X-Git-Url: https://git.auder.net/?a=blobdiff_plain;f=pkg%2FR%2FdiscardSimilarModels.R;fp=pkg%2FR%2FdiscardSimilarModels.R;h=5f6a8c8e3f3a37aa64491030e4b9fdedaf89d89e;hb=f87ff0f5116c0c1c59c5608e46563ff0f79e5d43;hp=0000000000000000000000000000000000000000;hpb=53fa233d8fbeaf4d51a4874ba69d8472d01d04ba;p=valse.git

diff --git a/pkg/R/discardSimilarModels.R b/pkg/R/discardSimilarModels.R
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+#' Discard models which have the same relevant variables - for EMGLLF
+#'
+#' @param B1 array of relevant coefficients (of size p*m*length(gridlambda))
+#' @param B2 array of irrelevant coefficients (of size p*m*length(gridlambda))
+#' @param glambda grid of regularization parameters (vector)
+#' @param rho covariance matrix (of size m*m*K*size(gridLambda))
+#' @param pi weight parameters (of size K*size(gridLambda))
+#'
+#' @return a list with update B1, B2, glambda, rho and pi, and ind the vector of indices
+#'	of selected models.
+#' @export
+discardSimilarModels_EMGLLF = function(B1,B2,glambda,rho,pi)
+{
+	ind = c()
+	for (j in 1:length(glambda))
+	{
+		for (ll in 1:(l-1))
+		{
+			if(B1[,,l] == B1[,,ll])
+				ind = c(ind, l)
+		}
+	}
+	ind = unique(ind)
+	B1 = B1[,,-ind]
+	glambda = glambda[-ind]
+	B2 = B2[,,-ind]
+	rho = rho[,,,-ind] 
+	pi = pi[,-ind]
+
+	return (list("B1"=B1,"B2"=B2,"glambda"=glambda,"rho"=rho,"pi"=pi,"ind"=ind))
+}
+
+#' Discard models which have the same relevant variables
+#'   - for Lasso-rank procedure (focus on columns)
+#'
+#' @param B1 array of relevant coefficients (of size p*m*length(gridlambda))
+#' @param rho covariance matrix
+#' @param pi weight parameters
+#'
+#' @return a list with B1, in, rho, pi
+#' @export
+discardSimilarModels_EMGrank = function(B1,rho,pi)
+{
+	ind = c()
+	dim_B1 = dim(B1)
+	B2 = array(0,dim=c(dim_B1[1],dim_B1[2],dim_B1[3]))
+	sizeLambda=dim_B1[3]
+	glambda = rep(0,sizeLambda)
+
+	suppressmodel = discardSimilarModels_EMGLLF(B1,B2,glambda,rho,pi)
+	return (list("B1" = suppressmodel$B1, "ind" = suppressmodel$ind,
+		"rho" = suppressmodel$rho, "pi" = suppressmodel$pi))
+}