ERROR_fun <- function(beta_fit, beta_true,
basis_fit, basis_true, sseq,
m, p, Nzero_group, tol = 0) {
error.list <- list()
pos_group <- 1:Nzero_group
neg_group <- (1:p)[-pos_group]
df_fit <- (length(beta_fit) - 1 - m) / p
df_true <- (length(beta_true) -1 -m) / p
Non.zero_select <- Nzero(X = beta_fit, p = p, k = df_fit)
error.list$class_error <- Class_error(pos_select = Non.zero_select,
pos_group = pos_group, neg_group = neg_group)
error.list$coef_error <- Coef_error(coef_true = beta_true, coef_esti = beta_fit,
p = p, k_fit = df_fit, k_true = df_true)
error.list$curve_error <- Curve_error(coef_true = beta_true, coef_esti = beta_fit, p = p,
k_fit = df_fit, k_true = df_true,
basis_true = basis_true, basis_fit = basis_fit, sseq = sseq)
error.list$Non.zero <- Non.zero_select
return(error.list)
}
##classification error
Class_error <- function(pos_select, pos_group, neg_group) {
pos <- length(pos_group)
neg <- length(neg_group)
p <- pos + neg
FP_select <- pos_select[which( pos_select %in% neg_group )]
FN_select <- pos_group[which( !(pos_group %in% pos_select) )]
TP_select <- pos_select[which( pos_select %in% pos_group )]
TN_select <- neg_group[which( !(neg_group %in% pos_select) )]
FP <- length(FP_select)
FN <- length(FN_select)
TP <- length(TP_select)
TN <- length(TN_select)
FPR <- FP / neg # false positive rate
FNR <- FN / pos # false negative rate
Sensitivity <- TP / pos # true positive rate
Specificity <- TN / neg # true negative rate
PPV <- TP / (TP + FP) # precision/positive predictive value
NPV <- TN/ (TN + FN) # negative predictive value
FDR <- 1 - PPV # false discovery rate
ACC <- (TP + TN) / p
F1_score <- (2 * TP) / (2 * TP + FP + FN)
MCC <- (TP * TN - FP * FN) / sqrt((TP + FP) * (TP + FN) * (TN + FP) * (TN + FN)) # Matthews correlation coefficient
Informedness <- Sensitivity + Specificity - 1 # Youden's J statistic
Markedness <- PPV + NPV - 1
error <- c(FP = FP, FN = FN, TP = TP, TN = TN,
FPR = FPR, FNR = FNR, Sensi = Sensitivity, Speci = Specificity,
PPV = PPV, NPV = NPV, FDR = FDR, ACC = ACC, F1_score = F1_score,
MCC = MCC, Informedness = Informedness, Markedness = Markedness)
return(error)
}
##Coefficients estimation Norm error
Coef_error <- function(coef_true, coef_esti, p, k_fit, k_true) {
coef_esti.comp <- vet(X = coef_esti, p = p, k = k_fit)$C
coef_esti.cont <- vet(X = coef_esti, p = p, k = k_fit)$b
coef_true.comp <- vet(X = coef_true, p = p, k = k_true)$C
coef_true.cont <- vet(X = coef_true, p = p, k = k_true)$b
#cat("1")
error <- vector()
error <- c(L2.cont = sqrt(sum( (coef_esti.cont - coef_true.cont)^2 )) )
if(k_fit == k_true) {
L2_diff.beta <- sqrt(sum( (coef_true - coef_esti)^2 ))
L2_diff.comp <- apply(coef_esti.comp - coef_true.comp, 1,
function(x) sqrt(sum(x^2)) )
L2_diff_inf.comp <- max(L2_diff.comp)
L2_diff_L1.comp <- sum(L2_diff.comp)
L2_diff.comp <- sqrt(sum( (as.vector(coef_esti.comp - coef_true.comp))^2 ))
error <- c(error, L2.beta = L2_diff.beta, L2.comp = L2_diff.comp,
L2_inf.comp = L2_diff_inf.comp, L2_L1.comp = L2_diff_L1.comp)
}
#cat('2')
return(error)
}
Curve_error <- function(coef_true, coef_esti, p,
k_fit, k_true, basis_true, basis_fit, sseq) {
coef_esti.comp <- vet(X = coef_esti, p = p, k = k_fit)$C
coef_true.comp <- vet(X = coef_true, p = p, k = k_true)$C
curve_true <- coef_true.comp %*% t(basis_true)
curve_esti <- coef_esti.comp %*% t(basis_fit)
curve_diff <- abs(curve_esti - curve_true) ## p by length(sseq)
ns <- length(sseq)
time_diff <- sseq[2] - sseq[1]
extra_sum <- rowSums(curve_diff[, c(1, ns)]^2) * time_diff / 2## crossprod(curve_diff[, c(1, ns)]) * time_diff/2
add_sum <- apply(curve_diff, 1, function(x) sum(x^2)) * time_diff
ITG <- add_sum - extra_sum
L2 <- sqrt(ITG)
L2_L1 <- sum(L2)
L2_inf <- max(L2)
extra_sum <- rowSums(curve_diff[, c(1, ns)]) * time_diff / 2## crossprod(curve_diff[, c(1, ns)]) * time_diff/2
add_sum <- rowSums(curve_diff) * time_diff
ITG <- add_sum - extra_sum
L1 <- ITG
L1_L1 <- sum(L1)
L1_inf <- max(L1)
L1_each.max <- max(curve_diff)
error <- c(L1_each.max = L1_each.max,
L1_inf = L1_inf, L1_L1 = L1_L1,
L2_inf = L2_inf, L2_L1 = L2_L1 )
return(error)
}
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