Last updated: 2020-06-09

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    Rmd c6c31f2 Kushal K Dey 2020-03-08 workflow project
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library(glasso)
library(corpcor)
library(Matrix)
library(psych)
library(CVXR)
library(Robocov)
library(CorShrink)
library(corrplot)
library(ggplot2)

Hub network matrix simulation.

hub_sim = function(n, p, block){
  mat <- 0.3*diag(1,block) + 0.7*rep(1,block) %*% t(rep(1, block))
  Sigma <-   bdiag(mat, mat, mat, mat, mat, mat, mat, mat, mat, mat)
  corSigma <- cov2cor(Sigma)
  data <- MASS::mvrnorm(n,rep(0,p),corSigma)
  ll = list("dat" = data, "cor" = corSigma, "Sigma" = Sigma)
  return(ll)
}


nloglik = function(data, cormat){
  llik = 0
  for(m in 1:nrow(data)){
    idx = which(!is.na(data[m,]))
    if(length(idx) > 2){
      llik = llik + emdbook::dmvnorm(data[m, idx], rep(0, length(idx)), cormat[idx, idx], log = T)
    }
  }
  return(-llik)
}

angle_norm = function(S, Sigma){
  dist = 1 - (tr(as.matrix(cov2cor(S)%*%cov2cor(Sigma))))/(norm(cov2cor(S), type = "F")* norm(Sigma, type = "F"))
  return(dist)
}

Data Generation

N=500
P=50
prop_missing = 0.25

ll = hub_sim(N, P, 5)
corSigma = as.matrix(ll$cor)
Sig = as.matrix(ll$Sigma)


data = hub_sim(N, P, 5)$dat

  #######################   Turn some of the entries to NA   ###################################

data_missing = t(apply(data, 1, function(x){
  if(prop_missing > 0){
    rand = sample(1:length(x), floor(prop_missing*length(x)), replace = F)
    y = x
    y[rand] = NA
    return(y)
  }else{
    return(x)
  }}))

Pop

corrplot(corSigma,  diag = TRUE,
         col = colorRampPalette(c("lightblue4", "lightblue2", "white", "indianred1", "indianred3"))(200),
         tl.pos = "n", tl.col = "black",
         rect.col = "white",na.label.col = "white",
         method = "color", type = "lower", tl.srt=45)

Expand here to see past versions of unnamed-chunk-4-1.png:
Version Author Date
c6c31f2 Kushal K Dey 2020-03-08

p-Pop

pcorSigma = -cov2cor(as.matrix(solve(corSigma)))
diag(pcorSigma) = 1
corrplot(pcorSigma,  diag = TRUE,
         col = colorRampPalette(c("lightblue4", "lightblue2", "white", "indianred1", "indianred3"))(200),
         tl.pos = "n", tl.cex = 1.5, tl.col = "black",
         rect.col = "white",na.label.col = "white",
         method = "color", type = "lower", tl.srt=45)

Expand here to see past versions of unnamed-chunk-5-1.png:
Version Author Date
c6c31f2 Kushal K Dey 2020-03-08

Standard

standard_cor = cor(data_missing, use = "pairwise.complete.obs")
corrplot(standard_cor,  diag = TRUE,
         col = colorRampPalette(c("lightblue4", "lightblue2", "white", "indianred1", "indianred3"))(200),
         tl.pos = "n", tl.cex = 1.5, tl.col = "black",
         rect.col = "white",na.label.col = "white",
         method = "color", type = "lower", tl.srt=45)

Expand here to see past versions of unnamed-chunk-6-1.png:
Version Author Date
c6c31f2 Kushal K Dey 2020-03-08

Robocov-box

robocov_box_cor = Robocov_cor(data_with_missing = data_missing, loss = "lasso")
corrplot(robocov_box_cor,  diag = TRUE,
         col = colorRampPalette(c("lightblue4", "lightblue2", "white", "indianred1", "indianred3"))(200),
         tl.pos = "n", tl.cex = 1.5, tl.col = "black",
         rect.col = "white",na.label.col = "white",
         method = "color", type = "lower", tl.srt=45)

