Rui, Angelo, I found it :=)
Many thanks S. Le dimanche 9 mai 2021 à 23:49:41 UTC+2, Angelo Canty <ca...@math.mcmaster.ca> a écrit : Have you looked in the pdf file (power.pdf) to which you instructed R to send the plots? On 2021-05-09 5:27 p.m., varin sacha via R-help wrote: > Dear Rui, > > I thank you for your response but when I run the code with your few > modifications, I still don't get the 8 graphs but I get the following answer : > > null device > 1 > > Here below my R code with your modifications. I don't know what I am still > missing ? > > ############## > set.seed(1) > library(energy) > > # Here we define parameters which we use to simulate the data > # The number of null datasets we use to estimate our rejection reject > #regions for an alternative with level 0.05 > nsim=50 > > # Number of alternative datasets we use to estimate our power > nsim2=50 > > # The number of different noise levels used > num.noise <- 30 > > # A constant to determine the amount of noise > noise <- 3 > > # Number of data points per simulation > n=100 > > # Vectors holding the null "correlations" (for pearson, for spearman, for > kendall and dcor respectively) for each # of the nsim null datasets at a > #given noise level > val.cor=val.cors=val.cork=val.dcor=rep(NA,nsim) > > # Vectors holding the alternative "correlations" (for pearson, for #spearman, > for kendall and dcor respectively) #for each of the nsim2 alternative > datasets at a given noise level > val.cor2=val.cors2=val.cork2=val.dcor2= rep(NA,nsim2) > > # Arrays holding the estimated power for each of the 4 "correlation" types, > for each data type (linear, #parabolic, etc...) with each noise level > power.cor=power.cors=power.cork=power.dcor= array(NA, c(8,num.noise)) > > ## We loop through the noise level and functional form; each time we > #estimate a null distribution based on #the marginals of the data, and then > #use that null distribution to estimate power > ## We use a uniformly distributed x, because in the original paper the > #authors used the same > > for(l in 1:num.noise) { > > for(typ in 1:8) { > > ## This next loop simulates data under the null with the correct marginals (x > is uniform, and y is a function of a #uniform with gaussian noise) > > for(ii in 1:nsim) { > x=runif(n) > > #lin+noise > if(typ==1) { > y=x+ noise *(l/num.noise)* rnorm(n) > } > > #parabolic+noise > if(typ==2) { > y=4*(x-.5)^2+ noise * (l/num.noise) * rnorm(n) > } > > #cubic+noise > if(typ==3) { > y=128*(x-1/3)^3-48*(x-1/3)^3-12*(x-1/3)+10* noise * (l/num.noise) *rnorm(n) > } > > #sin+noise > if(typ==4) { > y=sin(4*pi*x) + 2*noise * (l/num.noise) *rnorm(n) > } > > #their sine + noise > if(typ==5) { > y=sin(16*pi*x) + noise * (l/num.noise) *rnorm(n) > } > > #x^(1/4) + noise > if(typ==6) { > y=x^(1/4) + noise * (l/num.noise) *rnorm(n) > } > > #circle > if(typ==7) { > y=(2*rbinom(n,1,0.5)-1) * (sqrt(1 - (2*x - 1)^2)) + noise/4*l/num.noise > *rnorm(n) > } > > #step function > if(typ==8) { > y = (x > 0.5) + noise*5*l/num.noise *rnorm(n) > } > > > # We resimulate x so that we have the null scenario > x <- runif(n) > > # Calculate the 4 correlations > val.cor[ii]=(cor(x,y)) > val.cors[ii]=(cor(x,y,method=c("spearman"))) > val.cork[ii]=(cor(x,y,method=c("kendal"))) > val.dcor[ii]=dcor(x,y) > } > > ## Next