## ---- include = FALSE--------------------------------------------------------- knitr::opts_chunk$set( collapse = TRUE, comment = "#>" ) ## ----setup-------------------------------------------------------------------- library(subsampling) ## ----------------------------------------------------------------------------- set.seed(1) d <- 3 K <- 2 G <- rbind(rep(-1/(K+1), K), diag(K) - 1/(K+1)) %x% diag(d) N <- 1e4 beta.true.baseline <- cbind(rep(0, d), matrix(-1.5, d, K)) beta.true.summation <- cbind(rep(1, d), 0.5 * matrix(-1, d, K)) mu <- rep(0, d) sigma <- matrix(0.5, nrow = d, ncol = d) diag(sigma) <- rep(1, d) X <- MASS::mvrnorm(N, mu, sigma) prob <- exp(X %*% beta.true.summation) prob <- prob / rowSums(prob) Y <- apply(prob, 1, function(row) sample(0:K, size = 1, prob = row)) data <- as.data.frame(cbind(Y, X)) colnames(data) <- c("Y", paste("V", 1:ncol(X), sep="")) head(data) ## ---- eval = FALSE------------------------------------------------------------ # ssp.softmax( # formula, # data, # subset, # n.plt, # n.ssp, # criterion = "MSPE", # sampling.method = "poisson", # likelihood = "MSCLE", # constraint = "summation", # control = list(...), # contrasts = NULL, # ... # ) ## ----------------------------------------------------------------------------- n.plt <- 200 n.ssp <- 600 formula <- Y ~ . -1 ssp.results1 <- ssp.softmax(formula = formula, data = data, n.plt = n.plt, n.ssp = n.ssp, criterion = 'MSPE', sampling.method = 'withReplacement', likelihood = 'weighted', constraint = 'baseline' ) summary(ssp.results1) ## ----------------------------------------------------------------------------- ssp.results2 <- ssp.softmax(formula = formula, data = data, n.plt = n.plt, n.ssp = n.ssp, criterion = 'MSPE', sampling.method = 'poisson', likelihood = 'MSCLE', constraint = 'baseline' ) summary(ssp.results2) ## ----------------------------------------------------------------------------- names(ssp.results1)