Expand here to see past versions of unnamed-chunk-7-1.png:
Version Author Date
c6c31f2 Kushal K Dey 2020-03-08

p-Robocov

robo_prec = Robocov_precision(data_with_missing = data_missing, alpha = 0.1, lambda=1)
corrplot(robo_prec,  diag = TRUE,
         col = colorRampPalette(c("lightblue4", "lightblue2", "white", "indianred1", "indianred3"))(200),
         tl.pos = "n", tl.cex = 1.5, tl.col = "black",
         rect.col = "white",na.label.col = "white",
         method = "color", type = "lower", tl.srt=45)

Expand here to see past versions of unnamed-chunk-8-1.png:
Version Author Date
c6c31f2 Kushal K Dey 2020-03-08

CorShrink

cov_sample_ML <-  CorShrinkData(data_missing, sd_boot = FALSE,
                                  ash.control = list())
corshrink_cor = cov2cor(cov_sample_ML$cor)
corrplot(corshrink_cor,  diag = TRUE,
         col = colorRampPalette(c("lightblue4", "lightblue2", "white", "indianred1", "indianred3"))(200),
         tl.pos = "n", tl.cex = 1.5, tl.col = "black",
         rect.col = "white",na.label.col = "white",
         method = "color", type = "lower", tl.srt=45)

Expand here to see past versions of unnamed-chunk-9-1.png:
Version Author Date
c6c31f2 Kushal K Dey 2020-03-08

Session information

sessionInfo()
R version 3.5.1 (2018-07-02)
Platform: x86_64-apple-darwin15.6.0 (64-bit)
Running under: macOS High Sierra 10.13.6

Matrix products: default
BLAS: /Library/Frameworks/R.framework/Versions/3.5/Resources/lib/libRblas.0.dylib
LAPACK: /Library/Frameworks/R.framework/Versions/3.5/Resources/lib/libRlapack.dylib

locale:
[1] en_US.UTF-8/en_US.UTF-8/en_US.UTF-8/C/en_US.UTF-8/en_US.UTF-8

attached base packages:
[1] stats     graphics  grDevices utils     datasets  methods   base     

other attached packages:
[1] ggplot2_3.3.0   corrplot_0.84   CorShrink_0.1-6 Robocov_0.1-6  
[5] CVXR_0.99-2     psych_1.8.12    Matrix_1.2-14   corpcor_1.6.9  
[9] glasso_1.10    

loaded via a namespace (and not attached):
 [1] tidyselect_0.2.5  purrr_0.3.2       ashr_2.2-38      
 [4] reshape2_1.4.3    lattice_0.20-35   colorspace_1.4-1 
 [7] htmltools_0.3.6   yaml_2.2.0        gmp_0.5-13.2     
[10] rlang_0.4.2       pillar_1.3.1      R.oo_1.22.0      
[13] mixsqp_0.1-97     withr_2.1.2       glue_1.3.1       
[16] foreign_0.8-70    Rmpfr_0.7-1       R.utils_2.7.0    
[19] bit64_0.9-7       scs_1.1-1         foreach_1.4.4    
[22] plyr_1.8.4        stringr_1.4.0     munsell_0.5.0    
[25] gtable_0.3.0      workflowr_1.1.1   R.methodsS3_1.7.1
[28] codetools_0.2-15  evaluate_0.12     labeling_0.3     
[31] knitr_1.20        doParallel_1.0.14 pscl_1.5.2       
[34] parallel_3.5.1    Rcpp_1.0.1        backports_1.1.4  
[37] scales_1.0.0      truncnorm_1.0-8   bit_1.1-14       
[40] gridExtra_2.3     mnormt_1.5-5      digest_0.6.19    
[43] stringi_1.4.3     dplyr_0.8.0.1     grid_3.5.1       
[46] rprojroot_1.3-2   ECOSolveR_0.4     tools_3.5.1      
[49] magrittr_1.5      tibble_2.1.1      glmnet_2.0-18    
[52] pkgconfig_2.0.2   crayon_1.3.4      whisker_0.3-2    
[55] MASS_7.3-50       SQUAREM_2017.10-1 assertthat_0.2.1 
[58] rmarkdown_1.10    iterators_1.0.10  R6_2.4.0         
[61] nlme_3.1-137      git2r_0.23.0      compiler_3.5.1

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