df = tibble( a = c(1,4,3,7), b = a + rnorm(4) ) df df %>% pivot_longer(1:2, names_to = "var", values_to = "val") df %>% pivot_longer(1:2, names_to = "var", values_to = "val") %>% ggplot(aes(y = val, color = var)) + geom_point() df %>% pivot_longer(1:2, names_to = "var", values_to = "val") %>% ggplot(aes(x = 1:4, y = val, color = var)) + geom_point() df %>% pivot_longer(1:2, names_to = "var", values_to = "val") %>% mutate(x = 1:n()) %>% ggplot(aes(x = x, y = val, color = var)) + geom_point() set.seed(1) df = tibble( x = 1:4, a = c(1,4,3,7), b = a + rnorm(4) ) df %>% pivot_longer(-x, names_to = "var", values_to = "val") %>% mutate(x = 1:n()) %>% ggplot(aes(x = x, y = val, color = var)) + geom_point() df %>% pivot_longer(-x, names_to = "var", values_to = "val") %>% ggplot(aes(x = x, y = val, color = var)) + geom_point() ?geom_ribbon df %>% pivot_longer(-x, names_to = "var", values_to = "val") df %>% pivot_longer(-x, names_to = "var", values_to = "val") %>% ggplot(aes(x = x, y = val, color = var)) + geom_point() + geom_ribbon(ymin = min(val), ymax = max(val)) df %>% pivot_longer(-x, names_to = "var", values_to = "val") %>% ggplot(aes(x = x, y = val, color = var)) + geom_point() + geom_ribbon(aes(ymin = min(val), ymax = max(val))) df %>% pivot_longer(-x, names_to = "var", values_to = "val") %>% ggplot(aes(x = x, y = val, color = var)) + geom_point() + geom_ribbon(aes(ymin = val, ymax = val)) df df %>% ggplot(aes(x = x)) + geom_ribbon(aes(ymin = a, ymax = b)) df %>% ggplot(aes(x = x)) + geom_errorbar(aes(ymin = a, ymax = b)) df %>% pivot_longer(-x, names_to = "var", values_to = "val") df %>% pivot_longer(-x, names_to = "var", values_to = "val") %>% ggplot(aes(x = x, y = val)) + geom_line() df %>% pivot_longer(-x, names_to = "var", values_to = "val") %>% ggplot(aes(x = x, y = val, color = var)) + geom_line() df %>% pivot_longer(-x, names_to = "var", values_to = "val") %>% ggplot(aes(x = x, y = val, color = var)) + geom_vline() ?kmeans 36170/1228 36170/1338 library(tidyverse) install.packages("D:/gurobi950/win64/R/gurobi_9.5-0.zip", repos = NULL, type = "win.binary") install.packages("slam") library(gurobi) library(gurobi) model = list() model$A = matrix(c(1,1,0,0,1,1), nrow = 2, byrow = TRUE) model$obj = c(1,2,3) model$modelsense = "max" model$rhs = c(1,1) model$sense = c("<=", "<=") result = gurobi(model) result$objval ?c_across library(tidyverse) ?c_across library(mlr3verse) library(mlr3proba) library(survival) task = tsk("rats") learner = lrn("surv.coxh") learner = lrn("surv.coxph") measure = msr("surv.hung_auc") install.packages("survAUC") measure = msr("surv.hung_auc") pred = learner$train(task)$predict(task) pred$score(measure) measure = msr("surv.cindex") pred$score(measure) measure = msr("surv.hung_auc", times = 60) pred$score(measure, task) task$data() pred$score(measure, task, row_ids = 1:270) pred = learner$train(task, row_ids = 1:270)$predict(task, row_ids = 271:300) pred$score(measure, task) pred$score(measure, task, train_set = 1:270) pred = learner$train(task)$predict(task) pred$score(measure, task, train_set = 1:270) ?survAUC::AUC.hc() learner = lrn("surv.coxph") measure = msr("surv.hung_auc", times = 60) pred = learner$train(task, row_ids = 1:270)$predict(task, row_ids = 271:300) pred$score(measure, task, train_set = 1:270) library(tidyverse) ?mean df = tibble( x = c(2,NA,5,7), y = LETTERS[1:4], z = c(5,6,NA,NA) ) df df %>% mutate(across(where(is.numeric), ~ .x[is.na(.x)] = mean(.x, na.rm = TRUE))) ?replace_na starwars %>% mutate(across(where(is.numeric)), ~ replace_na(.x, mean(.x, na.rm = TRUE))) starwars %>% mutate(across(where(is.numeric), ~ replace_na(.x, mean(.x, na.rm = TRUE)))) library(tinytex) pdflatex("mcmthesis.tex") pdflatex("mcmthesis-demo.tex") library(tinytex) pdflatex(mcmthesis-demo.tex) pdflatex("mcmthesis-demo.tex") pdflatex("mcmthesis-demo.tex") pdflatex("mcmthesis-demo.tex") pdflatex("mcmthesis-demo.tex") pdflatex("mcmthesis-demo.tex") pdflatex("mcmthesis-demo.tex") pdflatex("mcmthesis-demo.tex") pdflatex("mcmthesis-demo.tex") library(tinytex) pdflatex("mcmthesis-demo.tex") library(timetk) holidays <- tk_make_holiday_sequence( start_date = "2013-01-01", end_date = "2013-12-31", calendar = "NYSE") holidays idx <- tk_make_weekday_sequence("2012", remove_weekends = TRUE, remove_holidays = TRUE, calendar = "NYSE") idx tk_get_timeseries_summary(idx) idx <- tk_make_weekday_sequence("2012", remove_weekends = TRUE, remove_holidays = TRUE, calendar = "NYSE") tk_get_timeseries_summary(idx) tk_make_holiday_sequence("2012", calendar = "NYSE") ?tk_make_weekday_sequence ?slidify FB <- FANG %>% filter(symbol == "FB") library(tidyverse) library(tidyquant) FB <- FANG %>% filter(symbol == "FB") mean_roll_5 <- slidify(mean, .period = 5, .align = "right") FB %>% mutate(rolling_mean_5 = mean_roll_5(adjusted)) as_mapper(~ .x ^ 2 + 1) ?roll_toslide ?roll_tos_lide ?roll_to_slide ?pslide remove.packages("timetk") install.packages("timetk") install.packages("timetk") idx <- tk_make_weekday_sequence("2012", remove_weekends = TRUE, remove_holidays = TRUE, calendar = "NYSE") tk_get_timeseries_summary(idx) library(timetk) idx <- tk_make_weekday_sequence("2012", remove_weekends = TRUE, remove_holidays = TRUE, calendar = "NYSE") tk_get_timeseries_summary(idx) ?tk_make_weekday_sequence holidays <- tk_make_holiday_sequence( start_date = "2016", end_date = "2017", calendar = "NYSE") weekends <- tk_make_weekend_sequence( start_date = "2016", end_date = "2017") holidays weekends weekends <- tk_make_weekend_sequence( start_date = "2016-01-01", end_date = "2017-12-31") weekends weekends <- tk_make_weekdays_sequence( start_date = "2016-01-01", end_date = "2017-12-31") weekends <- tk_make_weekday_sequence( start_date = "2016-01-01", end_date = "2017-12-31") weekends library(tinytex) pdflatex("mcmthesis-demo.tex") pdflatex("mcmthesis-demo.tex") pdflatex("mcmthesis-demo.tex") library(tinytex) pdflatex("mcmthesis-demo.tex") pdflatex("mcmthesis-demo.tex") pdflatex("mcmthesis-demo.tex") pdflatex("mcmthesis-demo.tex") pdflatex("mcmthesis-demo.tex") library(lubridate) begin = ymd_hm("2019-08-10 14:00") end = ymd_hm("2020-03-05 18:15") interval(begin, end) begin %--% end library(tinytex) xelatex("mcmthesis-demo.tex") library(tinytex) pdflatex("mcmthesis-demo.tex") library(tinytex) pdflatex("mcmthesis-demo.tex") pdflatex("mcmthesis-demo.tex") library(tinytex) pdflatex("mcmthesis-demo.tex") library(tinytex) pdflatex("MCM-ICM_Summary.tex") pdflatex("MCM-ICM_Summary.tex") library(tinytex) pdflatex("mcmthesis-demo.tex") pdflatex("mcmthesis-demo.tex") pdflatex("mcmthesis-demo.tex") pdflatex("mcmthesis-demo.tex") pdflatex("mcmthesis-demo.tex") pdflatex("mcmthesis-demo.tex") pdflatex("mcmthesis-demo.tex") pdflatex("mcmthesis-demo.tex") pdflatex("mcmthesis-demo.tex") pdflatex("mcmthesis-demo.tex") library(tinytex) pdflatex("mcmthesis-demo.tex") pdflatex("mcmthesis-demo.tex") pdflatex("mcmthesis-demo.tex") pdflatex("mcmthesis-demo.tex") pdflatex("mcmthesis-demo.tex") library(tidyverse) df = tribble( ~A, ~B 北京, 上海 df = tribble( ~A, ~B, 北京, 上海 南京, 西安 df = tribble( ~A, ~B, 北京, 上海, 南京, 西安, 上海, 南京, 合肥, 沈阳, 上海, 北京, 上海, 南京, 西安, 南京, 天津, 广州) ?tribble df = tribble( ~A, ~B, 北京, 上海, 南京, 西安, 上海, 南京, 合肥, 沈阳, 上海, 北京, 上海, 南京, 西安, 南京, 天津, 广州) df = tribble( ~A, ~B, "北京", "上海", "南京", "西安", "上海", "南京", "合肥", "沈阳", "上海", "北京", "上海", "南京", "西安", "南京", "天津", "广州") df ?distinct library(sets) install.packages("sets") library(sets) df %>% mutate(C = set(A, B)) df = tibble(x = c(1:3,3:1,4), y = c(2,4,4,2,1,2,1)) library(tidyverse) df = tibble(x = c(1:3,3:1,4), y = c(2,4,4,2,1,2,1)) df library(tidyverse) df = tibble(x = c(1:3,3:1,4), y = c(2,4,4,2,1,2,1)) df f = function(...) { dummy = rep(0, 4) dummy[c(...)] = 1 dummy } df = tibble(x = c(1:3,3:1,NA), y = c(2,4,4,2,1,2,1)) df f = function(...) { dummy = rep(NA, 4) dummy[c(...)] = 1 dummy } df %>% mutate(z = pmap(., f)) %>% unnest_wider(z, names_sep = "") f = function(...) { v = c(...) dummy = ifelse(any(is.na(v)), rep(NA, 4), rep(0,4)) dummy[v] = 1 dummy } df %>% mutate(z = pmap(., f)) %>% unnest_wider(z, names_sep = "") df f = function(...) { v = c(...) dummy = ifelse(any(is.na(v)), rep(NA,4), rep(0,4)) dummy[v] = 1 dummy } df %>% mutate(z = pmap(., f)) %>% unnest_wider(z, names_sep = "") v = c(NA, 1) any(is.na(v)) dummy = rep(NA, 4) dummy[v] dummy[!is.na(v)] vv v dummy[v] = 1 dummy v = c(2,4) any(is.na(v)) dummy = rep(0,4) dummy dummy[v] = 1 dummy df f(1,2) f(1,NA) f(c(1,2)) df v = c(2,4) dummy = ifelse(any(is.na(v)), rep(NA,4), rep(0,4)) dummy any(is.na(v)) rep(0,4) rep(NA,4) is.na(v) v = c(2.4) v = c(2,4) dummy = ifelse(any(is.na(v)), rep(NA,4), rep(0,4)) any(is.na(v)) ifelse(any(is.na(v)), rep(NA,4), rep(0,4)) ifelse(any(is.na(v)), rep(NA,4), rep(0,4)) if(any(is.na(v)) rep(NA,4) if(any(is.na(v))) rep(NA,4) else rep(0,4) if(any(is.na(v))) dummy = rep(NA,4) else dummy = rep(0,4) if(any(is.na(v))) { dummy = rep(NA,4) } else { dummy = rep(0,4) } f = function(...) { v = c(...) if(any(is.na(v))) { dummy = rep(NA,4) } else { dummy = rep(0,4) } dummy[v] = 1 dummy } f(2,4) f(1,2) f(1,NA) f(NA,4) f = function(...) { v = c(...) if(any(is.na(v))) { dummy = rep(NA,4) } else { dummy = rep(0,4) } dummy[v] = 1 dummy } df %>% mutate(z = pmap(., f)) %>% unnest_wider(z, names_sep = "") f = function(...) { v = c(...) dummy = ifelse(any(is.na(v)), rep(NA,4), rep(0,4)) dummy[v] = 1 dummy } df %>% mutate(z = pmap(., f)) %>% unnest_wider(z, names_sep = "") f = function(...) { v = c(...) dummy = ifelse(all(!is.na(v)), rep(0,4), rep(NA,4)) dummy[v] = 1 dummy } df %>% mutate(z = pmap(., f)) %>% unnest_wider(z, names_sep = "") v = c(2,4) ifelse(all(!is.na(v)), rep(0,4), rep(NA,4)) rep(0,4) 3827.64 / 600 (3827.64 - 800) * 0.2 * 0.7 (3827.64 - 423.87) / 600 5103.51 * 0.8 * 0.2 * 0.7 (5103.51 - 571.59) / 800 12758.78 * 0.8 * 0.2 * 0.7 (12758.78 - 1428.98) / 2000 df = tibble(x = c(1:3,3:1,NA), y = c(2,4,NA,2,1,2,1)) df f = function(...) { v = c(...) if(any(is.na(v))) { dummy = rep(NA,4) } else { dummy = rep(0,4) } dummy[v] = 1 dummy } df %>% mutate(z = pmap(., f)) %>% unnest_wider(z, names_sep = "") df = tibble(x = c(1:3,3:1,NA), y = c(2,4,NA,2,1,2,NA)) df f = function(...) { v = c(...) if(any(is.na(v))) { dummy = rep(NA,4) } else { dummy = rep(0,4) } dummy[v] = 1 dummy } df %>% mutate(z = pmap(., f)) %>% unnest_wider(z, names_sep = "") df df %>% mutate(z = pmap(., f)) %>% unnest_wider(z, names_sep = "") library(tinytex) pdflatex("mcmthesis-demo.tex") pdflatex("mcmthesis-demo.tex") 3827.63 / 600 5.67 / 6.38 80000 * 0.8887147 library(tinytex) pdflatex("mcmthesis-demo.tex") pdflatex("mcmthesis-demo.tex") pdflatex("mcmthesis-demo.tex") pdflatex("mcmthesis-demo.tex") pdflatex("mcmthesis-demo.tex") pdflatex("mcmthesis-demo.tex") library(tinytex) pdflatex("mcmthesis-demo.tex") pdflatex("mcmthesis-demo.tex") pdflatex("mcmthesis-demo.tex") library(tinytex) pdflatex("mcmthesis-demo.tex") library(tinytex) pdflatex("mcmthesis-demo.tex") library(tinytex) pdflatex("mcmthesis-demo.tex") library(tinytex) pdflatex("mcmthesis-demo.tex") pdflatex("mcmthesis-demo.tex") pdflatex("mcmthesis-demo.tex", bib_engine = "biber") pdflatex("mcmthesis-demo.tex", bib_engine = "biber") library(tinytex) pdflatex("mcmthesis-demo.tex", bib_engine = "biber") pdflatex("mcmthesis-demo.tex", bib_engine = "biber") pdflatex("mcmthesis-demo.tex", bib_engine = "biber") pdflatex("mcmthesis-demo.tex", bib_engine = "biber") pdflatex("mcmthesis-demo.tex", bib_engine = "biber") library(tinytex) pdflatex("mcmthesis-demo.tex", bib_engine = "biber")