| Type: | Package |
| Title: | Automatic Regression for Governing Equations (ARGOS) |
| Version: | 0.1.1 |
| Maintainer: | Kevin Egan <kevin.egan@durham.ac.uk> |
| Description: | Comprehensive set of tools for performing system identification of both linear and nonlinear dynamical systems directly from data. The Automatic Regression for Governing Equations (ARGOS) simplifies the complex task of constructing mathematical models of dynamical systems from observed input and output data, supporting various types of systems, including those described by ordinary differential equations. It employs optimal numerical derivatives for enhanced accuracy and employs formal variable selection techniques to help identify the most relevant variables, thereby enabling the development of predictive models for system behavior analysis. |
| Depends: | R (≥ 3.6.0) |
| Imports: | Matrix, glmnet, Metrics, boot, tidyverse, magrittr, tidyr, signal, parallel, deSolve |
| Suggests: | testthat, knitr, rmarkdown, devtools |
| License: | GPL-3 |
| URL: | <https://github.com/kevinegan31/ARGOS-Package> |
| Contact: | Please report bugs and other issues to <kevin.egan@durham.ac.uk>. |
| Encoding: | UTF-8 |
| RoxygenNote: | 7.2.3 |
| NeedsCompilation: | no |
| Packaged: | 2024-01-18 15:30:03 UTC; kevinegan |
| Author: | Kevin Egan [aut, cre], Weizhen Li [aut], Rui Carvalho [aut], Yuzheng Zhang [aut] |
| Repository: | CRAN |
| Date/Publication: | 2024-01-18 16:00:02 UTC |
Adaptive Lasso
Description
This function performs adaptive lasso regression using the cv.glmnet function, then refits the model using ordinary least squares.
Usage
alasso(data, index, weights_method = c("ols", "ridge"), ols_ps = TRUE)
Arguments
data |
A data frame or matrix containing the predictors and response. The response must be in the first column. |
index |
A numeric vector of indices indicating the rows of 'data' to use for the adaptive lasso regression. |
weights_method |
A character string specifying the method to calculate the weights. Can be either "ols" or "ridge". Default is "ols". |
ols_ps |
A logical scalar. If TRUE (default), the function returns the coefficients from the OLS fit. If FALSE, it returns the coefficients from the lasso fit. |
Value
A numeric vector of coefficients. If 'ols_ps' is TRUE, these are the coefficients from the OLS fit. If 'ols_ps' is FALSE, these are the coefficients from the lasso fit. If an error occurs during the lasso or OLS fit, the function returns a vector of NAs.
Automatic Regression for Governing Equations (ARGOS)
Description
This function performs sparse regression on a data set to identify the governing equations of the system. It takes a list of data from 'build_design_matrix' then applies the Lasso or Adaptive Lasso for variable selection.
Usage
argos(
design_matrix,
library_type = c("poly", "four", "poly_four"),
state_var_deriv = 1,
alpha_level = 0.05,
num_samples = 2000,
sr_method = c("lasso", "alasso"),
weights_method = NULL,
ols_ps = TRUE,
parallel = c("no", "multicore", "snow"),
ncpus = NULL
)
Arguments
design_matrix |
A list containing data frame, vector of predictor variable orders for 'theta', and derivative matrix. |
library_type |
A character vector (default: c("poly", "four", "poly_four")) specifying the type of library being used. |
state_var_deriv |
An integer. The index of the state variable for which the derivative is calculated. Default is 1. |
alpha_level |
A numeric scalar. The level of significance for confidence intervals. Default is 0.05. |
num_samples |
An integer. The number of bootstrap samples. Default is 2000. |
sr_method |
A character string. The sparse regression method to be used, either "lasso" or "alasso". Default is "lasso". |
weights_method |
A string or NULL. The method for calculating weights in the Adaptive Lasso. If NULL, ridge regression pilot estimates are used. Default is NULL. |
ols_ps |
A logical. If TRUE, post-selection OLS is performed after the Lasso or Adaptive Lasso. Default is TRUE. |
parallel |
A character string. The type of parallel computation to be used, either "no", "multicore" or "snow". Default is "no". |
ncpus |
An integer or NULL. The number of cores to be used in parallel computation. If NULL, the function will try to detect the number of cores. Default is NULL. |
Value
A list with three elements: - point_estimates: a vector of point estimates for the coefficients. - ci: a matrix where each column represents the lower and upper bounds of the confidence interval for a coefficient. - identified_model: a matrix of coefficients of the identified model.
