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Paul-Corbalan 2022-04-19 11:13:31 +02:00
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Comparaison_of_methods.rmd
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@ -16,11 +16,15 @@ library("caret")
## 1. Proposition for simulations under $\mathcal{H}_1$
In this part, we propose a method that simulates a Poisson process under the hypothesis $\mathcal{H}_1$. The idea is to simulate a sample under $\mathcal{H}_0$, and add randomly a subsequence under the alternative hypothesis in this sequence.
The function `PoissonProcess` creates a sequence of Poisson process of a parameter lambda
```{r}
PoissonProcess <- function(lambda,T) {
return(sort(runif(rpois(1,lambda*T),0,T)))
}
```
The following function creates a sequence under H0 and add a sequence under H1.
```{r}
SimulationH1 <- function(lambda0, lambda1,T,tau){
ppH0=PoissonProcess(lambda0,T)
ppH1.segt=PoissonProcess(lambda1,tau)
@ -35,6 +39,7 @@ SimulationH1 <- function(lambda0, lambda1,T,tau){
```
`TimeBetweenEvent` compute Time Between Event for a `pp` interval.
```{r}
TimeBetweenEvent <- function(pp){
n=length(pp)
@ -50,6 +55,8 @@ DataFrame <- function(pp,tbe){
## 2. Simulation of the sequences under $\mathcal{H}_0$ via a Monte Carlo Method
In this part, we will try to simulate, using a Monte Carlo method, a set of $10^5$ independant samples, under the assumption that $\lambda=\lambda_0$, hence, that we are under the null hypothesis $\mathcal{H}_0$.
The function `ScanStat` compute the scan statistic for a sequence, given some parameters $T$ and $\tau$. This function returns the value of the scan stat, and the index of the sequence where it happens
```{r}
ScanStat <- function(pp, T, tau){
n=length(pp)
@ -58,13 +65,15 @@ ScanStat <- function(pp, T, tau){
for (i in (1:stop)) {
x=which((pp>=pp[i])&(pp<=(pp[i]+tau)))
scan=length(x)
if (scan>ScanStat) {ScanStat=scan}
if (scan>ScanStat) {ScanStat=scan
max=i}
}
return (c(i,ScanStat))
return (c(max,ScanStat))
}
```
We test the scan statistic method for different values of $\lambda_0$. The method of scan statistic we implemented will allow us to have access to the scan test statistic and where it happens in the sequence.
This function `EmpDistrib` compute the empirical distribution using a Monte Carlo estimator for the scan statistic method. It returns a Data Frame, containing the value of the scan, its probability and the value of its cumulative distribution function.
```{r}
EmpDistrib <- function(lambda, n_sample,T,tau){
pp=PoissonProcess(lambda,T)
@ -83,6 +92,8 @@ EmpDistrib <- function(lambda, n_sample,T,tau){
return(EmpDis)
}
```
This function plot the cumulative distribution function associated to an empirical distribution function
```{r}
Plot_CDF <- function(lambda,n_sample,T,tau){
Emp=EmpDistrib(lambda,n_sample,T,tau)
@ -103,19 +114,12 @@ tau=1
ppH0=PoissonProcess(lambda0,T)
CDF=Plot_CDF(lambda0,n_sample,T,tau)
```
```{r}
n_sample=10**4
lambda1=4
T=10
tau=1
ppH0=PoissonProcess(lambda1,T)
CDF=Plot_CDF(lambda1,n_sample,T,tau)
```
Compute $p$-value for scan statistic of `ppH1` with `Emp`:
```{r}
PValue <- function(Emp,ppH1, T, tau){
scanH1=ScanStat(ppH1,T,tau)[2]
index_scanH1=ScanStat(ppH1,T,tau)[1]
PValue <- function(Emp,ppH, T, tau){
scanH1=ScanStat(ppH,T,tau)[2]
index_scanH1=ScanStat(ppH,T,tau)[1]
index=Emp$index_scan
n=length(index)
if (scanH1< min(Emp$index_scan)){
@ -134,8 +138,8 @@ NbSeqH0=10000
NbSeqH1=NbSeqH0
DataH0=vector("list")
DataH1=vector("list")
lambda0=4
lambda1=10
lambda0=2
lambda1=5
T=10
tau=1
@ -165,7 +169,7 @@ TimeBetweenEventList <- function(list,n_list){
}
tbe0=TimeBetweenEventList(DataH0,NbSeqH0)
```
We compute the p-value associated to all 5 sequences, and stock them in a vector.
