X-Git-Url: https://git.auder.net/?a=blobdiff_plain;f=pkg%2FR%2FoptimParams.R;h=f06581ef0d3830fda28557c1def41204e7c04ec3;hb=ef0d907c50abe7c4dc0d3c0e94645b5bf6ef3626;hp=b7d901c16fae591f7c320d235cf7be825d76115c;hpb=0f5fbd1371011f25cd1f6caf0e826d2ea9e4e245;p=morpheus.git diff --git a/pkg/R/optimParams.R b/pkg/R/optimParams.R index b7d901c..f06581e 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 +112,17 @@ 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) { - #return (diag(c(rep(6,d), rep(3, d^2), rep(1,d^3)))) require(MASS) dd <- d + d^2 + d^3 M <- Moments(θ) Omega <- matrix( .C("Compute_Omega", - X=as.double(X), Y=as.double(Y), M=as.double(M), + X=as.double(X), Y=as.integer(Y), M=as.double(M), pn=as.integer(n), pd=as.integer(d), W=as.double(W), PACKAGE="morpheus")$W, nrow=dd, ncol=dd ) MASS::ginv(Omega) @@ -257,14 +257,16 @@ setRefClass( else if (!is.numeric(θ0$b) || length(θ0$b) != K || any(is.na(θ0$b))) stop("θ0$b: length K, no NA") # TODO: stopping condition? N iterations? Delta <= epsilon ? - for (loop in 1:10) + loopMax <- 2 + for (loop in 1:loopMax) { op_res = constrOptim( linArgs(θ0), .self$f, .self$grad_f, ui=cbind( rbind( rep(-1,K-1), diag(K-1) ), matrix(0, nrow=K, ncol=(d+1)*K) ), ci=c(-1,rep(0,K-1)) ) - W <<- computeW(expArgs(op_res$par)) + if (loop < loopMax) #avoid computing an extra W + W <<- computeW(expArgs(op_res$par)) print(op_res$value) #debug print(expArgs(op_res$par)) #debug }