- beta_ref = betas_ref[,,i]
- #all parameters are supposed to be of norm 1: thus, normalize beta_ref
- norm2 = sqrt(colSums(beta_ref^2))
- beta_ref = beta_ref / norm2[col(beta_ref)]
-
- io = generateSampleIO(n, d, K, Pr, beta_ref)
- beta = getParamsDirs(io$X, io$Y, K)
- betas = .labelSwitchingAlign(
- array( c(beta_ref,beta), dim=c(d,K,2) ), compare_to="first", ls_mode="exact")
-
- #Some traces: 0 is not well estimated, but others are OK
- cat("\n\nReference parameter matrix:\n")
- print(beta_ref)
- cat("Estimated parameter matrix:\n")
- print(betas[,,2])
- cat("Difference norm (Matrix norm ||.||_1, max. abs. sum on a column)\n")
- diff_norm = norm(beta_ref - betas[,,2])
- cat(diff_norm,"\n")
-
- #NOTE: 0.5 is loose threshold, but values around 0.3 are expected...
- expect_that( diff_norm, is_less_than(0.5) )
+ index = (i%%3) + 1
+ level = mean(s[[index]])
+ serie = s[[index]] - level + rnorm(L,sd=0.05)
+ # 10 series with NAs for index 2
+ if (index == 2 && i >= 60 && i<= 90)
+ serie[sample(seq_len(L),1)] = NA
+ series[[i]] = list("level"=level,"serie"=serie) #no need for more