclasses differs. In my understanding, this should not be the case.
The developers of the optmatch package (which the matchit function calls) provided useful help:
I think what we're seeing here is the result of the tolerance argument
that fullmatch has. The matching algorithm requires integer distances,
so we have to scale then truncate floating point distances. For a
given set of integer distances, there may be multiple matchings that
achieve the minimum, so the solver is free to pick among these
non-unique solutions.
Developing your example a little more:
> library(optmatch)
> nr <- c(1:100) x1 <- rnorm(100, mean=50, sd=20)
> outcome <- rnorm(100, mean=500, sd=20) group <- c(rep(0, 50),rep(1, 50))
> df_oldorder <- data.frame(x1=x1, outcome=outcome, group=group, row.names=nr, nr=nr) > df_neworder <- df_oldorder[order(outcome),] # > re-order data.frame
> glm_oldorder <- match_on(glm(group~x1, > data=df_oldorder), data = df_oldorder)
> glm_neworder <- > match_on(glm(group~x1, data=df_neworder), data = df_neworder)
> fm_old <- fullmatch(glm_oldorder, data=df_oldorder)
> fm_new <- fullmatch(glm_neworder, data=df_neworder)
> mean(sapply(matched.distances(fm_old, glm_oldorder), mean))
> ## 0.06216174
> mean(sapply(matched.distances(fm_new, glm_neworder), mean))
> ## 0.062058 mean(sapply(matched.distances(fm_old, glm_oldorder), mean)) -
> mean(sapply(matched.distances(fm_new, glm_neworder), mean))
> ## 0.00010373
which we can see is smaller than the default tolerance of 0.001. You can always decrease the tolerance level, which may
require increased run time, in order to get closer to the true
floating put minimum. We found 0.001 seemed to work well in practice,
but there is nothing special about this value.
I am building a tree using the partykit R package, and I am wondering if there is a simple, efficient way to determine the depth number at each internal node. For example, the root node would have depth 0, the first two kid nodes have depth 1, the next kid nodes have depth 2, and so forth. This will eventually be used to calculate the minimal depth of a variable. Below is a very basic example (taken from vignette("constparty", package="partykit")):
library("partykit")
library("rpart")
data("Titanic", package = "datasets")
ttnc<-as.data.frame(Titanic)
ttnc <- ttnc[rep(1:nrow(ttnc), ttnc$Freq), 1:4]
names(ttnc)[2] <- "Gender"
rp <- rpart(Survived ~ ., data = ttnc)
ttncTree<-as.party(rp)
plot(ttncTree)
#This is one of my many attempts which does NOT work
internalNodes<-nodeids(ttncTree)[-nodeids(ttncTree, terminal = TRUE)]
depth(ttncTree)-unlist(nodeapply(ttncTree, ids=internalNodes, FUN=function(n){depth(n)}))
In this example, I want to output something similar to:
nodeid = 1 2 4 7
depth = 0 1 2 1
I apologize if my question is too specific.
Here's a possible solution which should be efficient enough as usually the trees have no more than several dozens of nodes.
I'm ignoring node #1, as it is always 0 an hence no point neither calculating it or showing it (IMO)
Inters <- nodeids(ttncTree)[-nodeids(ttncTree, terminal = TRUE)][-1]
table(unlist(sapply(Inters, function(x) intersect(Inters, nodeids(ttncTree, from = x)))))
# 2 4 7
# 1 2 1
I had to revisit this problem recently. Below is a function to determine the depth of each node. I count the depth based on the number of times a vertical line | appears running the print.party() function.
library(stringr)
idDepth <- function(tree) {
outTree <- capture.output(tree)
idCount <- 1
depthValues <- rep(NA, length(tree))
names(depthValues) <- 1:length(tree)
for (index in seq_along(outTree)){
if (grepl("\\[[0-9]+\\]", outTree[index])) {
depthValues[idCount] <- str_count(outTree[index], "\\|")
idCount = idCount + 1
}
}
return(depthValues)
}
> idDepth(ttncTree)
1 2 3 4 5 6 7 8 9
0 1 2 2 3 3 1 2 2
There definitely seems to be a simpler, faster solution, but this is faster than using the intersect() function. Below is an example of the computation time for a large tree (around 1,500 nodes)
# Compare computation time for large tree #
library(mlbench)
set.seed(470174)
dat <- data.frame(mlbench.friedman1(5000))
rp <- rpart(as.formula(paste0("y ~ ", paste(paste0("x.", 1:10), collapse=" + "))),
data=dat, control = rpart.control(cp = -1, minsplit=3, maxdepth = 10))
partyTree <- as.party(rp)
> length(partyTree) #Number of splits
[1] 1503
>
> # Intersect() computation time
> Inters <- nodeids(partyTree)[-nodeids(partyTree, terminal = TRUE)][-1]
> system.time(table(unlist(sapply(Inters, function(x) intersect(Inters, nodeids(partyTree, from = x))))))
user system elapsed
22.38 0.00 22.44
>
> # Proposed computation time
> system.time(idDepth(partyTree))
user system elapsed
2.38 0.00 2.38
I have some data showing a long list of regions, the population of each region and the number of people in each region with a certain disease. I'm trying to show the confidence intervals for each proportion (but I'm not testing whether the proportions are statistically different).
One approach is to manually calculate the standard errors and confidence intervals but I'd like to use a built-in tool like prop.test, because it has some useful options. However, when I use prop.test with vectors, it runs a chi-square test across all the proportions.
I've solved this with a while loop (see dummy data below), but I sense there must be a better and simpler way to approach this problem. Would apply work here, and how? Thanks!
dat <- data.frame(1:5, c(10, 50, 20, 30, 35))
names(dat) <- c("X", "N")
dat$Prop <- dat$X / dat$N
ConfLower = 0
x = 1
while (x < 6) {
a <- prop.test(dat$X[x], dat$N[x])$conf.int[1]
ConfLower <- c(ConfLower, a)
x <- x + 1
}
ConfUpper = 0
x = 1
while (x < 6) {
a <- prop.test(dat$X[x], dat$N[x])$conf.int[2]
ConfUpper <- c(ConfUpper, a)
x <- x + 1
}
dat$ConfLower <- ConfLower[2:6]
dat$ConfUpper <- ConfUpper[2:6]
Here's an attempt using Map, essentially stolen from a previous answer here:
https://stackoverflow.com/a/15059327/496803
res <- Map(prop.test,dat$X,dat$N)
dat[c("lower","upper")] <- t(sapply(res,"[[","conf.int"))
# X N Prop lower upper
#1 1 10 0.1000000 0.005242302 0.4588460
#2 2 50 0.0400000 0.006958623 0.1485882
#3 3 20 0.1500000 0.039566272 0.3886251
#4 4 30 0.1333333 0.043597084 0.3164238
#5 5 35 0.1428571 0.053814457 0.3104216