##@knitr lift-fit
library(ecomplex)
library(dplyr)
library(ggplot2)
library(ggthemes)
library(tssims)
library(fArma)
if(!exists("from_cache")){
from_cache = TRUE
}
len = 500
prefix = "ecomplex_mae"
fnames <- c("ARMA", "Logistic", "Weierstrass", "Cauchy", "FARIMA", "fBm")
plot_fit <- function(res, title){
# cat(names(res), "\n")
ylab = "log( S )"; xlab = "log( epsilons )"
plot(res$x, res$y, pch = 2, ylab = ylab, xlab = xlab, main = title)
fit = lm(y ~ x, data = res)
abline(fit, col = eegpalette(1)[3])
}
gs <- tssims::sim_suite()
fits1 <- lapply(gs$group1, function(g) gen(g)(len)) %>%
lapply(., function(x) ecomplex::ecomplex(x, method = "lift"))
eps <- lapply(fits1, function(x) data.frame(x = x$S, y = x$epsilons))
# pdf(file.path(getwd(), paste0("figures/", prefix, "lift-lm.pdf")),
# width = 8, height = 6)
par(mfrow = c(2,3))
for(x in 1:6) plot_fit(eps[[x]], title = fnames[[x]])
# dev.off()
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