X-Git-Url: https://git.auder.net/?a=blobdiff_plain;f=pkg%2FR%2Fmain.R;h=d710b7e3c8ce950ef1f320f3e5e0a880448ef964;hb=57a8adeb0e558a54f9481e0256e258525aeb8cd1;hp=af0506112f31e45fad18b56439c7fd75d419951b;hpb=ca277ac5ab51fef149014eb5e4610403fdb3227b;p=valse.git diff --git a/pkg/R/main.R b/pkg/R/main.R index af05061..d710b7e 100644 --- a/pkg/R/main.R +++ b/pkg/R/main.R @@ -33,9 +33,9 @@ valse <- function(X, Y, procedure = "LassoMLE", selecMod = "DDSE", gamma = 1, mi ncores_inner = 1, thresh = 1e-08, compute_grid_lambda = TRUE, grid_lambda = 0, size_coll_mod = 10, fast = TRUE, verbose = FALSE, plot = TRUE) { - p <- dim(X)[2] - m <- dim(Y)[2] - n <- dim(X)[1] + n <- nrow(X) + p <- ncol(X) + m <- ncol(Y) if (verbose) print("main loop: over all k and all lambda") @@ -146,7 +146,7 @@ valse <- function(X, Y, procedure = "LassoMLE", selecMod = "DDSE", gamma = 1, mi for (r in 1:length(modelSel$pi)) { sqNorm2 <- sum((Y[i, ] %*% modelSel$rho[, , r] - X[i, ] %*% modelSel$phi[, , r])^2) - Gam[i, r] <- modelSel$pi[r] * exp(-0.5 * sqNorm2) * det(modelSel$rho[, , r]) + Gam[i, r] <- modelSel$pi[r] * exp(-0.5 * sqNorm2) * gdet(modelSel$rho[, , r]) } } Gam <- Gam/rowSums(Gam)