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Type 'q()' to quit R. > ## commented out for time (and dependency reasons) > require("DoseFinding") Loading required package: DoseFinding > if(!(require("quadprog") & require("Rsolnp"))) + stop("need packages quadprog and Rsolnp to run these tests") Loading required package: quadprog Loading required package: Rsolnp > > ## ## calculation of optimal contrast by enumerating all active sets > ## allActiveSets <- function(S, mu, mult){ > ## k <- length(mu) > ## CC <- cbind(-1, diag(k - 1)) > ## SPa <- CC %*% S %*% t(CC) > ## muPa <- as.numeric(CC %*% mu) > ## ## generate all possible active sets > ## mat <- matrix(nrow = 2^(k-1), ncol = (k-1)) > ## for(i in 1:(k-1)) > ## mat[,i] <- rep(rep(c(FALSE,TRUE), each=2^(i-1)), 2^((k-1)-i)) > ## val <- numeric(2^(k-1)) > ## feasible <- logical(2^(k-1)) > ## cont <- matrix(nrow = 2^(k-1), ncol = (k-1)) > ## for(i in 1:(2^(k-1))){ > ## nonzero <- mat[i,] > ## if(sum(nonzero) > 0){ > ## cont[i,!nonzero] <- 0 > ## cont[i,nonzero] <- solve(SPa[nonzero, nonzero]) %*% muPa[nonzero] > ## feasible[i] <- all(mult*cont[i,] >= 0) > ## contrast <- c(-sum(cont[i,]), cont[i,]) > ## val[i] <- as.numeric(t(contrast)%*%mu/sqrt(t(contrast)%*%S%*%contrast)) > ## } > ## } > ## if(!any(feasible)) > ## return(rep(NA, k)) > ## mm <- max(val[which(feasible)]) > ## c(-sum(cont[val == mm,]), cont[val == mm,]) > ## } > > > ## ## helper functions > ## getStand <- function(x) > ## x/sqrt(sum(x^2)) > ## getNCP <- function(cont, mu, S) > ## as.numeric(t(cont)%*%mu/sqrt(t(cont)%*%S%*%cont)) > > ## set.seed(1) > ## ncp1 <- ncp2 <- ncp3 <- ncp4 <- ncp5 <- numeric(1000) > ## for(i in 1:1000){ > ## ## simulate mean and covariance matrix > ## kk <- round(runif(1, 4, 10)) > ## A <- matrix(runif(kk^2,-1,1),kk,kk) > ## S <- crossprod(A)+diag(kk) > ## mult <- sign(rnorm(1)) > ## mu <- mult*sort(rnorm(kk, 1:kk, 1)) > > ## ## unconstrained solution > ## ones <- rep(1,kk) > ## unConst <- solve(S)%*%(mu - c(t(mu)%*%solve(S)%*%ones/(t(ones)%*%solve(S)%*%ones))) > ## cont1 <- getStand(unConst) > > ## ## function from DoseFinding package > ## cont2 <- DoseFinding:::constOptC(mu, solve(S), placAdj=FALSE, > ## ifelse(mult == 1, "increasing", "decreasing")) > > ## ## alternative solution using quadratic programming > ## D <- S > ## d <- rep(0,kk) > ## tA <- rbind(rep(1, kk), > ## mu, > ## mult*diag(kk)*c(-1,rep(1,kk-1))) > ## A <- t(tA) > ## bvec <- c(0,1,rep(0,kk)) > ## rr <- solve.QP(D, d, A, bvec, meq=2) > ## cont3 <- getStand(rr$solution) > > ## ## using solnp > ## LB <- rep(0, kk-1) > ## UB <- rep(20, kk-1) > ## strt <- rep(1, kk-1) > ## mgetNCP <- function(x, ...){ > ## cont <- c(-sum(x), x) > ## -getNCP(cont, ...) > ## } > ## res <- solnp(strt, mgetNCP, mu=mu, S=S, > ## LB=LB, UB=UB, > ## control = list(trace = 0)) > ## out <- c(-sum(res$pars), res$pars) > ## cont4 <- getStand(out) > > ## ## using > ## cont5 <- allActiveSets(S=S, mu=mu, mult=mult) > > ## ## compare optimized non-centrality parameters > ## ncp1[i] <- getNCP(cont1, mu, S) > ## ncp2[i] <- getNCP(cont2, mu, S) > ## ncp3[i] <- getNCP(cont3, mu, S) > ## ncp4[i] <- getNCP(cont4, mu, S) > ## ncp5[i] <- getNCP(cont5, mu, S) > ## } > ## sapply(list(ncp1, ncp2, ncp3, ncp4, ncp5), quantile) > > ## ## tests whether constant shapes (possible with linInt) are handled correctly > ## data(biom) > ## ## define shapes for which to calculate optimal contrasts > ## modlist <- Mods(emax = 0.05, linear = NULL, logistic = c(0.5, 0.1), > ## linInt = rbind(c(0, 0, 0, 1), c(0, 1, 1, 1)), > ## doses = c(0, 0.05, 0.2, 0.6, 1), placEff = 1) > > ## optContr(modlist, w=1, doses=c(0.05), placAdj=TRUE, type = "u") > ## optContr(modlist, w=1, doses=c(0.05), placAdj=TRUE, type = "c") > ## optContr(modlist, w=1, doses=c(0.05,0.5), placAdj=TRUE, type = "u") > ## optContr(modlist, w=1, doses=c(0.05,0.5), placAdj=TRUE, type = "c") > ## optContr(modlist, w=1, doses=c(0,0.05), placAdj=FALSE, type = "u") > ## optContr(modlist, w=1, doses=c(0,0.05), placAdj=FALSE, type = "c") > ## optContr(modlist, w=1, doses=c(0,0.05,0.5), placAdj=FALSE, type = "u") > ## optContr(modlist, w=1, doses=c(0,0.05,0.5), placAdj=FALSE, type = "c") > > > ## modlist2 <- Mods(linInt = rbind(c(0, 1, 1, 1), c(0,0,0,1)), > ## doses = c(0, 0.05, 0.2, 0.6, 1), placEff = 1) > > ## ## all of these should throw an error > ## optContr(modlist2, w=1, doses=c(0.05), placAdj=TRUE, type = "u") > ## optContr(modlist2, w=1, doses=c(0.05), placAdj=TRUE, type = "c") > ## optContr(modlist2, w=1, doses=c(0,0.05), placAdj=FALSE, type = "u") > ## optContr(modlist2, w=1, doses=c(0,0.05), placAdj=FALSE, type = "c") > ## ## these should work > ## optContr(modlist2, w=1, doses=c(0.05,0.5), placAdj=TRUE, type = "u") > ## optContr(modlist2, w=1, doses=c(0.05,0.5), placAdj=TRUE, type = "c") > ## optContr(modlist2, w=1, doses=c(0,0.05,0.5), placAdj=FALSE, type = "u") > ## optContr(modlist2, w=1, doses=c(0,0.05,0.5), placAdj=FALSE, type = "c") > > proc.time() user system elapsed 1.09 0.17 1.23