## ----setup, include=FALSE----------------------------------------------------- knitr::opts_chunk$set(collapse = TRUE, comment = "#>") ## ----------------------------------------------------------------------------- library(risdr) sim <- simulate_risdr_data( n = 120, p = 30, d = 2, rho = 0.8, sigma = 1, model = "linear_quadratic", beta_type = "coordinate", seed = 9201 ) dim(sim$X) crossprod(sim$beta) ## ----------------------------------------------------------------------------- one <- run_one_simulation( n = 100, p = 20, d = 2, rho = 0.6, sigma = 1, model = "linear_quadratic", sdr_method = "dr", cov_method = "oas", nslices = 6, d_max = 5, seed = 9202 ) one ## ----------------------------------------------------------------------------- small_study <- run_risdr_simulation( R = 2, rho_values = c(0.3, 0.8), methods = c("sir", "dr"), cov_methods = c("ridge", "oas"), n = 80, p = 15, d = 2, nslices = 5, d_max = 4, seed = 9203 ) summarise_simulation(small_study) ## ----------------------------------------------------------------------------- simulation_a <- utils::read.csv(system.file( "extdata", "simulation", "simulation_A_final_covariance_DR_summary_tidy.csv", package = "risdr" )) aggregate( cbind( mean_subspace_distance, mean_RMSE, mean_condition_number, mean_runtime_seconds ) ~ cov_method, data = simulation_a, FUN = mean ) ## ----------------------------------------------------------------------------- ranking_b1 <- utils::read.csv(system.file( "extdata", "simulation", "simulation_B1_overall_ranking.csv", package = "risdr" )) ranking_b1[order(ranking_b1$avg_subspace_distance), ] ## ----------------------------------------------------------------------------- ranking_b2 <- utils::read.csv(system.file( "extdata", "simulation", "simulation_B2_overall_ranking.csv", package = "risdr" )) ranking_b2[ order(ranking_b2$avg_dimension_recovery_rate, decreasing = TRUE), ]