[R] Problem with Princurve

[Henrik Bengtsson]

You may have to tune the curve fitting parameters.  Have a look at
arguments 'smoother' and '...' in help("principal.curve"), i.e. by
default principal.curve() uses "smoother" function smooth.spline() in
each iteration and principal.curve() passes down any additional
arguments to it that you give (via '...').  So, look at
help(smooth.spline) to see how you can adjust its tuning parameters.
Hence, in order to troubleshoot, you may also want to play around with
smooth.spline() on your data to see what is going on in the first
iteration.

/Henrik

On Mon, May 23, 2011 at 6:58 AM, Ravi Varadhan <rvaradhan at jhmi.edu> wrote:
> Why does this not find a better solution?
>
>> x <- seq(0,2*pi, length=1000)
>> x <- cbind(x/(2*pi), sin(x))
>
>> fit1 <- principal.curve(x, plot = TRUE, trace = TRUE, maxit = 100,
> + start = cbind(sort(x[,1]), rep(1, nrow(x))))
> Starting curve---distance^2: 1499.5
> Iteration 1---distance^2: 3.114789
> Iteration 2---distance^2: 10.04492
> Iteration 3---distance^2: 11.89215
> Iteration 4---distance^2: 12.43235
> Iteration 5---distance^2: 12.68524
> Iteration 6---distance^2: 12.84443
> Iteration 7---distance^2: 12.93624
> Iteration 8---distance^2: 12.99118
> Iteration 9---distance^2: 13.01280
> Iteration 10---distance^2: 13.02867
> Iteration 11---distance^2: 13.03867
>>
>
> You see that the projection distance is minimal at iteration 1, but the algorithm settles for an inferior projection (i..e. a greater projection distance).
>
> If I do not provide any starting values, I get this:
>
>> fit1 <- principal.curve(x, plot = TRUE, trace = TRUE, maxit = 100)
> Starting curve---distance^2: 29692.03
> Iteration 1---distance^2: 20.31220
> Iteration 2---distance^2: 19.45939
> Iteration 3---distance^2: 19.26387
> Iteration 4---distance^2: 19.20626
> Iteration 5---distance^2: 19.18666
> Iteration 6---distance^2: 19.18059
>>
>
> This is even worse.  It seems like the algorithm is quite sensitive to starting values.  Is this behavior expected or is there some flaw in the algorithm?
>
> Ravi.
>
> ________________________________________
> From: r-help-bounces at r-project.org [r-help-bounces at r-project.org] On Behalf Of Gavin Simpson [gavin.simpson at ucl.ac.uk]
> Sent: Monday, May 23, 2011 8:27 AM
> To: guy33
> Cc: r-help at r-project.org
> Subject: Re: [R] Problem with Princurve
>
> On Thu, 2011-05-19 at 06:43 -0700, guy33 wrote:
>> Hey all,
>>
>> I can't seem to get the princurve package to produce correct results, even
>> in the simplest cases.  For example, if you just generate a 1 period
>> noiseless sine wave, and ask for the principal curve and plot, the returned
>> curve is clearly wrong (doesn't follow the sine wave).  Here's my code:
>>
>> library(princurve)
>> x <- runif(1000,0,2*pi); x <- cbind(x/(2*pi), sin(x))
>> fit1 <- principal.curve(x, plot = TRUE)
>>
>> Anyone have any suggestions?  If you run this code, do you get the correct
>> principal curve?
>
> How about specifying some useful starting points?
>
> fit1 <- principal.curve(x, plot = TRUE, trace = TRUE, maxit = 100,
>                        start = cbind(sort(x[,1]), rep(1, nrow(x))))
>
> And we need a few more iterations before convergence here. Starting from
> the first principal component for example might give useful starting
> points.
>
> HTH
>
> G
>
>> Any help would be really appreciated!
>> -guy33
>>
>> --
>> View this message in context: http://r.789695.n4.nabble.com/Problem-with-Princurve-tp3535721p3535721.html
>> Sent from the R help mailing list archive at Nabble.com.
>>
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