Add title arg to plotCoefs

[morpheus.git] / reports / multistart.R

diff --git a/reports/multistart.R b/reports/multistart.R
new file mode 100644 (file)
index 0000000..b3d1e10
--- /dev/null
+++ b/reports/multistart.R
@@ -0,0 +1,85 @@
+library(morpheus)
+
+#model = binomial
+K <- 2
+p <- .5
+b <- c(-.2, .5)
+# Default values:
+link = "logit"
+N <- 100
+d <- 2
+n <- 1e4
+ncores <- 1
+nstart <- 3 #nstart-1 random starting points for each MC run
+
+cmd_args <- commandArgs()
+for (arg in cmd_args)
+{
+       if (substr(arg,1,1)!='-')
+       {
+               spl <- strsplit(arg,'=')[[1]]
+               if (spl[1] == "nc") {
+                       ncores <- as.integer(spl[2])
+               } else if (spl[1] == "N") {
+                       N <- as.integer(spl[2])
+               } else if (spl[1] == "n") {
+                       n <- as.integer(spl[2])
+               } else if (spl[1] == "d") {
+                       d <- as.integer(spl[2])
+               } else if (spl[1] == "link") {
+                       link <- spl[2]
+               } else if (spl[1] == "nstart") {
+                       nstart <- spl[2]
+               }
+       }
+}
+betas <- list(
+       matrix( c(1,-2, 3,1), ncol=K ), #d=2
+       matrix( c(1,2,-1,0,3, 2,-3,0,1,0), ncol=K ), #d=5
+       matrix( c(1,2,-1,0,3,4,-1,-3,0,2, 2,-3,0,1,0,-1,-4,3,2,0), ncol=K ) ) #d=10
+beta <- betas[[ ifelse( d==2, 1, ifelse(d==5,2,3) ) ]]
+
+ms <- multiRun(
+       list(n=n,p=p,beta=beta,b=b,optargs=list(K=K,link=link,nstart=nstart)), list(
+               function(fargs) {
+                       # 1 start
+                       library(morpheus)
+                       K <- fargs$optargs$K
+                       op <- optimParams(K, fargs$optargs$link, fargs$optargs)
+                       x_init <- c(rep(1/K,K-1), as.double(fargs$mu), rep(0,K))
+                       do.call(rbind,op$run(x_init))
+               },
+               function(fargs) {
+                       # B starts
+                       library(morpheus)
+                       K <- fargs$optargs$K
+                       op <- optimParams(K, fargs$optargs$link, fargs$optargs)
+                       best_val <- Inf
+                       best_par <- list()
+                       for (i in 1:fargs$optargs$nstart)
+                       {
+                               x_init <- c(rep(1/K,K-1), as.double(i*fargs$mu), rep(0,K))
+                               par <- op$run(x_init)
+                               val <- op$f( op$linArgs(par) )
+                               if (val < best_val)
+                               {
+                                       best_par <- par
+                                       best_val <- val
+                               }
+                       }
+                       do.call(rbind,best_par)
+               }),
+               prepareArgs = function(fargs) {
+                       library(morpheus)
+                       io = generateSampleIO(fargs$n, fargs$p, fargs$beta, fargs$b, fargs$optargs$link)
+                       fargs$optargs$M <- computeMoments(io$X, io$Y)
+                       mu <- computeMu(io$X, io$Y, fargs$optargs)
+                       fargs$mu <- mu
+               }, N=N, ncores=ncores, verbose=TRUE)
+for (i in 1:2)
+       ms[[i]] <- alignMatrices(ms[[i]], ref=rbind(p,beta,b), ls_mode="exact")
+
+ms_params <- list("N"=N, "nc"=ncores, "n"=n, "K"=K, "link"=link,
+       "p"=p, "beta"=beta, "b"=b, "nstart"=nstart)
+
+save(ms, ms_params, file="multistart.RData")