Question

我在R中为2维pfilter编写了以下程序。现在我想从pfilter绘制图并在同一图上绘制数据图。怎么做？

我的代码：

library(magrittr)
library(pomp)
library(ggplot2)
data <- read.csv("C:/Users/admin/Documents/phd/book1.csv", stringsAsFactors = FALSE)
data <- as.data.frame(data)

pomp(
  data,times="t", t0=0,
  rmeasure=Csnippet("
                    y1 = rnorm(x1+x2,sigma1);
                    y2 = rnorm(x2-x1,sigma2);
                    "),
  dmeasure=Csnippet("
                    lik = dnorm(y1,x1+x2,sigma1,1)+dnorm(y2,x2-x1,sigma2,1);
                    lik = (give_log) ? lik : exp(lik);
                    "),
  rprocess=discrete.time.sim(
    step.fun=Csnippet("
                      double tx1, tx2;
                      tx1 = rnorm(a11*x1 + a12*x2,nu1);
                      tx2 = rnorm(a21*x1 + a22*x2,nu2);
                      x1 = tx1; x2 = tx2;
                      "),
    delta.t=1),
  initializer=Csnippet("
                       x1 = 0;
                       x2 = 0;
                       "),
  statenames=c("x1","x2"),
  paramnames=c("a11","a12","a21","a22","sigma1","sigma2","nu1","nu2"),
  params=c(a11=0.5,a12=-0.1,a21=0.2,a22=-1,nu1=0.3,nu2=0.1,sigma1=0.1,sigma2=0.3)
  ) -> parus

pf <- pfilter(parus, Np=1000, 
              params=c(a11=0.5, a12=-0.1, a21=0.2, a22=-1, nu1=0.3, nu2=0.1,
                       sigma1=0.1, sigma2=0.3))
logLik(pf)

ggplot(data, aes(x= t, y= y1)) + 
  geom_point() +
  geom_smooth(method="pfilter", se=FALSE, colour = "red")

我的数据样本：

data <-
structure(list(t = 1:10, y1 = c(-0.058886245, -0.045854389, 0, 
-0.06009386, 0.053712929, 0, 0.047628037, 0.061425641, 0, 0), 
    y2 = c(0.018451378, -0.012812011, -0.025850852, 0.021278254, 
    -0.008261274, 0.025270473, -0.008357995, -0.0146046, -0.03778035, 
    -0.004632415)), .Names = c("t", "y1", "y2"), class = "data.frame", row.names = c(NA, 
-10L))

Answer 1

您必须从pf中提取数据并将构造附加到ggplot。例如：

pfdata<- pf$data %>% as.data.table(keep.rownames = T) %>% melt(idvars = rn) 
pfdata[rn == "y1",t:=1:10 ]
pfdata[rn == "y2",t:=1:10 ]

pfdata <- pfdata %>% dcast.data.table(variable + t ~rn)


data <- merge(data, pfdata, by = "t")

ggplot(data ) + 
    geom_point(aes(x= t, y= y1.x)) +
    geom_line(aes(x= t, y= y1.y))+ 
    geom_line(aes(x= t, y= y2.y))

以类似的方式，您可以添加您可能想要的其余行。

如何在同一图中绘制pfilter结果和数据

1 个答案: