Principle-Component-Pursuit

PCP for environmental health / epidemiology.

This version of PCP uses the non-convex rank approximation and the square root of the residual term in the objective function, along with distinct penalties for values less than the limit of detection (<LOD).

This repo includes:

0. pcpr.R file with PCP-LOD and grid_search_cv with CV functions
1. functions.R loads packages and includes some helper functions
2. NHANES folder
   • nhanes_cleaning.R includes a function to clean the NHANES data and makes a figure
   • nhanes_pops_50.Rmd includes analysis and makes some figures
   • nhanes_pops_75.Rmd includes sensitivity analysis and makes a figure
   • Data subfolder has original NHANES SAS file and R object with saved CV fits
3. Sims folder
   • sim_grid.R makes the simulated datasets
   • sim_pca.R runs PCA on all simulated datasets
   • sim_ncvx_cv.R cross-validates PCP-LOD on all simulated datasets
   • sim_ncvx_pcp.R runs PCP-LOD on all simulated datasets
   • make_figures.R makes figures for the manuscript
   • Sim Data subfolder has CV fits