Examples
# Identify the x1 equation of the Duffing Oscillator with ARGOS.
# Output provides point estimates, confidence intervals, and identified model.
x_t <- duffing_oscillator(n=1000, dt = 0.01,
init_conditions = c(1, 0),
gamma_value = 0.1, kappa_value = 1,
epsilon_value = 5, snr = 49)
duffing_design_matrix <-
build_design_matrix(x_t, dt = 0.01, sg_poly_order = 4,
library_degree = 5, library_type = "poly")
design_matrix <- duffing_design_matrix
state_var_deriv = 1 # Denotes first equation/derivative to be identified
alpha_level = 0.05
num_samples = 10
sr_method = "lasso"
weights_method = NULL
ols_ps = TRUE
parallel = "no"
ncpus = NULL
library_type <- "poly"
perform_argos <- argos(design_matrix = design_matrix,
library_type = library_type,
state_var_deriv = state_var_deriv,
alpha_level = alpha_level,
num_samples = num_samples,
sr_method = "lasso",
weights_method = NULL,
ols_ps = TRUE,
parallel = "no",
ncpus = NULL)
perform_argos$point_estimates
perform_argos$ci
perform_argos$identified_model
Build Design Matrix
Description
This function first smooths the data and approximates the derivative before building the design matrix to include monomial and fourier terms.
Usage
build_design_matrix(
x_t,
dt = 1,
sg_poly_order = 4,
library_degree = 5,
library_type = c("poly", "four", "poly_four")
)
Arguments
x_t |
Matrix of observations. |
dt |
Time step (default is 1). |
sg_poly_order |
Polynomial order for Savitzky-Golay Filter. |
library_degree |
Degree of polynomial library (default is 5). |
library_type |
Type of library to use. Can be one of "poly", "four", or "poly_four". |
Value
A list with two elements:
-
sorted_theta- A matrix with sorted polynomial/trigonometric terms. -
monomial_orders- A vector indicating the order of each polynomial term. -
xdot_filtered- A matrix with derivative terms (dependent variable).
Examples
# Build a design matrix using the Duffing Oscillator as the state-space.
# Output provides matrix, and derivative matrix monomial orders
# (needed for running `argos`).
x_t <- duffing_oscillator(n=5000, dt = 0.01,
init_conditions = c(1, 0),
gamma_value = 0.1, kappa_value = 1,
epsilon_value = 5, snr = 49)
duffing_design_matrix <-
build_design_matrix(x_t, dt = 0.01, sg_poly_order = 4,
library_degree = 5, library_type = "poly")
head(duffing_design_matrix$sorted_theta)
Cubic 2D System
Description
Simulates a two-dimensional damped oscillator with cubic dynamics and optional noise.
Usage
cubic2d_system(n, init_conditions, dt, snr = Inf)
Arguments
n |
Number of time points (rounded to the nearest integer). |
init_conditions |
Initial conditions as a numeric vector of length 2. |
dt |
Time step between observations. |
snr |
Signal-to-noise ratio (in dB). Use Inf for no noise. |
Details
This function simulates a two-dimensional damped oscillator with cubic dynamics. It uses the specified time step and initial conditions to compute the system's state over time. If a non-Infinite SNR is provided, Gaussian noise is added to the system.
Value
A numeric matrix representing the system's state over time. Each row corresponds to a time point, and each column represents a variable.
Examples
# Simulate a 2D cubic system with 100 time points and no noise
data <- cubic2d_system(n = 100, init_conditions = c(1, 2), dt = 0.01, snr = Inf)
Duffing Oscillator
Description
Simulates the Duffing oscillator with optional noise.
