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Update Comparaison_of_methods.rmd 

Plot Sensitivity and Specificity for confusion matrix and correction of method for simulation under H1
This commit is contained in:
njulia1 2022-04-18 20:13:27 +02:00
parent f6944942d5
commit 9dddcb8f16
1 changed files with 73 additions and 58 deletions
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Comparaison_of_methods.rmd
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@ -30,7 +30,7 @@ SimulationH1 <- function(lambda0, lambda1,T,tau){
ppH0_avant=ppH0bis[which(ppH0bis<ppH1.repo[1])]
ppH0_apres=ppH0bis[which(ppH0bis>ppH1.repo[length(ppH1.repo)])]
ppH1=c(ppH0_avant,ppH1.repo,ppH0_apres)
return (c(ppH1,which(ppH1==min(ppH1.repo))))
return (ppH1)
}
```
@ -130,12 +130,12 @@ PValue <- function(Emp,ppH1, T, tau){
### 2.2. Simulation under $\mathcal{H}_0$ and computation of p-values
On simule des séquences sous $\mathcal{H}_0$, que l'on stocke. On calcule la valeur de la scan stat et de la p-value, que l'on stocke aussi. On a une séquence de p-valeur des scans et une séquence de score local.
```{r}
NbSeqH0=1000
NbSeqH0=10000
NbSeqH1=NbSeqH0
DataH0=vector("list")
DataH1=vector("list")
lambda0=3
lambda1=30
lambda0=4
lambda1=10
T=10
tau=1
@ -149,8 +149,7 @@ for (i in 1:NbSeqH0) {
seqH1begin=c()
for (i in 1:NbSeqH1) {
pphi=SimulationH1(lambda0, lambda1,T,tau)
DataH1[[i]]=pphi[1]
seqH1begin=c(pphi[2],seqH1begin)
DataH1[[i]]=pphi
}
#Computation of the time between events
@ -201,12 +200,10 @@ for (i in 1:NbSeqH1){
scan=c(scan,result[1])
pvalue=c(pvalue,result[2])
index_scan=c(index_scan,result[3])
#cat(paste("\nSimulation for the sequence", i, ", for lambda0=",lambda0, " ,lambda1=", lambda1, " , scan=", result[1] ,"p-value=",result[2]))
#print(length(ppi))
}
ScS_H1=data.frame(num=1:NbSeqH1, scan_stat=scan, pvalue_scan=pvalue, class=(pvalue<0.05), begin_scan=index_scan, begin_seq_H1=seqH1begin)
sum(ScS_H1$class[which(ScS_H0$class==TRUE)])/NbSeqH1
ScS_H1
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
```
```{r}
@ -339,55 +336,73 @@ LocalScoreMC <- function(lambda0, lambda1, NbSeq, T, X_seq, P_X, tbe0){
NbSeq = 10**3
T = 10
for (lambda0 in (2:5)){
for (lambda1 in c(2,4,6)){
if (lambda0 < lambda1){
cat("For T = ", T, ", Nb = ", NbSeq, "lambda0 = ", lambda0, "and lambda1 = ", lambda1, ":\n", sep = "")
Sensitivity = c()
Specificity = c()
accepted_lambda = c()
tbe0=vector("list",length=NbSeq)
pp0 = vector("list", length = NbSeq)
for (i in (1:NbSeq)) {
ppi = PoissonProcess(lambda0,T)
ni=length(ppi)
pp0[[i]] = ppi
tbei=ppi[2:ni]-ppi[1:ni-1]
tbe0[[i]]=tbei
}
cat("- Empiric version:\n")
Score = ScoreDistribEmpiric(lambda0, lambda1, NbSeq, 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)
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(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)
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(LS_H0$class), factor(SS_H0$class)))
cat("---\n")
for (lambda1 in c(3:8)){
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)
for (i in (1:NbSeq)) {
ppi = PoissonProcess(lambda0,T)
ni=length(ppi)
pp0[[i]] = ppi
tbei=ppi[2:ni]-ppi[1:ni-1]
tbe0[[i]]=tbei
}
#cat("- Empiric version:\n")
Score = ScoreDistribEmpiric(lambda0, lambda1, NbSeq, 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(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(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])
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)
}
```