Created
February 12, 2011 21:23
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Bootstrap simulations from data, to compare to empirical PCA, "checkplots"?
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require(ggplot2) | |
### Boot ### | |
DimensionTester <- function(object, niterations = 50, dimstotest = 0){ | |
if(length(dimstotest) == 1){dimstotest <- 1:(ncol(object)*2)} | |
Parameters <- expand.grid(1:niterations, dimstotest) | |
DoPCA <- function(dims){ | |
Out <- rep(NA, max(dimstotest)) | |
ToScramble <- as.matrix(object[, sample(1:ncol(object), dims, replace = T)]) | |
ToScramble <- apply(ToScramble, 2, function(cc){sample(cc, length(cc), replace = T)}) | |
BootPCA <- prcomp(ToScramble, center = T, scale. = T) | |
Out[1:dims] <- (BootPCA$sdev ^ 2) / sum(BootPCA$sdev ^ 2) | |
Out <- t(Out) | |
rownames(Out) <- dims | |
plot(c(Out)) | |
return(Out) | |
} | |
BootSDs <- do.call(rbind, lapply(Parameters[, 2], DoPCA)) | |
ENComponents <- apply(BootSDs, 1, function(x){sum(x, na.rm = T)^2 / sum(x^2, na.rm = T)}) | |
ActualSD <- prcomp(object, center = T, scale. = T)$sdev ^ 2 / sum(prcomp(object, center = T, scale. = T)$sdev ^ 2) | |
Actual <- data.frame(Component = 1:length(ActualSD), Variance = ActualSD) | |
ENActual <- sum(ActualSD, na.rm = T)^2 / sum(ActualSD^2, na.rm = T) | |
MeanProximity <- c((ENActual - by(ENComponents, names(ENComponents), mean)))[unique(names(ENComponents))] | |
NearestIntegerDimension <- as.numeric(names(which.min(abs(MeanProximity)))) | |
ToReturn <- vector("list") | |
ToReturn$BootSDs <- BootSDs | |
ToReturn$Actual <- Actual | |
ToReturn$ENComponents <- ENComponents | |
ToReturn$ENActual <- ENActual | |
ToReturn$MeanProximity <- MeanProximity | |
ToReturn$NearestIntegerDimension <- NearestIntegerDimension | |
return(ToReturn) | |
} | |
### Plot ### | |
DimensionTestPlotter <- function(dimtestobject){ | |
Xs <- as.numeric(rownames(dimtestobject$BootSDs)) | |
YBreaks <- unique(Xs) | |
YBreaks[which.min(abs(YBreaks - dimtestobject$ENActual))] <- dimtestobject$ENActual | |
YBreaks <- round(YBreaks, 2) | |
ColorList <- rep(gray(0), length(YBreaks)) | |
ColorList[which.min(abs(YBreaks - dimtestobject$ENActual))] <- hsv(0/12, 7/12, 7/12) | |
PlotFrame <- data.frame(Xs, dimtestobject$ENComponents) | |
colnames(PlotFrame) <- c("Xs", "ENC") | |
ENPlot <- ggplot(data = PlotFrame, aes(x = Xs, y = ENC), | |
geom = "blank") + theme_bw() | |
ENPlot <- ENPlot + geom_hline(yintercept = dimtestobject$ENActual, colour = I(hsv(0/12, 7/12, 7/12)), lwd = I(1), alpha = I(7/12)) | |
ENPlot <- ENPlot + geom_point(aes(x = Xs, y = ENC), alpha = I(1/(max(Xs)^(1/2)))) | |
ENPlot <- ENPlot + scale_y_continuous("Effective Number of Components", breaks = YBreaks, labels = gsub(".00", "", YBreaks)) | |
ENPlot <- ENPlot + scale_x_continuous("True Orthogonal Dimensions", breaks = unique(Xs)) | |
ENPlot <- ENPlot + opts(axis.text.y = theme_text(size = 8, hjust = 1, colour = ColorList)) | |
ENPlot <- ENPlot + opts(axis.text.x = theme_text(size = 8, vjust = 1)) | |
ENPlot <- ENPlot + opts(title = "True Orthogonal Dimensional Equivalent") | |
return(ENPlot) | |
} | |
### Check plot ### | |
CheckPlot <- function(dimtestobject){ | |
