X-Git-Url: https://git.auder.net/?a=blobdiff_plain;f=pkg%2FR%2FcomputeGridLambda.R;h=8449d1074a75a32b310f6e11147f08d2c9e0324e;hb=23b9fb13bc6e82d7ca43bfb83aa85b6cd69c52c0;hp=4b68bcdb9997ab135cbf1a5e8af12dc0b062c489;hpb=ffdf94474d96cdd3e9d304ce809df7e62aa957ed;p=valse.git diff --git a/pkg/R/computeGridLambda.R b/pkg/R/computeGridLambda.R index 4b68bcd..8449d10 100644 --- a/pkg/R/computeGridLambda.R +++ b/pkg/R/computeGridLambda.R @@ -3,8 +3,8 @@ #' Construct the data-driven grid for the regularization parameters used for the Lasso estimator #' #' @param phiInit value for phi -#' @param rhoInit\tvalue for rho -#' @param piInit\tvalue for pi +#' @param rhoInit for rho +#' @param piInit 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) @@ -17,19 +17,20 @@ #' #' @export computeGridLambda <- function(phiInit, rhoInit, piInit, gamInit, X, Y, gamma, mini, - maxi, tau, fast = TRUE) - { + maxi, tau, fast) +{ n <- nrow(X) - p <- dim(phiInit)[1] - m <- dim(phiInit)[2] - k <- dim(phiInit)[3] - + p <- ncol(X) + m <- ncol(Y) + k <- length(piInit) + list_EMG <- EMGLLF(phiInit, rhoInit, piInit, gamInit, mini, maxi, gamma, lambda = 0, X, Y, tau, fast) grid <- array(0, dim = c(p, m, k)) - for (i in 1:p) + for (j in 1:p) { - for (j in 1:m) grid[i, j, ] <- abs(list_EMG$S[i, j, ])/(n * list_EMG$pi^gamma) + for (mm in 1:m) + grid[j, mm, ] <- abs(list_EMG$S[j, mm, ])/(n * list_EMG$pi^gamma) } sort(unique(grid)) }