+ }
+ else {
+ selectedVariables = list()
+ Rho = list()
+ Pi = list()
+ cpt = 1
+ #Pour chaque lambda de la grille, on calcule les coefficients
+ for (lambdaIndex in 1:length(glambda)){
+ print(lambdaIndex)
+ params =
+ EMGLLF(phiInit,rhoInit,piInit,gamInit,mini,maxi,gamma,glambda[lambdaIndex],X,Y,tau)
+ p = dim(phiInit)[1]
+ m = dim(phiInit)[2]
+ #selectedVariables: list where element j contains vector of selected variables in [1,m]
+ if (sum(params$phi) != 0){
+ selectedVariables[[cpt]] = sapply(1:p, function(j) {
+ #from boolean matrix mxk of selected variables obtain the corresponding boolean m-vector,
+ #and finally return the corresponding indices
+ c(seq_len(m)[ apply( abs(params$phi[j,,]) > thresh, 1, any ) ], rep(0, m-length(seq_len(m)[ apply( abs(params$phi[j,,]) > thresh, 1, any ) ] ) ))
+ })
+ if (length(unique(selectedVariables)) == length(selectedVariables)){
+ Rho[[cpt]] = params$rho
+ Pi[[cpt]] = params$pi
+ cpt = cpt+1
+ }
+ }
+ }
+ list("selected"=selectedVariables,"Rho"=Rho,"Pi"=Pi)
+ }
+}
\ No newline at end of file