Xs <- as.numeric(rownames(dimtestobject$BootSDs)) | |
YBreaks <- unique(Xs) | |
YBreaks[which.min(abs(YBreaks - dimtestobject$ENActual))] <- dimtestobject$ENActual | |
YBreaks <- round(YBreaks, 2) | |
ColorList <- rep(gray(0), length(YBreaks)) | |
ColorList[which.min(abs(YBreaks - dimtestobject$ENActual))] <- hsv(0/12, 7/12, 7/12) | |
PlotFrame <- data.frame(Xs, abs(dimtestobject$ENActual - dimtestobject$ENComponents)) | |
colnames(PlotFrame) <- c("Xs", "ENC") | |
ENPlot <- ggplot(data = PlotFrame, aes(x = Xs, y = ENC), | |
geom = "blank") + theme_bw() | |
ENPlot <- ENPlot + geom_hline(yintercept = 0, colour = I(hsv(0/12, 7/12, 7/12)), alpha = I(7/12)) | |
ENPlot <- ENPlot + geom_point(aes(x = Xs, y = ENC), alpha = I(1/(max(Xs)^(1/2)))) | |
ENPlot <- ENPlot + scale_y_continuous("|Simulated - Observed|") | |
ENPlot <- ENPlot + scale_x_continuous("True Orthogonal Dimensions", breaks = unique(Xs)) | |
ENPlot <- ENPlot + opts(axis.text.y = theme_text(size = 8, hjust = 1)) | |
ENPlot <- ENPlot + opts(axis.text.x = theme_text(size = 8, vjust = 1)) | |
ENPlot <- ENPlot + opts(title = "True Orthogonal Dimensional Equivalent") | |
return(ENPlot) | |
} | |
### Test ### | |
NDim <- 8 | |
Beta <- matrix(rnorm(100*NDim, 0, 1), ncol = NDim) | |
Beta <- data.frame(Beta, Beta + matrix(rnorm(100*NDim, 0, 1/2), ncol = NDim)) | |
BetaTest <- DimensionTester(Beta, niterations = 50) | |
DimensionTestPlotter(BetaTest) | |
CheckPlot(BetaTest) | |
### | |
NDim <- 8 | |
Gamma <- matrix(rnorm(100*NDim, 0, 1), ncol = NDim) | |
Gamma <- data.frame(Gamma, Gamma + matrix(rnorm(100*NDim, 0, 1/2), ncol = NDim)) | |
Gamma <- (Gamma > 0) * 1 | |
GammaTest <- DimensionTester(Gamma, niterations = 50) | |
DimensionTestPlotter(GammaTest) | |
CheckPlot(GammaTest) | |
### | |
data(baseball) | |
Baseball <- baseball[complete.cases(baseball) & baseball$year == 2007, 7:22] | |
Baseball <- Baseball# / rowSums(Baseball, na.rm = T) | |
Baseball[is.na(Baseball)] <- 0 | |
BaseballTest <- DimensionTester(Baseball, dimstotest = 1:10, niterations = 100) | |
DimensionTestPlotter(BaseballTest) | |
CheckPlot(BaseballTest) | |
### | |
data(USJudgeRatings) # Lawyers' Ratings of State Judges in the US Superior Court | |
head(USJudgeRatings) | |
plot(prcomp(USJudgeRatings, center = T, scale. = T)) | |
JudgeTest <- DimensionTester(USJudgeRatings, niterations = 50) | |
DimensionTestPlotter(JudgeTest) | |
CheckPlot(JudgeTest) | |
### | |
data(mtcars) # Motor Trend Car Road Tests | |
head(mtcars) | |
plot(prcomp(mtcars, center = T, scale. = T)) | |
CarTest <- DimensionTester(mtcars, niterations = 50) | |
DimensionTestPlotter(CarTest) | |
CheckPlot(CarTest) | |
### | |
data(randu) # Random Numbers from Congruential Generator RANDU | |
head(randu) | |
plot(prcomp(randu, center = T, scale. = T)) | |
RandTest <- DimensionTester(randu, niterations = 50) | |
DimensionTestPlotter(RandTest) | |
CheckPlot(RandTest) | |
### | |
data(attitude) # The Chatterjee-Price Attitude Data | |
head(attitude) | |
plot(prcomp(attitude, center = T, scale. = T)) | |
AttitudeTest <- DimensionTester(attitude, niterations = 50) | |
DimensionTestPlotter(AttitudeTest) | |
CheckPlot(AttitudeTest) |
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