diff --git a/tensorPredictors/NAMESPACE b/tensorPredictors/NAMESPACE index 595827d..51f28dc 100644 --- a/tensorPredictors/NAMESPACE +++ b/tensorPredictors/NAMESPACE @@ -11,5 +11,6 @@ export(dist.subspace) export(matpow) export(matrixImage) export(reduce) +export(tensor_predictor) import(stats) useDynLib(tensorPredictors, .registration = TRUE) diff --git a/tensorPredictors/R/RMReg.R b/tensorPredictors/R/RMReg.R index 6ab6dec..9c01454 100644 --- a/tensorPredictors/R/RMReg.R +++ b/tensorPredictors/R/RMReg.R @@ -23,7 +23,7 @@ #' @param Z additional covariate vector (can be \code{NULL} if not required. #' For regression with intercept set \code{Z = rep(1, n)}) #' @param y univariate response vector -#' @param lambda penalty term, if set to \code{Inf} +#' @param lambda penalty term, if set to \code{Inf} max lambda is computed. #' @param loss loss function, part of the objective function #' @param penalty penalty function with a vector of the singular values if the #' current iterate as arguments. The default function @@ -68,6 +68,7 @@ RMReg <- function(X, Z, y, lambda = 0, Z <- matrix(0, nrow(X), 1) ZZiZ <- NULL } else { + if (!is.matrix(Z)) Z <- as.matrix(Z) # Compute (Z' Z)^{-1} Z used to solve for beta. This is constant # throughout and the variable name stands for "((Z' Z) Inverse) Z" ZZiZ <- solve(crossprod(Z, Z), t(Z)) @@ -89,7 +90,7 @@ RMReg <- function(X, Z, y, lambda = 0, loss1 <- loss(B1, beta, X, Z, y) # Start without, the nesterov momentum is zero anyway - no.nesterov <- TRUE + no.nesterov <- TRUE # Set to FALSE after the first iteration ### Repeat untill convergence for (iter in 1:max.iter) { # Extrapolation with Nesterov Momentum diff --git a/tensorPredictors/R/matrixImage.R b/tensorPredictors/R/matrixImage.R index 3cf4d96..ed257a2 100644 --- a/tensorPredictors/R/matrixImage.R +++ b/tensorPredictors/R/matrixImage.R @@ -1,28 +1,45 @@ #' Plots a matrix as an image #' #' @param A a matrix to be plotted +#' @param add.values boolean indicating if matrix values are to be written into +#' matrix element boxes #' @param main overall title for the plot #' @param sub sub-title of the plot #' @param interpolate a logical vector (or scalar) indicating whether to apply #' linear interpolation to the image when drawing. #' @param ... further arguments passed to \code{\link{rasterImage}} #' +#' @examples +#' AR <- 0.5^abs(outer(1:10, 1:10, `-`)) +#' matrixImage(AR, AR > 0.2, main = "Autoregressiv Covariance") +#' #' @export -matrixImage <- function(A, main = NULL, sub = NULL, interpolate = FALSE, ...) { - - # Scale values of `A` to [0, 1] with min mapped to 1 and max to 0. - A <- (max(A) - A) / diff(range(A)) - +matrixImage <- function(A, add.values = FALSE, + main = NULL, sub = NULL, interpolate = FALSE, ... +) { # plot raster image plot(c(0, ncol(A)), c(0, nrow(A)), type = "n", bty = "n", col = "red", xlab = "", ylab = "", xaxt = "n", yaxt = "n", main = main, sub = sub) - # Add X-axis giving index - ind <- seq(1, ncol(A), by = 1) - axis(1, at = ind - 0.5, labels = ind, lwd = 0, lwd.ticks = 1) - # Add Y-axis - ind <- seq(1, nrow(A)) - axis(2, at = ind - 0.5, labels = rev(ind), lwd = 0, lwd.ticks = 1, las = 1) + # Scale values of `A` to [0, 1] with min mapped to 1 and max to 0. + S <- (max(A) - A) / diff(range(A)) - rasterImage(A, 0, 0, ncol(A), nrow(A), interpolate = interpolate, ...) + # Raster Image ploting the matrix with element values mapped to grayscale + # as big elements (original matrix A) are dark and small (negative) elements + # are white. + rasterImage(S, 0, 0, ncol(A), nrow(A), interpolate = interpolate, ...) + + # Add X-axis giving index + x <- seq(1, ncol(A), by = 1) + axis(1, at = x - 0.5, labels = x, lwd = 0, lwd.ticks = 1) + # Add Y-axis + y <- seq(1, nrow(A)) + axis(2, at = y - 0.5, labels = rev(y), lwd = 0, lwd.ticks = 1, las = 1) + + # Writes matrix values (in colored element grids) + if (any(add.values)) { + if (length(add.values) > 1) { A[!add.values] <- NA } + text(rep(x - 0.5, nrow(A)), rep(rev(y - 0.5), each = ncol(A)), A, + adj = 0.5, col = as.integer(S > 0.65)) + } } diff --git a/tensorPredictors/R/tensor_predictors.R b/tensorPredictors/R/tensor_predictors.R index cad0f5e..fd0c2a7 100644 --- a/tensorPredictors/R/tensor_predictors.R +++ b/tensorPredictors/R/tensor_predictors.R @@ -18,6 +18,7 @@ log.likelihood <- function(par, X, Fy, Delta.inv, da, db) { sum(error * (error %*% Delta.inv)) } +#' @export tensor_predictor <- function(X, Fy, p, t, k = 1L, r = 1L, d1 = 1L, d2 = 1L, method = "KPIR_LS", eps1 = 1e-2, eps2 = 1e-2, maxit = 10L) {