library("mclust") #library("R.matlab", lib.loc="~/R/x86_64-pc-linux-gnu-library/3.3") #redrawData = TRUE #if (redrawData==TRUE){ ########### ## Model ########### K = 2 p = 48 T = seq(0,1.5,length.out = p) T2 = seq(0,3, length.out = 2*p) n = 100 x1 = cos(2*pi*T) + 0.2*cos(4*2*pi*T) +2*c(rep(0,round(length(T)/7)),rep(1,round(length(T)*(1-1/7)))) plot(T,x1) lines(T,x1) sigmaX = 0.085 sigmaY = 0.1 beta = list() p1= 0.5 beta[[1]] =diag(c(rep(p1,5),rep(1,5), rep(p1,5), rep(1, p-15))) p2 = 1 beta[[2]] = diag(c(rep(p2,5),rep(1,5), rep(p2,5), rep(1, p-15))) ITE = 100 ARI1 = ARI2 = ARI3 = rep(0,ITE) XY = array(0, dim = c(ITE, 2*p,n)) XYproj = array(0, dim=c(ITE, 96,n)) affec = list() ########### ## Iterations ########### for (ite in c(1:ITE)){ ########### ##Sample ########### x = x1 + matrix(rnorm(n*p, 0, sigmaX), ncol = n) affec[[ite]] = sample(c(1,2), n, replace = TRUE) y = x xy = matrix(0,ncol=n, nrow= 2*p) for (i in c(1:n)){ y[,i] = x[,i] %*% beta[[affec[[ite]][i]]] + rnorm(p, 0, sigmaY) xy[,i] = c(x[,i],y[,i]) XY[ite,,i] = xy[,i] - mean(xy[,i]) # Dx = dwt(x[,i], filter='haar')@W # Dx = rev(unlist(Dx)) # Dx = Dx[2:(1+3+6+12+24)] # Ax = dwt(x[,i], filter='haar')@V # Ax = rev(unlist(Ax)) # Ax = Ax[2:(1+3)] # Dy = dwt(y[,i], filter='haar')@W # Dy = rev(unlist(Dy)) # Dy = Dy[2:(1+3+6+12+24)] # Ay = dwt(y[,i], filter='haar')@V # Ay = rev(unlist(Ay)) # Ay = Ay[2:(1+3)] # XYproj[ite,,i] = c(Ax,Dx,Ay,Dy) } print(ite) # # } xy[c(7,55),] = NA # write.table(XY,'data.csv', row.names=FALSE, col.names=FALSE) matplot(T2,xy[,affec[[ite]]==1],type='l', col='red', lty = 1) matplot(T2,xy[,affec[[ite]]==2],type='l', col='black', add=TRUE, lty= 1) abline(v = 1.5) text(0.75,0,'X', cex = 2 ) text(0.75+1.5,0,'Y', cex = 2 ) #proj = read.table('dataProj.csv') #} #matplot(T,x,type='l', col='black', xlab = '', ylab='', lwd=1.5,lty=1) #matplot(T,y[,affec[[ite]]==1],type='l', col='red', xlab = '', ylab='', lwd=1.5,lty=1) #matplot(T,y[,affec[[ite]]==2],type='l', col='black', add=TRUE,lwd=2,lty=1) # proj2 = array(0,dim=c(ITE,2*p,n)) # for (ite in c(1:ITE)){ # for (i in c(1:n)){ # A = proj[ite,(1+(i-1)*96):(i*96)] # for (j in 1:96){ # proj2[ite,j,i] = A[1,j] # } # } # print(ite) # } ########### ## Iterations ########### Kmod2 = Kmod1 = rep(0,ITE) Kmod3 = rep(0,ITE) for (ite in c(1:ITE)){ print(ite) ########### ## k-means 1 ########### mod1 = Mclust(t(XY[ite,,]),G = 2, mode='VII') ARI1[ite] = adjustedRandIndex(mod1$classification, affec[[ite]]) Kmod1[ite] = mod1$G # ########### # ## k-means 2 # ########### # #proj2 = # mod2 = Mclust(t(XYproj[ite,,]),G = 1:8, mode='VII') # ARI2[ite] = adjustedRandIndex(mod2$classification, affec[[ite]]) # Kmod2[ite] = mod2$G # ########### # ## k-means 1 # ########### # #proj3 = # mod3 = Mclust(t(XYproj[ite,c(4:12,52:60),]),G = 1:8, mode='VII') # ARI3[ite] = adjustedRandIndex(mod3$classification, affec[[ite]]) # Kmod3[ite] = mod3$G } ARI0 = rep(1,ITE) par(cex.lab=1.5) par(cex.axis=1.5) boxplot(ARI0,ARI1, names = c('LassoMLE','K-means'), lwd=1.3) table(Kmod1) table(Kmod2)