## ----include = FALSE----------------------------------------------------------
knitr::opts_chunk$set(
  collapse = TRUE,
  comment = "#>"
)

## ----echo=FALSE,eval=TRUE-----------------------------------------------------
load("GCEstim_GME.RData")

## ----echo=TRUE,eval=TRUE------------------------------------------------------
library(GCEstim)

## ----echo=TRUE,eval=FALSE-----------------------------------------------------
# coef.dataGCE <- c(1, 0, 0, 3, 6, 9)

## ----echo=FALSE,eval=TRUE-----------------------------------------------------
cor(dataGCE)

## ----echo=TRUE,eval=FALSE-----------------------------------------------------
# res.lmgce.100000 <-
#   GCEstim::lmgce(
#     y ~ .,
#     data = dataGCE,
#     support.signal = c(-100000, 100000),
#     support.signal.points = 5,
#     support.noise = NULL,
#     support.noise.points = 3,
#     twosteps.n = 0,
#     method = "primal.solnp"
#   )

## ----echo=TRUE,eval=TRUE------------------------------------------------------
(coef.res.lmgce.100000 <- coef(res.lmgce.100000))

## ----echo=TRUE,eval=TRUE------------------------------------------------------
res.lm <- lm(y ~ ., data = dataGCE)
(coef.res.lm <- coef(res.lm))

## ----echo=TRUE,eval=FALSE-----------------------------------------------------
# res.lmgce.100000 <-
#   GCEstim::lmgce(
#     y ~ .,
#     data = dataGCE,
#     support.signal = c(-100000, 100000),
#     support.signal.points = 5,
#     support.noise = NULL,
#     support.noise.points = 3,
#     twosteps.n = 0,
#     method = "primal.solnp",
#     OLS = TRUE
#   )

## ----echo=TRUE,eval=TRUE------------------------------------------------------
coef(res.lmgce.100000$results$OLS$res)

## ----echo=TRUE,eval=TRUE------------------------------------------------------
(RMSE_y.lmgce.100000 <- 
  GCEstim::accmeasure(fitted(res.lmgce.100000), dataGCE$y, which = "RMSE"))

# or
# res.lmgce.100000$error.measure

(RMSE_y.lm <-
    GCEstim::accmeasure(fitted(res.lm), dataGCE$y, which = "RMSE"))

## ----echo=TRUE,eval=FALSE-----------------------------------------------------
# res.lmgce.100000 <-
#   GCEstim::lmgce(
#     y ~ .,
#     data = dataGCE,
#     cv = TRUE,
#     cv.nfolds = 5,
#     support.signal = c(-100000, 100000),
#     support.signal.points = 5,
#     support.noise = NULL,
#     support.noise.points = 3,
#     twosteps.n = 0,
#     method = "primal.solnp",
#     OLS = TRUE,
#     seed = 230676
#   )

## ----echo=TRUE,eval=TRUE------------------------------------------------------
(CV_RMSE_y.lmgce.100000 <- res.lmgce.100000$error.measure.cv.mean)
(CV_RMSE_y.lm <- mean(res.lmgce.100000$results$OLS$error))

## ----echo=TRUE,eval=TRUE------------------------------------------------------
(RMSE_beta.lmgce.100000 <-
   GCEstim::accmeasure(coef.res.lmgce.100000, coef.dataGCE, which = "RMSE"))

(RMSE_beta.lm <-
    GCEstim::accmeasure(coef.res.lm, coef.dataGCE, which = "RMSE"))

## ----echo=TRUE,eval=FALSE-----------------------------------------------------
# res.lmgce.100 <-
#   GCEstim::lmgce(
#     y ~ .,
#     data = dataGCE,
#     cv = TRUE,
#     cv.nfolds = 5,
#     support.signal = c(-100, 100),
#     support.signal.points = 5,
#     support.noise = NULL,
#     support.noise.points = 3,
#     twosteps.n = 0,
#     method = "primal.solnp",
#     OLS = TRUE,
#     seed = 230676
#   )

## ----echo=FALSE,eval=TRUE-----------------------------------------------------
coef.res.lmgce.100 <- coef(res.lmgce.100)

## ----echo=FALSE,eval=TRUE-----------------------------------------------------
RMSE_y.lmgce.100 <-
   GCEstim::accmeasure(fitted(res.lmgce.100), dataGCE$y, which = "RMSE")

RMSE_beta.lmgce.100 <-
    GCEstim::accmeasure(coef.res.lmgce.100, coef.dataGCE, which = "RMSE")

CV_RMSE_y.lmgce.100 <- 
    res.lmgce.100$error.measure.cv.mean

## ----echo=FALSE,eval=FALSE----------------------------------------------------
# res.lmgce.50 <-
#   GCEstim::lmgce(
#     y ~ .,
#     data = dataGCE,
#     cv = TRUE,
#     cv.nfolds = 5,
#     support.signal = c(-50, 50),
#     support.signal.points = 5,
#     support.noise = NULL,
#     support.noise.points = 3,
#     twosteps.n = 0,
#     method = "primal.solnp",
#     OLS = TRUE,
#     seed = 230676
#   )

