diff --git a/Comparaison_of_methods.rmd b/Comparaison_of_methods.rmd index 78b2ba5..86f8c92 100644 --- a/Comparaison_of_methods.rmd +++ b/Comparaison_of_methods.rmd @@ -22,9 +22,12 @@ SimulationH1 <- function(lambda0, lambda1,T,tau){ ppH0_avant=ppH0bis[which(ppH0bisppH1.repo[length(ppH1.repo)])] ppH1=c(ppH0_avant,ppH1.repo,ppH0_apres) - return (ppH1) + return (c(ppH1,which(ppH1==min(ppH1.repo)))) } +``` + +```{r} TimeBetweenEvent <- function(pp){ n=length(pp) tbe=pp[2:n]-pp[1:n1-1] @@ -93,30 +96,39 @@ 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) +``` ```{r} PValue <- function(Emp,ppH1, T, tau){ scanH1=ScanStat(ppH1,T,tau)[2] + index_scanH1=ScanStat(ppH1,T,tau)[1] index=Emp$index_scan n=length(index) if (scanH1< min(Emp$index_scan)){ - return (c(scanH1,1)) + return (c(scanH1,1,index_scanH1)) } else{ if(min(Emp$index_scan) Nb seq. tbe -> dist. tbe (vérif) + Nb seq. Scores -> distr scores - -A = 1/(lambda0-lambda1) -B = A*log(lambda1/lambda0) - -ppH1 = PoissonProcess(lambda1,T) -n1 = length(ppH1) -tbe1 = ppH1[2:n1]-ppH1[1:n1-1] -print(tbe1) -print(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) -print(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))) -} -print(E) - -x = floor(E*(log(lambda1/lambda0)+(lambda0-lambda1)*tbe1)) -dist.emp.scores = table(x)/sum(table(x)) -dist.emp.scores -hist(x) -print(range(x)) -x.verif = seq(range(x)[1],range(x)[2],1) -dist.theo.scores = lambda0*exp(-lambda0*(A*x.verif-B)) -print(dist.theo.scores) -print(dist.emp.scores) -```