library(FPLD)
library(dplyr)
library(pbapply)
library(ggplot2)
pbapply::pboptions(type = "timer")
source("simulation_functions.R") # Some functions
# Which methods are we testing?
inference_funs = list(
MQ = function(x) estimateFPLD(x),
ML = function(x) estimateFPLD(x, method = "mle"),
starship = function(x) estimateFPLD(x, method = "starship"))
score_funs = rep(list(function(y, par) mean(crps_fpld(y, par))), 3)
names(score_funs) = c("MQ", "ML", "starship")
n_vec = 2^(7:14)
num_cores = 10
num_sim = 500
# Draw random lambdas
filename = file.path(data_dir(), "MQ_simulation_lambda_random.rds")
set.seed(123, kind = "L'Ecuyer-CMRG")
df = univariate_simulation_study(
lambda = NULL,
n_vec = n_vec,
score_funs = score_funs,
inference_funs = inference_funs,
num_sim = num_sim,
num_cores = num_cores)
saveRDS(df, filename)
if (interactive()) {
table = crps_latex_table(df)
}
# Draw random and positive lambdas
inference_funs = list(
MQ = function(x) estimateFPLD(x, positive_support = TRUE),
ML = function(x) estimateFPLD(x, method = "mle", positive_support = TRUE),
starship = function(x) estimateFPLD(x, method = "starship", positive_support = TRUE))
score_funs = rep(list(function(y, par) mean(crps_fpld(y, par))), 3)
names(score_funs) = c("MQ", "ML", "starship")
n_vec = 2^(7:14)
num_cores = 10
num_sim = 500
filename = file.path(data_dir(), "MQ_simulation_lambda_random_pos.rds")
set.seed(123, kind = "L'Ecuyer-CMRG")
df = univariate_simulation_study(
lambda = NULL,
positive_support = TRUE,
n_vec = n_vec,
inference_funs = inference_funs,
score_funs = score_funs,
num_sim = num_sim,
num_cores = num_cores)
saveRDS(df, filename)
if (interactive()) {
table = crps_latex_table(df)
}
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