Nothing
#' Group knockoffs of discrete Markov chains
#'
#' This function constructs knockoffs of variables distributed as a discrete Markov chain.
#'
#' @param X an integer matrix of size n-by-p containing the original variables.
#' @param pInit an array of length K, containing the marginal distribution of the states for the first variable.
#' @param Q an array of size (p-1,K,K), containing a list of p-1 transition matrices between the K states of the Markov chain.
#' @param groups an array of length p, describing the group membership of each variable (default: NULL).
#' @param seed an integer random seed (default: 123).
#' @param cluster a computing cluster object created by \link[parallel]{makeCluster} (default: NULL).
#' @param display_progress whether to show progress bar (default: FALSE).
#' @return An integer matrix of size n-by-p containing the knockoff variables.
#'
#' @family knockoffs
#'
#' @details
#' Each element of the matrix X should be an integer value between 0 and K-1.
#' The transition matrices contained in Q are defined such that \eqn{P[X_{j+1}=k|X_{j}=l]=Q[j,l,k]}.
#'
#' @references
#' \insertRef{sesia2019}{SNPknock}
#' \insertRef{sesia2019multi}{SNPknock}
#'
#' @examples
#' # Generate data
#' p = 10; K = 5;
#' pInit = rep(1/K,K)
#' Q = array(stats::runif((p-1)*K*K),c(p-1,K,K))
#' for(j in 1:(p-1)) { Q[j,,] = Q[j,,] / rowSums(Q[j,,]) }
#' X = sampleDMC(pInit, Q, n=20)
#' # Generate knockoffs
#' Xk = knockoffDMC(X, pInit, Q)
#' # Generate group-knockoffs for groups of size 3
#' groups = rep(seq(p), each=3, length.out=p)
#' Xk = knockoffDMC(X, pInit, Q, groups=groups)
#'
#' @export
knockoffDMC <- function(X, pInit, Q, groups=NULL, seed=123, cluster=NULL, display_progress=FALSE) {
# If groups are not provided, define singleton groups
if(is.null(groups)) {
groups = seq(1, ncol(X))
}
# Verify dimensions are compatible
stopifnot(dim(X)[2]==dim(Q)[1]+1)
stopifnot(length(pInit)==dim(Q)[2])
stopifnot(dim(Q)[2]==dim(Q)[3])
# Verify contents are compatible
stopifnot(is.integer(X))
stopifnot(is.numeric(pInit))
stopifnot(is.numeric(Q))
stopifnot(is.numeric(seed))
stopifnot(seed==floor(seed))
stopifnot( min(X)>=0 )
stopifnot( max(X)<length(pInit) )
seed = as.integer(seed)
stopifnot(is.integer(seed))
stopifnot(is.logical(display_progress))
# Extract dimensions
n = dim(X)[1]
p = dim(X)[2]
K = length(pInit)
if( (!is.null(cluster)) & (length(cluster)>1) ) {
if(requireNamespace("doParallel", quietly = TRUE))
{
# Count number of workers in the cluster
ncores = length(cluster)
# Assign rows to workers
splits <- cut(1:nrow(X),breaks=ncores,labels=FALSE)
# Sample knockoffs in parallel
Xk = do.call(rbind, parallel::parLapply(cluster, 1:ncores, function(i) {
n.split = sum(splits==i)
display_progress = (i==1)
knockoffDMC_wrapper(X[splits==i,], pInit, Q, n.split, ncol(X), K, seed+(i-1), groups, display_progress)
}))
} else {
warning("To enable multithreading, please install the doParallel package ")
# Sample knockoffs sequentially
Xk = knockoffDMC_wrapper(X, pInit, Q, n, p, K, seed, groups, display_progress)
}
} else {
# Sample knockoffs sequentially
Xk = knockoffDMC_wrapper(X, pInit, Q, n, p, K, seed, groups, display_progress)
}
storage.mode(Xk) = "integer"
return(Xk)
}
#'Group knockoffs of hidden Markov models
#'
#' This function constructs knockoffs of variables distributed as a hidden Markov model.
#'
#' @param X an integer matrix of size n-by-p containing the original variables.
#' @param pInit an array of length K, containing the marginal distribution of the states for the first variable.
#' @param Q an array of size (p-1,K,K), containing a list of p-1 transition matrices between the K states of the Markov chain.
