Add stability_score and signal to noise ratio plot functions

1 files changed, 26 insertions, 0 deletions

diff --git a/R/stability_score.R b/R/stability_score.R
new file mode 100644
index 0000000..7841214
--- /dev/null
+++ b/R/stability_score.R
@@ -0,0 +1,26 @@
+#' Stability Score
+#'
+#' Computing entry wise stability score for selection
+#'
+#' @param X The data matrix to operate on
+#' @param K Number of k-folds (default 25)
+#' @param subsample_fraction Hold out fraction (default 0.7)
+#'
+#' @return Score array
+#' @export
+stability_score <- function(X, K = 25, subsample_fraction = 0.7){
+	n <- nrow(X)
+	p <- ncol(X)
+	rho <- vector('list', K)
+	for(r in seq_len(K)){
+		idx <- sample(n, size = floor(subsample_fraction * n))
+		rho[[r]] <- cor(X[idx, ])
+	}
+	R <- simplify2array(rho)
+	theta <- acos(pmax(pmin(R, 1), -1))
+	delta <- theta - pi/2
+	delta_sd <- apply(delta, c(1, 2), sd)
+	delta_sd <- pmax(delta_sd, quantile(delta_sd[upper.tri(delta_sd)], 0.05))
+	score <- 1 / delta_sd
+	score / median(score[upper.tri(score)])
+}