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explore_evo_cop.R
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explore_evo_cop.R
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library(VineCopula)
source("CopulaFunctions_flexible.R")
#====================================================
# function to generate copula plot and save results
# Args :
# nametag : a character variable
# dataloc : the location folder to read the data
# resloc : the location folder to save the results
#
# Output :
# A plot with raw and copula
# A list with 100 copula
get_raw_cop<-function(nametag,dataloc,resloc){
pdf(paste(resloc,"raw_and_copula_plot_",nametag,".pdf",sep=""),height=45,width=45)
op<-par(mfrow=c(15,15))
cop_list<-vector("list",100)
for(i in 1:100){
d<-read.csv(paste(dataloc,"rep",i-1,".csv",sep=""))
d<-d[,-1]
plot(d[,1],d[,2],col=rgb(0,0,0,0.2),pch=19,xlab=paste("raw_rep_",i-1,"_T1",sep=""),ylab=paste("raw_rep_",i-1,"_T2",sep=""))
v<-VineCopula::pobs(d)
cop_list[[i]]<-v
plot(v[,1],v[,2],col=rgb(1,0,0,0.2),pch=19,xlab=paste("cop_rep_",i-1,"_T1",sep=""),ylab=paste("cop_rep_",i-1,"_T2",sep=""))
}
par(op)
dev.off()
return(cop_list)
}
#----------call the function to save copula results---------
if(!dir.exists("./Results/BMR_results/evo_cop")){
dir.create("./Results/BMR_results/evo_cop")
}
resloc<-"./Results/BMR_results/evo_cop/"
dataloc<-"./Data/BMR/simulations/sims/BivariateNormal/"
nametag<-"BivNormal"
ans<-get_raw_cop(nametag=nametag,dataloc=dataloc,resloc=resloc)
saveRDS(ans,paste(resloc,nametag,"_coplist.RDS",sep=""))
dataloc<-"./Data/BMR/simulations/sims/ExtremeLeftTailDep/"
nametag<-"ExtremeL"
ans<-get_raw_cop(nametag=nametag,dataloc=dataloc,resloc=resloc)
saveRDS(ans,paste(resloc,nametag,"_coplist.RDS",sep=""))
dataloc<-"./Data/BMR/simulations/sims/ExtremeRightTailDep/"
nametag<-"ExtremeR"
ans<-get_raw_cop(nametag=nametag,dataloc=dataloc,resloc=resloc)
saveRDS(ans,paste(resloc,nametag,"_coplist.RDS",sep=""))
dataloc<-"./Data/BMR/simulations/sims/SomewhatLeftTailDep/"
nametag<-"SomewhatL"
ans<-get_raw_cop(nametag=nametag,dataloc=dataloc,resloc=resloc)
saveRDS(ans,paste(resloc,nametag,"_coplist.RDS",sep=""))
dataloc<-"./Data/BMR/simulations/sims/SomewhatRightTailDep/"
nametag<-"SomewhatR"
ans<-get_raw_cop(nametag=nametag,dataloc=dataloc,resloc=resloc)
saveRDS(ans,paste(resloc,nametag,"_coplist.RDS",sep=""))
#========================================= Now do a NPA for each data==========================================
do_evo_NPA<-function(coplist,bound){
# initiate to store the results from 100 copulas
Corl_list<-c()
Coru_list<-c()
Pl_list<-c()
Pu_list<-c()
D2u_list<-c()
D2l_list<-c()
CorlmCoru_list<-c()
PlmPu_list<-c()
D2umD2l_list<-c()
for(i in 1:100){
v<-coplist[[i]]
#Cor stat
Corl<-Corbds(vi=v[,1],vj=v[,2],lb=0,ub=bound)
Coru<-Corbds(vi=v[,1],vj=v[,2],lb=(1-bound),ub=1)
CorlmCoru<-Corl-Coru
#P stat
res_l<-Pbds(vi=v[,1],vj=v[,2],lb=0,ub=bound)
Pl<-res_l$abs_res
res_u<-Pbds(vi=v[,1],vj=v[,2],lb=(1-bound),ub=1)
