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1 | # extractParam |
2 | # | |
3 | # Extract successive values of a projection of the parameter(s) | |
4 | # | |
5 | # @inheritParams plotHist | |
6 | # | |
7 | extractParam <- function(mr, x=1, y=1) | |
8 | { | |
9 | # Obtain L vectors where L = number of res lists in mr | |
10 | lapply( mr, function(mr_list) { | |
11 | sapply(mr_list, function(m) m[x,y]) | |
12 | } ) | |
13 | } | |
14 | ||
15 | #' plotHist | |
16 | #' | |
17 | #' Plot histogram | |
18 | #' | |
19 | #' @param mr Output of multiRun(), list of lists of functions results | |
20 | #' @param x Row index of the element inside the aggregated parameter | |
5fc1b9d9 | 21 | #' @param y Column index of the element inside the aggregated parameter |
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22 | #' |
23 | #' @examples | |
1b53e3a5 | 24 | #' \donttest{ |
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25 | #' β <- matrix(c(1,-2,3,1),ncol=2) |
26 | #' mr <- multiRun(...) #see bootstrap example in ?multiRun : return lists of mu_hat | |
27 | #' μ <- normalize(β) | |
28 | #' for (i in 1:2) | |
29 | #' mr[[i]] <- alignMatrices(res[[i]], ref=μ, ls_mode="exact") | |
30 | #' plotHist(mr, 2, 1) #second row, first column} | |
31 | #' @export | |
32 | plotHist <- function(mr, x, y) | |
33 | { | |
34 | params <- extractParam(mr, x, y) | |
35 | L = length(params) | |
36 | # Plot histograms side by side | |
37 | par(mfrow=c(1,L), cex.axis=1.5, cex.lab=1.5, mar=c(4.7,5,1,1)) | |
38 | for (i in 1:L) | |
39 | hist(params[[i]], breaks=40, freq=FALSE, xlab="Parameter value", ylab="Density") | |
40 | } | |
41 | ||
42 | #' plotBox | |
43 | #' | |
44 | #' Draw boxplot | |
45 | #' | |
46 | #' @inheritParams plotHist | |
47 | #' | |
48 | #' @examples | |
49 | #' #See example in ?plotHist | |
50 | #' @export | |
51 | plotBox <- function(mr, x, y) | |
52 | { | |
53 | params <- extractParam(mr, x, y) | |
54 | L = length(params) | |
55 | # Plot boxplots side by side | |
56 | par(mfrow=c(1,L), cex.axis=1.5, cex.lab=1.5, mar=c(4.7,5,1,1)) | |
57 | for (i in 1:L) | |
58 | boxplot(params[[i]], ylab="Parameter value") | |
59 | } | |
60 | ||
61 | #' plotCoefs | |
62 | #' | |
63 | #' Draw coefs estimations + standard deviations | |
64 | #' | |
65 | #' @inheritParams plotHist | |
66 | #' @param params True value of parameters matrix | |
0527116e | 67 | #' @param idx List index to process in mr |
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68 | #' |
69 | #' @examples | |
70 | #' #See example in ?plotHist | |
71 | #' @export | |
476a79d4 | 72 | plotCoefs <- function(mr, params, idx, xtitle="Parameter") |
cbd88fe5 | 73 | { |
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74 | L <- nrow(mr[[1]][[1]]) |
75 | K <- ncol(mr[[1]][[1]]) | |
76 | ||
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77 | params_hat <- matrix(nrow=L, ncol=K) |
78 | stdev <- matrix(nrow=L, ncol=K) | |
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79 | for (x in 1:L) |
80 | { | |
81 | for (y in 1:K) | |
82 | { | |
83 | estims <- extractParam(mr, x, y) | |
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84 | params_hat[x,y] <- mean(estims[[idx]]) |
85 | # stdev[x,y] <- sqrt( mean( (estims[[idx]] - params[x,y])^2 ) ) | |
86 | # HACK remove extreme quantile in estims[[i]] before computing sd() | |
87 | stdev[x,y] <- sd( estims[[idx]] ) #[ estims[[idx]] < max(estims[[idx]]) & estims[[idx]] > min(estims[[idx]]) ] ) | |
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88 | } |
89 | } | |
90 | ||
0527116e | 91 | par(cex.axis=1.5, cex.lab=1.5, mar=c(4.7,5,1,1)) |
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92 | params <- as.double(params) |
93 | o <- order(params) | |
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94 | avg_param <- as.double(params_hat) |
95 | std_param <- as.double(stdev) | |
96 | matplot(cbind(params[o],avg_param[o],avg_param[o]+std_param[o],avg_param[o]-std_param[o]), | |
476a79d4 | 97 | col=1, lty=c(1,5,3,3), type="l", lwd=2, xlab=xtitle, ylab="") |
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98 | |
99 | #print(o) #not returning o to avoid weird Jupyter issue... (TODO:) | |
100 | } | |
101 | ||
102 | #' plotQn | |
103 | #' | |
104 | #' Draw 3D map of objective function values | |
105 | #' | |
106 | #' @param N Number of starting points | |
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107 | #' @param n Number of points in sample |
108 | #' @param p Vector of proportions | |
109 | #' @param b Vector of biases | |
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110 | #' @param β Regression matrix (target) |
111 | #' @param link Link function (logit or probit) | |
112 | #' | |
113 | #' @export | |
114 | plotQn <- function(N, n, p, β, b, link) | |
115 | { | |
116 | d <- nrow(β) | |
117 | K <- ncol(β) | |
118 | io <- generateSampleIO(n, p, β, b, link) | |
119 | op <- optimParams(K, link, list(X=io$X, Y=io$Y)) | |
120 | # N random starting points gaussian (TODO: around true β?) | |
121 | res <- matrix(nrow=d*K+1, ncol=N) | |
122 | for (i in seq_len(N)) | |
123 | { | |
124 | β_init <- rnorm(d*K) | |
125 | par <- op$run( c(rep(1/K,K-1), β_init, rep(0,K)) ) | |
126 | par <- op$linArgs(par) | |
127 | Qn <- op$f(par) | |
128 | res[,i] = c(Qn, par[K:(K+d*K-1)]) | |
129 | } | |
130 | res #TODO: plot this, not just return it... | |
131 | } |