X-Git-Url: https://git.auder.net/?a=blobdiff_plain;f=pkg%2FR%2Fmain.R;h=632d90ba6203aba80f57ca0719ff6a87cfd7ef0f;hb=f7ac8e154ed78624db1a9992adb5576cae499989;hp=d710b7e3c8ce950ef1f320f3e5e0a880448ef964;hpb=228ee602a972fcac6177db0d539bf9d0c5fa477f;p=valse.git diff --git a/pkg/R/main.R b/pkg/R/main.R index d710b7e..632d90b 100644 --- a/pkg/R/main.R +++ b/pkg/R/main.R @@ -17,8 +17,7 @@ #' @param ncores_outer Number of cores for the outer loop on k #' @param ncores_inner Number of cores for the inner loop on lambda #' @param thresh real, threshold to say a variable is relevant, by default = 1e-8 -#' @param compute_grid_lambda, TRUE to compute the grid, FALSE if known (in arguments) -#' @param grid_lambda, a vector with regularization parameters if known, by default 0 +#' @param grid_lambda, a vector with regularization parameters if known, by default numeric(0) #' @param size_coll_mod (Maximum) size of a collection of models #' @param fast TRUE to use compiled C code, FALSE for R code only #' @param verbose TRUE to show some execution traces @@ -30,8 +29,8 @@ #' @export valse <- function(X, Y, procedure = "LassoMLE", selecMod = "DDSE", gamma = 1, mini = 10, maxi = 50, eps = 1e-04, kmin = 2, kmax = 3, rank.min = 1, rank.max = 5, ncores_outer = 1, - ncores_inner = 1, thresh = 1e-08, compute_grid_lambda = TRUE, grid_lambda = 0, size_coll_mod = 10, fast = TRUE, verbose = FALSE, - plot = TRUE) + ncores_inner = 1, thresh = 1e-08, grid_lambda = numeric(0), size_coll_mod = 10, + fast = TRUE, verbose = FALSE, plot = TRUE) { n <- nrow(X) p <- ncol(X) @@ -60,7 +59,7 @@ valse <- function(X, Y, procedure = "LassoMLE", selecMod = "DDSE", gamma = 1, mi # component, doing this 20 times, and keeping the values maximizing the # likelihood after 10 iterations of the EM algorithm. P <- initSmallEM(k, X, Y, fast) - if (compute_grid_lambda == TRUE) + if (length(grid_lambda) == 0) { grid_lambda <- computeGridLambda(P$phiInit, P$rhoInit, P$piInit, P$gamInit, X, Y, gamma, mini, maxi, eps, fast) @@ -125,15 +124,22 @@ valse <- function(X, Y, procedure = "LassoMLE", selecMod = "DDSE", gamma = 1, mi })) tableauRecap <- tableauRecap[which(tableauRecap[, 4] != Inf), ] if (verbose == TRUE) - { print(tableauRecap) - } modSel <- capushe::capushe(tableauRecap, n) indModSel <- if (selecMod == "DDSE") - as.numeric(modSel@DDSE@model) else if (selecMod == "Djump") - as.numeric(modSel@Djump@model) else if (selecMod == "BIC") - modSel@BIC_capushe$model else if (selecMod == "AIC") + { + as.numeric(modSel@DDSE@model) + } else if (selecMod == "Djump") + { + as.numeric(modSel@Djump@model) + } else if (selecMod == "BIC") + { + modSel@BIC_capushe$model + } else if (selecMod == "AIC") + { modSel@AIC_capushe$model + } + mod <- as.character(tableauRecap[indModSel, 1]) listMod <- as.integer(unlist(strsplit(mod, "[.]")))