tests/regtest-stabsel.R

In hofnerb/gamboostLSS: Boosting Methods for 'GAMLSS'

require("gamboostLSS")
### Data generating process:
set.seed(1907)
x1 <- rnorm(500)
x2 <- rnorm(500)
x3 <- rnorm(500)
x4 <- rnorm(500)
x5 <- rnorm(500)
x6 <- rnorm(500)
mu    <- exp(1.5 +1 * x1 +0.5 * x2 -0.5 * x3 -1 * x4)
sigma <- exp(-0.4 * x3 -0.2 * x4 +0.2 * x5 +0.4 * x6)
y <- numeric(500)
for( i in 1:500)
    y[i] <- rnbinom(1, size = sigma[i], mu = mu[i])
dat <- data.frame(x1, x2, x3, x4, x5, x6, y)

model <- glmboostLSS(y ~ ., families = NBinomialLSS(), data = dat,
                     control = boost_control(mstop = 10),
                     center = TRUE, method = "cyclic")
s1 <- stabsel(model, q = 5, PFER = 1, B = 10) ## warning is expected
plot(s1)
plot(s1, type = "paths")

model <- glmboostLSS(y ~ ., families = NBinomialLSS(), data = dat,
                     control = boost_control(mstop = 10),
                     center = TRUE, method = "noncyclic")
s2 <- stabsel(model, q = 5, PFER = 1, B = 10) ## warning is expected
plot(s2)
plot(s2, type = "paths")

## with informative sigma:
sigma <- exp(-0.4 * x3 -0.2 * x4 +0.2 * x5 + 1 * x6)
y <- numeric(500)
for( i in 1:500)
    y[i] <- rnbinom(1, size = sigma[i], mu = mu[i])
dat <- data.frame(x1, x2, x3, x4, x5, x6, y)

model <- glmboostLSS(y ~ ., families = NBinomialLSS(), data = dat,
                     control = boost_control(mstop = 10),
                     center = TRUE, method = "cyclic")
s3 <- stabsel(model, q = 5, PFER = 1, B = 10) ## warning is expected
plot(s3)
plot(s3, type = "paths")

model <- glmboostLSS(y ~ ., families = NBinomialLSS(), data = dat,
                     control = boost_control(mstop = 10),
                     center = TRUE, method = "noncyclic")
s4 <- stabsel(model, q = 5, PFER = 1, B = 10) ## warning is expected
plot(s4)
plot(s4, type = "paths")