err_ic <- max(abs(cor(X_ic , method = "spearman") - R_star))
err_flex <- max(abs(cor(X_flex, method = "spearman") - R_star))
data.frame(
method = c("IC (eps = 'none')", "flexIC (eps = 0.02)"),
max_rank_error = c(err_ic, err_flex)
)
#> method max_rank_error
#> 1 IC (eps = 'none') 0.09301133
#> 2 flexIC (eps = 0.02) 0.04386710
microbenchmark(
IC = flexIC(X0, R_star, eps = "none"),
flexIC = flexIC(X0, R_star, eps = 0.02, max_iter = 50),
times = 100L
)
#> Unit: microseconds
#> expr min lq mean median uq max neval cld
#> IC 751.7 844.40 1021.888 903.95 931.85 6931.9 100 a
#> flexIC 4392.6 17940.95 19571.516 19111.20 19721.50 34530.2 100 b
if (requireNamespace("ggplot2", quietly = TRUE)) {
flexIC::plot_marginals_grid(X0, X_flex, bins = 30)
}
#> Showing first 4 of 5 variables.
sessionInfo()
#> R version 4.4.2 (2024-10-31 ucrt)
#> Platform: x86_64-w64-mingw32/x64
#> Running under: Windows 11 x64 (build 22631)
#>
#> Matrix products: default
#>
#>
#> locale:
#> [1] LC_COLLATE=C
#> [2] LC_CTYPE=English_United States.utf8
#> [3] LC_MONETARY=English_United States.utf8
#> [4] LC_NUMERIC=C
#> [5] LC_TIME=English_United States.utf8
#>
#> time zone: America/Chicago
#> tzcode source: internal
#>
#> attached base packages:
#> [1] stats graphics grDevices utils datasets methods base
#>
#> other attached packages:
#> [1] microbenchmark_1.5.0 mvtnorm_1.3-3 flexIC_0.1.4
#>
#> loaded via a namespace (and not attached):
#> [1] Matrix_1.7-1 gtable_0.3.6 jsonlite_1.8.9 dplyr_1.1.4
#> [5] compiler_4.4.2 tidyselect_1.2.1 jquerylib_0.1.4 splines_4.4.2
#> [9] scales_1.3.0 yaml_2.3.10 fastmap_1.2.0 lattice_0.22-6
#> [13] TH.data_1.1-2 ggplot2_3.5.2 R6_2.5.1 labeling_0.4.3
#> [17] generics_0.1.3 knitr_1.49 MASS_7.3-61 tibble_3.2.1
#> [21] munsell_0.5.1 bslib_0.8.0 pillar_1.10.1 rlang_1.1.4
#> [25] multcomp_1.4-26 cachem_1.1.0 xfun_0.50 sass_0.4.9
#> [29] cli_3.6.3 withr_3.0.2 magrittr_2.0.3 digest_0.6.37
#> [33] grid_4.4.2 rstudioapi_0.17.1 sandwich_3.1-1 lifecycle_1.0.4
#> [37] vctrs_0.6.5 evaluate_1.0.3 glue_1.8.0 farver_2.1.2
#> [41] codetools_0.2-20 zoo_1.8-12 survival_3.7-0 colorspace_2.1-1
#> [45] rmarkdown_2.29 tools_4.4.2 pkgconfig_2.0.3 htmltools_0.5.8.1