Gram2[j,s,r] = crossprod(X2[,j,r], X2[,s,r])
}
}
-
+
##########
#Etape M #
##########
#pour pi
- for (r in 1:k){
- b[r] = sum(abs(phi[,,r]))}
+ for (r in 1:k)
+ b[r] = sum(abs(phi[,,r]))
gam2 = colSums(gam)
a = sum(gam %*% log(pi))
-
+
#tant que les props sont negatives
kk = 0
pi2AllPositive = FALSE
kk = kk+1
}
-#if (ite==2) browser()
- #t[m] la plus grande valeur dans la grille O.1^k tel que ce soit décroissante ou constante
+ #t(m) la plus grande valeur dans la grille O.1^k tel que ce soit décroissante ou constante
while( kk < 1000 && -a/n + lambda * sum(pi^gamma * b) <
-sum(gam2 * log(pi2))/n + lambda * sum(pi2^gamma * b) )
{
}
t = 0.1^kk
pi = (pi + t*(pi2-pi)) / sum(pi + t*(pi2-pi))
-
+
#Pour phi et rho
for (r in 1:k)
{
ps[mm,r] = sum(ps1[,mm,r])
nY2[mm,r] = sum(Y2[,mm,r]^2)
rho[mm,mm,r] = (ps[mm,r]+sqrt(ps[mm,r]^2+4*nY2[mm,r]*gam2[r])) / (2*nY2[mm,r])
- }
+ }
}
+
for (r in 1:k)
{
for (j in 1:p)
{
for (mm in 1:m)
{
- S[j,mm,r] = -rho[mm,mm,r]*ps2[j,mm,r] + sum(phi[-j,mm,r] * Gram2[j, setdiff(1:p, j),r])
-# (if(j>1) sum(phi[1:(j-1),mm,r] * Gram2[j,1:(j-1),r]) else 0) +
-# (if(j<p) sum(phi[(j+1):p,mm,r] * Gram2[j,(j+1):p,r]) else 0)
- if (abs(S[j,mm,r]) <= n*lambda*(pi[r]^gamma))
+ S[j,mm,r] = -rho[mm,mm,r]*ps2[j,mm,r] + sum(phi[-j,mm,r] * Gram2[j,-j,r])
+ if (abs(S[j,mm,r]) <= n*lambda*(pi[r]^gamma))
phi[j,mm,r]=0
else if(S[j,mm,r] > n*lambda*(pi[r]^gamma))
phi[j,mm,r] = (n*lambda*(pi[r]^gamma)-S[j,mm,r]) / Gram2[j,j,r]
{
#precompute sq norms to numerically adjust their values
sqNorm2 = rep(0,k)
- for (r in 1:k){
- sqNorm2[r] = sum( (Y[i,]%*%rho[,,r]-X[i,]%*%phi[,,r])^2 )}
+ for (r in 1:k)
+ sqNorm2[r] = sum( (Y[i,]%*%rho[,,r]-X[i,]%*%phi[,,r])^2 )
- #compute Gam(:,:)
+ #compute Gam[,]
sumLLF1 = 0.0;
for (r in 1:k)
{
- #FIXME: numerical problems, because 0 < det(Rho[,,r] < EPS; what to do ?!
- # consequence: error in while() at line 77
- Gam[i,r] = pi[r] * exp(-0.5*sqNorm2[r])* det(rho[,,r])
+ Gam[i,r] = pi[r] * exp(-0.5*sqNorm2[r]) * det(rho[,,r])
sumLLF1 = sumLLF1 + Gam[i,r] / (2*base::pi)^(m/2)
}
sumLogLLF2 = sumLogLLF2 + log(sumLLF1)
sumPen = sum(pi^gamma * b)
LLF[ite] = -sumLogLLF2/n + lambda*sumPen
-
dist = ifelse( ite == 1, LLF[ite], (LLF[ite]-LLF[ite-1]) / (1+abs(LLF[ite])) )
-
Dist1 = max( (abs(phi-Phi)) / (1+abs(phi)) )
Dist2 = max( (abs(rho-Rho)) / (1+abs(rho)) )
Dist3 = max( (abs(pi-Pi)) / (1+abs(Pi)) )