62 lines
2.4 KiB
R
62 lines
2.4 KiB
R
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if (!endsWith(getwd(), "/sim")) {
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setwd("sim")
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}
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date <- "20221007" # yyyymmdd, to match all "[0-9]{6}"
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time <- "[0-9]{4}" # HHMM, to match all "[0-9]{4}"
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sim <- Reduce(rbind, Map(function(path) {
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df <- read.csv(path)
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df$n <- as.integer(strsplit(path, "[-.]")[[1]][[4]])
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df
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}, list.files(".", pattern = paste0(
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"^sim-normal-", date, "T", time, "-[0-9]+[.]csv$", collapse = ""
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))))
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stats <- aggregate(. ~ n, sim, mean)
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q75 <- aggregate(. ~ n, sim, function(x) quantile(x, 0.75))
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q25 <- aggregate(. ~ n, sim, function(x) quantile(x, 0.25))
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colors <- c(gmlm = "#247407", hopca = "#2a62b6", pca = "#a11414", tsir = "#9313b9")
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line.width <- 1.75
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margins <- c(5.1, 4.1, 4.1, 0.1)
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with(stats, {
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par(mar = margins)
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plot(range(n), c(0, 1.05),
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type = "n", bty = "n", main = "Estimation Error",
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xlab = "Sample Size", ylab = "Error")
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lines(n, dist.projection.gmlm, col = colors["gmlm"], lwd = line.width)
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lines(n, dist.projection.hopca, col = colors["hopca"], lwd = line.width)
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lines(n, dist.projection.pca, col = colors["pca"], lwd = line.width)
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lines(n, dist.projection.tsir, col = colors["tsir"], lwd = line.width)
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par(mar = rep(0, 4))
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legend("topright", legend = names(colors), col = colors, lwd = line.width,
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lty = 1, bty = "n")
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par(mar = margins)
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})
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with(stats, {
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par(mar = margins)
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plot(range(n), c(0, 1.05),
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type = "n", bty = "n", main = "Root Mean Squared Prediction Error",
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xlab = "Sample Size", ylab = "Error")
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xn <- c(q75$n, rev(q25$n))
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polygon(x = xn, y = c(q75$error.pred.gmlm, rev(q25$error.pred.gmlm)),
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col = adjustcolor(colors["gmlm"], alpha.f = 0.3), border = NA)
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polygon(x = xn, y = c(q75$error.pred.hopca, rev(q25$error.pred.hopca)),
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col = adjustcolor(colors["hopca"], alpha.f = 0.3), border = NA)
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polygon(x = xn, y = c(q75$error.pred.pca, rev(q25$error.pred.pca)),
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col = adjustcolor(colors["pca"], alpha.f = 0.3), border = NA)
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lines(n, error.pred.gmlm, col = colors["gmlm"], lwd = line.width)
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lines(n, error.pred.hopca, col = colors["hopca"], lwd = line.width)
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lines(n, error.pred.pca, col = colors["pca"], lwd = line.width)
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lines(n, error.pred.tsir, col = colors["tsir"], lwd = line.width)
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par(mar = rep(0, 4))
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legend("topright", legend = names(colors), col = colors, lwd = line.width,
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lty = 1, bty = "n")
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par(mar = margins)
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})
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