Nothing
## ----setup, include=FALSE-----------------------------------------------------
knitr::opts_chunk$set(
collapse = TRUE,
comment = "#>"
)
## ----results='hide', message = FALSE, warning=FALSE---------------------------
library(AIDA)
## -----------------------------------------------------------------------------
data(creditcard)
CreditCard_microdata <- creditcard$microdata
CreditCard_min_max <- creditcard$min_max
CreditCard_CR <- creditcard$centers_ranges
## -----------------------------------------------------------------------------
credit_card_int_unif <- intData(CreditCard_min_max, Seq = "LbUb_VarbyVar",
VarNames = colnames(CreditCard_microdata)[3:7])
# Check the parameters of the latent distribution
credit_card_int_unif@LatentParam
## ----fig.width=7, fig.height=2------------------------------------------------
credit_agrby <- factor(paste(CreditCard_microdata$Name,CreditCard_microdata$Month, sep = "_"))
credit_card_U <- get_latent_var(CreditCard_microdata[,3:7], CreditCard_min_max, credit_agrby,
rownames(CreditCard_min_max), Seq = "LbUb_VarbyVar")
oldpar <- par(no.readonly = TRUE)
par(mfrow=c(1,5), mar=c(2, 2, 2, 1))
for (i in 1:5){
hist(credit_card_U[,i], xlab = NULL, ylab = NULL,
main = colnames(credit_card_U)[i], probability = TRUE)
lines(density(credit_card_U[,i], na.rm = TRUE), col = '#009de0', lwd = 2)
}
par(oldpar)
## -----------------------------------------------------------------------------
credit_card_int_triang <- intData(CreditCard_min_max, Seq = "LbUb_VarbyVar", LatentDist = "Triang",
VarNames = colnames(CreditCard_microdata)[3:7])
# Check the parameters of the latent distribution
credit_card_int_triang@LatentParam
head(credit_card_int_triang)
## -----------------------------------------------------------------------------
credit_card_int_triang@Centers[1:5,]
credit_card_int_triang@Ranges[1:5,]
LowerBounds(credit_card_int_triang)[1:5,]
UpperBounds(credit_card_int_triang)[1:5,]
## -----------------------------------------------------------------------------
credit_card_int_KDE <- intData(CreditCard_CR, Seq = "AllCen_AllRng",
VarNames = colnames(CreditCard_microdata)[3:7],
LatentCase = "General", LatentDist = "KDE", Umicro = credit_card_U)
# Check the parameters of the latent distribution
credit_card_int_KDE@LatentParam
## -----------------------------------------------------------------------------
credit_card_int_agr <- micro2intData(CreditCard_microdata[,3:7], credit_agrby, LatentCase = "General")
# Check the parameters of the latent distribution
credit_card_int_agr@LatentParam
head(credit_card_int_agr)
## -----------------------------------------------------------------------------
credit_card_mean <- int_mean(credit_card_int_agr)
credit_card_cov <- int_cov(credit_card_int_agr)
credit_card_cor <- int_cor(credit_card_int_agr)
# Check the sample barycenter
credit_card_mean
# Check the covariance matrix
credit_card_cov
## ----fig.width=6, fig.height=6------------------------------------------------
plot_pairs_int(credit_card_int_agr, type = "rectangles",
corr = credit_card_cor, labels = colnames(credit_card_int_agr))
## -----------------------------------------------------------------------------
creditcard_Mallows <- Mallows_dist(credit_card_int_agr)
creditcard_Mallows2 <- IMah_dist(credit_card_int_agr,
cov = diag(credit_card_int_agr@NIVar),
mean = credit_card_mean)
# Check that the Mallows distance is equal to the Interval-Mahalanobis distance
# when the covariance matrix is the identity matrix
all.equal(creditcard_Mallows, creditcard_Mallows2)
creditcard_pairs <- IMah_dist_pairs(credit_card_int_agr, cov = diag(credit_card_int_agr@NIVar))
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