X-Git-Url: https://git.auder.net/?a=blobdiff_plain;f=pkg%2FR%2FoptimParams.R;h=c42e6c54e022d454196c2ded156b3a4d1caa553d;hb=44559add0e38058d9ce539c4b91246e4a088f67a;hp=505b6651b76ebfcf94d441e6864a136ecbf109dd;hpb=6dd5c2acccd10635449230faa824b7e8906911bf;p=morpheus.git diff --git a/pkg/R/optimParams.R b/pkg/R/optimParams.R index 505b665..c42e6c5 100644 --- a/pkg/R/optimParams.R +++ b/pkg/R/optimParams.R @@ -104,7 +104,7 @@ setRefClass( list( # p: dimension K-1, need to be completed "p" = c(v[1:(K-1)], 1-sum(v[1:(K-1)])), - "β" = matrix(v[K:(K+d*K-1)], ncol=K), + "β" = t(matrix(v[K:(K+d*K-1)], ncol=d)), "b" = v[(K+d*K):(K+(d+1)*K-1)]) }, @@ -112,17 +112,20 @@ setRefClass( { "Linearize vectors+matrices from list L into a vector" - c(L$p[1:(K-1)], as.double(L$β), L$b) + # β linearized row by row, to match derivatives order + c(L$p[1:(K-1)], as.double(t(L$β)), L$b) }, computeW = function(θ) { - #require(MASS) + require(MASS) dd <- d + d^2 + d^3 - W <<- MASS::ginv( matrix( .C("Compute_Omega", - X=as.double(X), Y=Y, M=Moments(θ), pn=as.integer(n), pd=as.integer(d), - W=as.double(W), PACKAGE="morpheus")$W, nrow=dd, ncol=dd ) ) - NULL #avoid returning W + M <- Moments(θ) + Omega <- matrix( .C("Compute_Omega", + X=as.double(X), Y=as.double(Y), M=as.double(M), + pn=as.integer(n), pd=as.integer(d), + W=as.double(W), PACKAGE="morpheus")$W, nrow=dd, ncol=dd ) + MASS::ginv(Omega) }, Moments = function(θ) @@ -158,7 +161,7 @@ setRefClass( "Gradient of f, dimension (K-1) + d*K + K = (d+2)*K - 1" L <- expArgs(θ) - -2 * t(grad_M(L)) %*% W %*% as.matrix((Mhat - Moments(L))) + -2 * t(grad_M(L)) %*% W %*% as.matrix(Mhat - Moments(L)) }, grad_M = function(θ) @@ -237,18 +240,22 @@ setRefClass( stop("θ0: list") if (is.null(θ0$β)) stop("At least θ0$β must be provided") - if (!is.matrix(θ0$β) || any(is.na(θ0$β)) || ncol(θ0$β) != K) - stop("θ0$β: matrix, no NA, ncol == K") + if (!is.matrix(θ0$β) || any(is.na(θ0$β)) + || nrow(θ0$β) != d || ncol(θ0$β) != K) + { + stop("θ0$β: matrix, no NA, nrow = d, ncol = K") + } if (is.null(θ0$p)) θ0$p = rep(1/K, K-1) - else if (length(θ0$p) != K-1 || sum(θ0$p) > 1) - stop("θ0$p should contain positive integers and sum to < 1") - # Next test = heuristic to detect missing b (when matrix is called "beta") - if (is.null(θ0$b) || all(θ0$b == θ0$β)) + else if (!is.numeric(θ0$p) || length(θ0$p) != K-1 + || any(is.na(θ0$p)) || sum(θ0$p) > 1) + { + stop("θ0$p: length K-1, no NA, positive integers, sum to <= 1") + } + if (is.null(θ0$b)) θ0$b = rep(0, K) - else if (any(is.na(θ0$b))) - stop("θ0$b cannot have missing values") - + else if (!is.numeric(θ0$b) || length(θ0$b) != K || any(is.na(θ0$b))) + stop("θ0$b: length K, no NA") # TODO: stopping condition? N iterations? Delta <= epsilon ? for (loop in 1:10) { @@ -257,12 +264,9 @@ setRefClass( rbind( rep(-1,K-1), diag(K-1) ), matrix(0, nrow=K, ncol=(d+1)*K) ), ci=c(-1,rep(0,K-1)) ) - - computeW(expArgs(op_res$par)) - # debug: - #print(W) - print(op_res$value) - print(expArgs(op_res$par)) + W <<- computeW(expArgs(op_res$par)) + print(op_res$value) #debug + print(expArgs(op_res$par)) #debug } expArgs(op_res$par)