Pu<-res_u$abs_res
PlmPu<-Pl-Pu
#D2 stat
D2l<-D2bds(vi=v[,1],vj=v[,2],lb=0,ub=bound)
D2u<-D2bds(vi=v[,1],vj=v[,2],lb=(1-bound),ub=1)
D2umD2l<-D2u-D2l
Corl_list<-c(Corl_list,Corl)
Coru_list<-c(Coru_list,Coru)
Pl_list<-c(Pl_list,Pl)
Pu_list<-c(Pu_list,Pu)
D2u_list<-c(D2u_list,D2u)
D2l_list<-c(D2l_list,D2l)
CorlmCoru_list<-c(CorlmCoru_list,CorlmCoru)
PlmPu_list<-c(PlmPu_list,PlmPu)
D2umD2l_list<-c(D2umD2l_list,D2umD2l)
}
res<-list(Corl_list=Corl_list,
Coru_list=Coru_list,
Pl_list=Pl_list,
Pu_list=Pu_list,
D2u_list=D2u_list,
D2l_list=D2l_list,
CorlmCoru_list=CorlmCoru_list,
PlmPu_list=PlmPu_list,
D2umD2l_list=D2umD2l_list
)
return(res)
}
#---------------Now call the function---------------------------------
nametag<-"BivNormal"
coplist<-readRDS("./Results/BMR_results/evo_cop/BivNormal_coplist.RDS")
resloc<-"./Results/BMR_results/evo_cop/"
ans<-do_evo_NPA(coplist=coplist,bound = 0.2)
saveRDS(ans,paste(resloc,nametag,"_NPA_results.RDS",sep=""))
pdf(paste(resloc,nametag,"_hist_taildep.pdf",sep=""),height=2,width=6)
op<-par(mfrow=c(1,3),mar=c(5,5,2,1),mgp=c(3.5,1,0))
res<-ans$CorlmCoru_list
mres<-round(median(res),4)
n<-sum(res<=0)
hist(res,border=F,col="grey",breaks = 10,xlab=expression(paste("cor" ["0,0.2"]-"cor"["0.8,1"])),
cex.lab=2,cex.axis=2,main=paste("n = ",n,sep=""),cex.main=1.5)
#main=paste("median=",mres,sep=""))
abline(v=0,lty="dashed")
res<-ans$PlmPu_list
mres<-round(median(res),4)
n<-sum(res<=0)
hist(res,border=F,col="grey",breaks = 10,xlab=expression(paste("P" ["0,0.2"]-"P"["0.8,1"])),
cex.lab=2,cex.axis=2,main=paste("n = ",n,sep=""),cex.main=1.5)
# main=paste("median=",mres,sep=""))
abline(v=0,lty="dashed")
res<-ans$D2umD2l_list
mres<-round(median(res),4)
n<-sum(res<=0)
hist(res,border=F,col="grey",breaks = 10,xlab=expression(paste("D" ["0.8,1"]^2-"D"["0,0.2"]^2)),
cex.lab=2,cex.axis=2,main=paste("n = ",n,sep=""),cex.main=1.5)
# main=paste("median=",mres,sep=""))
abline(v=0,lty="dashed")
par(op)
dev.off()
#----------------------
nametag<-"ExtremeL"
coplist<-readRDS("./Results/BMR_results/evo_cop/ExtremeL_coplist.RDS")
ans<-do_evo_NPA(coplist=coplist,bound = 0.2)
resloc<-"./Results/BMR_results/evo_cop/"
saveRDS(ans,paste(resloc,nametag,"_NPA_results.RDS",sep=""))
pdf(paste(resloc,nametag,"_hist_taildep.pdf",sep=""),height=2,width=6)
op<-par(mfrow=c(1,3),mar=c(5,5,2,1),mgp=c(3.5,1,0))
res<-ans$CorlmCoru_list
mres<-round(median(res),4)
n<-sum(res<=0)
hist(res,border=F,col="grey",breaks = 10,xlab=expression(paste("cor" ["0,0.2"]-"cor"["0.8,1"])),
cex.lab=2,cex.axis=2,main=paste("n = ",n,sep=""),cex.main=1.5)
#main=paste("median=",mres,sep=""))
abline(v=0,lty="dashed")
res<-ans$PlmPu_list
mres<-round(median(res),4)
n<-sum(res<=0)
hist(res,border=F,col="grey",breaks = 10,xlab=expression(paste("P" ["0,0.2"]-"P"["0.8,1"])),
cex.lab=2,cex.axis=2,main=paste("n = ",n,sep=""),cex.main=1.5)
# main=paste("median=",mres,sep=""))
abline(v=0,lty="dashed")
res<-ans$D2umD2l_list
mres<-round(median(res),4)