we calculate our 4 rejection cutoffs > cut.cor=quantile(val.cor,.95) > cut.cors=quantile(val.cors,.95) > cut.cork=quantile(val.cork,.95) > cut.dcor=quantile(val.dcor,.95) > > ## Next we simulate the data again, this time under the alternative > > for(ii in 1:nsim2) { > x=runif(n) > > #lin+noise > if(typ==1) { > y=x+ noise *(l/num.noise)* rnorm(n) > } > > #parabolic+noise > if(typ==2) { > y=4*(x-.5)^2+ noise * (l/num.noise) * rnorm(n) > } > > #cubic+noise > if(typ==3) { > y=128*(x-1/3)^3-48*(x-1/3)^3-12*(x-1/3)+10* noise * (l/num.noise) *rnorm(n) > } > > #sin+noise > if(typ==4) { > y=sin(4*pi*x) + 2*noise * (l/num.noise) *rnorm(n) > } > > #their sine + noise > if(typ==5) { > y=sin(16*pi*x) + noise * (l/num.noise) *rnorm(n) > } > > #x^(1/4) + noise > if(typ==6) { > y=x^(1/4) + noise * (l/num.noise) *rnorm(n) > } > > #circle > if(typ==7) { > y=(2*rbinom(n,1,0.5)-1) * (sqrt(1 - (2*x - 1)^2)) + noise/4*l/num.noise > *rnorm(n) > } > > #step function > if(typ==8) { > y = (x > 0.5) + noise*5*l/num.noise *rnorm(n) > } > > ## We again calculate our 4 "correlations" > val.cor2[ii]=(cor(x,y)) > val.cors2[ii]=(cor(x,y,method=c("spearman"))) > val.cork2[ii]=(cor(x,y,method=c("kendal"))) > val.dcor2[ii]=dcor(x,y) > } > > ## Now we estimate the power as the number of alternative statistics > #exceeding our estimated cutoffs > power.cor[typ,l] <- sum(val.cor2 > cut.cor)/nsim2 > power.cors[typ,l] <- sum(val.cors2 > cut.cor)/nsim2 > power.cork[typ,l] <- sum(val.cork2 > cut.cor)/nsim2 > power.dcor[typ,l] <- sum(val.dcor2 > cut.dcor)/nsim2 > } > } > > save.image() > > ## The rest of the code is for plotting the image > pdf(file = "power.pdf") > op <- par(mfrow = c(4,2), cex = 0.45) > plot((1:30)/10, power.cor[1,], ylim = c(0,1), main = "Linear", xlab = "Noise > Level", ylab = "Power", pch = 1, col = "black", type = 'b') > points((1:30)/10, power.cors[1,], pch = 2, col = "green", type = 'b') > points((1:30)/10, power.cork[1,], pch = 3, col = "blue", type = 'b') > points((1:30)/10, power.dcor[1,], pch = 4, col = "red", type = 'b') > legend("topright",c("cor pearson","cor spearman", "cor kendal","dcor"), pch = > c(1,2,3), col = c("black","green","blue","red")) > > plot((1:30)/10, power.cor[2,], ylim = c(0,1), main = "Quadratic", xlab = >"Noise Level", ylab = "Power", pch = 1, col = "black", type = 'b') > points((1:30)/10, power.cors[2,], pch = 2, col = "green", type = 'b') > points((1:30)/10, power.cork[2,], pch = 3, col = "blue", type = 'b') > points((1:30)/10, power.dcor[2,], pch = 4, col = "red", type = 'b') > legend("topright",c("cor pearson","cor spearman", "cor kendal","dcor"), pch = > c(1,2,3), col = c("black","green","blue","red")) > > plot((1:30)/10, power.cor[3,], ylim = c(0,1), main = "Cubic", xlab = "Noise >Level", ylab = "Power", pch = 1, col = "black", type = 'b') > points((1:30)/10, power.cors[3,], pch = 2, col = "green", type = 'b') > points((1:30)/10, power.cork[3,], pch = 3, col = "blue", type = 'b') > points((1:30)/10, power.dcor[3,], pch = 4, col = "red", type = 'b') > legend("topright",c("cor pearson","cor spearman", "cor kendal","dcor"), pch = > c(1,2,3), col = c("black","green","blue","red")) > > plot((1:30)/10, power.cor[5,], ylim = c(0,1), main = "Sine: period 1/8", xlab > = "Noise Level", ylab = "Power", pch = 1, col = "black", type = 'b') > points((1:30)/10, power.cors[5,], pch = 2, col = "green", type = 'b') > points((1:30)/10, power.cork[5,], pch = 3, col = "blue", type = 'b') > points((1:30)/10, power.dcor[5,], pch = 4, col = "red", type = 'b') > legend("topright",c("cor pearson","cor spearman", "cor kendal","dcor"), pch = > c(1,2,3), col = c("black","green","blue","red")) > > plot((1:30)/10, power.cor[4,], ylim = c(0,1), main = "Sine: period 1/2", xlab > = "Noise Level", ylab = "Power", pch = 1, col = "black", type = 'b') > points((1:30)/10, power.cors[4,], pch = 2, col = "green", type = 'b') > points((1:30)/10, power.cork[4,], pch = 3, col = "blue", type = 'b') > points((1:30)/10, power.dcor[4,], pch = 4, col = "red", type = 'b') > legend("topright",c("cor pearson","cor spearman", "cor kendal","dcor"), pch = > c(1,2,3), col = c("black","green","blue","red")) > > plot((1:30)/10, power.cor[6,], ylim = c(0,1), main = "X^(1/4)", xlab = "Noise > Level", ylab = "Power", pch = 1, col = "black", type = 'b') > points((1:30)/10, power.cors[6,], pch = 2, col = "green", type = 'b') > points((1:30)/10, power.cork[6,], pch = 3, col = "blue", type = 'b') > points((1:30)/10, power.dcor[6,], pch = 4, col = "red", type = 'b') > legend("topright",c("cor pearson","cor spearman", "cor kendal","dcor"), pch = > c(1,2,3), col = c("black","green","blue","red")) > > plot((1:30)/10, power.cor[7,], ylim = c(0,1), main = "Circle", xlab = "Noise > Level", ylab = "Power", pch = 1, col = "black", type = 'b') > points((1:30)/10, power.cors[7,], pch = 2, col = "green", type = 'b') > points((1:30)/10, power.cork[7,], pch = 3, col = "blue", type = 'b') > points((1:30)/10, power.dcor[7,], pch = 4, col = "red", type = 'b') > legend("topright",c("cor pearson","cor spearman", "cor kendal","dcor"), pch = > c(1,2,3), col = c("black","green","blue","red")) > > plot((1:30)/10, power.cor[8,], ylim = c(0,1), main = "Step function", xlab = > "Noise Level", ylab = "Power", pch = 1, col = "black", type = 'b') > points((1:30)/10, power.cors[8,], pch = 2, col = "green", type = 'b') > points((1:30)/10, power.cork[8,], pch = 3, col = "blue", type = 'b') > points((1:30)/10, power.dcor[8,], pch = 4, col = "red", type = 'b') > legend("topright",c("cor pearson","cor spearman", "cor kendal","dcor"), pch = > c(1,2,3), col = c("black","green","blue","red")) > par(op) > dev.off() > ################# > > > > > > > > Le dimanche 9 mai 2021 à 22:44:22 UTC+2, Rui Barradas <ruipbarra...@sapo.pt> > a écrit : > > > > > > Hello, > > You are not closing the pdf device. > The only changes I have made to your code are right at the beginning of > the plotting instructions and at the end of the code. > > > ## The rest of the code is for plotting the image > pdf(file = "power.pdf") > op <- par(mfrow = c(4,2), cex = 0.45) > > [...] > > par(op) > dev.off() > ################# > > The comments only line is your last code line. > The result is attached. > > Hope this helps, > > Rui Barradas > > Às 19:39 de 09/05/21, varin sacha via R-help escreveu: >> Dear R-experts, >> >> I am trying to get the 8 graphs like the ones in this paper : >> https://statweb.stanford.edu/~tibs/reshef/comment.pdf >> My R code does not show any error message neither warnings but I d'on't get >> what I would like to get (I mean the 8 graphs), so I am missing something. >> What's it ? Many thanks for your precious help. >> >> ################# >> set.seed(1) >> library(energy) >> >> # Here we define parameters which we use to simulate the data >> # The number of null datasets we use to estimate our rejection reject >> #regions for an alternative with level 0.05 >> nsim=50 >> >> # Number of alternative datasets we use to estimate our power >> nsim2=50 >> >> # The number of different noise levels used >> num.noise <- 30 >> >> # A constant to determine the amount of noise >> noise <- 3 >> >> # Number of data points per simulation >> n=100 >> >> # Vectors holding the null "correlations" (for pearson, for spearman, for >> kendall and dcor respectively) for each # of the nsim null datasets at a >> #given noise level >> val.cor=val.cors=val.cork=val.dcor=rep(NA,nsim) >> >> # Vectors holding the alternative "correlations" (for pearson, for >> #spearman, for kendall and dcor respectively) #for each of the nsim2 >> alternative datasets at a given noise level >> val.cor2=val.cors2=val.cork2=val.dcor2= rep(NA,nsim2) >> >> >> # Arrays holding the estimated power for each of the 4 "correlation" types, >> for each data type (linear, #parabolic, etc...) with each noise level >> power.cor=power.cors=power.cork=power.dcor= array(NA, c(8,num.noise)) >> >> ## We loop through the noise level and functional form; each time we >> #estimate a null distribution based on #the marginals of the data, and then >> #use that null distribution to estimate power >> ## We use a uniformly distributed x, because in the original paper the >> #authors used the same >> >> for(l in 1:num.noise) { >> >> for(typ in 1:8) { >> >> ## This next loop simulates data under the null with the correct marginals >> (x is uniform, and y is a function of a #uniform with gaussian noise) >> >> for(ii in 1:nsim) { >> x=runif(n) >> >> #lin+noise >> if(typ==1) { >> y=x+ noise *(l/num.noise)* rnorm(n) >> } >> >> #parabolic+noise >> if(typ==2) { >> y=4*(x-.5)^2+ noise * (l/num.noise) * rnorm(n) >> } >> >> #cubic+noise >> if(typ==3) { >> y=128*(x-1/3)^3-48*(x-1/3)^3-12*(x-1/3)+10* noise * (l/num.noise) *rnorm(n) >> } >> >> #sin+noise >> if(typ==4) { >> y=sin(4*pi*x) + 2*noise * (l/num.noise) *rnorm(n) >> } >> >> #their sine + noise >> if(typ==5) { >> y=sin(16*pi*x) + noise * (l/num.noise) *rnorm(n) >> } >> >> #x^(1/4) + noise >> if(typ==6) { >> y=x^(1/4) + noise * (l/num.noise) *rnorm(n) >> } >> >> #circle >> if(typ==7) { >> y=(2*rbinom(n,1,0.5)-1) * (sqrt(1 - (2*x - 1)^2)) + noise/4*l/num.noise >> *rnorm(n) >> } >> >> #step function >> if(typ==8) { >> y = (x > 0.5) + noise*5*l/num.noise *rnorm(n) >> } >> >> # We resimulate x so that we have the null scenario >> x <- runif(n) >> >> # Calculate the 4 correlations >> val.cor[ii]=(cor(x,y)) >> val.cors[ii]=(cor(x,y,method=c("spearman"))) >> val.cork[ii]=(cor(x,y,method=c("kendal"))) >> val.dcor[ii]=dcor(x,y) >> } >> >> ## Next we calculate our 4 rejection cutoffs >> cut.cor=quantile(val.cor,.95) >> cut.cors=quantile(val.cors,.95) >> cut.cork=quantile(val.cork,.95) >> cut.dcor=quantile(val.dcor,.95) >> >> ## Next