From 9f8518e1ef17fd23b5923bc37a50ccddcbeb299d Mon Sep 17 00:00:00 2001 From: Chris Sobczak Date: Wed, 10 Jun 2026 20:02:05 -0700 Subject: Add stability_score and signal to noise ratio plot functions --- R/plot_snr.R | 39 +++++++++++++++++++++++++++++++++++++++ R/stability_score.R | 26 ++++++++++++++++++++++++++ 2 files changed, 65 insertions(+) create mode 100644 R/plot_snr.R create mode 100644 R/stability_score.R (limited to 'R') diff --git a/R/plot_snr.R b/R/plot_snr.R new file mode 100644 index 0000000..3fb1f9c --- /dev/null +++ b/R/plot_snr.R @@ -0,0 +1,39 @@ +#' Plot Signal to Noise Ratio +#' +#' Compute the stability scores for each entry and plot it +#' against the estimate correlation coefficients. +#' +#' @param X The data matrix to operate on +#' @param method Required to select a correlation method +#' +#' @return ggplot object +plot_snr <- function( + X, + method = c('rmad', 'pearson', 'spearman', 'kendall') +) { + method <- match.arg(method) + # Compute reference correlation + R <- if(method == 'rmad'){ + rmad(X) + }else{ + cor(X, method = method) + } + + W <- stability_score(X) + + idx <- which(upper.tri(W), arr.ind = TRUE) + w <- W[upper.tri(W)] + r <- R[upper.tri(R)] + + df <- data.frame(r = r, w = w) + + ggplot2::ggplot(data = df, ggplot2::aes(x = r, y = w)) + + ggplot2::geom_point(alpha = 0.5) + + ggplot2::geom_smooth(se = FALSE) + + ggplot2::labs( + title = paste('Weighted vs', method, 'correlation'), + x = paste(method, 'correlation'), + y = 'Weight' + ) + + ggplot2::theme_classic() +} 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)]) +} -- cgit v1.2.3