Update Dataset_study.rmd
This commit is contained in:
		
							parent
							
								
									66baf029ae
								
							
						
					
					
						commit
						c18dbdf5b4
					
				@ -222,6 +222,79 @@ list0
 | 
			
		||||
 | 
			
		||||
poisson=list0[,1]
 | 
			
		||||
poisson
 | 
			
		||||
```
 | 
			
		||||
```{r}
 | 
			
		||||
 | 
			
		||||
lambda0=list(1:10)
 | 
			
		||||
lambda1=list(1:10)
 | 
			
		||||
#mu0=2
 | 
			
		||||
 | 
			
		||||
E=10
 | 
			
		||||
 | 
			
		||||
mu1=1
 | 
			
		||||
 | 
			
		||||
for (mu0 in 1:10 ) {
 | 
			
		||||
  #for (mu1 in 1:10) {
 | 
			
		||||
repe=10^3
 | 
			
		||||
# longueur de chaque séquence
 | 
			
		||||
n=200
 | 
			
		||||
SL_vect=vector(length=repe) # vecteur contenant le score local pour chaque séquence
 | 
			
		||||
for (j in 1:repe)
 | 
			
		||||
{
 | 
			
		||||
  cat('\n repe=',j)
 | 
			
		||||
  w.E=0 # initialisation de W (processus de Lindley) pour la séquence j
 | 
			
		||||
  SL=0 # init du score local pour la séquence j
 | 
			
		||||
  for (i in 1:n) {
 | 
			
		||||
    a=rexp(1,mu0) # ici simulation d'une observation loi normale ; on peut aussi aller lire une observation dans un fichier de données
 | 
			
		||||
    s.E=floor(E*log(dexp(a,mu0)/dexp(a,mean=mu0,sd=s0))) # calcul du score LLR associé à l'observation a
 | 
			
		||||
    w.E=max(0,w.E+s.E) # calcul de la valeur W à l'indice j
 | 
			
		||||
    if (w.E>SL) SL=w.E # actualisation du score local, cf. SL=max_j Wj
 | 
			
		||||
  SL_vect[j]=SL # remplissage du vecteur des valeur de score local 
 | 
			
		||||
  }
 | 
			
		||||
}
 | 
			
		||||
p <- hist(SL_vect)
 | 
			
		||||
print(p)
 | 
			
		||||
#}
 | 
			
		||||
}
 | 
			
		||||
SL_vect
 | 
			
		||||
 | 
			
		||||
#p <- hist(SL_vect)
 | 
			
		||||
#print(p)
 | 
			
		||||
 | 
			
		||||
 | 
			
		||||
```
 | 
			
		||||
 | 
			
		||||
 | 
			
		||||
```{r}
 | 
			
		||||
library(stringr)
 | 
			
		||||
 | 
			
		||||
E=10
 | 
			
		||||
x=c(0.00,0.05,0.1,0.15,0.20)
 | 
			
		||||
lambda1=2
 | 
			
		||||
 | 
			
		||||
 | 
			
		||||
for (lambda0 in c(5,50,500,5000,50000) ) {
 | 
			
		||||
  for (lambda1 in c(2,20,200,2000,20000) ) {
 | 
			
		||||
  S_vect=vector(length=length(x))
 | 
			
		||||
 | 
			
		||||
  for (j in 1:length(x))
 | 
			
		||||
  {
 | 
			
		||||
 
 | 
			
		||||
    S=0
 | 
			
		||||
    A=1/(lambda0-lambda1)
 | 
			
		||||
    B=A*log(lambda1/lambda0)
 | 
			
		||||
    
 | 
			
		||||
    S=floor(E*lambda0*exp(-lambda0*(A*x[j]-B)))
 | 
			
		||||
    print(S) 
 | 
			
		||||
    S_vect[j]=S
 | 
			
		||||
}
 | 
			
		||||
print(S_vect)
 | 
			
		||||
p <- barplot(S_vect, main=str_c("lambda0=", as.character(lambda0), "et", "lambda1=", as.character(lambda1), sep=" "  ))
 | 
			
