library(parallel)
library(ggplot2)
setwd("C:/Users/navee/OneDrive/Documents/NonparamCVKernelBasedBF/NonparamCVKernelBasedBF/StandaloneSimulationfolder")
source("MarginalLikIntfunctions.R")
source("Laplacefunction.R")
set.seed(1000)
dlength = c(200,500,1000)
dlength = rep(dlength, each = 500)
i = 0
NormalLapRes = data.frame(LaplaceApprox = rep(0, times = length(dlength)),
QuadApprox = rep(0, times = length(dlength))
)
CauchyLapRes = data.frame(LaplaceApprox = rep(0, times = length(dlength)),
QuadApprox = rep(0, times = length(dlength))
)
while(i < length(dlength))
{
dataset1 <- rnorm(dlength[i])
XT1 <- dataset1[1:(length(dataset1)*.25)]
XV1 <- dataset1[-(1:(length(dataset1)*.25))]
likvec = function(h) {sum(log(HallKernel(h,datagen2 = XT1, x = XV1)))}
bwlik = optimize(f = function(h){ likvec(h)}, lower = 0, upper = 10, maximum = TRUE)
ExpectedKernML1 = laplace.kernH2(y = XT1, x = XV1, hhat = bwlik$maximum)
QuadResult = logmarg.kernH(y = XT1, x = XV1)
NormalLapRes$LaplaceApprox[i] = ExpectedKernML1[1]
NormalLapRes$QuadApprox[i] = QuadResult[[2]][1]
dataset1 <- rcauchy(dlength[i])
XT1 <- dataset1[1:(length(dataset1)*.25)]
XV1 <- dataset1[-(1:(length(dataset1)*.25))]
likvec = function(h) {sum(log(HallKernel(h,datagen2 = XT1, x = XV1)))}
bwlik = optimize(f = function(h){ likvec(h)}, lower = 0, upper = 10, maximum = TRUE)
ExpectedKernML1 = laplace.kernH2(y = XT1, x = XV1, hhat = bwlik$maximum)
QuadResult = logmarg.kernH(y = XT1, x = XV1)
CauchyLapRes$LaplaceApprox[i] = ExpectedKernML1[1]
CauchyLapRes$QuadApprox[i] = QuadResult[[2]][1]
print(i)
i = i + 1
}
CauchyLapRes$n = dlength
NormalLapRes$n = dlength
save.image("C:/Users/navee/OneDrive/Documents/NonparamCVKernelBasedBF/NonparamCVKernelBasedBF/StandaloneSimulationfolder/QuadratureVLapRes.RData")
load.image("C:/Users/navee/OneDrive/Documents/NonparamCVKernelBasedBF/NonparamCVKernelBasedBF/StandaloneSimulationfolder/QuadratureVLapRes.RData")
plot(x = CauchyLapRes$LaplaceApprox[CauchyLapRes$n == 500], y = CauchyLapRes$QuadApprox[CauchyLapRes$n == 500],
xlab = "Quadrature", ylab = "Laplace Approximation", main = "Cauchy Data")
plot(x = NormalLapRes$LaplaceApprox[NormalLapRes$n == 500], y = NormalLapRes$QuadApprox[NormalLapRes$n == 500],
xlab = "Quadrature", ylab = "Laplace Approximation", main = "Normal Data")
CauchyLapRes$QuadLapDiff = (CauchyLapRes$LaplaceApprox - CauchyLapRes$QuadApprox) / CauchyLapRes$QuadApprox
NormalLapRes$QuadLapDiff = (NormalLapRes$LaplaceApprox - NormalLapRes$QuadApprox) / NormalLapRes$QuadApprox
aggregate(QuadLapDiff ~ n, data = NormalLapRes, summary)
aggregate(QuadLapDiff ~ n, data = CauchyLapRes, summary)
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