we simulate the data again, this time under the alternative >> >> for(ii in 1:nsim2) { >> x=runif(n) >> >> #lin+noise >> if(typ==1) { >> y=x+ noise *(l/num.noise)* rnorm(n) >> } >> >> #parabolic+noise >> if(typ==2) { >> y=4*(x-.5)^2+ noise * (l/num.noise) * rnorm(n) >> } >> >> #cubic+noise >> if(typ==3) { >> y=128*(x-1/3)^3-48*(x-1/3)^3-12*(x-1/3)+10* noise * (l/num.noise) *rnorm(n) >> } >> >> #sin+noise >> if(typ==4) { >> y=sin(4*pi*x) + 2*noise * (l/num.noise) *rnorm(n) >> } >> >> #their sine + noise >> if(typ==5) { >> y=sin(16*pi*x) + noise * (l/num.noise) *rnorm(n) >> } >> >> #x^(1/4) + noise >> if(typ==6) { >> y=x^(1/4) + noise * (l/num.noise) *rnorm(n) >> } >> >> #circle >> if(typ==7) { >> y=(2*rbinom(n,1,0.5)-1) * (sqrt(1 - (2*x - 1)^2)) + noise/4*l/num.noise >> *rnorm(n) >> } >> >> #step function >> if(typ==8) { >> y = (x > 0.5) + noise*5*l/num.noise *rnorm(n) >> } >> >> ## We again calculate our 4 "correlations" >> val.cor2[ii]=(cor(x,y)) >> val.cors2[ii]=(cor(x,y,method=c("spearman"))) >> val.cork2[ii]=(cor(x,y,method=c("kendal"))) >> val.dcor2[ii]=dcor(x,y) >> } >> >> ## Now we estimate the power as the number of alternative statistics >> #exceeding our estimated cutoffs >> power.cor[typ,l] <- sum(val.cor2 > cut.cor)/nsim2 >> power.cors[typ,l] <- sum(val.cors2 > cut.cor)/nsim2 >> power.cork[typ,l] <- sum(val.cork2 > cut.cor)/nsim2 >> power.dcor[typ,l] <- sum(val.dcor2 > cut.dcor)/nsim2 >> } >> } >> >> save.image() >> >> ## The rest of the code is for plotting the image >> pdf("power.pdf") >> par(mfrow = c(4,2), cex = 0.45) >> plot((1:30)/10, power.cor[1,], ylim = c(0,1), main = "Linear", xlab = "Noise >> Level", ylab = "Power", pch = 1, col = "black", type = 'b') >> points((1:30)/10, power.cors[1,], pch = 2, col = "green", type = 'b') >> points((1:30)/10, power.cork[1,], pch = 3, col = "blue", type = 'b') >> points((1:30)/10, power.dcor[1,], pch = 4, col = "red", type = 'b') >> legend("topright",c("cor pearson","cor spearman", "cor kendal","dcor"), pch >> = c(1,2,3), col = c("black","green","blue","red")) >> >> plot((1:30)/10, power.cor[2,], ylim = c(0,1), main = "Quadratic", xlab = >> "Noise Level", ylab = "Power", pch = 1, col = "black", type = 'b') >> points((1:30)/10, power.cors[2,], pch = 2, col = "green", type = 'b') >> points((1:30)/10, power.cork[2,], pch = 3, col = "blue", type = 'b') >> points((1:30)/10, power.dcor[2,], pch = 4, col = "red", type = 'b') >> legend("topright",c("cor pearson","cor spearman", "cor kendal","dcor"), pch >> = c(1,2,3), col = c("black","green","blue","red")) >> >> plot((1:30)/10, power.cor[3,], ylim = c(0,1), main = "Cubic", xlab = "Noise >> Level", ylab = "Power", pch = 1, col = "black", type = 'b') >> points((1:30)/10, power.cors[3,], pch = 2, col = "green", type = 'b') >> points((1:30)/10, power.cork[3,], pch = 3, col = "blue", type = 'b') >> points((1:30)/10, power.dcor[3,], pch = 4, col = "red", type = 'b') >> legend("topright",c("cor pearson","cor spearman", "cor kendal","dcor"), pch >> = c(1,2,3), col = c("black","green","blue","red")) >> >> plot((1:30)/10, power.cor[5,], ylim = c(0,1), main = "Sine: period 1/8", >> xlab = "Noise Level", ylab = "Power", pch = 1, col = "black", type = 