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fix: predict_dim_cv always failes with dim. missmatch, 

add: support for central method in predcit_dim_cv
This commit is contained in:
Daniel Kapla 2021-02-10 18:54:40 +01:00
parent e93bfdda05
commit 25b20984d5
1 changed files with 12 additions and 7 deletions
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19
CVE/R/predict_dim.R
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@ -7,8 +7,8 @@ predict_dim_cv <- function(object) {
Sigma_root <- eig$vectors %*% tcrossprod(diag(sqrt(eig$values)), eig$vectors)
X <- X %*% solve(Sigma_root)
pred <- matrix(0, n, length(object$res))
colnames(pred) <- names(object$res)
pred <- array(0, c(n, ncol(object$Fy), length(object$res)),
dimnames = list(NULL, NULL, names(object$res)))
for (dr.k in object$res) {
# get "name" of current dimension
k <- as.character(dr.k$k)
@ -16,12 +16,11 @@ predict_dim_cv <- function(object) {
X.proj <- X %*% dr.k$B
for (i in 1:n) {
model <- mda::mars(X.proj[-i, ], object$Y[-i])
pred[i, k] <- predict(model, X.proj[i, , drop = F])
model <- mda::mars(X.proj[-i, ], object$Fy[-i, ])
pred[i, , k] <- predict(model, X.proj[i, , drop = FALSE])
}
}
MSE <- colMeans((pred - object$Y)^2)
MSE <- apply((pred - as.numeric(object$Fy))^2, 3, mean)
return(list(
MSE = MSE,
@ -30,6 +29,9 @@ predict_dim_cv <- function(object) {
}
predict_dim_elbow <- function(object) {
if (ncol(object$Fy) > 1) # TODO: Implement or find better way
stop("For multivariate or central models not supported yet.")
# extract original data from object (cve result)
X <- object$X
Y <- object$Y
@ -71,6 +73,9 @@ predict_dim_elbow <- function(object) {
}
predict_dim_wilcoxon <- function(object, p.value = 0.05) {
if (ncol(object$Fy) > 1) # TODO: Implement or find better way
stop("For multivariate or central models not supported yet.")
# extract original data from object (cve result)
X <- object$X
Y <- object$Y
@ -164,7 +169,7 @@ predict_dim_wilcoxon <- function(object, p.value = 0.05) {
#' y <- x %*% B + 0.25 * rnorm(100)
#'
#' # Calculate cve for unknown k between min.dim and max.dim.
#' cve.obj.simple <- cve(y ~ x)
#' cve.obj.simple <- cve(y ~ x)
#'
#' predict_dim(cve.obj.simple)
#'