NCICS: Numerical considerations for ICS

This repository contains the code to reproduce the examples of the following paper: Numerical considerations and a new implementation for ICS, Archimbaud, A., Drmac, Z., Nordhausen, K., Radojicic, U. & Ruiz-Gazen, A. (2023). SIAM Journal on Mathematics of Data Science (SIMODS), Vol.5(1):97–121. https://epubs.siam.org/doi/10.1137/22M1498759

Organization of the repository

Data folder

Two new anonymized data sets, HTP2 and HTP3 are available in the data folder in .rda format. They are described in the paper and in the R/data.R file.

Figures folder

This folder is the supplementary material of the paper, containing all the plots included in the paper as well as additional ones.

R folder

It contains three R scripts:

• all_applications.R: the script to reproduce all the results and figures from the paper.

• data.R: the description of the new data sets, HTP2 and HTP3.

• ICS_utilities.R: all self-written R functions to perform the analysis. The two main functions are: ICS_QR_full_rank() which implements the ICSQR algorithm described in the paper and ICS_QR_not_full_rank() in case the data are not full rank and we want to perform first a dimension reduction based on a pivoted QR decomposition.

renv.lock

A file renv.lock is provided for reproducible purposes.