X-Git-Url: https://git.auder.net/?a=blobdiff_plain;f=pkg%2FR%2FconstructionModelesLassoMLE.R;h=227dfdcfeb7c0a331b4c277eb4562435769f4931;hb=bb11d873bee8f9560b4b77a304d035be6a69f440;hp=e8013a2dbc76cc11cb401f2259a5fa924309865c;hpb=08f4604c778da8af7e26b52b1d433a6be82c3139;p=valse.git

diff --git a/pkg/R/constructionModelesLassoMLE.R b/pkg/R/constructionModelesLassoMLE.R
index e8013a2..227dfdc 100644
--- a/pkg/R/constructionModelesLassoMLE.R
+++ b/pkg/R/constructionModelesLassoMLE.R
@@ -8,11 +8,11 @@
 #'
 #' export
 constructionModelesLassoMLE = function(phiInit, rhoInit, piInit, gamInit, mini, maxi,
-	gamma, X, Y, thresh, tau, S, ncores=3, artefact = 1e3, verbose=FALSE)
+	gamma, X, Y, thresh, tau, S, ncores=3, fast=TRUE, verbose=FALSE)
 {
 	if (ncores > 1)
 	{
-		cl = parallel::makeCluster(ncores)
+		cl = parallel::makeCluster(ncores, outfile='')
 		parallel::clusterExport( cl, envir=environment(),
 			varlist=c("phiInit","rhoInit","gamInit","mini","maxi","gamma","X","Y","thresh",
 			"tau","S","ncores","verbose") )
@@ -41,7 +41,7 @@ constructionModelesLassoMLE = function(phiInit, rhoInit, piInit, gamInit, mini,
 
 		# lambda == 0 because we compute the EMV: no penalization here
 		res = EMGLLF(phiInit[col.sel,,],rhoInit,piInit,gamInit,mini,maxi,gamma,0,
-			X[,col.sel],Y,tau)
+			X[,col.sel], Y, tau, fast)
 		
 		# Eval dimension from the result + selected
 		phiLambda2 = res$phi
@@ -56,12 +56,11 @@ constructionModelesLassoMLE = function(phiInit, rhoInit, piInit, gamInit, mini,
 		densite = vector("double",n)
 		for (r in 1:k)
 		{
-			delta = (Y%*%rhoLambda[,,r] - (X[, col.sel]%*%phiLambda[col.sel,,r]))/artefact
-			print(max(delta))
+			delta = (Y%*%rhoLambda[,,r] - (X[, col.sel]%*%phiLambda[col.sel,,r]))
 			densite = densite + piLambda[r] *
-				det(rhoLambda[,,r])/(sqrt(2*base::pi))^m * exp(-tcrossprod(delta)/2.0)
+				det(rhoLambda[,,r])/(sqrt(2*base::pi))^m * exp(-diag(tcrossprod(delta))/2.0)
 		}
-		llhLambda = c( sum(artefact^2 * log(densite)), (dimension+m+1)*k-1 )
+		llhLambda = c( sum(log(densite)), (dimension+m+1)*k-1 )
 		list("phi"= phiLambda, "rho"= rhoLambda, "pi"= piLambda, "llh" = llhLambda)
 	}
 
@@ -69,8 +68,8 @@ constructionModelesLassoMLE = function(phiInit, rhoInit, piInit, gamInit, mini,
 	out =
 		if (ncores > 1)
 			parLapply(cl, 1:length(S), computeAtLambda)
-	else
-		lapply(1:length(S), computeAtLambda)
+		else
+			lapply(1:length(S), computeAtLambda)
 
 	if (ncores > 1)
 		parallel::stopCluster(cl)