Description Usage Arguments Details Value References Examples
sb
implements the Sequential Bifurcations screening
method (Bettonvil and Kleijnen 1996). This is an alpha version
that might strongly evolve in the future.
1 2 3 4 5 6 7 8 9 |
p |
number of factors. |
sign |
a vector fo length |
interaction |
a boolean, |
x |
a list of class |
y |
a vector of model responses. |
i |
an integer, used to force a wanted bifurcation instead of that proposed by the algorithm. |
... |
not used. |
The model without interaction is
Y = beta_0 + sum_{i=1}^p beta_i X_i
while the model with interactions is
Y = beta_0 + sum_{i=1}^p beta_i X_i + sum_{1 <= i < j <= p} gamma_{ij} X_i X_j
In both cases, the factors are assumed to be uniformly distributed on [-1,1]. This is a difference with Bettonvil et al. where the factors vary across [0,1] in the former case, while [-1,1] in the latter.
Another difference with Bettonvil et al. is that in the current implementation, the groups are splitted right in the middle.
sb
returns a list of class "sb"
, containing all
the input arguments detailed before, plus the following components:
i |
the vector of bifurcations. |
y |
the vector of observations. |
ym |
the vector of mirror observations (model with interactions only). |
The groups effects can be displayed with the print
method.
B. Bettonvil and J. P. C. Kleijnen, 1996, Searching for important factors in simulation models with many factors: sequential bifurcations, European Journal of Operational Research, 96, 180–194.
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 | # a model with interactions
p <- 50
beta <- numeric(length = p)
beta[1:5] <- runif(n = 5, min = 10, max = 50)
beta[6:p] <- runif(n = p - 5, min = 0, max = 0.3)
beta <- sample(beta)
gamma <- matrix(data = runif(n = p^2, min = 0, max = 0.1), nrow = p, ncol = p)
gamma[lower.tri(gamma, diag = TRUE)] <- 0
gamma[1,2] <- 5
gamma[5,9] <- 12
f <- function(x) { return(sum(x * beta) + (x %*% gamma %*% x))}
# 10 iterations of SB
sa <- sb(p, interaction = TRUE)
for (i in 1 : 10) {
x <- ask(sa)
y <- list()
for (i in names(x)) {
y[[i]] <- f(x[[i]])
}
tell(sa, y)
}
print(sa)
plot(sa)
|
Groups:
group effect
1 1-7 2.6140672
2 8-10 0.9676082
3 11-12 0.2634521
4 13 95.7250225
5 14-19 49.6935754
6 20-22 0.9525346
7 23-24 79.6623146
8 25 0.3257513
9 26-38 58.6933164
10 39-50 38.8770230
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