def calculate_example1(sigma=1, n=100):
beta0=[2,-1,1,0]
beta0=mrc.normalize(beta0)
x = np.random.normal(0, 1, [n,4])
epsilon=sigma*np.random.lognormal(0,1,n)
Ix=np.dot(x,beta0)
y=(Ix*epsilon)/(1+np.exp(-Ix+epsilon))
#### solving the ori
beta_ini = np.random.uniform(-1, 1, 4)
beta_ori, tauback, iteration = mrc.ori(y, x, 4, 200, beta_ini)
Ixback=np.dot(x,beta_ori)
#solving the glm
xx = sm.add_constant(x)
Gaussian_model = sm.GLM(y, xx, family=sm.families.Gaussian())
Gaussian_results = Gaussian_model.fit()
beta_glm = mrc.normalize(Gaussian_results.params[1:])
cosglm=np.abs(np.dot(beta0,beta_glm))
cosori=np.abs(np.dot(beta0,beta_ori))
deltacos=cosori-cosglm
return(cosori, cosglm,deltacos)
def compute_example(sigma, trials):
dcorr = np.zeros((trials, 3))
dcos = np.zeros((trials, 3))
for i in range(trials):
print(sigma, i)
x, y, Ix = data_example_1(sigma=sigma)
d = x.shape[1]
betaini = mrc.normalize(np.random.uniform(-1, 1, d))
beta_ori, tau_ori, iter = mrc.ori(y, x, betaini=betaini, limit=0.0001)
beta_glm, tau_glm = mrc.glm(y, x)
Ix_ori = np.dot(x, beta_ori)
Ix_glm = np.dot(x, beta_glm)
cor_ori = np.corrcoef(Ix, Ix_ori)[0, 1]
cor_glm = np.corrcoef(Ix, Ix_glm)[0, 1]
cos_ori = np.abs(np.dot(beta_ori, beta_ini))
cos_glm = np.abs(np.dot(beta_glm, beta_ini))
dcorr[i, 0] = cor_ori
dcorr[i, 1] = cor_glm
dcorr[i, 2] = iter
dcos[i, 0] = cos_ori
dcos[i, 1] = cos_glm
dcos[i, 2] = iter
all_ori = dcorr[:, 0]
all_glm = dcorr[:, 1]
all_iter = dcorr[:, 2]
return dcorr, dcos
def compute_example(sigma, trials):
dc = np.zeros((trials, 3))
for i in range(trials):
print(sigma, i)
x, y, Ix = data_example_1(sigma=sigma)
beta_ori, tau_ori, iter = mrc.ori(y, x, betaini=None, limit=0.00001)
beta_glm, tau_glm = mrc.glm(y, x)
Ix_ori = np.dot(x, beta_ori)
Ix_glm = np.dot(x, beta_glm)
cor_ori = np.corrcoef(Ix, Ix_ori)[0, 1]
cor_glm = np.corrcoef(Ix, Ix_glm)[0, 1]
dc[i, 0] = cor_ori
dc[i, 1] = cor_glm
dc[i, 2] = iter
all_ori=dc[:,0]
all_ori.sort()
all_glm=dc[:,1]
all_glm.sort()
mean_cor_ori=np.mean(dc[:,0])
mean_cor_glm = np.mean(dc[:, 1])
return all_ori, all_glm
def calculate_examplemixtures(sigma=1):
n = 200
dim = 4
beta0 = [2, -1, 1, 0]
beta0 = mrc.normalize(beta0)
x = np.random.normal(3, 1, [n, 4])
epsilon = sigma * mixturenoise(.3, 2, 1, -2, .5, n)
Ix = np.dot(x, beta0)
y = (Ix + epsilon)
#‹
#### solving the ori
beta_ini = np.random.uniform(-1, 1, dim)
beta_ori, tauback, iterations = mrc.ori(y, x, 4, 200, beta_ini)
Ixback = np.dot(x, beta_ori)
#plt.plot(Ixback, y, 'o')
#print(betaback)
#print(tauback)
#solving the glm
xx = sm.add_constant(x)
Gaussian_model = sm.GLM(y, xx, family=sm.families.Gaussian())
Gaussian_results = Gaussian_model.fit()
beta_glm = mrc.normalize(Gaussian_results.params[1:])
#plt.plot(np.dot(x,beta_glm),y,'o')
cos_glm = np.abs(np.dot(beta0, beta_glm))
cos_ori = np.abs(np.dot(beta0, beta_ori))
deltacos = cos_ori - cos_glm
return (cos_ori, cos_glm, deltacos)
def calculate_examplebehav(sigma=1):
xc = np.random.uniform(0, 10, (n, 4)) #xc = x continuous
beta0 = [1, 1, 1, 1]
beta0 = mrc.normalize(beta0)
I0 = np.dot(xc, beta0)
y = 1.5 * (I0 - 8) + np.random.lognormal(0, sigma, n)
y[y < 0] = 0
y[y > 10] = 10
#plt.plot(I0, y, 'o')
tau_real = st.kendalltau(np.dot(xc, beta0), y)[0]
x = xc.astype(int)
#y = y.astype(int)
# x[abs(x)<2]=0
# x[abs(x)>5]=5
tau0 = st.kendalltau(np.dot(x, beta0), y)[0]
I00 = np.dot(x, beta0)
#plt.plot(I00,y,'o')
beta_ini = np.random.uniform(-1, 1, dim)
beta_ori, tauback, iterations = mrc.ori(y, x, 5, 100, beta_ini)
Ix = np.dot(x, beta_ori)
xx = sm.add_constant(x)
Gaussian_model = sm.GLM(y, xx, family=sm.families.Gaussian())
Gaussian_results = Gaussian_model.fit()
beta_glm = mrc.normalize(Gaussian_results.params[1:])
tauglm = st.kendalltau(np.dot(x, beta_glm), y)[0]
