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August 21, 2018 09:46
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Example code for https://aksela.wordpress.com/2018/07/17/stratified-sampling-partitioning-with-continuous-control-variable/
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shootings <- structure(list(Year = 1982:2017, Fatalities = c(8, | |
0, 28, 0, 15, 6, 7, 15, 10, 35, 9, 23, 5, 6, 6, 9, 14, 42, 7, | |
5, 0, 7, 5, 17, 21, 53, 17, 39, 9, 19, 71, 35, 15, 37, 65, 99 | |
)), row.names = c(NA, 36L), class = "data.frame") |
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library(caret) | |
set.seed(1) | |
k <- 5 | |
yeargroups <- cut(shootings[,1], nrow(shootings)/k) | |
shootings$Fold <- createFolds(yeargroups, k, list=FALSE) | |
head(shootings) | |
# Year Fatalities Fold | |
# 1 1982 8 3 | |
# 2 1983 0 2 | |
# 3 1984 28 4 | |
# 4 1985 0 1 | |
# 5 1986 15 2 | |
# 6 1987 6 5 |
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par(mar=c(3, 3, 1, 1), mgp=c(1.8, 0.6, 0)) | |
plot(shootings[1:2], col=rainbow(k)[shootings$Fold], pch=16, cex=1.5) | |
aggregate(Year ~ Fold, shootings, mean) | |
# Fold Year | |
# 1 1 2000.286 | |
# 2 2 1998.125 | |
# 3 3 1999.571 | |
# 4 4 1999.286 | |
# 5 5 2000.429 |
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ll <- list() | |
ngroups <- 1:15 | |
for (i in ngroups) { | |
lli <- replicate(200, { | |
if (i > 1) { | |
yeargroups <- cut(shootings[,1], i) | |
} else { | |
yeargroups <- shootings[,1] | |
} | |
shootings$Fold <- createFolds(yeargroups, k, list=FALSE) | |
a <- aggregate(Year ~ Fold, shootings, mean)[,2] | |
round(diff(range(a)), 4) | |
}) | |
ll[[i]] <- lli | |
} | |
ll.mat <- simplify2array(ll) | |
par(xaxs="i") | |
matplot(ngroups, t(ll.mat), type="l", lty=1, lwd=0.2, col="#00000044", | |
xaxt="n", xlab="Number of strata", ylab="Max absolute difference") | |
lines(ngroups, apply(ll.mat, 2, mean), col="#2078FA", lwd=4) | |
axis(1, at=ngroups) | |
legend("topleft", legend="Mean", bty="n", lwd=4, col="#2078FA") | |
quartz.save("nstrat.png", dpi=110) |
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