third: The 'third' function

Description Usage Arguments Details Value Author(s) Examples

View source: R/third.r

Description

This function is used to create 'rk3g' class objects and estimate ode parameters using ode regularised gradient matching.

Usage

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third(lam, kkk, bbb, crtype, woption, dtilda)

Arguments

lam

scalar containing the weighting parameter of ode regularisation.

kkk

'ode' class object containing all information about the odes.

bbb

list of 'rkhs' class object containing the interpolation for all ode states.

crtype

character containing the optimisation scheme type. User can choose 'i' or '3'. 'i' is for fast iterative scheme and '3' for optimising the ode parameters and interpolation coefficients simultaneously.

woption

character containing the indication of using warping. If the warping scheme is done before using the ode regularisation, user can choose 'w' otherwise just leave this option empty.

dtilda

vector(of length n_o) containing the gradient of warping function. This variable is only used if user want to combine warping and the ode regularisation.

Details

Arguments of the 'third' function are ode regularisation weighting parameter, 'ode' class objects, 'rkhs' class objects, noisy observation, type of regularisation scheme, option of warping and the gradient of warping function. It return the interpolation for each of the ode states. The ode parameters are estimated using gradient matching, and the results are stored in the ode_par attribute of 'ode' class.

Value

return list containing :

Author(s)

Mu Niu [email protected]

Examples

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## Not run: 
require(mvtnorm)
noise = 0.1  
SEED = 19537
set.seed(SEED)
## Define ode function, we use lotka-volterra model in this example. 
## we have two ode states x[1], x[2] and four ode parameters alpha, beta, gamma and delta.
LV_fun = function(t,x,par_ode){
  alpha=par_ode[1]
  beta=par_ode[2]
  gamma=par_ode[3]
  delta=par_ode[4]
  as.matrix( c( alpha*x[1]-beta*x[2]*x[1] , -gamma*x[2]+delta*x[1]*x[2] ) )
}
## Define the gradient of ode function against ode parameters 
## df/dalpha,  df/dbeta, df/dgamma, df/ddelta where f is the differential equation.
LV_grlNODE= function(par,grad_ode,y_p,z_p) { 
alpha = par[1]; beta= par[2]; gamma = par[3]; delta = par[4]
dres= c(0)
dres[1] = sum( -2*( z_p[1,]-grad_ode[1,])*y_p[1,]*alpha ) 
dres[2] = sum( 2*( z_p[1,]-grad_ode[1,])*y_p[2,]*y_p[1,]*beta)
dres[3] = sum( 2*( z_p[2,]-grad_ode[2,])*gamma*y_p[2,] )
dres[4] = sum( -2*( z_p[2,]-grad_ode[2,])*y_p[2,]*y_p[1,]*delta)
dres
}

## create a ode class object
kkk0 = ode$new(2,fun=LV_fun,grfun=LV_grlNODE)
## set the initial values for each state at time zero.
xinit = as.matrix(c(0.5,1))
## set the time interval for the ode numerical solver.
tinterv = c(0,6)
## solve the ode numerically using predefined ode parameters. alpha=1, beta=1, gamma=4, delta=1.
kkk0$solve_ode(c(1,1,4,1),xinit,tinterv) 

## Add noise to the numerical solution of the ode model and use it as the noisy observation.
n_o = max( dim( kkk0$y_ode) )
t_no = kkk0$t
y_no =  t(kkk0$y_ode) + rmvnorm(n_o,c(0,0),noise*diag(2))

## create a ode class object by using the simulation data we created from the ode numerical solver.
## If users have experiment data, they can replace the simulation data with the experiment data.
## set initial value of Ode parameters.
init_par = rep(c(0.1),4)
init_yode = t(y_no)
init_t = t_no
kkk = ode$new(1,fun=LV_fun,grfun=LV_grlNODE,t=init_t,ode_par= init_par, y_ode=init_yode )

## The following examples with CPU or elapsed time > 10s

## Use function 'rkg' to estimate the ode parameters.
ktype ='rbf'
rkgres = rkg(kkk,y_no,ktype)
bbb = rkgres$bbb

############# gradient matching + ode regularisation
crtype='i'
## using cross validation to estimate the weighting parameters of the ode regularisation 
lam=c(1e-4,1e-5)
lamil1 = crossv(lam,kkk,bbb,crtype,y_no)
lambdai1=lamil1[[1]]

## estimate ode parameters using gradient matching and ode regularisation
res = third(lambdai1,kkk,bbb,crtype)
## display the ode parameter estimation.
res$oppar

## End(Not run)

KGode documentation built on Nov. 17, 2017, 4:25 a.m.