X-Git-Url: https://git.auder.net/?a=blobdiff_plain;f=R%2FgridLambda.R;h=e7946aed615270114c00c2e7bec1b8cb2d992184;hb=e3f2fe8a918614d246fe2451065b0dfcd348b366;hp=2c66e4ca23572eea99adcb0c76d7200b1c09e43a;hpb=b4899af94061fca34163bdef9ae3ff2155038bb7;p=valse.git diff --git a/R/gridLambda.R b/R/gridLambda.R index 2c66e4c..e7946ae 100644 --- a/R/gridLambda.R +++ b/R/gridLambda.R @@ -1,8 +1,11 @@ #' Construct the data-driven grid for the regularization parameters used for the Lasso estimator #' @param phiInit value for phi -#' @param rhoInt value for rho +#' @param rhoInit value for rho #' @param piInit value for pi #' @param gamInit value for gamma +#' @param X matrix of covariates (of size n*p) +#' @param Y matrix of responses (of size n*m) +#' @param gamma power of weights in the penalty #' @param mini minimum number of iterations in EM algorithm #' @param maxi maximum number of iterations in EM algorithm #' @param tau threshold to stop EM algorithm @@ -16,7 +19,7 @@ gridLambda = function(phiInit, rhoInit, piInit, gamInit, X, Y, gamma, mini, maxi m = dim(phiInit)[2] k = dim(phiInit)[3] - list_EMG = .Call("EMGLLF",phiInit,rhoInit,piInit,gamInit,mini,maxi,1,0,X,Y,tau) + list_EMG = .Call("EMGLLF_core",phiInit,rhoInit,piInit,gamInit,mini,maxi,1,0,X,Y,tau) grid = array(0, dim=c(p,m,k)) for (i in 1:p)