ArtStudies/M2/Statistiques Non Paramétrique/TP4.Rmd

# Simulation des données

## 1. 

```{r}
MvB = function(n, p) {
  X = rnorm(n * p) / sqrt(p - 1)
  X = matrix(X, ncol = p)
  MvB = matrix(0, ncol = p, nrow = n)
  for (i in 1:n) {
    MvB[i, ] = cumsum(X[i, ])
  }
  MvB
}

n = 500
p = 300
X = MvB(n, p)
t = seq(0, 1, length.out = p)
```

```{r}
plot(
  c(0, 1),
  range(X),
  type = 'n',
  xlab = 't',
  ylab = expression(X[i](t)),
  main = 'n mouvements browniens sur [0,1]'
)

for (i in 1:n) {
  points(t, X[i, ], type = 'l', col = i)
}
```

## 2.

```{r}
sigma = 0.1
epsilon = rnorm(n, 0, sigma)
betas = function(t) {
  sin(10 * t)
}
Y = X %*% betas(t) / p + epsilon
```

## 3. 

```{r}
mmax = 100
Dmax = 2*mmax+1

phiX = matrix(NA,n,Dmax) # matrice contenant <X_i,phi_k>
phi = matrix(1,Dmax,p)   # matrice contenant phi_k(t_l)
phiX[,1] = rowMeans(X)

for (j in 1:mmax){
    phiX[,2*j] = (sqrt(2)/p)*X%*%cos(2*pi*j*t)
    phiX[,2*j+1] = (sqrt(2)/p)*X%*%sin(2*pi*j*t)
    phi[2*j,] = sqrt(2)*cos(2*pi*j*t)
    phi[2*j+1,] = sqrt(2)*sin(2*pi*j*t)
}
```


```{r}
G = crossprod(phiX) / n
hatb = crossprod(phiX, Y) / n

m1 = 1
hata1 = hatb[1] / G[1, 1]
hatbeta1 = rep(hata1, p)

m2 = 5
hata5 = solve(G[1:m2, 1:m2], hatb[1:m2])
hatbeta5 = hata5 %*% phi[1:m2, ]

m3 = 31
hata31 = solve(G[1:m3, 1:m3], hatb[1:m3])
hatbeta31 = hata31 %*% phi[1:m3, ]
```


```{r}
plot(t, betas(t), col = "darkgreen", type = 'l', lwd = 2, lty = 2)
abline(h = hata1, col = 'blue')
points(t, hatbeta5, type = 'l', col = "green")
points(t, hatbeta31, type = 'l', col = "red")
legend(
  'bottomleft',
  c(
    paste(expression(beta), '*'),
    expression(hat(beta)[1]),
    expression(hat(beta)[5]),
    expression(hat(beta)[31])
  ),
  lty = c(2, rep(1, 3)),
  lwd = c(2, rep(1, 3)),
  col = c('darkgreen', 'blue', 'green', 'red')
)
```

## 4.

```{r}
kappa = 2.5
gamma = rep(0, Dmax)
for (m in 1:Dmax) {
  hatam = solve(G[1:m, 1:m], hatb[1:m])
  hatbetam = hatam %*% phi[1:m, ]
  gamma[m] = mean((Y - tcrossprod(X, hatbetam) / p)^2)
}
```


```{r}
plot(gamma, col = 'blue', type = 'b', pch = 16, xlab = 'm', ylab = 'crit(m)')
points(gamma + kappa * sigma^2 * (1:Dmax) / n, col = 'green', type = 'l')
points(gamma * (1 + kappa * (1:Dmax) / n), col = 'orange', type = 'l')
legend(
  'topright',
  c(expression(gamma[n](hat(beta)[m])), 'crit1', 'crit2'),
  lty = rep(1, 3),
  col = c(
    'blue',
    'green',
    'orange'
  )
)
```

## 5. 


```{r}
hatm1 = which.min(gamma + kappa * sigma^2 * (1:Dmax) / n)
hatm1
```


```{r}
hatm2 = which.min(gamma * (1 + kappa * (1:Dmax) / n))
hatm2
```


```{r}
hatahatm1 = solve(G[1:hatm1, 1:hatm1], hatb[1:hatm1])
hatbetahatm1 = hatahatm1 %*% phi[1:hatm1, ]
hatahatm2 = solve(G[1:hatm2, 1:hatm2], hatb[1:hatm2])
hatbetahatm2 = hatahatm2 %*% phi[1:hatm2, ]
```


```{r}
plot(t, betas(t), col = "darkgreen", type = 'l', lwd = 2, lty = 2)
points(t, hatbetahatm1, type = 'l', col = "green", lwd = 2)
points(t, hatbetahatm2, type = 'l', col = "orange")
legend(
  'bottomleft',
  c(
    expression(beta),
    expression(hat(beta)[hat(m)[1]]),
    expression(hat(beta)[hat(m)[2]])
  ),
  lty = c(
    2,
    1,
    1
  ),
  lwd = c(2, 2, 1),
  col = c('darkgreen', 'green', 'orange')
)
```

# Application à l’évaluation de la concentration en nitrate des eaux usées

```{r}
Xnc <- read.table("./data/X.dat")
Ync <- read.table("./data/Y.dat")
Ync <- Ync[, 1]
n <- length(Ync)
```

```{r}
palette(rainbow(14, start = 0, end = 4 / 6))
plot(c(0, 1), range(Xnc), type = 'n', xlab = 'wavelength', ylab = 'absorbance')
for (i in 1:n) {
  points(
    seq(0, 1, length.out = ncol(Xnc)),
    Xnc[i, ],
    type = 'l',
    col = floor(Ync[i])
  )
}
ry = range(Ync)
legend(
  "topright",
  paste(floor(ry[1]):floor(ry[2]), '<=Y<', floor(ry[1] + 1):floor(ry[2] + 1)),
  col = 1:9,
  lty = rep(1, 9)
)

Xbar <- colMeans(Xnc)
points(1:ncol(Xnc), Xbar, col = 2, type = 'l')
```


```{r}
X <- scale(Xnc, scale = F)
plot(
  c(1, ncol(Xnc)),
  range(X),
  type = 'n',
  xlab = 'wavelength',
  ylab = '',
  main = "Données centrées"
)
for (i in 1:n) {
  points(1:ncol(Xnc), X[i, ], type = 'l', col = floor(Ync[i]))
}
```


```{r}
Y1 <- Ync - mean(Ync)
```