gofar_sim: Simulate data for GOFAR

In gofar: Generalized Co-Sparse Factor Regression

Simulate data for GOFAR

Description

Genertate random samples from a generalize sparse factor regression model

Usage

gofar_sim(U, D, V, n, Xsigma, C0, familygroup, snr)

Arguments

U	specified value of U
D	specified value of D
V	specified value of V
n	sample size
Xsigma	covariance matrix for generating sample of X
C0	Specified coefficient matrix with first row being intercept
familygroup	index set of the type of multivariate outcomes: "1" for Gaussian, "2" for Bernoulli, "3" for Poisson outcomes
snr	signal to noise ratio specified for gaussian type outcomes

Value

Y	Generated response matrix
X	Generated predictor matrix
sigmaG	standard deviation for gaussian error

References

Mishra, Aditya, Dipak K. Dey, Yong Chen, and Kun Chen. Generalized co-sparse factor regression. Computational Statistics & Data Analysis 157 (2021): 107127

Examples

## Model specification:
SD <- 123
set.seed(SD)
n <- 200
p <- 100
pz <- 0
# Model I in the paper
# n <- 200; p <- 300; pz <- 0 ;           # Model II in the paper
# q1 <- 0; q2 <- 30; q3 <- 0               # Similar response cases
q1 <- 15
q2 <- 15
q3 <- 0 # mixed response cases
nrank <- 3 # true rank
rank.est <- 4 # estimated rank
nlam <- 40 # number of tuning parameter
s <- 1 # multiplying factor to singular value
snr <- 0.25 # SNR for variance Gaussian error
#
q <- q1 + q2 + q3
respFamily <- c("gaussian", "binomial", "poisson")
family <- list(gaussian(), binomial(), poisson())
familygroup <- c(rep(1, q1), rep(2, q2), rep(3, q3))
cfamily <- unique(familygroup)
nfamily <- length(cfamily)
#
control <- gofar_control()
#
#
## Generate data
D <- rep(0, nrank)
V <- matrix(0, ncol = nrank, nrow = q)
U <- matrix(0, ncol = nrank, nrow = p)
#
U[, 1] <- c(sample(c(1, -1), 8, replace = TRUE), rep(0, p - 8))
U[, 2] <- c(rep(0, 5), sample(c(1, -1), 9, replace = TRUE), rep(0, p - 14))
U[, 3] <- c(rep(0, 11), sample(c(1, -1), 9, replace = TRUE), rep(0, p - 20))
#
if (nfamily == 1) {
  # for similar type response type setting
  V[, 1] <- c(rep(0, 8), sample(c(1, -1), 8,
    replace =
      TRUE
  ) * runif(8, 0.3, 1), rep(0, q - 16))
  V[, 2] <- c(rep(0, 20), sample(c(1, -1), 8,
    replace =
      TRUE
  ) * runif(8, 0.3, 1), rep(0, q - 28))
  V[, 3] <- c(
    sample(c(1, -1), 5, replace = TRUE) * runif(5, 0.3, 1), rep(0, 23),
    sample(c(1, -1), 2, replace = TRUE) * runif(2, 0.3, 1), rep(0, q - 30)
  )
} else {
  # for mixed type response setting
  # V is generated such that joint learning can be emphasised
  V1 <- matrix(0, ncol = nrank, nrow = q / 2)
  V1[, 1] <- c(sample(c(1, -1), 5, replace = TRUE), rep(0, q / 2 - 5))
  V1[, 2] <- c(
    rep(0, 3), V1[4, 1], -1 * V1[5, 1],
    sample(c(1, -1), 3, replace = TRUE), rep(0, q / 2 - 8)
  )
  V1[, 3] <- c(
    V1[1, 1], -1 * V1[2, 1], rep(0, 4),
    V1[7, 2], -1 * V1[8, 2], sample(c(1, -1), 2, replace = TRUE),
    rep(0, q / 2 - 10)
  )
  #
  V2 <- matrix(0, ncol = nrank, nrow = q / 2)
  V2[, 1] <- c(sample(c(1, -1), 5, replace = TRUE), rep(0, q / 2 - 5))
  V2[, 2] <- c(
    rep(0, 3), V2[4, 1], -1 * V2[5, 1],
    sample(c(1, -1), 3, replace = TRUE), rep(0, q / 2 - 8)
  )
  V2[, 3] <- c(
    V2[1, 1], -1 * V2[2, 1], rep(0, 4),
    V2[7, 2], -1 * V2[8, 2],
    sample(c(1, -1), 2, replace = TRUE), rep(0, q / 2 - 10)
  )
  #
  V <- rbind(V1, V2)
}
U[, 1:3] <- apply(U[, 1:3], 2, function(x) x / sqrt(sum(x^2)))
V[, 1:3] <- apply(V[, 1:3], 2, function(x) x / sqrt(sum(x^2)))
#
D <- s * c(4, 6, 5) # signal strength varries as per the value of s
or <- order(D, decreasing = TRUE)
U <- U[, or]
V <- V[, or]
D <- D[or]
C <- U %*% (D * t(V)) # simulated coefficient matrix
intercept <- rep(0.5, q) # specifying intercept to the model:
C0 <- rbind(intercept, C)
#
Xsigma <- 0.5^abs(outer(1:p, 1:p, FUN = "-"))
# Simulated data
sim.sample <- gofar_sim(U, D, V, n, Xsigma, C0, familygroup, snr)
# Dispersion parameter
pHI <- c(rep(sim.sample$sigmaG, q1), rep(1, q2), rep(1, q3))
X <- sim.sample$X[1:n, ]
Y <- sim.sample$Y[1:n, ]
simulate_gofar <- list(Y = Y,X = X, U = U, D = D, V = V, n=n,
Xsigma = Xsigma, C0 = C0, familygroup = familygroup)

gofar documentation built on March 18, 2022, 7:30 p.m.