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authorGertjan van den Burg <gertjanvandenburg@gmail.com>2020-03-12 14:33:57 +0000
committerGertjan van den Burg <gertjanvandenburg@gmail.com>2020-03-12 14:33:57 +0000
commit7ef8f6e58990fc069cccc71ed6564e8c639ea4fc (patch)
tree9e7662a34b7d0c1f1c5d9faf6d7d6ea8672f6410 /execs/R/cpdbench_rfpop.R
downloadTCPDBench-7ef8f6e58990fc069cccc71ed6564e8c639ea4fc.tar.gz
TCPDBench-7ef8f6e58990fc069cccc71ed6564e8c639ea4fc.zip
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+#' ---
+#' title: Wrapper for robust-fpop package in TCPDBench
+#' author: G.J.J. van den Burg
+#' date: 2019-09-30
+#' license: See the LICENSE file.
+#' copyright: 2019, The Alan Turing Institute
+#' ---
+
+library(argparse)
+library(robseg)
+
+load.utils <- function() {
+ # get the name of the current script so we can load utils.R (yay, R!)
+ cmd.args <- commandArgs(trailingOnly=F)
+ file.arg <- "--file="
+ this.script <- sub(file.arg, "", cmd.args[grep(file.arg, cmd.args)])
+ this.dir <- dirname(this.script)
+ utils.script <- file.path(this.dir, 'utils.R')
+ source(utils.script)
+}
+
+parse.args <- function() {
+ parser <- ArgumentParser(description='Wrapper for robseg package')
+ parser$add_argument('-i',
+ '--input',
+ help='path to the input data file',
+ required=TRUE
+ )
+ parser$add_argument('-o',
+ '--output',
+ help='path to the output file'
+ )
+ parser$add_argument('-l',
+ '--loss',
+ help='loss function to use',
+ choices=c('L1', 'L2', 'Huber', 'Outlier'),
+ required=TRUE
+ )
+ return(parser$parse_args())
+}
+
+main <- function() {
+ args <- parse.args()
+ data <- load.dataset(args$input)
+
+ # copy the defaults from the robust-fpop repo and the JASA paper.
+ defaults <- list()
+ if (args$loss == 'Outlier') {
+ defaults$lambda <- 2 * log(data$original$n_obs)
+ defaults$lthreshold <- 3
+ } else if (args$loss == 'Huber') {
+ defaults$lambda <- 1.4 * log(data$original$n_obs)
+ defaults$lthreshold <- 1.345
+ } else if (args$loss == 'L1') {
+ defaults$lambda <- log(data$original$n_obs)
+ } else if (args$loss == 'L2') {
+ defaults$lambda <- log(data$original$n_obs)
+ }
+ params <- make.param.list(args, defaults)
+
+ if (data$original$n_dim > 1) {
+ # robseg package can't handle multidimensional data
+ exit.error.multidim(data$original, args, params)
+ }
+
+ vec <- as.vector(data$mat)
+
+ start.time <- Sys.time()
+
+ # estimate the standard deviation as in the README of the robseg package.
+ est.std <- mad(diff(vec)/sqrt(2))
+ # and normalise the data with this. Note that this means that we don't need
+ # to scale lambda and the threshold by the estimated standard deviation.
+ x <- vec / est.std
+
+ result <- tryCatch({
+ out <- Rob_seg.std(x=x,
+ loss=params$loss,
+ lambda=params$lambda,
+ lthreshold=params$lthreshold
+ )
+ locs <- out$t.est
+ list(locations=locs, error=NULL)
+ }, error=function(e) {
+ return(list(locations=NULL, error=e$message))
+ })
+
+ stop.time <- Sys.time()
+ runtime <- difftime(stop.time, start.time, units='secs')
+
+ if (!is.null(result$error)) {
+ exit.with.error(data$original, args, params, result$error)
+ }
+
+ # convert indices to 0-based
+ locations <- as.list(result$locations - 1)
+
+ exit.success(data$original, args, params, locations, runtime)
+}
+
+load.utils()
+main()