X-Git-Url: https://git.auder.net/?p=valse.git;a=blobdiff_plain;f=reports%2FsimulData_17mars.R;fp=reports%2FsimulData_17mars.R;h=cdb476ca104d99bb2bbe40ad691d46e2713482a1;hp=0000000000000000000000000000000000000000;hb=31444abc970b7fe17463bcc916e95846272158db;hpb=93285a2d87991291c96f661208ddde248297a3b5

diff --git a/reports/simulData_17mars.R b/reports/simulData_17mars.R
new file mode 100644
index 0000000..cdb476c
--- /dev/null
+++ b/reports/simulData_17mars.R
@@ -0,0 +1,60 @@
+simulData_17mars = function(ite){
+  set.seed = 22021989+ite
+  
+  ###########
+  ## Modele
+  ###########
+  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*base::pi*T) + 0.2*cos(4*2*base::pi*T) + 0.3*c(rep(0,round(length(T)/7)),rep(1,round(length(T)*(1-1/7))))+1
+  sigmaX = 0.12
+  sigmaY = 0.12
+  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)))
+  ARI1 = ARI2 = ARI3 = 0
+  
+  ###########
+  ## Data + Projection
+  ###########
+  require(wavelets)
+  XY = array(0, dim = c(2*p,n))
+  Xproj = array(0, dim=c(48,n))
+  Yproj = array(0, dim=c(48,n))
+  XYproj = array(0, dim=c(96,n))
+  x = x1 + matrix(rnorm(n*p, 0, sigmaX), ncol = n)
+  affec = 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[i]]] + rnorm(p, 0, sigmaY)
+    xy[,i] = c(x[,i],y[,i])
+    XY[,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)]
+    Xproj[,i] = c(Ax,Dx)
+    Yproj[,i] = c(Ay,Dy)
+    XYproj[,i] = c(Ax,Dx,Ay,Dy)
+  }
+  
+  res_valse = valse(x,y)
+  res_valse_proj = valse(Xproj, Yproj)
+  
+  save(res_valse,file=paste("./Out/Res_",ite, ".RData",sep=""))
+  save(res_valse_proj,file=paste("./Out/ResProj_",ite, ".RData",sep=""))
+}