- #For a collection of models (same k, several lambda):
- LLH <- sapply( models, function(model) model$llh[1] )
- k = length(models[[1]]$pi)
- sumPen = sapply(models, function(model)
- k*(dim(model$rho)[1]+sum(model$phi[,,1]!=0)+1)-1)
- data.frame(model=paste(i,".",seq_along(models),sep=""),
- pen=sumPen/n, complexity=sumPen, contrast=-LLH)
- } ) )
-
- print(tableauRecap)
- tableauRecap = tableauRecap[which(tableauRecap[,4]!= Inf),]
-
- return(tableauRecap)
-
- # modSel = capushe::capushe(tableauRecap, n)
- # indModSel <-
- # if (selecMod == 'DDSE')
- # as.numeric(modSel@DDSE@model)
- # else if (selecMod == 'Djump')
- # as.numeric(modSel@Djump@model)
- # else if (selecMod == 'BIC')
- # modSel@BIC_capushe$model
- # else if (selecMod == 'AIC')
- # modSel@AIC_capushe$model
- #
- # mod = as.character(tableauRecap[indModSel,1])
- # listMod = as.integer(unlist(strsplit(mod, "[.]")))
- # modelSel = models_list[[listMod[1]]][[listMod[2]]]
- #
- # ##Affectations
- # Gam = matrix(0, ncol = length(modelSel$pi), nrow = n)
- # for (i in 1:n){
- # for (r in 1:length(modelSel$pi)){
- # sqNorm2 = sum( (Y[i,]%*%modelSel$rho[,,r]-X[i,]%*%modelSel$phi[,,r])^2 )
- # Gam[i,r] = modelSel$pi[r] * exp(-0.5*sqNorm2)* det(modelSel$rho[,,r])
- # }
- # }
- # Gam = Gam/rowSums(Gam)
- # modelSel$affec = apply(Gam, 1,which.max)
- # modelSel$proba = Gam
- #
- # if (plot){
- # print(plot_valse(X,Y,modelSel,n))
- # }
- #
- # return(modelSel)
+ # For a collection of models (same k, several lambda):
+ LLH <- sapply(models, function(model) model$llh[1])
+ k <- length(models[[1]]$pi)
+ sumPen <- sapply(models, function(model) k * (dim(model$rho)[1] + sum(model$phi[,
+ , 1] != 0) + 1) - 1)
+ data.frame(model = paste(i, ".", seq_along(models), sep = ""), pen = sumPen/n,
+ complexity = sumPen, contrast = -LLH)
+ }))
+ tableauRecap <- tableauRecap[which(tableauRecap[, 4] != Inf), ]
+ if (verbose)
+ print(tableauRecap)
+
+ if (nrow(tableauRecap) > 10) {
+ modSel <- capushe::capushe(tableauRecap, n)
+ indModSel <- if (selecMod == "DDSE")
+ {
+ as.numeric(modSel@DDSE@model)
+ } else if (selecMod == "Djump")
+ {
+ as.numeric(modSel@Djump@model)
+ } else if (selecMod == "BIC")
+ {
+ modSel@BIC_capushe$model
+ } else if (selecMod == "AIC")
+ {
+ modSel@AIC_capushe$model
+ }
+ listMod <- as.integer(unlist(strsplit(as.character(indModSel), "[.]")))
+ modelSel <- models_list[[listMod[1]]][[listMod[2]]]
+ modelSel$models <- tableauRecap
+
+ if (plot)
+ print(plot_valse(X, Y, modelSel))
+ return(modelSel)
+ }
+ tableauRecap