n<-sum(res<=0)
hist(res,border=F,col="grey",breaks = 10,xlab=expression(paste("D" ["0.8,1"]^2-"D"["0,0.2"]^2)),
cex.lab=2,cex.axis=2,main=paste("n = ",n,sep=""),cex.main=1.5)
# main=paste("median=",mres,sep=""))
abline(v=0,lty="dashed")
par(op)
dev.off()
#-------------------------
nametag<-"ExtremeR"
coplist<-readRDS("./Results/BMR_results/evo_cop/ExtremeR_coplist.RDS")
ans<-do_evo_NPA(coplist=coplist,bound = 0.2)
resloc<-"./Results/BMR_results/evo_cop/"
saveRDS(ans,paste(resloc,nametag,"_NPA_results.RDS",sep=""))
pdf(paste(resloc,nametag,"_hist_taildep.pdf",sep=""),height=2,width=6)
op<-par(mfrow=c(1,3),mar=c(5,5,2,1),mgp=c(3.5,1,0))
res<-ans$CorlmCoru_list
mres<-round(median(res),4)
n<-sum(res<=0)
hist(res,border=F,col="grey",breaks = 10,xlab=expression(paste("cor" ["0,0.2"]-"cor"["0.8,1"])),
cex.lab=2,cex.axis=2,main=paste("n = ",n,sep=""),cex.main=1.5)
#main=paste("median=",mres,sep=""))
abline(v=0,lty="dashed")
res<-ans$PlmPu_list
mres<-round(median(res),4)
n<-sum(res<=0)
hist(res,border=F,col="grey",breaks = 10,xlab=expression(paste("P" ["0,0.2"]-"P"["0.8,1"])),
cex.lab=2,cex.axis=2,main=paste("n = ",n,sep=""),cex.main=1.5)
# main=paste("median=",mres,sep=""))
abline(v=0,lty="dashed")
res<-ans$D2umD2l_list
mres<-round(median(res),4)
n<-sum(res<=0)
hist(res,border=F,col="grey",breaks = 10,xlab=expression(paste("D" ["0.8,1"]^2-"D"["0,0.2"]^2)),
cex.lab=2,cex.axis=2,main=paste("n = ",n,sep=""),cex.main=1.5)
# main=paste("median=",mres,sep=""))
abline(v=0,lty="dashed")
par(op)
dev.off()
#------------------------
nametag<-"SomewhatL"
coplist<-readRDS("./Results/BMR_results/evo_cop/SomewhatL_coplist.RDS")
ans<-do_evo_NPA(coplist=coplist,bound = 0.2)
resloc<-"./Results/BMR_results/evo_cop/"
saveRDS(ans,paste(resloc,nametag,"_NPA_results.RDS",sep=""))
pdf(paste(resloc,nametag,"_hist_taildep.pdf",sep=""),height=2,width=6)
op<-par(mfrow=c(1,3),mar=c(5,5,2,1),mgp=c(3.5,1,0))
res<-ans$CorlmCoru_list
mres<-round(median(res),4)
n<-sum(res<=0)
hist(res,border=F,col="grey",breaks = 10,xlab=expression(paste("cor" ["0,0.2"]-"cor"["0.8,1"])),
cex.lab=2,cex.axis=2,main=paste("n = ",n,sep=""),cex.main=1.5)
#main=paste("median=",mres,sep=""))
abline(v=0,lty="dashed")
res<-ans$PlmPu_list
mres<-round(median(res),4)
n<-sum(res<=0)
hist(res,border=F,col="grey",breaks = 10,xlab=expression(paste("P" ["0,0.2"]-"P"["0.8,1"])),
cex.lab=2,cex.axis=2,main=paste("n = ",n,sep=""),cex.main=1.5)
# main=paste("median=",mres,sep=""))
abline(v=0,lty="dashed")
res<-ans$D2umD2l_list
mres<-round(median(res),4)
n<-sum(res<=0)
hist(res,border=F,col="grey",breaks = 10,xlab=expression(paste("D" ["0.8,1"]^2-"D"["0,0.2"]^2)),
cex.lab=2,cex.axis=2,main=paste("n = ",n,sep=""),cex.main=1.5)
# main=paste("median=",mres,sep=""))
abline(v=0,lty="dashed")
par(op)
dev.off()
#----------------------------
nametag<-"SomewhatR"
coplist<-readRDS("./Results/BMR_results/evo_cop/SomewhatR_coplist.RDS")
ans<-do_evo_NPA(coplist=coplist,bound = 0.2)
