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1 | library("mclust") |
2 | #library("R.matlab", lib.loc="~/R/x86_64-pc-linux-gnu-library/3.3") |
3 | #redrawData = TRUE |
4 | #if (redrawData==TRUE){ |
5 | ########### |
6 | ## Model |
7 | ########### |
8 | K = 2 |
9 | p = 48 |
10 | T = seq(0,1.5,length.out = p) |
11 | T2 = seq(0,3, length.out = 2*p) |
12 | n = 100 |
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13 | 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 |
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14 | plot(T,x1) |
15 | lines(T,x1) |
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16 | |
17 | sigmaX = 0.12 |
18 | sigmaY = 0.12 |
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19 | beta = list() |
20 | p1= 0.5 |
21 | beta[[1]] =diag(c(rep(p1,5),rep(1,5), rep(p1,5), rep(1, p-15))) |
22 | p2 = 1 |
23 | beta[[2]] = diag(c(rep(p2,5),rep(1,5), rep(p2,5), rep(1, p-15))) |
24 | ITE = 100 |
25 | ARI1 = ARI2 = ARI3 = rep(0,ITE) |
26 | XY = array(0, dim = c(ITE, 2*p,n)) |
27 | XYproj = array(0, dim=c(ITE, 96,n)) |
28 | |
29 | affec = list() |
30 | ########### |
31 | ## Iterations |
32 | ########### |
33 | for (ite in c(1:ITE)){ |
34 | ########### |
35 | ##Sample |
36 | ########### |
37 | x = x1 + matrix(rnorm(n*p, 0, sigmaX), ncol = n) |
38 | affec[[ite]] = sample(c(1,2), n, replace = TRUE) |
39 | y = x |
40 | xy = matrix(0,ncol=n, nrow= 2*p) |
41 | for (i in c(1:n)){ |
42 | y[,i] = x[,i] %*% beta[[affec[[ite]][i]]] + rnorm(p, 0, sigmaY) |
43 | xy[,i] = c(x[,i],y[,i]) |
44 | XY[ite,,i] = xy[,i] - mean(xy[,i]) |
45 | # Dx = dwt(x[,i], filter='haar')@W |
46 | # Dx = rev(unlist(Dx)) |
47 | # Dx = Dx[2:(1+3+6+12+24)] |
48 | # Ax = dwt(x[,i], filter='haar')@V |
49 | # Ax = rev(unlist(Ax)) |
50 | # Ax = Ax[2:(1+3)] |
51 | # Dy = dwt(y[,i], filter='haar')@W |
52 | # Dy = rev(unlist(Dy)) |
53 | # Dy = Dy[2:(1+3+6+12+24)] |
54 | # Ay = dwt(y[,i], filter='haar')@V |
55 | # Ay = rev(unlist(Ay)) |
56 | # Ay = Ay[2:(1+3)] |
57 | # XYproj[ite,,i] = c(Ax,Dx,Ay,Dy) |
58 | } |
59 | print(ite) |
60 | # |
61 | # |
62 | } |
63 | xy[c(7,55),] = NA |
64 | # write.table(XY,'data.csv', row.names=FALSE, col.names=FALSE) |
65 | matplot(T2,xy[,affec[[ite]]==1],type='l', col='red', lty = 1) |
66 | matplot(T2,xy[,affec[[ite]]==2],type='l', col='black', add=TRUE, lty= 1) |
67 | abline(v = 1.5) |
68 | text(0.75,0,'X', cex = 2 ) |
69 | text(0.75+1.5,0,'Y', cex = 2 ) |
70 | #proj = read.table('dataProj.csv') |
71 | #} |
72 | |
73 | |
74 | #matplot(T,x,type='l', col='black', xlab = '', ylab='', lwd=1.5,lty=1) |
75 | #matplot(T,y[,affec[[ite]]==1],type='l', col='red', xlab = '', ylab='', lwd=1.5,lty=1) |
76 | #matplot(T,y[,affec[[ite]]==2],type='l', col='black', add=TRUE,lwd=2,lty=1) |
77 | # proj2 = array(0,dim=c(ITE,2*p,n)) |
78 | # for (ite in c(1:ITE)){ |
79 | # for (i in c(1:n)){ |
80 | # A = proj[ite,(1+(i-1)*96):(i*96)] |
81 | # for (j in 1:96){ |
82 | # proj2[ite,j,i] = A[1,j] |
83 | # } |
84 | # } |
85 | # print(ite) |
86 | # } |
87 | ########### |
88 | ## Iterations |
89 | ########### |
90 | Kmod2 = Kmod1 = rep(0,ITE) |
91 | Kmod3 = rep(0,ITE) |
92 | for (ite in c(1:ITE)){ |
93 | print(ite) |
94 | ########### |
95 | ## k-means 1 |
96 | ########### |
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97 | mod1 = Mclust(t(XY[ite,,]),G = 1:2, mode='VII') |
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98 | ARI1[ite] = adjustedRandIndex(mod1$classification, affec[[ite]]) |
99 | Kmod1[ite] = mod1$G |
100 | # ########### |
101 | # ## k-means 2 |
102 | # ########### |
103 | # #proj2 = |
104 | # mod2 = Mclust(t(XYproj[ite,,]),G = 1:8, mode='VII') |
105 | # ARI2[ite] = adjustedRandIndex(mod2$classification, affec[[ite]]) |
106 | # Kmod2[ite] = mod2$G |
107 | # ########### |
108 | # ## k-means 1 |
109 | # ########### |
110 | # #proj3 = |
111 | # mod3 = Mclust(t(XYproj[ite,c(4:12,52:60),]),G = 1:8, mode='VII') |
112 | # ARI3[ite] = adjustedRandIndex(mod3$classification, affec[[ite]]) |
113 | # Kmod3[ite] = mod3$G |
114 | } |
115 | ARI0 = rep(1,ITE) |
116 | par(cex.lab=1.5) |
117 | par(cex.axis=1.5) |
118 | boxplot(ARI0,ARI1, names = c('LassoMLE','K-means'), lwd=1.3) |
119 | table(Kmod1) |
120 | table(Kmod2) |