simulation/README.md

In afranks86/envelopeR: Large-scale Envelope Estimation in the Spiked Model

This folder includes scripts to generate all of the simulation plots included in Biometrics paper.

All figures can be generated using the plot_simulation_results.R script. All of the results are generated using the following scripts:

• Results for Figure 1a can be generated from subspace_misspecification_1a.R. The generated plot shows the percentage change in risk for envelopeR estimates using the wrong subspace dimension.
• Results for Figure 1b can be generated from covariates_1b.R. The generated plot illustrates the percent increase in risk of the naive estimator over the envelopeR estimator as a function of the number of predictors.
• Results for Figure 2 can be generated from goodness_of_fit_2.R. This shows the goodness of fit of the models with subspace dimension which is smaller than the true subspace dimension.
• Results for Online supplimentary Figure 1 can be generated from initialization_S1.R. Demonstrates the importance of carefully chosen initial subspaces (random initializations find suboptimal solutions).
• Results Online supplementary Figure 2 can be generated from scalability_S2.R . We recommend using the cloud, as the number of replicates, features and sample sizes fit in this simulation mean that the script takes several days to complete.

afranks86/envelopeR documentation built on June 30, 2021, 6:57 p.m.