library(ecomplex)
library(ggplot2)
library(dplyr)
library(ggthemes)
library(tssims)
library(tsfeats)
if(!exists("from_cache")){
from_cache = TRUE
}
set.seed(2017)
len = 500
reps = 30
prefix = "arma"
alpha <- seq(-0.5, 0.5, length.out = 10)
ab <- expand.grid(alpha,alpha)
ind <- sort(sample(1:100, 20))
if(!from_cache){
ws <- apply(ab[ind,], 1, function(x) tssims::arma(ar = x , ma = x ))
xs <- replicate(reps, sapply(ws, function(w) tssims::gen(w)(len)))
emc <- mc_features(xs, ecomp_cspline)
fdmc <- mc_features(xs, fd_variogram)
hmc <- mc_features(xs, tsfeats::hurst_pracma)
save_cache(emc, "ecoeff", prefix)
save_cache(fdmc, "fd", prefix)
save_cache(hmc, "hurst", prefix)
save_cache(xs, "xs", prefix)
} else{
xs <- readRDS(cache_file("xs", prefix))
emc<- readRDS(cache_file("ecoeff", prefix))
fdmc <- readRDS(cache_file("fd", prefix))
hmc <- readRDS(cache_file("hurst", prefix))
emean <- mc_stat(emc, mean)
varmean <- mc_stat(emc, var)
fdmean <- mc_stat(fdmc, mean)
hmean <- mc_stat(hmc, mean)
}
cols = c(22, 25, 29)
coeffA <- lapply(emc, function(x) x[,1]) %>%
do.call(cbind, .) %>%
data.frame
coeffB <- lapply(emc, function(x) x[,2]) %>%
do.call(cbind, .) %>%
data.frame
coeffFD <- lapply(fdmc, function(x) x[,1]) %>%
do.call(cbind, .) %>%
data.frame
# colnames(coeffA) <- paste0(rep(round(alpha, 2), a 20))
# boxplot(coeffA[, 1:10])
# coeffA <- lapply(emc, function(x) x[,1])
# vioplot(coeffA[,1], coeffA[,2], coeffA[,3], coeffA[,4], col = "gray70")
pdf(file.path(getwd(), paste0("figures/", prefix, "-boxplots.pdf")),
width = 9, height = 4)
par(mfrow = c(1, 3))
boxplot(coeffA, xlab = "Alpha", ylab = "A",
legend = c("alpha1", "alpha2"),
fill = c("yellow", "pink4"))
boxplot(coeffB, xlab = "Alpha", ylab = "B")
boxplot(coeffFD, xlab = "Alpha", ylab = "Fractal Dimension")
dev.off()
par(mfrow = c(2, 5))
cols <- list(1:10, 21:30, 41:50, 61:70, 81:90)
for(k in seq_along(cols)){
boxplot(coeffB[, cols[[k]]], xlab = "Alpha", ylab = "A",
legend = c("alpha1", "alpha2"),
fill = c("yellow", "pink4"))
}
par(mfrow = c(1,1))
ab_df <- cbind(emean, ab, fdmean, hmean, varmean)
names(ab_df) <- c("A", "B", "Alpha", "Beta", "fd", "hurst")
# with(ab_df, plot(B, A, col = "gray20") )
pdf(file.path(getwd(), paste0("figures/", prefix, "alpha-scatterplots.pdf")),
width = 9, height = 4)
par(mfrow = c(1, 3))
with(ab_df, plot(Alpha, A, col = "gray20" , cex = 1.2))
with(ab_df, plot(Alpha, B, col = "gray20" , cex = 1.2))
with(ab_df, plot(Alpha, fd, ylab = "Fractal Dimension", col = "gray20", cex = 1.2))
dev.off()
pdf(file.path(getwd(), paste0("figures/", prefix, "beta-scatterplots.pdf")),
width = 9, height = 4)
par(mfrow = c(1, 3))
with(ab_df, plot(Beta, A, col = "gray20") )
with(ab_df, plot(Beta, B, col = "gray20") )
with(ab_df, plot(Beta, fd, ylab = "Fractal Dimension", col = "gray20") )
dev.off()
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