## Test for singularity doexact <- function(){ exact <-function(){ n1 <- 45 p <- 2 x1 <- matrix(rnorm(p*n1),nrow=n1, ncol=p) x1[,p] <- x1[,p] + 3 ## library(MASS) ## x1 <- mvrnorm(n=n1, mu=c(0,3), Sigma=diag(1,nrow=p)) n2 <- 55 m1 <- 0 m2 <- 3 x2 <- cbind(rnorm(n2),rep(m2,n2)) x<-rbind(x1,x2) colnames(x) <- c("X1","X2") x } print(CovSde(exact())) } dodata <- function(nrep=1, time=FALSE, short=FALSE, full=TRUE){ domcd <- function(x, xname, nrep=1){ n <- dim(x)[1] p <- dim(x)[2] mcd<-CovSde(x) if(time){ xtime <- system.time(dorep(x, nrep))[1]/nrep xres <- sprintf("%3d %3d %3d\n", dim(x)[1], dim(x)[2], xtime) } else{ xres <- sprintf("%3d %3d\n", dim(x)[1], dim(x)[2]) } lpad<-lname-nchar(xname) cat(pad.right(xname,lpad), xres) if(!short){ ibad <- which(mcd@wt==0) names(ibad) <- NULL nbad <- length(ibad) cat("Outliers: ",nbad,"\n") if(nbad > 0) print(ibad) if(full){ cat("-------------\n") show(mcd) } cat("--------------------------------------------------------\n") } } options(digits = 5) set.seed(101) # <<-- sub-sampling algorithm now based on R's RNG and seed lname <- 20 ## VT::15.09.2013 - this will render the output independent ## from the version of the package suppressPackageStartupMessages(library(rrcov)) data(heart) data(starsCYG) data(phosphor) data(stackloss) data(coleman) data(salinity) data(wood) data(hbk) data(Animals, package = "MASS") brain <- Animals[c(1:24, 26:25, 27:28),] data(milk) data(bushfire) tmp <- sys.call() cat("\nCall: ", deparse(substitute(tmp)),"\n") cat("Data Set n p Half LOG(obj) Time\n") cat("========================================================\n") domcd(heart[, 1:2], data(heart), nrep) domcd(starsCYG, data(starsCYG), nrep) domcd(data.matrix(subset(phosphor, select = -plant)), data(phosphor), nrep) domcd(stack.x, data(stackloss), nrep) domcd(data.matrix(subset(coleman, select = -Y)), data(coleman), nrep) domcd(data.matrix(subset(salinity, select = -Y)), data(salinity), nrep) domcd(data.matrix(subset(wood, select = -y)), data(wood), nrep) domcd(data.matrix(subset(hbk, select = -Y)),data(hbk), nrep) domcd(brain, "Animals", nrep) domcd(milk, data(milk), nrep) domcd(bushfire, data(bushfire), nrep) ## VT::19.07.2010: test the univariate SDE for(i in 1:ncol(bushfire)) domcd(bushfire[i], data(bushfire), nrep) cat("========================================================\n") } dogen <- function(nrep=1, eps=0.49){ library(MASS) domcd <- function(x, nrep=1){ gc() xtime <- system.time(dorep(x, nrep))[1]/nrep cat(sprintf("%6d %3d %10.2f\n", dim(x)[1], dim(x)[2], xtime)) xtime } set.seed(1234) ## VT::15.09.2013 - this will render the output independent ## from the version of the package suppressPackageStartupMessages(library(rrcov)) ap <- c(2, 5, 10, 20, 30) an <- c(100, 500, 1000, 10000, 50000) tottime <- 0 cat(" n p Time\n") cat("=====================\n") for(i in 1:length(an)) { for(j in 1:length(ap)) { n <- an[i] p <- ap[j] if(5*p <= n){ xx <- gendata(n, p, eps) X <- xx$X tottime <- tottime + domcd(X, nrep) } } } cat("=====================\n") cat("Total time: ", tottime*nrep, "\n") } docheck <- function(n, p, eps){ xx <- gendata(n,p,eps) mcd <- CovSde(xx$X) check(mcd, xx$xind) } check <- function(mcd, xind){ ## check if mcd is robust w.r.t xind, i.e. check how many of xind ## did not get zero weight mymatch <- xind %in% which(mcd@wt == 0) length(xind) - length(which(mymatch)) } dorep <- function(x, nrep=1){ for(i in 1:nrep) CovSde(x) } #### gendata() #### # Generates a location contaminated multivariate # normal sample of n observations in p dimensions # (1-eps)*Np(0,Ip) + eps*Np(m,Ip) # where # m = (b,b,...,b) # Defaults: eps=0 and b=10 # gendata <- function(n,p,eps=0,b=10){ if(missing(n) || missing(p)) stop("Please specify (n,p)") if(eps < 0 || eps >= 0.5) stop(message="eps must be in [0,0.5)") X <- mvrnorm(n,rep(0,p),diag(1,nrow=p,ncol=p)) nbad <- as.integer(eps * n) if(nbad > 0){ Xbad <- mvrnorm(nbad,rep(b,p),diag(1,nrow=p,ncol=p)) xind <- sample(n,nbad) X[xind,] <- Xbad } list(X=X, xind=xind) } pad.right <- function(z, pads) { ### Pads spaces to right of text padding <- paste(rep(" ", pads), collapse = "") paste(z, padding, sep = "") } whatis<-function(x){ if(is.data.frame(x)) cat("Type: data.frame\n") else if(is.matrix(x)) cat("Type: matrix\n") else if(is.vector(x)) cat("Type: vector\n") else cat("Type: don't know\n") } ## VT::15.09.2013 - this will render the output independent ## from the version of the package suppressPackageStartupMessages(library(rrcov)) dodata() ##doexact()