X-Git-Url: https://git.auder.net/?a=blobdiff_plain;f=R%2Fselectiontotale.R;h=5b0112c347b0b46d816b7592956ae014931c8535;hb=12381c92accfc0b7bedc3ce1c338856df1838a73;hp=673bc3ba2e2b75a0bc7c73d5c246c9cb385630ea;hpb=928d1c52c786ec94be64c4bc8123ab8a98727b6e;p=valse.git diff --git a/R/selectiontotale.R b/R/selectiontotale.R index 673bc3b..5b0112c 100644 --- a/R/selectiontotale.R +++ b/R/selectiontotale.R @@ -1,25 +1,50 @@ #Return a list of outputs, for each lambda in grid: selected,Rho,Pi -selectiontotale = function(phiInit,rhoInit,piInit,gamInit,mini,maxi,gamma,glambda,X,Y,seuil,tau) -{ - cl = parallel::makeCluster( parallel::detectCores() / 4 ) - parallel::clusterExport(cl=cl, - varlist=c("phiInit","rhoInit","gamInit","mini","maxi","glambda","X","Y","seuil","tau"), - envir=environment()) - #Pour chaque lambda de la grille, on calcule les coefficients - out = parLapply( 1:L, function(lambdaindex) - { - params = EMGLLF(phiInit,rhoInit,piInit,gamInit,mini,maxi,gamma,glambda[lambdaIndex],X,Y,tau) - - p = dim(phiInit)[1] - m = dim(phiInit)[2] - #selectedVariables: list where element j contains vector of selected variables in [1,m] - selectedVariables = lapply(1:p, function(j) { - #from boolean matrix mxk of selected variables obtain the corresponding boolean m-vector, - #and finally return the corresponding indices - seq_len(m)[ apply( abs(params$phi[j,,]) > seuil, 1, any ) ] - }) - - list("selected"=selectedVariables,"Rho"=params$Rho,"Pi"=params$Pi) - }) - parallel::stopCluster(cl) -} +selectiontotale = function(phiInit,rhoInit,piInit,gamInit,mini,maxi,gamma,glambda,X,Y,thresh,tau, parallel = FALSE){ + if (parallel) { + require(parallel) + cl = parallel::makeCluster( parallel::detectCores() / 4) # <-- ça devrait être un argument + parallel::clusterExport(cl=cl, + varlist=c("phiInit","rhoInit","gamInit","mini","maxi","glambda","X","Y","thresh","tau"), + envir=environment()) + #Pour chaque lambda de la grille, on calcule les coefficients + out = parLapply(cl, 1:length(glambda), function(lambdaIndex) + { + params = + EMGLLF(phiInit,rhoInit,piInit,gamInit,mini,maxi,gamma,glambda[lambdaIndex],X,Y,tau) + + p = dim(phiInit)[1] + m = dim(phiInit)[2] + #selectedVariables: list where element j contains vector of selected variables in [1,m] + selectedVariables = lapply(1:p, function(j) { + #from boolean matrix mxk of selected variables obtain the corresponding boolean m-vector, + #and finally return the corresponding indices + seq_len(m)[ apply( abs(params$phi[j,,]) > thresh, 1, any ) ] + }) + + list("selected"=selectedVariables,"Rho"=params$Rho,"Pi"=params$Pi) + }) + parallel::stopCluster(cl) + } + else { + selectedVariables = list() + Rho = list() + Pi = list() + #Pour chaque lambda de la grille, on calcule les coefficients + for (lambdaIndex in 1:length(glambda)){ + print(lambdaIndex) + params = + EMGLLF(phiInit,rhoInit,piInit,gamInit,mini,maxi,gamma,glambda[lambdaIndex],X,Y,tau) + p = dim(phiInit)[1] + m = dim(phiInit)[2] + #selectedVariables: list where element j contains vector of selected variables in [1,m] + selectedVariables[[lambdaIndex]] = lapply(1:p, function(j) { + #from boolean matrix mxk of selected variables obtain the corresponding boolean m-vector, + #and finally return the corresponding indices + seq_len(m)[ apply( abs(params$phi[j,,]) > thresh, 1, any ) ] + }) + Rho[[lambdaIndex]] = params$Rho + Pi[[lambdaIndex]] = params$Pi + } + list("selected"=selectedVariables,"Rho"=Rho,"Pi"=Pi) + } +} \ No newline at end of file