Usage
duffing_oscillator(
n,
dt,
init_conditions,
gamma_value,
kappa_value,
epsilon_value,
snr = Inf
)
Arguments
n |
Number of time points (rounded to the nearest integer). |
dt |
Time step between observations. |
init_conditions |
Initial conditions as a numeric vector of length 2. |
gamma_value |
Value of gamma parameter. |
kappa_value |
Value of kappa parameter. |
epsilon_value |
Value of epsilon parameter. |
snr |
Signal-to-noise ratio (in dB). Use Inf for no noise. |
Details
This function simulates a Duffing oscillator with the specified parameters. It uses the specified time step and initial conditions to compute the system's state over time. If a non-Infinite SNR is provided, Gaussian noise is added to the system.
Value
A numeric matrix representing the system's state over time. Each row corresponds to a time point, and each column represents a variable.
Examples
# Simulate a Duffing oscillator with 100 time points and no noise
data <- duffing_oscillator(
n = 100,
dt = 0.01,
init_conditions = c(2, 6),
gamma_value = 0.1,
kappa_value = 1,
epsilon_value = 5,
snr = Inf
)
Lasso
Description
This function performs lasso regression using the cv.glmnet function, then refits the model using ordinary least squares.
Usage
lasso(data, index, ols_ps = TRUE)
Arguments
data |
A data frame or matrix containing the predictors and response. The response must be in the first column. |
index |
A numeric vector of indices indicating the rows of 'data' to use for the lasso regression. |
ols_ps |
A logical scalar. If TRUE (default), the function returns the coefficients from the OLS fit. If FALSE, it returns the coefficients from the lasso fit. |
Value
A numeric vector of coefficients. If 'ols_ps' is TRUE, these are the coefficients from the OLS fit. If 'ols_ps' is FALSE, these are the coefficients from the lasso fit. If an error occurs during the lasso or OLS fit, the function returns a vector of NAs.
Linear 2D System
Description
Simulates a two-dimensional damped oscillator with linear dynamics and optional noise.
Usage
linear2d_system(n, init_conditions, dt, snr = Inf)
Arguments
n |
Number of time points (rounded to the nearest integer). |
init_conditions |
Initial conditions as a numeric vector of length 2. |
dt |
Time step between observations. |
snr |
Signal-to-noise ratio (in dB). Use Inf for no noise. |
Details
This function simulates a two-dimensional damped oscillator with linear dynamics. It uses the specified time step and initial conditions to compute the system's state over time. If a non-Infinite SNR is provided, Gaussian noise is added to the system.
Value
A numeric matrix representing the system's state over time. Each row corresponds to a time point, and each column represents a variable.
Examples
# Simulate a 2D linear system with 100 time points and no noise
data <- linear2d_system(n = 100, init_conditions = c(-1, 1), dt = 0.01, snr = Inf)
Linear 3D System
Description
Simulates a three-dimensional linear dynamical system with optional noise.
Usage
linear3d_system(n, init_conditions, dt, snr = Inf)
Arguments
n |
Number of time points (rounded to the nearest integer). |
init_conditions |
Initial conditions as a numeric vector of length 3. |
dt |
Time step between observations. |
snr |
Signal-to-noise ratio (in dB). Use Inf for no noise. |
Details
This function simulates a three-dimensional linear dynamical system. It uses the specified time step and initial conditions to compute the system's state over time. If a non-Infinite SNR is provided, Gaussian noise is added to the system.
Value
A numeric matrix representing the system's state over time. Each row corresponds to a time point, and each column represents a variable.
Examples
# Simulate a 3D linear system with 100 time points and no noise
data <- linear3d_system(n = 100, init_conditions = c(1, 2, 3), dt = 0.01, snr = Inf)
Lorenz Chaotic System
Description
Simulates the Lorenz chaotic system with optional noise.
Usage
lorenz_system(n, init_conditions, dt, snr = Inf)
Arguments
n |
Number of time points (rounded to the nearest integer). |
init_conditions |
Initial conditions as a numeric vector of length 3 (X, Y, Z). |
dt |
Time step between observations. |
snr |
Signal-to-noise ratio (in dB). Use Inf for no noise. |
Details
This function simulates the Lorenz chaotic system with the specified parameters. It uses the specified time step and initial conditions to compute the system's state over time. If a non-Infinite SNR is provided, Gaussian noise is added to the system.
Value
A numeric matrix representing the system's state over time. Each row corresponds to a time point, and each column represents a variable (X, Y, Z).
