## ----------------------------------------------------------------------------- rm(list = ls()) library(sparseSEM) ## ----------------------------------------------------------------------------- data(B); data(Y); data(X); data(Missing); cat("dimenstion of Y: ",dim(Y) ) cat("dimenstion of X: ",dim(X) ) ## ----------------------------------------------------------------------------- set.seed(1) output = elasticNetSEM(Y, X, Missing, B, verbose = 1); names(output) ## ----------------------------------------------------------------------------- fit_SEM = output$weight ## ----------------------------------------------------------------------------- library('plot.matrix') par(mfrow = c(1, 2),mar=c(5.1, 4.1, 4.1, 4.1)) plot(B) plot(fit_SEM) ## ----------------------------------------------------------------------------- set.seed(1) cvfit = elasticNetSEMcv(Y, X, Missing, B, alpha_factors = c(0.75, 0.5, 0.25), lambda_factors=c(0.1, 0.01, 0.001), kFold = 5, verbose = 1); names(cvfit) ## ----------------------------------------------------------------------------- head(cvfit$cv) ## ----------------------------------------------------------------------------- par(mfrow = c(1, 2),mar=c(5.1, 4.1, 4.1, 4.1)) plot(B) plot(cvfit$fit$weight) ## ----------------------------------------------------------------------------- cvfit$fit$statistics ## ----------------------------------------------------------------------------- tStart = proc.time() set.seed(0) output = enSEM_stability_selection(Y,X, Missing,B, alpha_factors = seq(1,0.1, -0.1), lambda_factors =10^seq(-0.2,-3,-0.2), kFold = 5, nBootstrap = 100, verbose = -1) tEnd = proc.time() simTime = tEnd - tStart; print(simTime) names(output) cat("nSTS = ", length(which(output$STS !=0))) ## ----------------------------------------------------------------------------- B[which(B!=0)] =1 par(mfrow = c(1, 2),mar=c(5.1, 4.1, 4.1, 4.1)) plot(B) plot(output$STS) ## ---- eval=FALSE-------------------------------------------------------------- # library(parallel) # cl<-makeCluster(4,type="SOCK") # clusterEvalQ(cl,{library(sparseSEM)}) # output = enSEM_stability_selection_parallel(Y,X, Missing,B, # alpha_factors = seq(1,0.1, -0.1), # lambda_factors =10^seq(-0.2,-3,-0.2), # kFold = 3, # nBootstrap = 100, # verbose = -1, # clusters = cl) # stopCluster(cl) ## ---- eval=FALSE-------------------------------------------------------------- # rm(list = ls()) # library(sparseSEM) # data(yeast) # output = elasticNetSEM(Y, X, verbose = 1) # # STS # STS = enSEM_stability_selection(Y,X,verbose = -1)