+++ /dev/null
-#' computeGridLambda
-#'
-#' Construct the data-driven grid for the regularization parameters used for the Lasso estimator
-#'
-#' @param phiInit value for phi
-#' @param rhoInit value for rho
-#' @param piInit value for pi
-#' @param gamInit value for gamma
-#' @param X matrix of covariates (of size n*p)
-#' @param Y matrix of responses (of size n*m)
-#' @param gamma power of weights in the penalty
-#' @param mini minimum number of iterations in EM algorithm
-#' @param maxi maximum number of iterations in EM algorithm
-#' @param tau threshold to stop EM algorithm
-#'
-#' @return the grid of regularization parameters
-#'
-#' @export
-computeGridLambda = function(phiInit, rhoInit, piInit, gamInit, X, Y,
- gamma, mini, maxi, tau, fast=TRUE)
-{
- n = nrow(X)
- p = dim(phiInit)[1]
- m = dim(phiInit)[2]
- k = dim(phiInit)[3]
-
- list_EMG = EMGLLF(phiInit, rhoInit, piInit, gamInit, mini, maxi,
- gamma, lambda=0, X, Y, tau, fast)
- grid = array(0, dim=c(p,m,k))
- for (i in 1:p)
- {
- for (j in 1:m)
- grid[i,j,] = abs(list_EMG$S[i,j,]) / (n*list_EMG$pi^gamma)
- }
- grid = unique(grid)
- grid
-}