We compute the p-value associated to all 10000 sequences, and stock them in a vector.
```{r}
#We start by computing the empirical distribution for lambda0
@ -183,8 +187,9 @@ for (i in 1:NbSeqH0){
index_scan = c(index_scan,result[3])
}
ScS_H0=data.frame(num=(1:NbSeqH0), scan_stat=scan, pvalue_scan=pvalue,class=c(pvalue<0.05))
sum(ScS_H0$class[which(ScS_H0$class==TRUE)])/NbSeqH0
ScS_H0=data.frame(num=(1:NbSeqH0), scan_stat=scan, pvalue_scan=pvalue,class=c(pvalue<0.05)*1)
ScS_H0
sum(ScS_H0$class[which(ScS_H0$class=='1')])/NbSeqH0
```
```{r}
@ -201,11 +206,13 @@ for (i in 1:NbSeqH1){
pvalue=c(pvalue,result[2])
index_scan=c(index_scan,result[3])
}
ScS_H1=data.frame(num=1:NbSeqH1, scan_stat=scan, pvalue_scan=pvalue, class=(pvalue<0.05), begin_scan=index_scan)
sum(ScS_H1$class[which(ScS_H1$class==TRUE)])/NbSeqH1
ScS_H1 = data.frame(num=1:NbSeqH1, scan_stat=scan, pvalue_scan=pvalue, class=(pvalue<0.05)*1, begin_scan=index_scan)
ScS_H1
sum(ScS_H1$class[which(ScS_H1$class=='1')])/NbSeqH1
```
`ScanStatMC` compute local score for `Emp`:
```{r}
ScanStatMC <- function(NbSeq, T, tau, Emp, pp0){
scan=c()
@ -227,6 +234,7 @@ ScanStatMC <- function(NbSeq, T, tau, Emp, pp0){
## 3. Local score
### 3.1. Distribution of scores via Monte Carlo
`ComputeE` compute `E` coefficient:
```{r}
ComputeE <- function(lambda0, lambda1){
E = 1
@ -240,6 +248,7 @@ ComputeE <- function(lambda0, lambda1){
}
```
`ScoreDistribEmpiric` compute score for empiric distribution:
```{r}
ScoreDistribEmpiric <- function(lambda0, lambda1, n_sample, T){
E = ComputeE(lambda0, lambda1)
@ -335,25 +344,40 @@ LocalScoreMC <- function(lambda0, lambda1, NbSeq, T, X_seq, P_X, tbe0){
## 4. Experience plan for comparaison
```{r}
NbSeq = 10**3
NbSeq = 10**2
T = 10
for (lambda0 in (2:5)){
for (lambda0 in (2)){
Sensitivity = c()
Specificity = c()
accepted_lambda = c()
for (lambda1 in c(3:8)){
for (lambda1 in c(3)){
if (lambda0 < lambda1){
accepted_lambda = c(accepted_lambda,lambda1)
cat("For T = ", T, ", Nb = ", NbSeq, ", lambda0 = ", lambda0, " and lambda1 = ", lambda1, ":\n", sep = "")
tbe0 = vector("list",length=NbSeq)
pp0 = vector("list", length = NbSeq)
pp1 = vector("list", length = NbSeq)
tbe1 = vector("list", length = NbSeq)
theoretical_results = c(rep(0,NbSeq), rep(1,NbSeq))
for (i in (1:NbSeq)) {
#Simulation for sequences under H0
ppi = PoissonProcess(lambda0,T)
ni=length(ppi)
pp0[[i]] = ppi
tbei = ppi[2:ni]-ppi[1:ni-1]
tbe0[[i]] = tbei
#Simulation for sequences under H1
ppj1 = SimulationH1(lambda0, lambda1, T, tau)
nj = length(ppj1)
pp1[[i]] = ppj1
tbej = ppj1[2:nj]-ppj1[1:nj-1]
tbe1[[i]] = tbej
}
#cat("- Empiric version:\n")
@ -366,6 +390,9 @@ for (lambda0 in (2:5)){
LS_H0 = LocalScoreMC(lambda0, lambda1, NbSeq, T, X_seq, P_X, tbe0)
options(warn = -1) # Disable warnings print
SS_H0 = ScanStatMC(NbSeq, T, tau, Emp, pp0)
SS_H1 = ScanStatMC(NbSeq, T, tau, Emp, pp1)
SS_expected = c(SS_H0$class, SS_H1$class)
#cat("Local Score:\n")
#print(summary(LS_H0))
