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library(robustbase)
source(system.file("xtraR/test_MCD.R", package = "robustbase"))#-> doMCDdata()
##' This version of domcd() runs *both* "Fast" and "deterministic" MCD
##' @title covMcd() "workhorse" function -- *passed* to and from doMCDdata()
##' @param x data set: n x p numeric matrix
##' @param xname "promise" which will be substituted() and printed
##' @param nrep number of repetition: only sensible for *timing*
##' @param time
##' @param short
##' @param full
##' @param lname optional:
##' @param seed optional:
##' @param trace optional:
domcd.2 <- function(x, xname, nrep=1,
do.exact = NULL, # <- smart default, globally customizable
time = get("time", parent.frame()), # compromise
short = get("short", parent.frame()), # compromise
full = get("full", parent.frame()), # compromise
lname=20, seed=123, trace=FALSE)
{
if(short && full)
stop("you should not set both 'full' and 'short' to TRUE")
force(xname)# => evaluate when it is a data(<>, ..) call
n <- dim(x)[1]
p <- dim(x)[2]
metha <- "FastMCD"
methb <- "detMCD"
if(is.null(do.exact)) {
nLarge <- if(exists("nLarge", mode="numeric"))
get("nLarge", mode="numeric") else 5000
do.exact <- choose(n, p+1L) < nLarge
}
set.seed(seed); mcda <- covMcd(x, trace=trace)
set.seed(seed); mcdb <- covMcd(x, nsamp="deterministic", trace=trace)
if(do.exact) {
methX <- "exactMCD"
set.seed(seed); mcdX <- covMcd(x, nsamp="exact", trace=trace)
}
mkRes <- function(mcd)
sprintf("%3d %3d %3d %12.6f\n", n,p, mcd$quan, mcd$crit)
xresa <- mkRes(mcda)
xresb <- mkRes(mcdb)
if(do.exact) xresX <- mkRes(mcdX)
if(time) {
tim1 <- function(meth)
sprintf("%10.3f\n", system.time(repMCD(x, nrep, meth))[1]/nrep)
xresa <- paste(xresa, tim1(metha))
xresb <- paste(xresb, tim1(methb))
if(do.exact) xresX <- paste(xresX, tim1(methX))
}
if(full) {
header <- get("header", parent.frame())
header(time)
}
## lname: must fit to header():
x.meth <- paste(xname, format(c(metha, methb, if(do.exact) methX)))
cat(sprintf("%*s", lname, x.meth[1]), xresa)
cat(sprintf("%*s", lname, x.meth[2]), xresb)
if(do.exact) cat(sprintf("%*s", lname, x.meth[3]), xresX)
cat("Best subsamples: \n")
cat(sprintf(" %10s: ", metha)); print(mcda$best)
if(identical(mcdb$best, mcda$best))
cat(sprintf(" %s is the same as %s\n", methb, metha))
else {
cat(sprintf(" %10s: ", methb)); print(mcdb$best)
cat(sprintf(" Difference %s - %s:", methb, metha))
print(setdiff(mcdb$best, mcda$best))
}
if(do.exact) {
if(identical(mcda$best, mcdX$best))
cat(sprintf(" %s is the same as %s\n", methX, metha))
else if(identical(mcdb$best, mcdX$best))
cat(sprintf(" %s is the same as %s\n", methX, methb))
else {
cat(sprintf(" %10s: ", methX)); print(mcdX$best)
}
}
if(!short) {
cat("Details about", metha,": ")
ibad <- which(mcda$wt==0)
names(ibad) <- NULL
nbad <- length(ibad)
cat("Outliers: ",nbad,"\n")
if(nbad > 0)
print(ibad)
if(full){
cat("-------------\n")
print(mcda)
}
cat("--------------------------------------------------------\n")
}
}
doMCDdata(domcd = domcd.2)
warnings() ## in one example n < 2 * p ..
###' Test the exact fit property of CovMcd --------------------------------
##' generate "exact fit" data
d.exact <- function(seed=seed, p=2) {
stopifnot(p >= 1)
set.seed(seed)
n1 <- 45
x1 <- matrix(rnorm(p*n1), nrow=n1, ncol=p)
x1[,p] <- x1[,p] + 3
n2 <- 55
m2 <- 3
x <- rbind(x1, cbind(matrix(rnorm((p-1)*n2), n2, p-1), rep(m2,n2)))
colnames(x) <- paste0("X", 1:p)
x
}
plot(d.exact(18, p=2))
pairs(d.exact(1234, p=3), gap=0.1)
for(p in c(2,4))
for(sid in c(2, 4, 18, 1234)) {
cat("\nseed = ",sid,"; p = ",p,":\n")
d.x <- d.exact(sid, p=p)
d2 <- covMcd(d.x)
## Gave error {for p=2, seeds 2, 4, 18 also on 64-bit}:
## At line 729 of file rffastmcd.f
## Fortran runtime error: Index '6' of dimension 1 of array 'z' above upper bound of 4
print(d2)
if(FALSE) ## FIXME fails when calling eigen() in "r6pack()"
d2. <- covMcd(d.x, nsamp = "deterministic", scalefn = Qn)
stopifnot(d2$singularity$kind == "on.hyperplane")
}
## TODO: also get examples of other singularity$kind's
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