X-Git-Url: https://git.auder.net/?a=blobdiff_plain;ds=sidebyside;f=pkg%2FR%2FconstructionModelesLassoMLE.R;h=227dfdcfeb7c0a331b4c277eb4562435769f4931;hb=bb11d873bee8f9560b4b77a304d035be6a69f440;hp=b25113561866d9bdba00318e09492c7f1cfdc704;hpb=a6b60f91ff8d798a3dcb7da6acbc03fba8a0459d;p=valse.git diff --git a/pkg/R/constructionModelesLassoMLE.R b/pkg/R/constructionModelesLassoMLE.R index b251135..227dfdc 100644 --- a/pkg/R/constructionModelesLassoMLE.R +++ b/pkg/R/constructionModelesLassoMLE.R @@ -8,7 +8,7 @@ #' #' export constructionModelesLassoMLE = function(phiInit, rhoInit, piInit, gamInit, mini, maxi, - gamma, X, Y, thresh, tau, S, ncores=3, artefact = 1e3, fast=TRUE, verbose=FALSE) + gamma, X, Y, thresh, tau, S, ncores=3, fast=TRUE, verbose=FALSE) { if (ncores > 1) { @@ -56,11 +56,11 @@ constructionModelesLassoMLE = function(phiInit, rhoInit, piInit, gamInit, mini, densite = vector("double",n) for (r in 1:k) { - delta = (Y%*%rhoLambda[,,r] - (X[, col.sel]%*%phiLambda[col.sel,,r]))/artefact + delta = (Y%*%rhoLambda[,,r] - (X[, col.sel]%*%phiLambda[col.sel,,r])) densite = densite + piLambda[r] * - det(rhoLambda[,,r])/(sqrt(2*base::pi))^m * exp(-tcrossprod(delta)/2.0) + det(rhoLambda[,,r])/(sqrt(2*base::pi))^m * exp(-diag(tcrossprod(delta))/2.0) } - llhLambda = c( sum(artefact^2 * log(densite)), (dimension+m+1)*k-1 ) + llhLambda = c( sum(log(densite)), (dimension+m+1)*k-1 ) list("phi"= phiLambda, "rho"= rhoLambda, "pi"= piLambda, "llh" = llhLambda) }