@ -391,9 +418,9 @@ for (lambda0 in (2:5)){
#cat("Scan Statistics:\n")
#print(summary(SS_H0))
#cat("Confusion Matrix:\n")
print(confusionMatrix(factor(LS_H0$class), factor(SS_H0$class))$table)
Sensitivity = c(Sensitivity,confusionMatrix(factor(LS_H0$class), factor(SS_H0$class))$byClass[1])
Specificity = c(Specificity,confusionMatrix(factor(LS_H0$class), factor(SS_H0$class))$byClass[2])
print(confusionMatrix(factor(theoretical_results), factor(SS_expected)))
#Sensitivity = c(Sensitivity,confusionMatrix(factor(theoretical_results), factor(SS_expected))$byClass[1])
#Specificity = c(Specificity,confusionMatrix(factor(theoretical_results), factor(SS_expected))$byClass[2])
cat("---\n")
@ -408,3 +435,85 @@ for (lambda0 in (2:5)){
}
```
```{r}
theo = c(0,0,0,1,1,1)
exp = c(0,1,1,1,1,0)
confusionMatrix(factor(exp), factor(theo), positive = '1') #prédiction puis théorique
```
```{r}
NbSeq = 10**2
T = 10
lambda0 = 2
lambda1 = 5
n_sample=10**4
cat("For T = ", T, ", Nb = ", NbSeq, ", lambda0 = ", lambda0, " and lambda1 = ", lambda1, ":\n", sep = "")
tbe0 = vector("list",length=NbSeq)
pp0 = vector("list", length = NbSeq)
pp1 = vector("list", length = NbSeq)
tbe1 = vector("list", length = NbSeq)
theoretical_results = c(rep(0,NbSeq), rep(1,NbSeq))
for (i in (1:NbSeq)) {
#Simulation for sequences under H0
ppi = PoissonProcess(lambda0,T)
ni=length(ppi)
pp0[[i]] = ppi
tbei = ppi[2:ni]-ppi[1:ni-1]
tbe0[[i]] = tbei
#Simulation for sequences under H1
ppj1 = SimulationH1(lambda0, lambda1, T, tau)
nj = length(ppj1)
pp1[[i]] = ppj1
tbej = ppj1[2:nj]-ppj1[1:nj-1]
tbe1[[i]] = tbej
}
Emp = EmpDistrib(lambda0,n_sample,T,tau)
SS_H0 = ScanStatMC(NbSeq, T, tau, Emp, pp0)
SS_H1 = ScanStatMC(NbSeq, T, tau, Emp, pp1)
SS_expected = c(SS_H0$class, SS_H1$class)
#cat("Local Score:\n")
#print(summary(LS_H0))
#cat("Scan Statistics:\n")
#print(summary(SS_H0))
#cat("Confusion Matrix:\n")
#print(confusionMatrix(factor(LS_H0$class), factor(SS_H0$class)))
#cat("- Elisa version:\n")
Score = ScoreDistribElisa(lambda0, lambda1, T)
Emp = EmpDistrib(lambda0,n_sample,T,tau)
X_seq = Score$Score_X
P_X = Score$P_X
LS_H0 = LocalScoreMC(lambda0, lambda1, NbSeq, T, X_seq, P_X, tbe0)
options(warn = -1) # Disable warnings print
SS_H0 = ScanStatMC(NbSeq, T, tau, Emp, pp0)
#cat("Local Score:\n")
#print(summary(LS_H0))
#cat("Scan Statistics:\n")
#print(summary(SS_H0))
#cat("Confusion Matrix:\n")
print(confusionMatrix(factor(theoretical_results), factor(SS_expected)))
#Sensitivity = c(Sensitivity,confusionMatrix(factor(theoretical_results), factor(SS_expected))$byClass[1])
#Specificity = c(Specificity,confusionMatrix(factor(theoretical_results), factor(SS_expected))$byClass[2])
cat("---\n")
titleSens=TeX(paste(r'(Sensitivity for $\lambda_0=$)', lambda0))
plot(x=accepted_lambda,y=Sensitivity, type='l', main = titleSens)
titleSpec=TeX(paste(r'(Specificity for $\lambda_0=$)', lambda0))
plot(x=accepted_lambda,y=Specificity, type='l', main = titleSpec)
```