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correction emgrank.R
[valse.git]
/
src
/
test
/
generate_test_data
/
helpers
/
EMGrank.R
diff --git
a/src/test/generate_test_data/helpers/EMGrank.R
b/src/test/generate_test_data/helpers/EMGrank.R
index
0ee2d1f
..
e34e0be
100644
(file)
--- a/
src/test/generate_test_data/helpers/EMGrank.R
+++ b/
src/test/generate_test_data/helpers/EMGrank.R
@@
-1,4
+1,6
@@
-EMGLLF = function(Pi, Rho, mini, maxi, X, Y, tau, rank){
+source("/home/goehry/Documents/valse/valse/R/vec_bin.R")
+require(MASS)
+EMGrank = function(Pi, Rho, mini, maxi, X, Y, tau, rank){
#matrix dimensions
n = dim(X)[1]
p = dim(X)[2]
#matrix dimensions
n = dim(X)[1]
p = dim(X)[2]
@@
-29,11
+31,21
@@
EMGLLF = function(Pi, Rho, mini, maxi, X, Y, tau, rank){
next
}
#U,S,V = SVD of (t(Xr)Xr)^{-1} * t(Xr) * Yr
next
}
#U,S,V = SVD of (t(Xr)Xr)^{-1} * t(Xr) * Yr
- [U,S,V] = svd(ginv(crossprod(X[Z_indice,]))%*% (X[Z_indice,])%*%Y[Z_indice,] )
+ sv = svd(ginv( crossprod(X[Z_indice,]) ) %*% crossprod(X[Z_indice,], Y[Z_indice,]) )
+ S = diag(sv$d)
+ U = sv$u
+ V = sv$v
#Set m-rank(r) singular values to zero, and recompose
#best rank(r) approximation of the initial product
#Set m-rank(r) singular values to zero, and recompose
#best rank(r) approximation of the initial product
- S[rank(r)+1:end,] = 0
- phi[,,r] = U %*%S%*%t(V)%*%Rho[,,r]
+ if(r==k){
+ j_r_1 = length(S)
+ }
+ else{
+ j_r_1 = c(rank[r]+1:length(S))
+ }
+ S[j_r_1] = 0
+ S = diag(S, nrow = ncol(U))
+ phi[,,r] = U %*% S %*% t(V) %*% Rho[,,r]
}
#Etape E et calcul de LLF
}
#Etape E et calcul de LLF
@@
-59,7
+71,8
@@
EMGLLF = function(Pi, Rho, mini, maxi, X, Y, tau, rank){
#update distance parameter to check algorithm convergence (delta(phi, Phi))
deltaPhi = c(deltaPhi, max(max(max((abs(phi-Phi))/(1+abs(phi))))) )
if(length(deltaPhi) > deltaPhiBufferSize){
#update distance parameter to check algorithm convergence (delta(phi, Phi))
deltaPhi = c(deltaPhi, max(max(max((abs(phi-Phi))/(1+abs(phi))))) )
if(length(deltaPhi) > deltaPhiBufferSize){
- deltaPhi = deltaPhi[2:length(deltaPhi)]
+ l_1 = c(2:length(deltaPhi))
+ deltaPhi = deltaPhi[l_1]
}
sumDeltaPhi = sum(abs(deltaPhi))
}
sumDeltaPhi = sum(abs(deltaPhi))