From: Benjamin Auder Date: Wed, 5 Apr 2017 22:18:35 +0000 (+0200) Subject: re-indent (I should really add a hook...) X-Git-Url: https://git.auder.net/%7B%7B%20asset%28%27mixstore/css/current/img/DESCRIPTION?a=commitdiff_plain;h=b6bb5332942bd561b587bd581257804e84f5f7b0;p=valse.git re-indent (I should really add a hook...) --- diff --git a/pkg/R/EMGLLF_R.R b/pkg/R/EMGLLF_R.R index 55101b0..362d0dc 100644 --- a/pkg/R/EMGLLF_R.R +++ b/pkg/R/EMGLLF_R.R @@ -1,144 +1,144 @@ EMGLLF_R = function(phiInit,rhoInit,piInit,gamInit,mini,maxi,gamma,lambda,X,Y,tau) { - # Matrix dimensions - n = dim(X)[1] - p = dim(phiInit)[1] - m = dim(phiInit)[2] - k = dim(phiInit)[3] + # Matrix dimensions + n = dim(X)[1] + p = dim(phiInit)[1] + m = dim(phiInit)[2] + k = dim(phiInit)[3] - # Outputs - phi = phiInit - rho = rhoInit - pi = piInit - llh = -Inf - S = array(0, dim=c(p,m,k)) + # Outputs + phi = phiInit + rho = rhoInit + pi = piInit + llh = -Inf + S = array(0, dim=c(p,m,k)) # Algorithm variables - gam = gamInit - Gram2 = array(0, dim=c(p,p,k)) - ps2 = array(0, dim=c(p,m,k)) - b = rep(0, k) - X2 = array(0, dim=c(n,p,k)) - Y2 = array(0, dim=c(n,m,k)) - EPS = 1e-15 + gam = gamInit + Gram2 = array(0, dim=c(p,p,k)) + ps2 = array(0, dim=c(p,m,k)) + b = rep(0, k) + X2 = array(0, dim=c(n,p,k)) + Y2 = array(0, dim=c(n,m,k)) + EPS = 1e-15 - for (ite in 1:maxi) + for (ite in 1:maxi) { # Remember last pi,rho,phi values for exit condition in the end of loop - Phi = phi - Rho = rho - Pi = pi + Phi = phi + Rho = rho + Pi = pi - # Calcul associé à Y et X - for (r in 1:k) + # Calcul associé à Y et X + for (r in 1:k) { - for (mm in 1:m) - Y2[,mm,r] = sqrt(gam[,r]) * Y[,mm] - for (i in 1:n) - X2[i,,r] = sqrt(gam[i,r]) * X[i,] - for (mm in 1:m) - ps2[,mm,r] = crossprod(X2[,,r],Y2[,mm,r]) - for (j in 1:p) + for (mm in 1:m) + Y2[,mm,r] = sqrt(gam[,r]) * Y[,mm] + for (i in 1:n) + X2[i,,r] = sqrt(gam[i,r]) * X[i,] + for (mm in 1:m) + ps2[,mm,r] = crossprod(X2[,,r],Y2[,mm,r]) + for (j in 1:p) { - for (s in 1:p) - Gram2[j,s,r] = crossprod(X2[,j,r], X2[,s,r]) - } - } + for (s in 1:p) + Gram2[j,s,r] = crossprod(X2[,j,r], X2[,s,r]) + } + } - ########## - #Etape M # - ########## + ########## + #Etape M # + ########## - # Pour pi - b = sapply( 1:k, function(r) sum(abs(phi[,,r])) ) - gam2 = colSums(gam) - a = sum(gam %*% log(pi)) + # Pour pi + b = sapply( 1:k, function(r) sum(abs(phi[,,r])) ) + gam2 = colSums(gam) + a = sum(gam %*% log(pi)) - # Tant que les props sont negatives - kk = 0 - pi2AllPositive = FALSE - while (!pi2AllPositive) + # Tant que les props sont negatives + kk = 0 + pi2AllPositive = FALSE + while (!pi2AllPositive) { - pi2 = pi + 0.1^kk * ((1/n)*gam2 - pi) - pi2AllPositive = all(pi2 >= 0) - kk = kk+1 - } + pi2 = pi + 0.1^kk * ((1/n)*gam2 - pi) + pi2AllPositive = all(pi2 >= 0) + kk = kk+1 + } - # 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) < + # 