selectedVariables = list()
Rho = list()
Pi = list()
- cpt = 0
+ cpt = 1
#Pour chaque lambda de la grille, on calcule les coefficients
for (lambdaIndex in 1:length(glambda)){
print(lambdaIndex)
m = dim(phiInit)[2]
#selectedVariables: list where element j contains vector of selected variables in [1,m]
if (sum(params$phi) != 0){
- cpt = cpt+1
- selectedVariables[[cpt]] = sapply(1:p, function(j) {
- #from boolean matrix mxk of selected variables obtain the corresponding boolean m-vector,
- #and finally return the corresponding indices
- c(seq_len(m)[ apply( abs(params$phi[j,,]) > thresh, 1, any ) ], rep(0, m-length(seq_len(m)[ apply( abs(params$phi[j,,]) > thresh, 1, any ) ] ) ))
- })
- Rho[[cpt]] = params$rho
- Pi[[cpt]] = params$pi
+ selectedVariables[[cpt]] = sapply(1:p, function(j) {
+ #from boolean matrix mxk of selected variables obtain the corresponding boolean m-vector,
+ #and finally return the corresponding indices
+ c(seq_len(m)[ apply( abs(params$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)