fweber144 / simauglat

Simulation study for comparing augmented-data and latent projection in projpred

Simulation study: Augmented-data vs. latent projection

Description

This is R code for a simulation study comparing the augmented-data and the latent projection implemented in projpred.

The main file is sim.R which is written in a way (e.g., using explicit print() statements) so that it can be source()-d. In principle, this file runs the simulation itself and also performs the post-processing. However, there are some caveats which are described hereafter. The user options mentioned there can be found in section "User options" of sim.R.

For the simulation itself, an initial brmsfit is needed, which is created by running once with user option only_init_fit set to TRUE. Afterwards, the simulation itself can be run by setting only_init_fit <- FALSE and use_existing_res <- FALSE.

The post-processing part also includes the creation of plots. In any case, plots are written to .pdf files, but there is also the user option with_tikz controlling whether plots should also be written to .tex files (by using package tikzDevice). For systems on which no LaTeX distribution is available, with_tikz needs to be set to FALSE. By setting use_existing_res <- TRUE (and with_tikz <- TRUE), the post-processing part can be run again for the same simulation results on a different system featuring a LaTeX distribution.

In summary, the following steps need to be followed if the system on which the simulation itself is run does not have a LaTeX distribution available:

1. Run sim.R with only_init_fit <- TRUE. User options use_existing_res and with_tikz are irrelevant in this step.
2. Run sim.R with only_init_fit <- FALSE, use_existing_res <- FALSE, and with_tikz <- FALSE.
3. On a different system featuring a LaTeX distribution: Run sim.R with only_init_fit <- FALSE, use_existing_res <- TRUE, and with_tikz <- TRUE.

Legal information

    simauglat: Simulation study for comparing augmented-data and latent projection in projpred
    Copyright (C) 2022  Frank Weber

    This program is free software: you can redistribute it and/or modify
    it under the terms of the GNU General Public License as published by
    the Free Software Foundation, either version 3 of the License, or
    (at your option) any later version.

    This program is distributed in the hope that it will be useful,
    but WITHOUT ANY WARRANTY; without even the implied warranty of
    MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
    GNU General Public License for more details.

    You should have received a copy of the GNU General Public License
    along with this program.  If not, see <https://www.gnu.org/licenses/>.