# # Runs the code "IFSR.R" # # Written by: # -- # John L. Weatherwax 2010-03-02 # # email: wax@alum.mit.edu # # Please send comments and especially bug reports to the # above email address. # #----- source("load_prostate_data.R") source("IFSR.R") PD = load_prostate_data(globalScale=FALSE,trainingScale=FALSE,responseScale=FALSE) # read in unscaled data XTraining = PD[[1]] XTesting = PD[[2]] # this generates "statistics" on how well this method performd "out of sample" res = IFSR(XTraining,XTesting, 500 ) betaHat = res[[1]] p = dim(betaHat)[1] nTS = dim(betaHat)[2] featNames = names(XTraining) saveFig=FALSE if( saveFig ) postscript("../../WriteUp/Graphics/Chapter3/dup_fig_3_19.eps", onefile=FALSE, horizontal=FALSE) for( pi in 1:p ){ if( pi==1 ){ plot( betaHat[1,], xlim=range(1:round(1.075*nTS)+20), ylim=range(betaHat), type="l", xlab="Iteration", ylab="Coefficients" ) }else{ points( betaHat[pi,], ylim=range(betaHat), type="l" ) } if( featNames[pi]=="svi" ){ text( 1.075*nTS, 1.02*betaHat[pi,nTS], featNames[pi] ) }else if( featNames[pi]=="lweight" ){ text( 1.075*nTS, betaHat[pi,nTS], featNames[pi] ) }else if( featNames[pi]=="pgg45" ){ text( 1.075*nTS, 0.925*betaHat[pi,nTS], featNames[pi] ) }else{ text( 1.075*nTS, betaHat[pi,nTS], featNames[pi] ) } } if( saveFig ) dev.off()