diff --git a/Dataset_study.rmd b/Dataset_study.rmd index 243a9fc..9aa532b 100644 --- a/Dataset_study.rmd +++ b/Dataset_study.rmd @@ -333,6 +333,41 @@ p ``` +```{r} +# Vérification de la distribution theorique des scores +T=10 +E=1 +lambda0 +lambda1 + +## Choix du E +maxXk = floor(E*(log(lambda1/lambda0))) +while (maxXk < 3) { + E = E+1 + maxXk = floor(E*(log(lambda1/lambda0))) +} +E + +## Calcul score max +score_max=floor(E*log(lambda1/lambda0)) +score_max + +## Calcul score_min +score_min_c=floor(E*log(lambda1/lambda0)+E*(lambda0-lambda1)*T) + +l=seq(score_min_c,score_max,1) +borne_inf=(l-E*log(lambda1/lambda0))/(E*(lambda0-lambda1)) +borne_sup=(l+1-E*log(lambda1/lambda0))/(E*(lambda0-lambda1)) +proba.l=pexp(rate=lambda0,borne_inf)-pexp(rate=lambda0,borne_sup) +proba.l +S=sum(proba.l) +new.proba.s=proba.l/S +new.proba.s +barplot(new.proba.s) + + +``` + ```{r} library(stringr) @@ -348,34 +383,44 @@ workpath = "." E=1 -lambda0=5 -lambda1=0.1 -max=0 +lambda0=2 +lambda1=3 -while (exp(-lambda0*max) > 10^(-9)){ - max = max + 1 -} -max # en fonction de lambda0 tq P(Expo(lambda #0)>=max)<10^-9 -t=seq(0,max,0.1) probaseuilmin = 10^-9 -x=floor(E*log(lambda1/lambda0)+E*(lambda0-lambda1)*t) -head(x) -range(x) + +# Vérification de la distribution theorique des scores +E=1 +lambda0 +lambda1 +maxXk = floor(E*(log(lambda1/lambda0))) +while (maxXk < 3) { + E = E+1 + maxXk = floor(E*(log(lambda1/lambda0))) +} +E +score_max=floor(E*log(lambda1/lambda0)) +score_max +l=-50 +borne_inf=(l-E*log(lambda1/lambda0))/(E*(lambda0-lambda1)) +borne_sup=(l+1-E*log(lambda1/lambda0))/(E*(lambda0-lambda1)) +pexp(rate=lambda0,borne_inf)-pexp(rate=lambda0,borne_sup) + +l=seq(-100,score_max,1) +x=floor(E*log(lambda1/lambda0)+E*(lambda0-lambda1)*l) +proba.s=(lambda1/lambda0)*(exp(lambda0/(lambda0-lambda1)*(1-l/E))*exp(-lambda0/(E*lambda0-lambda1))-1) +cbind(x,proba.s) +tail(proba.s) +boxplot(proba.s) +sum(proba.s) -s=seq(min(x),max(x),0.1) -s -##tronquer la queue des x (x négatifs) -A=1/(lambda0-lambda1) -B=A*log(lambda1/lambda0) -proba.s=(lambda1/lambda0)*(exp(lambda0/(lambda0-lambda1)*(1-t/E))*exp(-lambda0/(E*lambda0-lambda1))-1) score_min_c=floor(E*log(lambda1/lambda0)+E*(lambda0-lambda1)*max) -somme=(lambda1/lambda0)*(exp(-lambda0/(E*(lambda0-lambda1))-1))* exp(lambda0/(lambda0-lambda1))*exp(lambda0/(E*(lambda0-lambda1))*(1-score_min_c))/(1-exp(lambda0/(E*(lambda0-lambda1)))) +somme=(lambda1/lambda0)*(exp(-lambda0/(E*(lambda0-lambda1)))-1)* exp(lambda0/(lambda0-lambda1))*exp(lambda0/(E*(lambda0-lambda1))*(1-score_min_c))/(1-exp(lambda0/(E*(lambda0-lambda1)))) #proba.s = proba.s/sum(proba.s) proba.s= proba.s/(1-somme) @@ -422,6 +467,46 @@ write.table(proba.s, file = fichier_proba) #prob.X = read.table(fichier_proba) ``` +```{r} +PoissonProcess <- function(lambda,T) { +return(sort(runif(rpois(1,lambda*T),0,T))) +} +lambda0=2 +lambda1=3 +Ti=100000 +pp1=PoissonProcess(lambda1,Ti) +print(pp1) +n1=length(pp1) +tbe1=pp1[2:n1]-pp1[1:n1-1] +tbe1 +ks.test(tbe1,'exp') +x=log(lambda1/lambda0)+(lambda0-lambda1)*tbe1 # ne pas mettre le floor ni le E (certes égale à 1) +hist(x) +summary(x) + +# Calcul du maximum des scores +E=1 +# THEO à faire !!! max.s=log(lambda1/lambda0) +maxXk = floor(E*(log(lambda1/lambda0))) +maxXk +while (maxXk < 3) { + E = E+1 + maxXk = floor(E*(log(lambda1/lambda0))) +} +E + +x=floor(E*(log(lambda1/lambda0)+(lambda0-lambda1)*tbe1)) +dist.emp.scores=table(x)/sum(table(x)) +dist.emp.scores +hist(x) +range(x) +x.verif=seq(range(x)[1],range(x)[2],1) +#dist.theo.scores=lambda0*exp(-lambda0*(A*x.verif-B)) +#dist.theo.scores +dist.emp.scores + +``` + ```{r} barplot(proba.s)