Difference between revisions of "ExamineConvest.R"

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(New page: library(limma) # ============= Generating a mixture of normally distributed data ============== simNorm <- function(m=1000, pi0=0.8, mu0=0, mu1=3, sigma=1) { m1 <- round(m * (1-pi0)) ...)
 
(Much more efficient way of obtaining iterations)
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 +
#{{R}}
 
library(limma)
 
library(limma)
  
# ============= Generating a mixture of normally distributed data ==============
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# Load local copy of convest
 +
source("convest.R")
 +
 
 +
# ------------- Generating a mixture of normally distributed data ------------- #
 
simNorm <- function(m=1000, pi0=0.8, mu0=0, mu1=3, sigma=1) {
 
simNorm <- function(m=1000, pi0=0.8, mu0=0, mu1=3, sigma=1) {
 
   m1 <- round(m * (1-pi0))  
 
   m1 <- round(m * (1-pi0))  
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   return(pvalues)
 
   return(pvalues)
 
}
 
}
# ===============================================================================
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 +
#  ---------------------------------------------------------------------------- #
 
# Multtest does not allow a max of 1 (NA) going into smooth.spline
 
# Multtest does not allow a max of 1 (NA) going into smooth.spline
  
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pvalues <- simNorm2(m=50)
 
pvalues <- simNorm2(m=50)
  
pi0 <- c()
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convest(pvalues, niter=500, doreport=TRUE, file="conv.txt")
for(i in seq(1,100, by=1)) {
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conv <- read.table("conv.txt", header=TRUE, as.is=TRUE)
  pi0[i] <-   convest(pvalues, niter=i)
 
}
 
  
 
# Interestingly the convergence rate varies if m is small
 
# Interestingly the convergence rate varies if m is small
  
plot(pi0[1:100], type="l")
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plot(conv$pi0, type="l")
 
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plot(diff(conv$pi0), type="l")
plot(diff(pi0), type="l")
 
  
 
# weighted average of convest iterations after removing burnin period
 
# weighted average of convest iterations after removing burnin period
 
# Raw
 
# Raw
mean(pi0[-(1:10)])
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mean(conv$pi0[-(1:10)])
 
# Weighted mean
 
# Weighted mean
weighted.mean(pi0[-(1:10)], w=seq(0,1, length=length(pi0[-(1:10)])))
+
weighted.mean(conv$pi0[-(1:10)], w=seq(0,1, length=length(conv$pi0[-(1:10)])))
  
 
convest(pvalues, niter=50)
 
convest(pvalues, niter=50)
pi0[100]
 

Revision as of 04:18, 11 June 2007

Code snipits and programs written in R, S or S-PLUS library(limma)

  1. Load local copy of convest

source("convest.R")

  1. ------------- Generating a mixture of normally distributed data ------------- #

simNorm <- function(m=1000, pi0=0.8, mu0=0, mu1=3, sigma=1) {

 m1 <- round(m * (1-pi0)) 
 m0 <- m - m1
 means <- c(rep(mu1,m1), rep(mu0,m0))
 DEflag <- as.logical(means)
 X <- rnorm(m, means, sigma)
 pvalues <- 2*(1-pnorm(abs(X),0,sigma))
 return(pvalues)

}

simNorm2 <- function(m=1000, pi0=0.8, mu0=0, s1=1, s2=3) {

 m1 <- round(m * (1-pi0)) 
 m0 <- m - m1
 means <- rep(0,m)
 #c(rep(mu1,m1), rep(mu0,m0))
 sigma <- c(rep(s2,m1), rep(s1,m0))
 DEflag <- as.logical(sigma - min(sigma))
 X <- rnorm(m, means, sigma)
 pvalues <- 2*(1-pnorm(abs(X),0,s1))
 return(pvalues)

}

  1. ---------------------------------------------------------------------------- #
  2. Multtest does not allow a max of 1 (NA) going into smooth.spline
  1. convest arguement doreport=TRUE provides iteration information

pvalues <- simNorm2(m=50)

convest(pvalues, niter=500, doreport=TRUE, file="conv.txt") conv <- read.table("conv.txt", header=TRUE, as.is=TRUE)

  1. Interestingly the convergence rate varies if m is small

plot(conv$pi0, type="l") plot(diff(conv$pi0), type="l")

  1. weighted average of convest iterations after removing burnin period
  2. Raw

mean(conv$pi0[-(1:10)])

  1. Weighted mean

weighted.mean(conv$pi0[-(1:10)], w=seq(0,1, length=length(conv$pi0[-(1:10)])))

convest(pvalues, niter=50)