X-Git-Url: https://git.auder.net/?a=blobdiff_plain;f=R%2FinitSmallEM.R;h=5044a38743f564c71cd8f2fb66536791412bbdd7;hb=09ab3c164abb566764e86a175b5973241e708fd6;hp=d5197661087de2323e6475d24277e2d4605e04af;hpb=39046da6016f15d625bd99cf0303ea8beb838c79;p=valse.git diff --git a/R/initSmallEM.R b/R/initSmallEM.R index d519766..5044a38 100644 --- a/R/initSmallEM.R +++ b/R/initSmallEM.R @@ -1,21 +1,12 @@ -vec_bin = function(X,r) -{ - Z = c() - indice = c() - j = 1 - for (i in 1:length(X)) - { - if(X[i] == r) - { - Z[i] = 1 - indice[j] = i - j=j+1 - } else - Z[i] = 0 - } - return (list(Z=Z,indice=indice)) -} - +#' initialization of the EM algorithm +#' +#' @param k number of components +#' @param X matrix of covariates (of size n*p) +#' @param Y matrix of responses (of size n*m) +#' @param tau threshold to stop EM algorithm +#' +#' @return a list with phiInit, rhoInit, piInit, gamInit +#' @export initSmallEM = function(k,X,Y,tau) { n = nrow(Y) @@ -31,20 +22,19 @@ initSmallEM = function(k,X,Y,tau) LLFinit1 = list() require(MASS) #Moore-Penrose generalized inverse of matrix + require(mclust) # K-means with selection of K for(repet in 1:20) { - clusters = hclust(dist(y)) #default distance : euclidean - #cutree retourne les indices (à quel cluster indiv_i appartient) d'un clustering hierarchique - clusterCut = cutree(clusters,k) - Zinit1[,repet] = clusterCut - + clusters = Mclust(matrix(c(X,Y),nrow=n),k) #default distance : euclidean + Zinit1[,repet] = clusters$classification + for(r in 1:k) { Z = Zinit1[,repet] Z_bin = vec_bin(Z,r) - Z_vec = Z_bin$Z #vecteur 0 et 1 aux endroits où Z==r - Z_indice = Z_bin$indice #renvoit les indices où Z==r - + Z_vec = Z_bin$Z #vecteur 0 et 1 aux endroits o? Z==r + Z_indice = Z_bin$indice #renvoit les indices o? Z==r + betaInit1[,,r,repet] = ginv(t(x[Z_indice,])%*%x[Z_indice,])%*%t(x[Z_indice,])%*%y[Z_indice,] sigmaInit1[,,r,repet] = diag(m) @@ -52,7 +42,7 @@ initSmallEM = function(k,X,Y,tau) rhoInit1[,,r,repet] = solve(sigmaInit1[,,r,repet]) piInit1[repet,r] = sum(Z_vec)/n } - + for(i in 1:n) { for(r in 1:k) @@ -64,12 +54,12 @@ initSmallEM = function(k,X,Y,tau) sumGamI = sum(gam[i,]) gamInit1[i,,repet]= Gam[i,] / sumGamI } - + miniInit = 10 maxiInit = 11 - + new_EMG = .Call("EMGLLF",phiInit1[,,,repet],rhoInit1[,,,repet],piInit1[repet,], - gamInit1[,,repet],miniInit,maxiInit,1,0,x,y,tau) + gamInit1[,,repet],miniInit,maxiInit,1,0,x,y,tau) LLFEessai = new_EMG$LLF LLFinit1[repet] = LLFEessai[length(LLFEessai)] }