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...
[valse.git]
/
pkg
/
R
/
main.R
diff --git
a/pkg/R/main.R
b/pkg/R/main.R
index
af05061
..
d710b7e
100644
(file)
--- a/
pkg/R/main.R
+++ b/
pkg/R/main.R
@@
-33,9
+33,9
@@
valse <- function(X, Y, procedure = "LassoMLE", selecMod = "DDSE", gamma = 1, mi
ncores_inner = 1, thresh = 1e-08, compute_grid_lambda = TRUE, grid_lambda = 0, size_coll_mod = 10, fast = TRUE, verbose = FALSE,
plot = TRUE)
{
ncores_inner = 1, thresh = 1e-08, compute_grid_lambda = TRUE, grid_lambda = 0, size_coll_mod = 10, fast = TRUE, verbose = FALSE,
plot = TRUE)
{
- p <- dim(X)[2]
- m <- dim(Y)[2]
- n <- dim(X)[1]
+ n <- nrow(X)
+ p <- ncol(X)
+ m <- ncol(Y)
if (verbose)
print("main loop: over all k and all lambda")
if (verbose)
print("main loop: over all k and all lambda")
@@
-146,7
+146,7
@@
valse <- function(X, Y, procedure = "LassoMLE", selecMod = "DDSE", gamma = 1, mi
for (r in 1:length(modelSel$pi))
{
sqNorm2 <- sum((Y[i, ] %*% modelSel$rho[, , r] - X[i, ] %*% modelSel$phi[, , r])^2)
for (r in 1:length(modelSel$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[i, r] <- modelSel$pi[r] * exp(-0.5 * sqNorm2) *
g
det(modelSel$rho[, , r])
}
}
Gam <- Gam/rowSums(Gam)
}
}
Gam <- Gam/rowSums(Gam)