prepare structure for R package

[valse.git] / OLD_MATLAB / InputParameters / initSmallEM.m

diff --git a/OLD_MATLAB/InputParameters/initSmallEM.m b/OLD_MATLAB/InputParameters/initSmallEM.m
new file mode 100644 (file)
index 0000000..6a2ccc9
--- /dev/null
+++ b/OLD_MATLAB/InputParameters/initSmallEM.m
@@ -0,0 +1,33 @@
+function[phiInit,rhoInit,piInit,gamInit] = initSmallEM(k,x,y,tau)
+[n,m]=size(y);
+gamInit1=zeros(n,k,20);
+for repet=1:20
+    Zinit1(:,repet)=clusterdata(y,k);
+    for r=1:k
+        betaInit1(:,:,r,repet)=pinv(transpose(x(Zinit1(:,repet)==r,:))*x(Zinit1(:,repet)==r,:))*transpose(x(Zinit1(:,repet)==r,:))*y(Zinit1(:,repet)==r,:);
+        sigmaInit1(:,:,r,repet)=eye(m);
+        phiInit1(:,:,r,repet)=betaInit1(:,:,r,repet)/sigmaInit1(:,:,r,repet);
+        rhoInit1(:,:,r,repet)=inv(sigmaInit1(:,:,r,repet));
+        piInit1(repet,r)=sum(Zinit1(:,repet)==r)/n;
+    end
+    for i=1:n
+        for r=1:k
+            dotProduct = (y(i,:)*rhoInit1(:,:,r,repet)-x(i,:)*phiInit1(:,:,r,repet)) * transpose(y(i,:)*rhoInit1(:,:,r,repet)-x(i,:)*phiInit1(:,:,r,repet));
+            Gam(i,r) = piInit1(repet,r)*det(rhoInit1(:,:,r,repet))*exp(-0.5*dotProduct);
+        end
+        sumGamI = sum(Gam(i,:));
+        gamInit1(i,:,repet) = Gam(i,:) / sumGamI;
+    end
+    miniInit=int64(10);
+    maxiInit=int64(11);
+    
+    [~,~,~,LLFEssai,~] = EMGLLF(phiInit1(:,:,:,repet),rhoInit1(:,:,:,repet),piInit1(repet,:),gamInit1(:,:,repet),miniInit,maxiInit,1,0,x,y,tau);
+    LLFinit1(repet)=LLFEssai(end);
+end
+[~,b]=max(LLFinit1);
+
+phiInit=phiInit1(:,:,:,b);
+rhoInit=rhoInit1(:,:,:,b);
+piInit=piInit1(b,:);
+gamInit=gamInit1(:,:,b);
+end
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