GloptiPolyRegion: Confidence region for optima of higher order polynomial...

In pfc5098/OptimaRegion: Confidence Regions for Optima

Confidence region for optima of higher order polynomial models in multiple factors

Description

Computes and displays an approximated (1 - alpha)*100% confidence region (CR) for the bound-constrained optimum of a fitted polynomial regression model of up to cubic order with up to 5 controllable factors \insertCiteDelCastilloCROptimaRegion.

Usage

GloptiPolyRegion(
  X,
  y,
  degree,
  lb,
  ub,
  B = 200,
  alpha = 0.05,
  maximization = TRUE,
  axes_labels = NULL,
  outputPDFFile = "CRplot.pdf",
  verbose = TRUE,
  local_plot = FALSE
)

Arguments

X	numeric matrix of dimension (N, k); N is the sample size; k is the number of variables, which can be 2, 3, 4 and 5; X specifies the design matrix
y	numeric vector of dimension (N, 1); y specifies the responses
degree	integer scalar; degree specifies the order of the polynomial model, which can be 2 or 3
lb	numeric vector of dimension (1, k); lb specifies the lower bounds for the k variables
ub	numeric vector of dimension (1, k); ub specifies the upper bounds for the k variables
B	integer scalar; B specifies the number of bootstrap operations
alpha	numeric scalar between 0 and 1; alpha specifies the nominal confidence level, 1 - alpha, of the confidence region
maximization	boolean scalar; if specifies whether the algorithm computes the confidence region for maxima or for minima
axes_labels	vector of strings; it specifies the name of each experimental factor to be displayed on the CR plot; the default value is NULL, when the labels will be set to x1, x2, ...
outputPDFFile	name of the PDF file where the CR plot is saved (default: "CR_plot.pdf")
verbose	boolean scalar; it specifies whether to display running status
local_plot	boolean scalar; it specifies whether to display the confidence region on the screen

Value

Upon completion, a pdf file with the plot displaying the confidence region of the global optimum projected onto each pairwise-variable planes. If local_plot = TRUE, the plot will also be created on the screen. The function also returns a list consisting of 2 components:

boot_optima

numeric matrix of dimension ((1 - alpha)*B, k); it contains the (1 - alpha)*B bootstrap optima

bagged_optimum

numeric vector of dimension (1, k) containing the bagged optimum, computed by taking the column average of boot_optima

Author(s)

Enrique del Castillo [e-mail], Peng Chen [e-mail], Adam Meyers [e-mail], John Hunt [e-mail] and James Rapkin [e-mail].

References

\insertAllCited

Examples

## Not run: 
# Example 1: run GloptiPolyRegion on a quadratic, 3 vars example
out <- GloptiPolyRegion(
  X = quad_3D[, 1:3], y = quad_3D[, 4], degree = 2,
  lb = c(-2, -2, -2), ub = c(2, 2, 2), B = 500, alpha = 0.1,
  maximization = TRUE,
  outputPDFFile = "CR_quad_3D.pdf", verbose = TRUE
)
# check result
str(out)

# Example 2: run GloptiPolyRegion on a cubic, 5 vars example
out <- GloptiPolyRegion(
  X = cubic_5D$design_matrix, y = cubic_5D$response,
  degree = 3, lb = rep(0, 5), ub = rep(5, 5), B = 200,
  alpha = 0.05, maximization = TRUE,
  outputPDFFile = "CR_cubic_5D.pdf", verbose = TRUE
)
# check result
str(out)

## End(Not run)

pfc5098/OptimaRegion documentation built on May 5, 2022, 4 p.m.