## ----include = FALSE---------------------------------------------------------- knitr::opts_chunk$set( collapse = TRUE, comment = "#>" ) ## ----------------------------------------------------------------------------- library(SIHR) ## ----------------------------------------------------------------------------- set.seed(0) n <- 200 p <- 150 X <- matrix(rnorm(n * p), nrow = n, ncol = p) y <- -0.5 + X %*% c(0.5, rep(1, 4), rep(0, p - 5)) ## ----------------------------------------------------------------------------- loading1 <- c(1, rep(0, p - 1)) # for 1st objective, true value = 0.5 loading2 <- c(1, 1, rep(0, p - 2)) # for 2nd objective, true value = 1.5 loading.mat <- cbind(loading1, loading2) ## ----------------------------------------------------------------------------- Est <- LF(X, y, loading.mat, model = "linear", intercept = TRUE, intercept.loading = FALSE, verbose = TRUE) ## ----------------------------------------------------------------------------- ci(Est) summary(Est) ## ----------------------------------------------------------------------------- G <- c(1:4) # 3rd objective, true value = 3.25 ## ----------------------------------------------------------------------------- Est <- QF(X, y, G, A = NULL, model = "linear", intercept = TRUE, verbose = TRUE) ## ----------------------------------------------------------------------------- ci(Est) ## ----------------------------------------------------------------------------- summary(Est) ## ----------------------------------------------------------------------------- set.seed(1) n <- 200 p <- 120 X <- matrix(rnorm(n * p), nrow = n, ncol = p) val <- -1.5 + X[, 1] * 0.5 + X[, 2] * 1 prob <- exp(val) / (1 + exp(val)) y <- rbinom(n, 1, prob) ## ----------------------------------------------------------------------------- loading1 <- c(1, 1, rep(0, p - 2)) # for 1st objective, true value = 1.5 loading2 <- c(-0.5, -1, rep(0, p - 2)) # for 2nd objective, true value = -1.25 loading.mat <- cbind(loading1, loading2) ## ----------------------------------------------------------------------------- Est <- LF(X, y, loading.mat, model = "logistic", verbose = TRUE) ## ----------------------------------------------------------------------------- ci(Est) summary(Est) ## ----------------------------------------------------------------------------- set.seed(0) n <- 400 p <- 120 X <- matrix(rnorm(n * p), nrow = n, ncol = p) val <- -1.5 + X[, 1] * 0.5 + X[, 2] * 1 prob <- exp(val) / (1 + exp(val)) y <- rbinom(n, 1, prob) G <- c(1:3) # 3rd objective, true value = 1.25 ## ----------------------------------------------------------------------------- Est <- QF(X, y, G, A = NULL, model = "logistic_alter", intercept = TRUE, verbose = TRUE) ## ----------------------------------------------------------------------------- ci(Est) ## ----------------------------------------------------------------------------- summary(Est)