Nothing
## ----include=FALSE------------------------------------------------------------
library(knitr)
opts_chunk$set(
concordance=TRUE
)
## ----load package, echo=FALSE, results='hide'---------------------------------
library("robCompositions")
constSum <- function(x, const=1){
x / rowSums(x) * const
}
## ----echo=FALSE, results='hide'-----------------------------------------------
##require(compositions)
genData <- function(n=1000, out=0.05,
Sigma=5*c(1,1)%*%t(c(1,1))+0.05*c(1,-1)%*%t(c(1,-1))){
## Gruppe ohne Ausreisser:
z <- mvrnorm(n, mu=c(0,2), Sigma=Sigma)
N <- dim(z)[1]
n1 <- N - floor(n*out)
n2 <- N - floor(2*n*out)
if(out > 0){
z[(n1+1):N, ] <- mvrnorm(floor(n*out), mu=c(0,6), Sigma=Sigma) ## erste Ausreissergruppe (Euclidean+Aitchison)
}
z <- isomLRinv(z) #ilr.inv(z)
sum=runif(n1,0,1) #rnorm(n1,10,1)
z[1:n1, ] <- z[1:n1,] * sum
if(out > 0){
sum1=runif(floor(2*n*out),13,17) #rnorm(n2-n1,15,1)
z[(n2+1):N, ] <- z[(n2+1):N, ] * sum1
z[(n1+1):n2, ] <- z[(n1+1):n2, ] * 10
}
## generate missings
zmiss <- z
s <- c(0.2, 0.1, 0.05, 0.05)
for(i in 1:ncol(z)){
zmiss[sample(1:n2, floor(s[i]*n2)), i] <- NA #1:index
}
list(zmiss=data.frame(zmiss), z2=data.frame(z), good=n2)
}
## ----echo=FALSE, results='hide'-----------------------------------------------
genData <- function(n=1000, out=0.05,
Sigma=1*c(1,1)%*%t(c(1,1))+0.05*c(1,-1)%*%t(c(1,-1))){
## Gruppe ohne Ausreisser:
z <- mvrnorm(n, mu=c(0,0), Sigma=Sigma)
N <- dim(z)[1]
n1 <- N - floor(n*out)
n2 <- N - floor(2*n*out)
if(out > 0){
z[(n1+1):N, ] <- mvrnorm(floor(n*out), mu=c(0,6), Sigma=Sigma) ## erste Ausreissergruppe (Euclidean+Aitchison)
}
z <- isomLRinv(z) #ilr.inv(z)
sum=runif(n1,0,1) #rnorm(n1,10,1)
z[1:n1, ] <- z[1:n1,] * sum
if(out > 0){
sum1=runif(floor(2*n*out),13,17) #rnorm(n2-n1,15,1)
z[(n2+1):N, ] <- z[(n2+1):N, ] * sum1
z[(n1+1):n2, ] <- z[(n1+1):n2, ] * 10
}
## generate missings
zmiss <- z
s <- c(0.2, 0.1, 0.05, 0.05)
for(i in 1:ncol(z)){
zmiss[sample(1:n2, floor(s[i]*n2)), i] <- NA #1:index
}
list(zmiss=data.frame(zmiss), z2=data.frame(z), good=n2)
}
## ----seed, echo=FALSE, message=FALSE, warning=FALSE---------------------------
set.seed(123)
library("MASS")
## ----new data, echo=FALSE-----------------------------------------------------
x <- genData(100)
## ----plot.acomp, echo=FALSE---------------------------------------------------
plot.acomp <-
function (x, ..., labels = colnames(X), cn = colnames(X), aspanel = FALSE,
id = FALSE, idlabs = NULL, idcol = 2, center = FALSE, scale = FALSE,
pca = FALSE, col.pca = par("col"), margin = "acomp", add = FALSE,
triangle = !add, col = par("col"),
cexT=1.5,
adj=-1
)
{
col <- unclass(col)
X <- oneOrDataset(x)
oX <- X
s60 <- sin(pi/3)
c60 <- cos(pi/3)
if (NCOL(X) > 3) {
if (margin == "rcomp")
infkt <- function(x, y, ...) {
plot.acomp(rcompmargin(X, d = c(gsi.mapfrom01(x),
gsi.mapfrom01(y)), pos = 1)[, c(3, 2, 1)],
..., aspanel = TRUE, center = center, scale = scale,
col = col)
}
else if (margin == "acomp") {
infkt <- function(x, y, ...) {
plot.acomp(acompmargin(X, d = c(gsi.mapfrom01(x),
gsi.mapfrom01(y)), pos = 1)[, c(3, 2, 1)],
..., aspanel = TRUE, center = center, scale = scale,
col = col)
}
}
else {
if (!is.numeric(margin))
margin <- match(margin, colnames(X))
fest <- X[, margin, drop = FALSE]
X <- X[, -margin]
infkt <- function(x, y, ...) {
plot.acomp(acomp(cbind(X[, c(gsi.mapfrom01(y),
gsi.mapfrom01(x))], fest)), ..., aspanel = TRUE,
center = center, scale = scale, col = col)
}
}
nn <- NCOL(X)
if (add)
gsi.add2pairs(sapply(1:NCOL(X), gsi.mapin01), infkt,
...)
else gsi.pairs(sapply(1:NCOL(X), gsi.mapin01), labels = labels,
panel = infkt, ...)
