From: Benjamin Auder Date: Fri, 14 Dec 2018 11:41:40 +0000 (+0100) Subject: Refresh package doc, some advances on vignette X-Git-Url: https://git.auder.net/%7B%7B%20asset%28%27mixstore/images/assets/current/doc/%7B%7B?a=commitdiff_plain;h=5859426b074bdb7084627f8eeba806f479f04f05;p=morpheus.git Refresh package doc, some advances on vignette --- diff --git a/pkg/man/morpheus-package.Rd b/pkg/man/morpheus-package.Rd index e8181aa..a66684f 100644 --- a/pkg/man/morpheus-package.Rd +++ b/pkg/man/morpheus-package.Rd @@ -14,22 +14,23 @@ \details{ The package devtools should be useful in development stage, since we rely on testthat for unit tests, and roxygen2 for documentation. knitr is used to generate the package vignette. + jointDiag allows to solve a joint diagonalization problem, providing a more robust + solution compared to a single diagonalization. Concerning the other suggested packages: \itemize{ \item{tensor is used for comparing to some reference functions initially coded in R; it should not be required in further package versions;} - \item{jointDiag allows to solve a joint diagonalization problem, providing a more - robust solution compared to a single diagonalization;} \item{parallel (generally) permits to run the bootstrap method faster.} } - The three main functions are located in R/main.R: + The two main functions are located in R/computeMu.R and R/optimParams.R: \itemize{ - \item{getParamsDirs_ref: reference method to estimate parameters directions;} - \item{getParamsDirs: method of choice to estimate parameters directions, using a - spectral decomposition of inputs/outputs;} - \item{getBootstrapParams: run getParamsDirs on B bootstrap replicates.} + \item{computeMu(): estimation of parameters directions;} + \item{optimParams(): builds an object \code{o} to estimate all other parameters + when calling \code{o$run()}, starting from the directions obtained by previous function} } + See also \code{multiRun()}, which is a flexible method to run Monte-Carlo or bootstrap + estimations using different models in various contexts. } \author{ diff --git a/vignettes/report.Rmd b/vignettes/report.Rmd index ba1e5a8..4de2b4d 100644 --- a/vignettes/report.Rmd +++ b/vignettes/report.Rmd @@ -74,11 +74,39 @@ identity $d\times d$ matrix. All results may be easily extended to the situation where $X\sim \mathcal{N}(m,\Sigma)$, $m\in \R^{d}$, $\Sigma$ a positive and symetric $d\times d$ matrix. ***** TODO: take this into account? --> -TODO +The two main functions are: + * computeMu(), which estimates the parameters directions, and + * optimParams(), which builds an object \code{o} to estimate all other parameters + when calling \code{o$run()}, starting from the directions obtained by the + previous function. +A third function is useful to run Monte-Carlo or bootstrap estimations using +different models in various contexts: multiRun(). We'll show example for all of them. -3) Experiments: show package usage +### Estimation of directions -\subsection{Experiments} -In this section, we evaluate our algorithm in a first step using mean squared error (MSE). In a second step, we compare experimentally our moments method (morpheus package \cite{Loum_Auder}) and the likelihood method (with felxmix package \cite{bg-papers:Gruen+Leisch:2007a}). +In a real situation you would have (maybe after some pre-processing) the matrices +X and Y which contain vector inputs and binary output. +However, a function is provided in the package to generate such data following a +pre-defined law: -TODO......... +io <- generateSampleIO(n=10000, p=1/2, beta=matrix(c(1,0,0,1),ncol=2), b=c(0,0), link="probit") + +n is the total number of samples (lines in X, number of elements in Y) +p is a vector of proportions, of size d-1 (because the last proportion is deduced from + the others: p elements sums to 1) [TODO: omega or p?] +beta is the matrix of linear coefficients, as written above in the model. +b is the vector of intercepts (as in linear regression, and as in the model above) +link can be either "logit" or "probit", as mentioned earlier. + +This function outputs a list containing in particular the matrices X and Y, allowing to +use the other functions (which all require either these, or the moments). + +TODO: computeMu(), explain input/output + +### Estimation of other parameters + +TODO: just run optimParams$run(...) + +### Monte-Carlo and bootstrap + +TODO: show example comparison with flexmix, show plots.