resloc<-"./Results/BMR_results/evo_cop/"
saveRDS(ans,paste(resloc,nametag,"_NPA_results.RDS",sep=""))
pdf(paste(resloc,nametag,"_hist_taildep.pdf",sep=""),height=2,width=6)
op<-par(mfrow=c(1,3),mar=c(5,5,2,1),mgp=c(3.5,1,0))
res<-ans$CorlmCoru_list
mres<-round(median(res),4)
n<-sum(res<=0)
hist(res,border=F,col="grey",breaks = 10,xlab=expression(paste("cor" ["0,0.2"]-"cor"["0.8,1"])),
cex.lab=2,cex.axis=2,main=paste("n = ",n,sep=""),cex.main=1.5)
#main=paste("median=",mres,sep=""))
abline(v=0,lty="dashed")
res<-ans$PlmPu_list
mres<-round(median(res),4)
n<-sum(res<=0)
hist(res,border=F,col="grey",breaks = 10,xlab=expression(paste("P" ["0,0.2"]-"P"["0.8,1"])),
cex.lab=2,cex.axis=2,main=paste("n = ",n,sep=""),cex.main=1.5)
# main=paste("median=",mres,sep=""))
abline(v=0,lty="dashed")
res<-ans$D2umD2l_list
mres<-round(median(res),4)
n<-sum(res<=0)
hist(res,border=F,col="grey",breaks = 10,xlab=expression(paste("D" ["0.8,1"]^2-"D"["0,0.2"]^2)),
cex.lab=2,cex.axis=2,main=paste("n = ",n,sep=""),cex.main=1.5)
# main=paste("median=",mres,sep=""))
abline(v=0,lty="dashed")
par(op)
dev.off()
#==================== single page figure ===============
# Alternate plot
resloc<-"./Results/BMR_results/evo_cop/"
nametag<-"BivNormal"
ansN<-readRDS(paste(resloc,nametag,"_NPA_results.RDS",sep=""))
nametag<-"ExtremeL"
ansXL<-readRDS(paste(resloc,nametag,"_NPA_results.RDS",sep=""))
nametag<-"ExtremeR"
ansXR<-readRDS(paste(resloc,nametag,"_NPA_results.RDS",sep=""))
nametag<-"SomewhatL"
ansSL<-readRDS(paste(resloc,nametag,"_NPA_results.RDS",sep=""))
nametag<-"SomewhatR"
ansSR<-readRDS(paste(resloc,nametag,"_NPA_results.RDS",sep=""))
pdf(paste(resloc,"singlepage_hist_taildep.pdf",sep=""),height=9,width=15)
op<-par(mfrow=c(3,5),mar=c(6,7,4,2),mgp=c(4.5,1,0))
ans_list<-list(ansXL=ansXL,ansSL=ansSL,ansN=ansN,ansSR=ansSR,ansXR=ansXR)
for(i in 1:5){
ans<-ans_list[[i]]
res<-ans$CorlmCoru_list
mres<-round(median(res),4)
n<-sum(res<=0)
h<-hist(res,border=F,col="grey",breaks = 10,xlab=expression(paste("cor" ["0,0.2"]-"cor"["0.8,1"])),
cex.lab=2.5,cex.axis=2,main=paste("n = ",n,sep=""),cex.main=2.5,xlim=c(-0.1,0.1))
abline(v=0,lty="dashed")
legend(x=-0.15,y=max(h$counts),legend=LETTERS[i],bty="n",cex=3)
}
for(i in 1:5){
ans<-ans_list[[i]]
res<-ans$PlmPu_list
mres<-round(median(res),4)
n<-sum(res<=0)
h<-hist(res,border=F,col="grey",breaks = 10,xlab=expression(paste("P" ["0,0.2"]-"P"["0.8,1"])),
cex.lab=2.5,cex.axis=2,main=paste("n = ",n,sep=""),cex.main=2.5,xlim=c(-0.1,0.1))
abline(v=0,lty="dashed")
legend(x=-0.15,y=max(h$counts),legend=LETTERS[i+5],bty="n",cex=3)
}
for(i in 1:5){
ans<-ans_list[[i]]
res<-ans$D2umD2l_list
mres<-round(median(res),4)
n<-sum(res<=0)
h<-hist(res,border=F,col="grey",breaks = 10,xlab=expression(paste("D" ["0.8,1"]^2-"D"["0,0.2"]^2)),
cex.lab=2.5,cex.axis=2,main=paste("n = ",n,sep=""),cex.main=2.5,xlim=c(-0.01,0.01))
abline(v=0,lty="dashed")
legend(x=-0.015,y=max(h$counts),legend=LETTERS[i+10],bty="n",cex=3)
}
par(op)
dev.off()