}
else {
if (is.null(cn)) {
cn <- c(expression(x[1]), expression(x[2]), expression(x[3]))
}
if (aspanel) {
usr <- par("usr")
on.exit(par(usr))
par(usr = c(0, 1, 0, 1), pty = "s")
lines(x = c(0, c60, 1, 0), y = c(0, s60, 0, 0))
text(0, 0.2, cn[1], pos = 4, offset = 0.01, xpd = TRUE, cex=2)
text(1, 0.2, cn[2], pos = 2, offset = 0.01, xpd = TRUE, cex=2)
text(0.5, s60, cn[3], pos = 3, offset = 0.01, xpd = TRUE, cex=2)
}
else {
if (!add) {
usr <- par("pty")
on.exit(par(usr))
par(pty = "s")
plot(x = c(0, c60, 1, 0), y = c(0, s60, 0, 0),
xlim = c(0, 1), ylim = c(0, 1), type = "n",
xlab = "", ylab = "", axes = FALSE)
gsi.plots[[dev.cur()]] <<- NULL
}
if (triangle) {
segments(x0 = c(0, 1, c60), y0 = c(0, 0, s60),
x1 = c(1, c60, 0), y1 = c(0, s60, 0))
mtext(cn[1], side = 1, adj = 0, padj=adj, line = 1.5, cex=cexT)
mtext(cn[2], side = 1, adj = 1, padj=adj , line = 1.5, cex=cexT)
text(0.5, s60 * 1.03, cn[3], pos = 3, offset = 0.01,
xpd = TRUE, cex=cexT)
}
}
X <- acomp(X, c(1, 2, 3))
Y <- scale.acomp(X, center = center, scale = scale)
gsi.setCoorInfo(mean = if (center)
-mean(acomp(X))
else acomp(c(1, 1, 1)), scale = if (scale)
1/msd(X)
else 1)
x <- Y[, 2] + Y[, 3] * c60
y <- Y[, 3] * s60
points(x, y, ..., col = col)
}
return(invisible(NULL))
}
## ----knn, message=FALSE, warning=FALSE----------------------------------------
library("robCompositions")
packageDescription("robCompositions")$Version
xImp <- impKNNa(x$zmiss, k=6)
## ----class--------------------------------------------------------------------
class(xImp)
## ----printSummary-------------------------------------------------------------
methods(class = "imp")
xImp
## ----imp----------------------------------------------------------------------
xImp1 <- impCoda(x$zmiss, method='lm')
xImp2 <- impCoda(x$zmiss, method='ltsReg')
## ----da, echo=FALSE-----------------------------------------------------------
cda <- function(xOrig, xImp, w){
da <- function(x,y){
d <- 0
p <- length(x)
for(i in 1:(p-1)){
for(j in (i+1):p){
d <- d + (log(x[i]/x[j]) - log(y[i]/y[j]))^2
}
}
d=d/p
sqrt(d)
}
das <- 0
for(i in 1:nrow(xOrig)){
das <- das + da(x=xOrig[i,], y=xImp[i,])
}
das/w
}
## ----variations, echo=FALSE---------------------------------------------------
v1 <- variation(constSum(x$z2[1:95,]), method="Pairwise")
v2 <- variation(constSum(xImp1$xImp[1:95,]), method="Pairwise")
v22 <- variation(constSum(xImp2$xImp[1:95,]), method="Pairwise")
variations1 <- sum(abs(v1[upper.tri(v1, diag=FALSE)] - v2[upper.tri(v2, diag=FALSE)]), na.rm=TRUE)/length(c(upper.tri(v2, diag=FALSE)))
variations2 <- sum(abs(v1[upper.tri(v1, diag=FALSE)] - v22[upper.tri(v22, diag=FALSE)]), na.rm=TRUE)/length(c(upper.tri(v22, diag=FALSE)))
## ----erg-variations, echo=FALSE-----------------------------------------------
paste("RDA: iterative lm approach:", round(cda(x$z2, xImp1$xImp, xImp1$w),3))
paste("RDA: iterative ltsReg approach:", round(cda(x$z2, xImp2$xImp, xImp2$w), 3))
paste("DV: iterative lm approach:", round(variations1, 3))
paste("DV: iterative ltsReg approach:", round(variations2, 3))
## ----bootstrap-old, echo=FALSE------------------------------------------------
bootimp <- function(x, R = 100, method = "lm") {
d <- dim(x)[2]
n <- dim(x)[1]
thetaM <- matrix(NA, ncol = 2, nrow = d)
xs <- theta_hat1 <- matrix(0, nrow = n, ncol = d)
med <- matrix(NA, ncol = d, nrow = R)
for (i in 1:R) {
ind <- sample(1:n, replace = TRUE)
forbid <- c(91:100)
induse <- ind[apply(outer(ind,forbid,"!=")==FALSE,1,sum)==0]
s1 <- x[ind, ]
simp <- impCoda(s1, method=method)$xImp
med[i, ] <- apply(simp[induse,], 2, geometricmean)
}
thetaHat <- apply(med, 2, mean)
for (i in 1:d) {
thetaM[i, 1] <- quantile(med[, i], 0.025)
thetaM[i, 2] <- quantile(med[, i], 0.975)
}
res <- list(geometricmean = thetaHat, ci = thetaM)
res
}
## ----bootstrap-new, echo=FALSE------------------------------------------------
bootimp <- function(x, R = 100, method = "lm") {
d <- dim(x)[2]
n <- dim(x)[1]
thetaM <- matrix(NA, ncol = 2, nrow = d)
xs <- theta_hat1 <- matrix(0, nrow = n, ncol = d)
med <- matrix(NA, ncol = d, nrow = R)
for (i in 1:R) {
ind <- sample(1:n, replace = TRUE)
forbid <- c(91:100)
induse <- ind[apply(outer(ind,forbid,"!=")==FALSE,1,sum)==0]
s1 <- x[ind, ]
simp <- impCoda(s1, method=method)$xImp
med[i, ] <- apply(simp[induse,], 2, geometricmean)
}
invisible(as.data.frame(constSum(med)))
##thetaHatMed <- apply(med, 2, mean)
##for (i in 1:d) {
## thetaM[i, 1] <- quantile(med[, i], 0.025)
## thetaM[i, 2] <- quantile(med[, i], 0.975)
##}
##res <- list(geometricmean = thetaHat, ci = thetaM)
##res
}
bootimpEM <- function(x, R = 100) {
d <- dim(x)[2]
n <- dim(x)[1]
thetaM <- matrix(NA, ncol = 2, nrow = d)
xs <- theta_hat1 <- matrix(0, nrow = n, ncol = d)
med <- matrix(NA, ncol = d, nrow = R)
for (i in 1:R) {
ind <- sample(1:n, replace = TRUE)
forbid <- c(91:100)
induse <- ind[apply(outer(ind,forbid,"!=")==FALSE,1,sum)==0]
s1 <- x[ind, ]
## und das hier produziert Unsinn:
s <- prelim.norm(s1)
thetahat <- em.norm(s, showits=FALSE)
simp <- imp.norm(s, thetahat, s)[[1]]
print(simp)
med[i, ] <- apply(simp[induse,], 2, geometricmean)
}
invisible(as.data.frame(constSum(med)))
}
geometricmean <- function (x) {
if (any(na.omit(x == 0)))
0
else exp(mean(log(unclass(x)[is.finite(x) & x > 0])))
}
bootimpGM <- function(x, R = 100) {
d <- dim(x)[2]
n <- dim(x)[1]
thetaM <- matrix(NA, ncol = 2, nrow = d)
xs <- theta_hat1 <- matrix(0, nrow = n, ncol = d)
med <- matrix(NA, ncol = d, nrow = R)
for (i in 1:R) {
ind <- sample(1:n, replace = TRUE)
forbid <- c(91:100)
induse <- ind[apply(outer(ind,forbid,"!=")==FALSE,1,sum)==0]
s1 <- x[ind, ]
w <- is.na(s1)
gm <- apply(s1, 2, function(x) {
geometricmean(x[complete.cases(x)])
})
xmean <- x
for(j in 1:ncol(x)){
xmean[w[,j], j] <- gm[j]
}
med[i, ] <- apply(xmean[induse,], 2, geometricmean)
}
invisible(as.data.frame(constSum(med)))
}
bootimpM <- function(x, R = 100) {
d <- dim(x)[2]
n <- dim(x)[1]
thetaM <- matrix(NA, ncol = 2, nrow = d)
xs <- theta_hat1 <- matrix(0, nrow = n, ncol = d)
med <- matrix(NA, ncol = d, nrow = R)
for (i in 1:R) {
ind <- sample(1:n, replace = TRUE)
forbid <- c(91:100)
induse <- ind[apply(outer(ind,forbid,"!=")==FALSE,1,sum)==0]
s1 <- x[ind, ]
simp <- impute(s1, what="mean")
med[i, ] <- apply(simp[induse,], 2, geometricmean)
}
invisible(as.data.frame(constSum(med)))
}
## ----bootstat-erg-------------------------------------------------------------
R <- 5
bootimp(x$z2, R=R)
## ----message=FALSE, warning=FALSE---------------------------------------------
plot(xImp1, which=2)
## ----message=FALSE, warning=FALSE---------------------------------------------
plot(xImp1, which=3, seg1=FALSE)
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