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###############################################################################
# run the simulations for boosting/FAMM of models with functional historical effects
# to plot the models: data / true and estimated coefficients
# code based on code by Fabian Scheipl
# author: Sarah Brockhaus
###############################################################################
rm(list=ls())
print(R.Version()$version.string)
## library(refundDevel)
library(refund)
library(FDboost)
library(splines)
# setwd("../")
# path <- getwd()
#
# source(paste0(getwd(),"/Code/boosting4.R")) # functions for simulations
#
# pathResults <- paste0(path, "/results/")
# pathModels <- paste0(path, "/models/")
source("boosting4.R")
pathResults <- NULL
pathModels <- NULL
getwd()
doStabsel <- FALSE
###################################### M=30
set.seed(18102012)
arginS <- "smooth"
penaltyS <- "ps"
set1 <- makeSettings(
dgpsettings=list(M=c(30),
ni=c(1),
p=c(0.8),
Gy=c(27),
Gx=c(100),
snrEps=c(2),
snrE=c(0),
snrB=c(2),
scenario=c(2),
k=c(0, 1, 2),
type=c("lines"),
balanced=c(TRUE),
nuisance=c(0), # 10
a=c("pen1coef4", "pen2coef4"),
regularS=c(TRUE),
regularT=c(FALSE),
rep=1),
algorithms=list(addNoise=c(FALSE),
centerX=c(TRUE),
penaltyS=c("ps"),
diffPen=c(1),
inS=c("smooth"))
)
length(set1)
usecores <- 5
options(cores=usecores)
res1 <- try(doSim(settings=set1, cores=usecores))
save(res1, file=paste(pathResults, "res1plot.Rdata", sep=""))
set.seed(18102012)
arginS <- "smooth"
penaltyS <- "ps"
set2 <- makeSettings(
dgpsettings=list(M=c(30),
ni=c(1),
p=c(0.8),
Gy=c(27),
Gx=c(100),
snrEps=c(2),
snrE=c(0),
snrB=c(2),
scenario=c(2),
k=c(5, 10),
type=c("bsplines"),
balanced=c(TRUE),
nuisance=c(0), # 10
a=c("pen1coef4", "pen2coef4"),
regularS=c(TRUE),
regularT=c(FALSE),
rep=1),
algorithms=list(addNoise=c(FALSE),
centerX=c(TRUE),
penaltyS=c("ps"),
diffPen=c(1),
inS=c("smooth"))
)
length(set2)
usecores <- 5
options(cores=usecores)
# boosting on set2
res2 <- try(doSim(settings=set2, cores=usecores))
#res2
save(res2, file=paste(pathResults, "res2plot.Rdata", sep=""))
set.seed(18102012)
arginS <- "smooth"
penaltyS <- "ps"
set3 <- makeSettings(
dgpsettings=list(M=c(30),
ni=c(1),
p=c(0.8),
Gy=c(27),
Gx=c(100),
snrEps=c(2),
snrE=c(0),
snrB=c(2),
scenario=c(2),
k=c(5, 10),
type=c("local", "end"), ##, "start"
balanced=c(TRUE),
nuisance=c(0), # 10
a=c("pen1coef4", "pen2coef4"),
regularS=c(TRUE),
regularT=c(FALSE),
rep=1),
algorithms=list(addNoise=c(FALSE),
centerX=c(TRUE),
penaltyS=c("ps"),
diffPen=c(1),
inS=c("smooth"))
)
length(set3)
usecores <- 5
options(cores=usecores)
# boosting on set3
res3 <- try(doSim(settings=set3, cores=usecores))
#res3
save(res3, file=paste(pathResults, "res3plot.Rdata", sep=""))
print(sessionInfo())
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