# usage: R -e "shiny::runApp(port = 8080)" # usage: R -e "shiny::runApp(host = '127.0.0.1', port = 8080)" library(shiny) library(mvbernoulli) library(tensorPredictors) # configuration # color.palet <- hcl.colors(64, "YlOrRd", rev = TRUE) color.palet <- hcl.colors(64, "Blue-Red 2", rev = FALSE) # GMLM parameters n <- 250 p <- c(2, 3) q <- c(1, 1) eta1 <- 0 # intercept # 270 deg (90 deg clockwise) rotation of matrix layout # # Used to get proper ploted matrices cause `image` interprets the `z` matrix as # a table of `f(x[i], y[j])` values, so that the `x` axis corresponds to row # number and the `y` axis to column number, with column 1 at the bottom, # i.e. a 90 degree counter-clockwise rotation of the conventional printed layout # of a matrix. By first calling `rot270` on a matrix before passing it to # `image` the plotted matrix layout now matches the conventional printed layout. rot270 <- function(A) { t(A)[, rev(seq_len(nrow(A))), drop = FALSE] } plot.mat <- function(mat, add.values = FALSE, zlim = range(mat)) { par(oma = rep(0, 4), mar = rep(0, 4)) img <- rot270(mat) image(x = seq_len(nrow(img)), y = seq_len(ncol(img)), z = img, zlim = zlim, col = color.palet, xaxt = "n", yaxt = "n", bty = "n") if (add.values) { text(x = rep(seq_len(nrow(img)), ncol(img)), y = rep(seq_len(ncol(img)), each = nrow(img)), round(img, 2), adj = 0.5, col = "black") } } AR <- function(rho, dim) { rho^abs(outer(seq_len(dim), seq_len(dim), `-`)) } AR.inv <- function(rho, dim) { A <- diag(c(1, rep(rho^2 + 1, dim - 2), 1)) A[abs(.row(dim(A)) - .col(dim(A))) == 1] <- -rho A / (1 - rho^2) } # User Interface (page layout) ui <- fluidPage( titlePanel("Ising Model Simulation Data Generation"), sidebarLayout( sidebarPanel( h2("Settings"), h4("c1 (influence of eta_y1"), sliderInput("c1", "", min = 0, max = 1, value = 1, step = 0.01), h4("c2 (influence of eta_y2"), sliderInput("c2", "", min = 0, max = 1, value = 1, step = 0.01), sliderInput("y", "y", min = -1, max = 1, value = 0, step = 0.05, animate = animationOptions( interval = 250, loop = TRUE, playButton = NULL, pauseButton = NULL )), fluidRow( column(6, radioButtons("alphaType", "Type: alphas", choices = list( "linspace" = "linspace", "poly" = "poly", "QR" = "QR" ), selected = "linspace" ) ), column(6, radioButtons("OmegaType", "Type: Omegas", choices = list( "Identity" = "identity", "AR(rho)" = "AR", "AR(rho)^-1" = "AR.inv" ), selected = "AR" ) ) ), sliderInput("rho", "rho", min = -1, max = 1, value = -0.55, step = 0.01), actionButton("reset", "Reset") ), mainPanel( fluidRow( column(4, h3("eta_y1"), plotOutput("eta_y1") ), column(4, h3("eta_y2"), plotOutput("eta_y2") ), column(4, h3("Theta_y"), plotOutput("Theta_y") ) ), fluidRow( column(4, offset = 2, h3("Expectation E[X | Y = y]"), plotOutput("expectationPlot"), ), column(4, h3("Covariance Cov(X | Y = y)"), plotOutput("covariancePlot"), textOutput("covRange"), ) ), fluidRow( column(8, offset = 4, h3("iid samples") ), column(4, "Conditional Expectations", plotOutput("cond_expectations") ), column(4, "observations sorted by y_i", plotOutput("sample_sorted_y") ), column(4, "observations sorted by X_i", plotOutput("sample_sorted_X") ), ), fluidRow( column(6, h3("Sample Mean"), plotOutput("sampleMean") ), column(6, h3("Sample Cov"), plotOutput("sampleCov") ) ) ) ) ) # Server