Examples
# Simulate the Lorenz system with 1000 time points and no noise
data <- lorenz_system(
n = 1000,
dt = 0.01,
init_conditions = c(-8, 7, 27),
snr = Inf
)
Lotka-Volterra System
Description
Simulates the Lotka-Volterra predator-prey system with optional noise.
Usage
lotka_volterra(n, init_conditions, dt, snr = Inf)
Arguments
n |
Number of time points (rounded to the nearest integer). |
init_conditions |
Initial conditions as a numeric vector of length 2. |
dt |
Time step between observations. |
snr |
Signal-to-noise ratio (in dB). Use Inf for no noise. |
Details
This function simulates the Lotka-Volterra predator-prey system with the specified parameters. It uses the specified time step and initial conditions to compute the system's state over time. If a non-Infinite SNR is provided, Gaussian noise is added to the system.
Value
A numeric matrix representing the system's state over time. Each row corresponds to a time point, and each column represents a variable.
Examples
# Simulate a Lotka-Volterra system with 100 time points and no noise
data <- lotka_volterra(
n = 100,
dt = 0.01,
init_conditions = c(2, 1),
snr = Inf
)
Rossler Chaotic System
Description
Simulates the Rossler chaotic system with optional noise.
Usage
rossler_system(n, dt, init_conditions, a, b, c, snr = Inf)
Arguments
n |
Number of time points (rounded to the nearest integer). |
dt |
Time step between observations. |
init_conditions |
Initial conditions as a numeric vector of length 3 (X, Y, Z). |
a |
Rossler parameter 1 |
b |
Rossler parameter 2 |
c |
Rossler parameter 3 |
snr |
Signal-to-noise ratio (in dB). Use Inf for no noise. |
Details
This function simulates the Rossler chaotic system with the specified parameters. It uses the specified time step and initial conditions to compute the system's state over time. If a non-Infinite SNR is provided, Gaussian noise is added to the system.
Value
A numeric matrix representing the system's state over time. Each row corresponds to a time point, and each column represents a variable (X, Y, Z).
Examples
# Simulate the Rossler system with 1000 time points and no noise
data <- rossler_system(
n = 1000,
dt = 0.01,
init_conditions = c(0, 2, 0),
a = 0.2, b = 0.2, c = 5.7,
snr = Inf
)
Optimal Savitzky-Golay Filter Parameters Finder
Description
This function finds the optimal parameters for the Savitzky-Golay filter by evaluating combinations of polynomial orders and window lengths.
Usage
sg_optimal_combination(x_t, dt = 1, polyorder)
Arguments
x_t |
A numeric vector or one-column matrix. The data to be smoothed. |
dt |
A numeric scalar. The time-step interval of the data. Default is 1. |
polyorder |
A numeric scalar. The order of the polynomial to be used in the Savitzky-Golay filter. If not specified, 4 will be used by default. |
Value
A list with three elements: - sg_combinations: a matrix where each row represents a combination of polynomial order and window length tried. - sg_order_wl: a vector of length 2 with the optimal polynomial order and window length. - f_dist: a data frame with the mean squared error of the differences between the original data and the smoothed data for each combination.
Van der Pol Oscillator
Description
Simulates the Van der Pol oscillator with optional noise.
Usage
vdp_oscillator(n, dt, init_conditions, mu, snr = Inf)
Arguments
n |
Number of time points (rounded to the nearest integer). |
dt |
Time step between observations. |
init_conditions |
Initial conditions as a numeric vector of length 2. |
mu |
Parameter controlling the nonlinear damping level of the system. |
snr |
Signal-to-noise ratio (in dB). Use Inf for no noise. |
Details
This function simulates a Van der Pol oscillator with the specified parameters. It uses the specified time step and initial conditions to compute the system's state over time. If a non-Infinite SNR is provided, Gaussian noise is added to the system.
Value
A numeric matrix representing the system's state over time. Each row corresponds to a time point, and each column represents a variable.
Examples
# Simulate a Van der Pol oscillator with 100 time points and no noise
data <- vdp_oscillator(
n = 100,
dt = 0.01,
init_conditions = c(-1, 1),
mu = 1.2,
snr = Inf
)