simulations/OPvsPELT/chgtgauss.R

In Qrtsaad/CHANGEPOINT: Methods for changepoint detection

## Library
devtools::install_github("Qrtsaad/CHANGEPOINT", force = TRUE)
library(CHANGEPOINT)
library("parallel")
library(ggplot2)

##
cores <- detectCores()
cores


### FUNCTIONS TO CREATE VECTORS FOR DATA_GENERATOR PARAMS


make_chpts <- function(n)
{
  if (n<0){stop('n must be non-negative')}
  else if (n <= 100){res <- seq(from = 0, to = n-1, by = n/2)}
  else if (n <= 200){res <- seq(from = 0, to = n-1, by = n/4)}
  else if (n <= 500){res <- seq(from = 0, to = n-1, by = n/5)}
  else if (n <= 1000){res <- seq(from = 0, to = n-1, by = n/10)}
  else {res <- seq(from = 0, to = n-1, by = n/20)}
  return (res)
}

make_means <- function(n)
{
  res <- NULL
  tmp <- 0
  for (i in 1:(n+1)){
    rand <- sample(0:10, 1)
    while (rand == tmp){rand <- sample(1:10, 1)}
    tmp <- rand
    res <- c(res,rand)
  }
  return (res)
}



#### Initialisation de la séquence
seq <- seq(100,1000,100)


#### Calcul des coûts pour OP et PELT
reschgtOP1 <- NULL
reschgtPELT1 <- NULL

for(i in seq)
{
  print(i)
  chgt <- make_chpts(i)
  print(chgt)
  moys <- make_means(length(chgt))
  data <- data_generator(n = i, chpts = chgt, means = moys, type = "gauss")
  plot(data)
  tOP <- system.time(myOP(data, cost = "gauss"))[3]
  print(tOP)
  reschgtOP1 <- c(reschgtOP1, tOP)
  tPELT <- system.time(myPELT(data, cost = "gauss"))[3]
  print(tPELT)
  reschgtPELT1 <- c(reschgtPELT1, tPELT)
}



#### Affichage des vecteurs
seq
reschgtOP1
reschgtPELT1


#### Plot des graphes
n <- seq
OP <- reschgtOPg
PELT <- reschgtPELTg

## First plot
xyplot(OP + PELT ~ n, ylab = "Time", main = "OP vs PELT : Gaussian model with changepoints", type = "l", auto.key = list(points = F,lines = T), par.settings = list(superpose.line = list(col = c("red","blue"))))

## Second plot
xyplot(log(OP) + log(PELT) ~ log(n), ylab = "log(Time)", main = "OP vs PELT : Gaussian model with changepoints", type = "l", auto.key = list(points = F,lines = T), par.settings = list(superpose.line = list(col = c("red","blue"))))