## ----setup, include=FALSE-----------------------------------------------------
knitr::opts_chunk$set(collapse = TRUE, comment = "#>")
library(flexIC)
library(mvtnorm)
library(microbenchmark)
set.seed(123)

## -----------------------------------------------------------------------------
n <- 200; k <- 5
Sigma <- matrix(0.6, k, k); diag(Sigma) <- 1
X0  <- mvtnorm::rmvnorm(n, sigma = Sigma)
R_star <- cor(X0, method = "spearman")

## -----------------------------------------------------------------------------
out_ic   <- flexIC(X0, R_star, eps = "none")
out_flex <- flexIC(X0, R_star, eps = 0.02, max_iter = 50)
X_ic     <- out_ic
X_flex   <- out_flex

## -----------------------------------------------------------------------------
err_ic   <- max(abs(cor(X_ic  , method = "spearman") - R_star))
err_flex <- max(abs(cor(X_flex, method = "spearman") - R_star))

data.frame(
  method         = c("IC (eps = 'none')", "flexIC (eps = 0.02)"),
  max_rank_error = c(err_ic, err_flex)
)

## -----------------------------------------------------------------------------
microbenchmark(
  IC     = flexIC(X0, R_star, eps = "none"),
  flexIC = flexIC(X0, R_star, eps = 0.02, max_iter = 50),
  times  = 100L
)

## -----------------------------------------------------------------------------
if (requireNamespace("ggplot2", quietly = TRUE)) {
  flexIC::plot_marginals_grid(X0, X_flex, bins = 30)
}

## -----------------------------------------------------------------------------
sessionInfo()