### STATISTICAL SIGNIFICANCE PART #####
# for n=100, d=4, shape1= 8.336884 , shape2= 51.11006 . Think if these estimates apply.
shape1 = 8.336884
shape2 = 51.11006
pval = 1 - bt.cdf(tauback, shape1, shape2, loc=0, scale=1)
cos_ori = np.dot(beta0, beta_ori)
cos_glm = np.dot(beta0, beta_glm)
deltacos = cos_ori - cos_glm
#plt.plot(Ix,y,'o')
return (cos_ori, cos_glm, deltacos)
def calculate_cauchy(sigma):
x = np.random.uniform(0, 1, (n, dim))
beta0 = [2, 1, -1, -1]
beta0 = mrc.normalize(beta0)
noise = cauchy.rvs(loc=0, scale=.1, size=n)
I0 = np.dot(x, beta0)
y = I0 + sigma * (noise)
beta_ini = np.random.uniform(-1, -1, dim)
beta_ori, tauori, iterations = mrc.ori(y, x, 2, 500, beta_ini)
Ix = np.dot(x, beta_ori)
beta_ori = mrc.normalize(beta_ori)
xx = sm.add_constant(x)
Gaussian_model = sm.GLM(y, xx, family=sm.families.Gaussian())
Gaussian_results = Gaussian_model.fit()
#print(Gaussian_results.summary())
beta_glm = mrc.normalize(Gaussian_results.params[1:])
cos_glm = np.abs(np.dot(beta0, beta_glm))
cos_ori = np.abs(np.dot(beta0, beta_ori))
deltacos = cos_ori - cos_glm
return (cos_ori, cos_glm, deltacos)
################################
#### We Create the Data set ###
n = 100
sigma = .5
beta0 = [2, -1, 1, 0]
beta0 = mrc.normalize(beta0)
x = np.random.normal(0, 1, [n, 4])
epsilon = sigma * np.random.lognormal(0, 1, n)
Ix = np.dot(x, beta0)
y = (Ix * epsilon) / (1 + np.exp(-Ix + epsilon))
#### solving the ori
beta_ini = np.random.uniform(-1, 1, 4)
beta_ori, tauback, iteration = mrc.ori(y, x, 4, 200, beta_ini)
Ixori = np.dot(x, beta_ori)
#solving the glm
xx = sm.add_constant(x)
Gaussian_model = sm.GLM(y, xx, family=sm.families.Gaussian())
Gaussian_results = Gaussian_model.fit()
beta_glm = mrc.normalize(Gaussian_results.params[1:])
Ixglm = np.dot(x, beta_glm)
plt.figure(1)
plt.plot(Ixori, y, 'o', color='steelblue')
plt.xlabel('I(x)')
plt.ylabel('y')
plt.savefig('../example_1a_dec2019.png')
plt.show()
epsilon = sigma * np.random.lognormal(0, 1, n)
Ix = np.dot(x, beta0)
y = (Ix * epsilon) / (1 + np.exp(-Ix + epsilon))
return x, y, Ix
sigma = 10
mean_data = np.zeros((6, 2))
sd_data = np.zeros((6, 2))
trials = 10
dc = np.zeros((trials, 3))
for i in range(trials):
print(i)
x, y, Ix = data_example_1(sigma=sigma)
beta_ori, tau_ori, iter = mrc.ori(y, x, betaini=None, limit=0.00001)
beta_glm, tau_glm = mrc.glm(y, x)
Ix_ori = np.dot(x, beta_ori)
Ix_glm = np.dot(x, beta_glm)
cor_ori = np.corrcoef(Ix, Ix_ori)[0, 1]
cor_glm = np.corrcoef(Ix, Ix_glm)[0, 1]
dc[i, 0] = cor_ori
dc[i, 1] = cor_glm
dc[i, 2] = iter
pd_dc = pd.DataFrame(dc)
pd_dc.columns = ['cor_ori', 'cor_glm', 'iter_stop']
pd_dc.to_csv('data_april2018/example1.csv', index=False)