X-Git-Url: https://git.auder.net/images/pieces/%22%20%20%20VariantRules.getPpath%28board%5Bi%5D%5Bj%5D%29%20%20%20%22.svg?a=blobdiff_plain;f=pkg%2FR%2Fz_plotHelper.R;fp=pkg%2FR%2Fz_plotHelper.R;h=f522f0fdc0df4edef9b2cd7769b8ece45a63e0d9;hb=ae507b4e6ed3ae1f50a24a7c43d77be9501d791c;hp=0000000000000000000000000000000000000000;hpb=57dbbab63a48b42f85e0a711640e1dd10b58f18a;p=aggexp.git diff --git a/pkg/R/z_plotHelper.R b/pkg/R/z_plotHelper.R new file mode 100644 index 0000000..f522f0f --- /dev/null +++ b/pkg/R/z_plotHelper.R @@ -0,0 +1,100 @@ +#' @include z_runAlgorithm.R + +#' @title Get best expert index +#' +#' @description Return the weights corresponding to the best expert (...0,1,0...) +#' +#' @param r Output of \code{\link{runAlgorithm}} +#' +#' @export +getBestExpert = function(r) +{ + X = as.matrix(r$data[,names(r$data) %in% r$experts]) + Y = r$data[,"Measure"] + + bestIndex = which.min(colMeans(abs(X - Y)^2, na.rm=TRUE)) + res = rep(0.0, length(r$experts)) + res[bestIndex] = 1.0 + return (res) +} + +#' @title Get best convex combination +#' +#' @description Return the weights p minimizing the quadratic error ||X*p-Y||^2 under convexity contraint. +#' +#' @param r Output of \code{\link{runAlgorithm}} +#' +#' @export +getBestConvexCombination = function(r) +{ + X = r$data[,r$experts] + Y = as.double(r$data[,"Measure"]) + indices = getNoNAindices(X) & !is.na(Y) + X = as.matrix(X[indices,]) + Y = Y[indices] + + K = length(r$experts) + return (constrOptim(theta=rep(1.0/K,K), + method="Nelder-Mead", #TODO: others not better... why? + f=function(p){return(sum((X%*%p-Y)^2))}, + grad=NULL, #function(p){return(2.*t(X)%*%(X%*%p-Y))}, + ui=rbind(rep(1.,K),rep(-1.,K),diag(K)), ci=c(0.99999,-1.00001, rep(0.,K)), + control=list(ndeps=1e-3,maxit=10000))$par) +} + +#' @title Get best linear combination +#' +#' @description Return the weights u minimizing the quadratic error ||r$X*u-r$Y||^2 +#' +#' @param r Output of \code{\link{runAlgorithm}} +#' +#' @export +getBestLinearCombination = function(r) +{ + X = r$data[,r$experts] + Y = r$data[,"Measure"] + indices = getNoNAindices(X) & !is.na(Y) + X = as.matrix(X[indices,]) + Y = Y[indices] + + return (mpPsInv(X) %*% Y) +} + +#' @title Get statistical indicators +#' +#' @description Return respectively the TS, FA, MA, RMSE, EV indicators in a list. +#' +#' @param r Output of \code{\link{runAlgorithm}} +#' @param thresh Threshold to compute alerts indicators. +#' @param station Name or index of the station to consider. Default: the first one +#' @param noNA TRUE to show only errors associated with full lines (old behavior) +#' +#' @export +getIndicators = function(r, thresh, station=1, noNA=TRUE) +{ + if (is.character(station)) + station = match(station, r$stations) + + #TODO: duplicated block (same in plotCloud()) + XY = subset(r$data, subset = (Station == station), select = c(r$experts,"Measure","Prediction")) + Y = XY[,"Measure"] + hatY = XY[,"Prediction"] + indices = !is.na(Y) & !is.na(hatY) + if (noNA) + { + X = XY[,names(XY) %in% r$experts] + indices = indices & getNoNAindices(X) + } + Y = Y[indices] + hatY = hatY[indices] + + RMSE = round(sqrt(sum((Y - hatY)^2) / length(Y)),2) + EV = round(1 - var(Y-hatY) / var(Y), 2) + A = sum(hatY >= thresh & Y >= thresh, na.rm=TRUE) #right alarm + B = sum(hatY >= thresh & Y < thresh, na.rm=TRUE) #false alarm + C = sum(hatY < thresh & Y >= thresh, na.rm=TRUE) #missed alert + TS = round(A/(A+B+C),2) + FA = B/(A+B) + MA = C/(A+C) + return (list("TS"=TS, "FA"=FA, "MA"=MA, "RMSE"=RMSE, "EV"=EV)) +}