logic server <- function(input, output, session) { Fun_y <- function(y) { array(sin(pi * y), dim = q) } Fy <- reactive({ Fun_y(input$y) }) alphas <- reactive({ switch(input$alphaType, "linspace" = Map(function(pj, qj) { data <- linspace <- seq(-1, 1, len = pj) for (k in seq_len(qj - 1)) { linspace <- rev(linspace) data <- c(data, linspace) } matrix(data, nrow = pj) }, p, q), "poly" = Map(function(pj, qj) { data <- linspace <- seq(-1, 1, len = pj) for (k in (seq_len(qj - 1) + 1)) { data <- c(data, linspace^k) } matrix(data, nrow = pj) }, p, q), "QR" = Map(function(pj, qj) { qr.Q(qr(matrix(rnorm(pj * qj), pj, qj))) }, p, q) ) }) Omegas <- reactive({ switch(input$OmegaType, "identity" = Map(diag, p), "AR" = Map(AR, list(input$rho), dim = p), "AR.inv" = Map(AR.inv, list(input$rho), dim = p) ) }) eta_y1 <- reactive({ input$c1 * (mlm(Fy(), alphas()) + c(eta1)) }) eta_y2 <- reactive({ input$c2 * Reduce(`%x%`, rev(Omegas())) }) # compute Ising model parameters from GMLM parameters given single `Fy` theta_y <- reactive({ vech(diag(c(eta_y1())) + (1 - diag(nrow(eta_y2()))) * eta_y2()) }) E_y <- reactive({ mvbernoulli::ising_expectation(theta_y()) }) Cov_y <- reactive({ mvbernoulli::ising_cov(theta_y()) }) random_sample <- reactive({ c1 <- input$c1 c2 <- input$c2 eta_y_i2 <- eta_y2() y <- sort(runif(n, -1, 1)) X <- sapply(y, function(y_i) { Fy_i <- Fun_y(y_i) eta_y_i1 <- c1 * (mlm(Fy_i, alphas()) + c(eta1)) theta_y_i <- vech(diag(c(eta_y_i1)) + (1 - diag(nrow(eta_y_i2))) * eta_y_i2) ising_sample(1, theta_y_i) }) attr(X, "p") <- prod(p) as.mvbmatrix(X) }) cond_expectations <- reactive({ c1 <- input$c1 c2 <- input$c2 eta_y_i2 <- eta_y2() y <- seq(-1, 1, length.out = 50) t(sapply(y, function(y_i) { Fy_i <- Fun_y(y_i) eta_y_i1 <- c1 * (mlm(Fy_i, alphas()) + c(eta1)) theta_y_i <- vech(diag(c(eta_y_i1)) + (1 - diag(nrow(eta_y_i2))) * eta_y_i2) ising_expectation(theta_y_i) })) }) output$eta_y1 <- renderPlot({ plot.mat(eta_y1(), add.values = TRUE, zlim = c(-2, 2)) }, res = 108) output$eta_y2 <- renderPlot({ plot.mat(eta_y2()) }) output$Theta_y <- renderPlot({ plot.mat(vech.pinv(theta_y())) }) output$expectationPlot <- renderPlot({ plot.mat(matrix(E_y(), p[1], p[2]), add.values = TRUE, zlim = c(0, 1)) }, res = 108) output$covariancePlot <- renderPlot({ plot.mat(Cov_y()) }) output$covRange <- renderText({ paste(round(range(Cov_y()), 3), collapse = " - ") }) output$cond_expectations <- renderPlot({ plot.mat(cond_expectations(), zlim = 0:1) }) output$sample_sorted_y <- renderPlot({ plot.mat(random_sample()) }) output$sample_sorted_X <- renderPlot({ X <- random_sample() plot.mat(X[do.call(order, as.data.frame(X)), ]) }) output$sampleMean <- renderPlot({ Xmean <- matrix(colMeans(random_sample()), p[1], p[2]) plot.mat(Xmean, add.values = TRUE, zlim = c(0, 1)) }, res = 108) output$sampleCov <- renderPlot({ plot.mat(cov(random_sample())) }) observeEvent(input$reset, { updateNumericInput(session, "c1", value = 1) updateNumericInput(session, "c2", value = 1) updateNumericInput(session, "y", value = 0) updateNumericInput(session, "rho", value = -0.55) updateRadioButtons(session, "OmegaType", selected = "AR") updateRadioButtons(session, "alphaType", selected = "poly") }) } # launch Shiny Application (start server) shinyApp(ui = ui, server = server)