This repository contains the files for replicating the simulations and the examples in Graphical Continuous Lyapunov Models, G. Varando and N. R. Hansen 2020.
The following packages must be installed:
gclm
glmnet
glasso
igraph
MASS
ggplot2
All packages are available from CRAN.
To run the simulations just move in the directory and run the R script
simulate.R
.
The simulations can take up to a couple of days, depending on the
machine.
The script simulate.R
accepts arguments if executed from a terminal
with Rscript
to allow for a simple parallelization of the simulations
using, for example, tmux
.
The exact simulations as in the paper are the ones
that can be executed from the script run_simulate.sh
.
Before plotting the results you need to compute the evaluations and
aggregate the results with the R script aggregate_results.R
or directly
using the script run_aggreagate.sh
.
Then you can execute the plotting scripts plot_simulated.R
,
plot_marginalized.R
and plot_times.R
to generate the same plots as in the paper.
First run the script proteins.R
to generate the results.
The estimated graphs can be obtained running plot_proteins.R
. Graphs are saved
both as pdf and as tikz format.