#' @export
#-----------------------------------------------------------------------
valse = function(X,Y,procedure = 'LassoMLE',selecMod = 'DDSE',gamma = 1,mini = 10,
- maxi = 100,eps = 1e-4,kmin = 2,kmax = 3,
+ maxi = 50,eps = 1e-4,kmin = 2,kmax = 2,
rang.min = 1,rang.max = 10) {
##################################
#core workflow: compute all models
source('~/valse/pkg/R/gridLambda.R')
grid_lambda <<- gridLambda(phiInit, rhoInit, piInit, gamInit, X, Y, gamma, mini, maxi, eps)
+ if (length(grid_lambda)>100){
+ grid_lambda = grid_lambda[seq(1, length(grid_lambda), length.out = 100)]
+ }
print("Compute relevant parameters")
#select variables according to each regularization parameter
#from the grid: A1 corresponding to selected variables, and
params = selectiontotale(phiInit,rhoInit,piInit,gamInit,mini,maxi,gamma,grid_lambda,X,Y,1e-8,eps)
#params2 = selectVariables(phiInit,rhoInit,piInit,gamInit,mini,maxi,gamma,grid_lambda[seq(1,length(grid_lambda), by=3)],X,Y,1e-8,eps)
## etrange : params et params 2 sont différents ...
-
selected <<- params$selected
Rho <<- params$Rho
Pi <<- params$Pi