X-Git-Url: https://git.auder.net/?a=blobdiff_plain;f=R%2Fvalse.R;h=445ea263641256863777258e682c356de2f43a8e;hb=f1b0e0abc369eed5b917a5fe70a05592067a78d2;hp=e5205a5e61a28cae4d237756471f8cb020f1dee2;hpb=c7dab9ff8b95a7630c7dafdcf40d60c659290ef2;p=valse.git diff --git a/R/valse.R b/R/valse.R index e5205a5..445ea26 100644 --- a/R/valse.R +++ b/R/valse.R @@ -40,17 +40,14 @@ valse = function(X,Y,procedure,selecMod,gamma = 1,mini = 10, piInit <<- init$piInit gamInit <<- init$gamInit - gridLambda <<- gridLambda(phiInit, rhoInit, piInit, tauInit, X, Y, gamma, mini, maxi, eps) + gridLambda <<- gridLambda(phiInit, rhoInit, piInit, gamInit, X, Y, gamma, mini, maxi, eps) print("Compute relevant parameters") #select variables according to each regularization parameter #from the grid: A1 corresponding to selected variables, and #A2 corresponding to unselected variables. - params = selectiontotale(phiInit,rhoInit,piInit,tauInit, - mini,maxi,gamma,gridLambda, - X,Y,thresh,eps) - A1 <<- params$A1 - A2 <<- params$A2 + params = selectiontotale(phiInit,rhoInit,piInit,gamInit,mini,maxi,gamma,gridLambda,X,Y,1e-8,eps) + selected <<- params$selected Rho <<- params$Rho Pi <<- params$Pi @@ -60,7 +57,7 @@ valse = function(X,Y,procedure,selecMod,gamma = 1,mini = 10, #Estimator, restricted on selected variables. model = constructionModelesLassoMLE( phiInit, rhoInit,piInit,tauInit,mini,maxi, - gamma,gridLambda,X,Y,thresh,eps,A1,A2) + gamma,gridLambda,X,Y,thresh,eps,selected) ################################################ ### Regarder la SUITE r1 = runProcedure1()