# NOT RUN {
##########################
##### Simulate Data ######
##########################
set.seed(1)
# create half of training dataset from 1 distribution
X1 <- matrix(rnorm(2000), ncol = 2) # design matrix - 2 covariates
B1 <- c(5, 10, 15) # true beta coefficients
y1 <- cbind(1, X1) %*% B1
# create 2nd half of training dataset from another distribution
X2 <- matrix(rnorm(2000, 1,2), ncol = 2) # design matrix - 2 covariates
B2 <- c(10, 5, 0) # true beta coefficients
y2 <- cbind(1, X2) %*% B2
X <- rbind(X1, X2)
y <- c(y1, y2)
study <- sample.int(10, 2000, replace = TRUE) # 10 studies
data <- data.frame( Study = study, Y = y, V1 = X[,1], V2 = X[,2] )
# create target study design matrix for covariate profile similarity weighting and
# accept/reject algorithm (covaraite-matched study strap)
target <- matrix(rnorm(1000, 3, 5), ncol = 2) # design matrix
colnames(target) <- c("V1", "V2")
##########################
##### Model Fitting #####
##########################
# Fit model with 1 Single-Study Learner (SSL): PCA Regression
mrgMod1 <- merged(formula = Y ~.,
data = data,
sim.covs = NA,
ssl.method = list("pcr"),
ssl.tuneGrid = list( data.frame("ncomp" = 2)),
model = FALSE )
# 2 SSLs: Linear Regression and PCA Regression
mrgMod2 <- merged(formula = Y ~.,
data = data,
sim.covs = NA,
ssl.method = list("lm", "pcr"),
ssl.tuneGrid = list(NA,
data.frame("ncomp" = 2) ),
model = FALSE )
#########################
##### Predictions ######
#########################
preds <- studyStrap.predict(mrgMod2, target)
# }
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