Created
February 24, 2019 08:59
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Simulating DGP assumed by LDA
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library(tidyverse) | |
library(gtools) | |
library(topicmodels) | |
library(tidytext) | |
rcat <- function(n, x, p) { | |
sample(x, size = n, replace = TRUE, prob = p) | |
} | |
generate_document <- function(z, k, w, beta) { | |
w <- map(seq_len(k), ~rcat(n = z[.], x = w, beta[[.]])) | |
flatten_chr(w) | |
} | |
generate_corpus <- function(M, k, lambda, alpha, w, beta) { | |
tibble( | |
d = seq_len(M), | |
N = rpois(M, lambda), | |
t = map(d, ~rdirichlet(1, alpha)[1, ]), | |
z = map2(N, t, ~rmultinom(1, .x, .y)[, 1]), | |
w = map(z, ~generate_document(., k, w, beta)) | |
) | |
} | |
ps <- list( | |
M = 20, | |
k = 3, | |
lambda = 300, | |
alpha = c(.5, .1, .1), | |
beta = tribble( | |
~w, ~z1, ~z2, ~z3, | |
"1_HICP", .9, .0, .0, | |
"2_GDP", .1, .9, .0, | |
"3_NPLs", .0, .1, .9, | |
"4_bank", .0, .0, .1 | |
) | |
) | |
df <- generate_corpus(ps$M, ps$k, ps$lambda, ps$alpha, ps$beta$w, ps$beta[, -1]) | |
dtm <- df %>% | |
unnest(w) %>% | |
count(d, w) %>% | |
cast_dtm(d, w, n) | |
lda <- LDA(dtm, k) | |
tidy(lda, matrix = "gamma") %>% spread(topic, gamma) | |
tidy(lda, matrix = "gamma") %>% spread(topic, gamma) | |
tidy(lda, matrix = "gamma") %>% | |
group_by(topic) %>% | |
summarise(m = mean(gamma)) | |
posterior(lda) | |
topics(lda, k) | |
terms(lda, k) | |
newdata <- tibble(d = 1, w = w, n = c(15, 0, 5, 1)) %>% cast_dtm(d, w, n) |
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