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) ) { - pi2 = pi + 0.1^kk * (1/n*gam2 - pi) - kk = kk + 1 - } - t = 0.1^kk - pi = (pi + t*(pi2-pi)) / sum(pi + t*(pi2-pi)) + pi2 = pi + 0.1^kk * (1/n*gam2 - pi) + kk = kk + 1 + } + t = 0.1^kk + pi = (pi + t*(pi2-pi)) / sum(pi + t*(pi2-pi)) - #Pour phi et rho - for (r in 1:k) + #Pour phi et rho + for (r in 1:k) { - for (mm in 1:m) + for (mm in 1:m) { ps = 0 - for (i in 1:n) - ps = ps + Y2[i,mm,r] * sum(X2[i,,r] * phi[,mm,r]) - nY2 = sum(Y2[,mm,r]^2) - rho[mm,mm,r] = (ps+sqrt(ps^2+4*nY2*gam2[r])) / (2*nY2) + for (i in 1:n) + ps = ps + Y2[i,mm,r] * sum(X2[i,,r] * phi[,mm,r]) + nY2 = sum(Y2[,mm,r]^2) + rho[mm,mm,r] = (ps+sqrt(ps^2+4*nY2*gam2[r])) / (2*nY2) } - } + } - for (r in 1:k) + for (r in 1:k) { - for (j in 1:p) + for (j in 1:p) { - for (mm in 1:m) + for (mm in 1:m) { - S[j,mm,r] = -rho[mm,mm,r]*ps2[j,mm,r] + sum(phi[-j,mm,r] * Gram2[j,-j,r]) + 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] - else - phi[j,mm,r] = -(n*lambda*(pi[r]^gamma)+S[j,mm,r]) / Gram2[j,j,r] - } - } - } + 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] + else + phi[j,mm,r] = -(n*lambda*(pi[r]^gamma)+S[j,mm,r]) / Gram2[j,j,r] + } + } + } - ########## - #Etape E # - ########## + ########## + #Etape E # + ########## sumLogLLH2 = 0 - for (i in 1:n) + for (i in 1:n) { - # Update gam[,] - sumLLH1 = 0 + # Update gam[,] + sumLLH1 = 0 sumGamI = 0 - for (r in 1:k) + for (r in 1:k) { gam[i,r] = pi[r] * exp(-0.5*sum( (Y[i,]%*%rho[,,r]-X[i,]%*%phi[,,r])^2 )) * det(rho[,,r]) - sumLLH1 = sumLLH1 + gam[i,r] / (2*base::pi)^(m/2) + sumLLH1 = sumLLH1 + gam[i,r] / (2*base::pi)^(m/2) sumGamI = sumGamI + gam[i,r] - } - sumLogLLH2 = sumLogLLH2 + log(sumLLH1) - if(sumGamI > EPS) #else: gam[i,] is already ~=0 - gam[i,] = gam[i,] / sumGamI - } + } + sumLogLLH2 = sumLogLLH2 + log(sumLLH1) + if(sumGamI > EPS) #else: gam[i,] is already ~=0 + gam[i,] = gam[i,] / sumGamI + } - sumPen = sum(pi^gamma * b) + sumPen = sum(pi^gamma * b) last_llh = llh - llh = -sumLogLLH2/n + lambda*sumPen - dist = ifelse( ite == 1, llh, (llh-last_llh) / (1+abs(llh)) ) - Dist1 = max( (abs(phi-Phi)) / (1+abs(phi)) ) - Dist2 = max( (abs(rho-Rho)) / (1+abs(rho)) ) - Dist3 = max( (abs(pi-Pi)) / (1+abs(Pi)) ) - dist2 = max(Dist1,Dist2,Dist3) + llh = -sumLogLLH2/n + lambda*sumPen + dist = ifelse( ite == 1, llh, (llh-last_llh) / (1+abs(llh)) ) + Dist1 = max( (abs(phi-Phi)) / (1+abs(phi)) ) + Dist2 = max( (abs(rho-Rho)) / (1+abs(rho)) ) + Dist3 = max( (abs(pi-Pi)) / (1+abs(Pi)) ) + dist2 = max(Dist1,Dist2,Dist3) - if (ite>=mini && (dist>= tau || dist2 >= sqrt(tau))) + if (ite>=mini && (dist>= tau || dist2 >= sqrt(tau))) break - } + } - affec = apply(gam, 1, which.max) - list( "phi"=phi, "rho"=rho, "pi"=pi, "llh"=llh, "S"=S, "affec"=affec ) + affec = apply(gam, 1, which.max) + list( "phi"=phi, "rho"=rho, "pi"=pi, "llh"=llh, "S"=S, "affec"=affec ) }