## ----echo=FALSE,eval=TRUE-----------------------------------------------------
coef.res.lmgce.50 <- coef(res.lmgce.50)

RMSE_y.lmgce.50 <-
   GCEstim::accmeasure(fitted(res.lmgce.50), dataGCE$y, which = "RMSE")

RMSE_beta.lmgce.50 <-
    GCEstim::accmeasure(coef.res.lmgce.50, coef.dataGCE, which = "RMSE")

CV_RMSE_y.lmgce.50 <- 
    res.lmgce.50$error.measure.cv.mean

## ----echo=TRUE,eval=FALSE-----------------------------------------------------
# res.lmgce.apriori.centered.zero <-
#   GCEstim::lmgce(
#     y ~ .,
#     data = dataGCE,
#     support.signal = matrix(c(-5, 5,
#                        -2, 2,
#                        -2, 2,
#                        -6, 6,
#                        -10, 10,
#                        -10, 15),
#                      ncol = 2,
#                      byrow = TRUE),
#     support.signal.points = 5,
#     support.noise = NULL,
#     support.noise.points = 3,
#     twosteps.n = 0,
#     method = "primal.solnp",
#     OLS = TRUE,
#     seed = 230676
#   )

## ----echo=FALSE,eval=TRUE-----------------------------------------------------
coef.lmgce.apriori.centered.zero <- coef(res.lmgce.apriori.centered.zero)

## ----echo=FALSE,eval=TRUE-----------------------------------------------------
RMSE_y.lmgce.apriori.centered.zero <-
   GCEstim::accmeasure(fitted(res.lmgce.apriori.centered.zero), dataGCE$y, which = "RMSE")

RMSE_beta.lmgce.apriori.centered.zero <-
    GCEstim::accmeasure(coef.lmgce.apriori.centered.zero, coef.dataGCE, which = "RMSE")

CV_RMSE_y.lmgce.apriori.centered.zero <- 
    res.lmgce.apriori.centered.zero$error.measure.cv.mean

## ----echo=TRUE,eval=FALSE-----------------------------------------------------
# res.lmgce.apriori.centered.beta <-
#   GCEstim::lmgce(
#     y ~ .,
#     data = dataGCE,
#     support.signal = matrix(c(-1, 3,
#                        -2, 2,
#                        -2, 2,
#                         1, 5,
#                         4, 8,
#                         7, 11),
#                      ncol = 2,
#                      byrow = TRUE),
#     support.signal.points = 5,
#     support.noise = NULL,
#     support.noise.points = 3,
#     twosteps.n = 0,
#     method = "primal.solnp",
#     OLS = TRUE,
#     seed = 230676
#   )

## ----echo=FALSE,eval=TRUE-----------------------------------------------------
coef.lmgce.apriori.centered.beta <- coef(res.lmgce.apriori.centered.beta)

## ----echo=FALSE,eval=TRUE-----------------------------------------------------
RMSE_y.lmgce.apriori.centered.beta <-
   GCEstim::accmeasure(fitted(res.lmgce.apriori.centered.beta), dataGCE$y, which = "RMSE")

RMSE_beta.lmgce.apriori.centered.beta <-
    GCEstim::accmeasure(coef.lmgce.apriori.centered.beta, coef.dataGCE, which = "RMSE")

CV_RMSE_y.lmgce.apriori.centered.beta <- 
    res.lmgce.apriori.centered.beta$error.measure.cv.mean

## ----echo=FALSE,eval=TRUE-----------------------------------------------------
res.all <- 
  data.frame(OLS = c(RMSE_y.lm,
                     CV_RMSE_y.lm,
                     RMSE_beta.lm),
           GCE_100000 = c(RMSE_y.lmgce.100000,
                          CV_RMSE_y.lmgce.100000,
                          RMSE_beta.lmgce.100000),
           GCE_100 = c(RMSE_y.lmgce.100,
                       CV_RMSE_y.lmgce.100,
                       RMSE_beta.lmgce.100),
           GCE_50 = c(RMSE_y.lmgce.50,
                       CV_RMSE_y.lmgce.50,
                       RMSE_beta.lmgce.50),
           GCE_apriori.centered.zero = c(RMSE_y.lmgce.apriori.centered.zero,
                                         CV_RMSE_y.lmgce.apriori.centered.zero,
                                         RMSE_beta.lmgce.apriori.centered.zero),
           GCE_apriori.centered.beta = c(RMSE_y.lmgce.apriori.centered.beta,
                                         CV_RMSE_y.lmgce.apriori.centered.beta,
                                         RMSE_beta.lmgce.apriori.centered.beta),
           row.names = c("Prediction RMSE",
                         "Prediction CV-RMSE",
                         "Precision RMSE")
  )

## ----echo=FALSE,eval=TRUE,results = 'asis'------------------------------------

kableExtra::kable(
  res.all,
  digits = 3,
  align = c(rep('c', times = 5)),
  col.names = c("$OLS$",
                "$GME_{(100000)}$",
                "$GME_{(100)}$",
                "$GME_{(50)}$",
                "$GME_{(apriori.centered.zero)}$",
                "$GME_{(apriori.centered.beta)}$"),
  row.names = TRUE,
  booktabs = FALSE)