		||||
p
 | 
			
		||||
}
 | 
			
		||||
}
 | 
			
		||||
 | 
			
		||||
 | 
			
		||||
```
 | 
			
		||||
 | 
			
		||||
Import data of rainfall in France every 3 hours.
 | 
			
		||||
@ -236,6 +309,8 @@ Rain_Dataset_Red[,'rr3'] = as.numeric(Rain_Dataset_Red[,'rr3'])
 | 
			
		||||
 | 
			
		||||
summary(Rain_Dataset_Red)
 | 
			
		||||
head(Rain_Dataset_Red)
 | 
			
		||||
l=Rain_Dataset_Red[,1]
 | 
			
		||||
l
 | 
			
		||||
```
 | 
			
		||||
 | 
			
		||||
SST
 | 
			
		||||
@ -255,6 +330,60 @@ for (i in seq(0,(T-tau)/tau)){
 | 
			
		||||
}
 | 
			
		||||
sst
 | 
			
		||||
```
 | 
			
		||||
```{r}
 | 
			
		||||
lambda=2
 | 
			
		||||
 Tps=10
 | 
			
		||||
 tau=1
 | 
			
		||||
 pp=PoissonProcess(lambda,Tps)
 | 
			
		||||
 pp
 | 
			
		||||
 n=length(pp)
 | 
			
		||||
 n
 | 
			
		||||
 which(pp>(Tps-tau))
 | 
			
		||||
 stop=n-length(which(pp>(Tps-tau)))
 | 
			
		||||
 ScanStat=0
 | 
			
		||||
 for (i in (1:stop)) {
 | 
			
		||||
   cat('\n i=',i)
 | 
			
		||||
   cat('\t ppi=',pp[i])
 | 
			
		||||
   x=which((pp>=pp[i])&(pp<=(pp[i]+tau)))
 | 
			
		||||
  cat('\t which=',x)
 | 
			
		||||
   scan=length(x)
 | 
			
		||||
   cat(' scan=',scan)
 | 
			
		||||
   if (scan>ScanStat) ScanStat=scan
 | 
			
		||||
 }
 | 
			
		||||
 ScanStat
 | 
			
		||||
```
 | 
			
		||||
 | 
			
		||||
 | 
			
		||||
```{r}
 | 
			
		||||
lambda=2
 | 
			
		||||
 Tps=10
 | 
			
		||||
 tau=1
 | 
			
		||||
 pp=Rain_Dataset_Red[,1]
 | 
			
		||||
 pp
 | 
			
		||||
 n=length(pp)
 | 
			
		||||
 n
 | 
			
		||||
 which(pp>(Tps-tau))
 | 
			
		||||
 stop=n-length(which(pp>(Tps-tau)))
 | 
			
		||||
 ScanStat=0
 | 
			
		||||
 for (i in (1:stop)) {
 | 
			
		||||
   cat('\n i=',i)
 | 
			
		||||
   #cat('\t ppi=',pp[i])
 | 
			
		||||
   x=which((pp>=pp[i])&(pp<=(pp[i]+tau)))
 | 
			
		||||
  cat('\t which=',x)
 | 
			
		||||
   scan=length(x)
 | 
			
		||||
   cat(' scan=',scan)
 | 
			
		||||
   if (scan>ScanStat) ScanStat=scan
 | 
			
		||||
 }
 | 
			
		||||
 ScanStat
 | 
			
		||||
 
 | 
			
		||||
```
 | 
			
		||||
```{r}
 | 
			
		||||
 | 
			
		||||
pp=Rain_Dataset_Red
 | 
			
		||||
print(Rain_Dataset)
 | 
			
		||||
 | 
			
		||||
```
 | 
			
		||||
 | 
			
		||||
 | 
			
		||||
Local score
 | 
			
		||||
```{r}
 | 
			
		||||
 | 
			
		||||
		Loading…
	
	
			
			x
			
			
		
	
		Reference in New Issue
	
	Block a user