diff --git a/R/gp-replicate-fns.R b/R/gp-replicate-fns.R index 676cba6..f7dbbff 100644 --- a/R/gp-replicate-fns.R +++ b/R/gp-replicate-fns.R @@ -41,7 +41,7 @@ par_est_allee <- function(obs, f, p, ){ estf <- function(p){ mu <- f(obs$x,0,p) - -sum(dlnorm(obs$y, log(mu), p["s"]), log=TRUE) + -sum(dlnorm(obs$y, log(mu), p[4]), log=TRUE) } par = init o <- optim(par, estf, method="L", lower=c(1e-3,1e-3,1e-3, 1e-3)) @@ -108,11 +108,13 @@ simulate_opt <- function(OPT, f, p, x_grid, h_grid, x0, z_g, profit){ sim_est <- lapply(1:100, function(i) ForwardSimulate(f, p, x_grid, h_grid, x0, OPT$est_D, z_g, profit=profit)) set.seed(1) sim_alt <- lapply(1:100, function(i) ForwardSimulate(f, p, x_grid, h_grid, x0, OPT$alt_D, z_g, profit=profit)) + dat <- list(GP = sim_gp, Parametric = sim_est, True = sim_true, Structural = sim_alt) dat <- melt(dat, id=names(dat[[1]][[1]])) dt <- data.table(dat) setnames(dt, c("L1", "L2"), c("method", "reps")) - dt + setkey(dt, method) # chance the ordering + dt[c("GP", "Parametric", "True", "Structural")] }