#' @param pEmit an array of size (p,M,K), containing the emission probabilities for each of the M possible emission states,
#' from each of the K hidden states and the p variables.
#' @param groups an array of length p, describing the group membership of each variable (default: NULL).
#' @param seed an integer random seed (default: 123).
#' @param cluster a computing cluster object created by \link[parallel]{makeCluster} (default: NULL).
#' @param display_progress whether to show progress bar (default: FALSE).
#' @return An integer matrix of size n-by-p containing the knockoff variables.
#'
#' @family knockoffs
#'
#' @details
#' Each element of the matrix X should be an integer value between 0 and M-1.
#' The transition matrices contained in Q are defined with the same convention as in \link{knockoffDMC}.
#' The emission propability matrices contained in pEmit are defined such that \eqn{P[X_{j}=k|H_{j}=l]=\mathrm{pEmit}[j,k,l]},
#' where \eqn{H_j} is the latent variable associated to \eqn{X_j}.
#'
#' @references
#' \insertRef{sesia2019}{SNPknock}
#' \insertRef{sesia2019multi}{SNPknock}
#'
#' @examples
#' # Generate data
#' p=10; K=5; M=3;
#' pInit = rep(1/K,K)
#' Q = array(stats::runif((p-1)*K*K),c(p-1,K,K))
#' for(j in 1:(p-1)) { Q[j,,] = Q[j,,] / rowSums(Q[j,,]) }
#' pEmit = array(stats::runif(p*M*K),c(p,M,K))
#' for(j in 1:p) { pEmit[j,,] = pEmit[j,,] / rowSums(pEmit[j,,]) }
#' X = sampleHMM(pInit, Q, pEmit, n=20)
#' # Generate knockoffs
#' Xk = knockoffHMM(X, pInit, Q, pEmit)
#' # Generate group-knockoffs for groups of size 3
#' groups = rep(seq(p), each=3, length.out=p)
#' Xk = knockoffHMM(X, pInit, Q, pEmit, groups=groups)
#'
#' @export
knockoffHMM <- function(X, pInit, Q, pEmit, groups=NULL, seed=123, cluster=NULL, display_progress=FALSE) {
# If groups are not provided, define singleton groups
if(is.null(groups)) {
groups = seq(1, ncol(X))
}
# Verify dimensions are compatible
stopifnot(dim(X)[2]==dim(Q)[1]+1)
stopifnot(length(pInit)==dim(Q)[2])
stopifnot(dim(pEmit)[3]==dim(Q)[2])
stopifnot(dim(pEmit)[1]==dim(Q)[1]+1)
stopifnot(dim(Q)[2]==dim(Q)[3])
# Verify contents are compatible
stopifnot(is.integer(X))
stopifnot(is.numeric(pInit))
stopifnot(is.numeric(Q))
stopifnot(is.numeric(pEmit))
stopifnot(is.numeric(seed))
stopifnot(seed==floor(seed))
stopifnot( min(X)>=0 )
stopifnot( max(X)<dim(pEmit)[2])
seed = as.integer(seed)
stopifnot(is.integer(seed))
stopifnot(is.logical(display_progress))
# Extract dimensions
n = dim(X)[1]
p = dim(X)[2]
K = length(pInit)
M = dim(pEmit)[2]
if( (!is.null(cluster)) & (length(cluster)>1) ) {
if(requireNamespace("doParallel", quietly = TRUE))
{
# Count number of workers in the cluster
ncores = length(cluster)
# Assign rows to workers
splits <- cut(1:nrow(X),breaks=ncores,labels=FALSE)
# Sample knockoffs in parallel
Xk = do.call(rbind, parallel::parLapply(cluster, 1:ncores, function(i) {
n.split = sum(splits==i)
display_progress = (i==1)
knockoffHMM_wrapper(X[splits==i,], pInit, Q, pEmit, n.split, ncol(X), K, M, seed+(i-1),
groups, display_progress)
}))
} else {
warning("To enable multithreading, please install the `doParallel` package ")
# Sample knockoffs sequentially
Xk = knockoffHMM_wrapper(X, pInit, Q, pEmit, n, p, K, seed, groups, display_progress)
}
} else {
# Sample knockoffs sequentially
Xk = knockoffHMM_wrapper(X, pInit, Q, pEmit, n, p, K, M, seed, groups, display_progress)
}
storage.mode(Xk) = "integer"
return(Xk)
}
Any scripts or data that you put into this service are public.
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.