X-Git-Url: https://git.auder.net/?a=blobdiff_plain;f=pkg%2FR%2FoptimParams.R;h=175150f625a6777fb96543f496a7c23697108ad7;hb=4b2f17bb108bab0f263619cfe00eabfb1e9b8860;hp=411e010a95e3f676a6bd3e1c2b729966c3173736;hpb=5af71d43f3f2dba21c6667939fcff88923af3b7b;p=morpheus.git diff --git a/pkg/R/optimParams.R b/pkg/R/optimParams.R index 411e010..175150f 100644 --- a/pkg/R/optimParams.R +++ b/pkg/R/optimParams.R @@ -45,8 +45,8 @@ optimParams <- function(X, Y, K, link=c("logit","probit"), M=NULL, nc=0) if (!is.numeric(Y) || any(is.na(Y)) || any(Y!=0 & Y!=1)) stop("Y: binary vector with 0 and 1 only") link <- match.arg(link) - if (!is.numeric(K) || K!=floor(K) || K < 2) - stop("K: integer >= 2") + if (!is.numeric(K) || K!=floor(K) || K < 2 || K > ncol(X)) + stop("K: integer >= 2, <= d") if (is.null(M)) { @@ -253,7 +253,8 @@ setRefClass( res }, - run = function(θ0) + # userW allows to bypass the W optimization by giving a W matrix + run = function(θ0, userW=NULL) { "Run optimization from θ0 with solver..." @@ -279,13 +280,14 @@ setRefClass( stop("θ0$b: length K, no NA") # (Re)Set W to identity, to allow several run from the same object - W <<- diag(d+d^2+d^3) + W <<- if (is.null(userW)) diag(d+d^2+d^3) else userW - loopMax <- 2 #TODO: loopMax = 3 ? Seems not improving... + #NOTE: loopMax = 3 seems to not improve the final results. + loopMax <- ifelse(is.null(userW), 2, 1) x_init <- linArgs(θ0) for (loop in 1:loopMax) { - op_res = constrOptim( x_init, .self$f, .self$grad_f, + op_res <- constrOptim( x_init, .self$f, .self$grad_f, ui=cbind( rbind( rep(-1,K-1), diag(K-1) ), matrix(0, nrow=K, ncol=(d+1)*K) ),