'b') >> points((1:30)/10, power.cors[5,], pch = 2, col = "green", type = 'b') >> points((1:30)/10, power.cork[5,], pch = 3, col = "blue", type = 'b') >> points((1:30)/10, power.dcor[5,], pch = 4, col = "red", type = 'b') >> legend("topright",c("cor pearson","cor spearman", "cor kendal","dcor"), pch >> = c(1,2,3), col = c("black","green","blue","red")) >> >> plot((1:30)/10, power.cor[4,], ylim = c(0,1), main = "Sine: period 1/2", >> xlab = "Noise Level", ylab = "Power", pch = 1, col = "black", type = 'b') >> points((1:30)/10, power.cors[4,], pch = 2, col = "green", type = 'b') >> points((1:30)/10, power.cork[4,], pch = 3, col = "blue", type = 'b') >> points((1:30)/10, power.dcor[4,], pch = 4, col = "red", type = 'b') >> legend("topright",c("cor pearson","cor spearman", "cor kendal","dcor"), pch >> = c(1,2,3), col = c("black","green","blue","red")) >> >> plot((1:30)/10, power.cor[6,], ylim = c(0,1), main = "X^(1/4)", xlab = >> "Noise Level", ylab = "Power", pch = 1, col = "black", type = 'b') >> points((1:30)/10, power.cors[6,], pch = 2, col = "green", type = 'b') >> points((1:30)/10, power.cork[6,], pch = 3, col = "blue", type = 'b') >> points((1:30)/10, power.dcor[6,], pch = 4, col = "red", type = 'b') >> legend("topright",c("cor pearson","cor spearman", "cor kendal","dcor"), pch >> = c(1,2,3), col = c("black","green","blue","red")) >> >> plot((1:30)/10, power.cor[7,], ylim = c(0,1), main = "Circle", xlab = "Noise >> Level", ylab = "Power", pch = 1, col = "black", type = 'b') >> points((1:30)/10, power.cors[7,], pch = 2, col = "green", type = 'b') >> points((1:30)/10, power.cork[7,], pch = 3, col = "blue", type = 'b') >> points((1:30)/10, power.dcor[7,], pch = 4, col = "red", type = 'b') >> legend("topright",c("cor pearson","cor spearman", "cor kendal","dcor"), pch >> = c(1,2,3), col = c("black","green","blue","red")) >> >> plot((1:30)/10, power.cor[8,], ylim = c(0,1), main = "Step function", xlab = >> "Noise Level", ylab = "Power", pch = 1, col = "black", type = 'b') >> points((1:30)/10, power.cors[8,], pch = 2, col = "green", type = 'b') >> points((1:30)/10, power.cork[8,], pch = 3, col = "blue", type = 'b') >> points((1:30)/10, power.dcor[8,], pch = 4, col = "red", type = 'b') >> legend("topright",c("cor pearson","cor spearman", "cor kendal","dcor"), pch >> = c(1,2,3), col = c("black","green","blue","red")) >> ################# >> >> ______________________________________________ >> R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see >> https://stat.ethz.ch/mailman/listinfo/r-help >> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html >> and provide commented, minimal, self-contained, reproducible code. > ______________________________________________ > R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. > -- ------------------------------------------------------------------ | Angelo J. Canty Email: can...@mcmaster.ca | | Mathematics and Statistics Phone: (905) 525-9140 x 27079 | | McMaster University Fax : (905) 522-0935 | | 1280 Main St. W. | | Hamilton ON L8S 4K1 | ______________________________________________ R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code. ______________________________________________ R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.