X-Git-Url: https://git.auder.net/?a=blobdiff_plain;f=src%2Ftest%2Fgenerate_test_data%2Fhelpers%2FEMGLLF.R;fp=src%2Ftest%2Fgenerate_test_data%2Fhelpers%2FEMGLLF.R;h=0000000000000000000000000000000000000000;hb=31463ab809c0195273ff2760606ea65361d721ab;hp=7100f293b518dd43947267c5d0db9dc8b3399524;hpb=7f1a6cf08a4d4d67e8a95b8c1c0cc74ff3deb5a4;p=valse.git

diff --git a/src/test/generate_test_data/helpers/EMGLLF.R b/src/test/generate_test_data/helpers/EMGLLF.R
deleted file mode 100644
index 7100f29..0000000
--- a/src/test/generate_test_data/helpers/EMGLLF.R
+++ /dev/null
@@ -1,166 +0,0 @@
-EMGLLF = function(phiInit,rhoInit,piInit,gamInit,mini,maxi,gamma,lambda,X,Y,tau)
-{
-  #matrix dimensions
-  n = dim(X)[1]
-  p = dim(phiInit)[1]
-  m = dim(phiInit)[2]
-  k = dim(phiInit)[3]
-  
-  #init outputs
-  phi = phiInit
-  rho = rhoInit
-  pi = piInit
-  LLF = rep(0, maxi)
-  S = array(0, dim=c(p,m,k))
-  
-  gam = gamInit
-  Gram2 = array(0, dim=c(p,p,k))
-  ps2 = array(0, dim=c(p,m,k))
-  b = rep(0, k)
-  pen = matrix(0, maxi, k)
-  X2 = array(0, dim=c(n,p,k))
-  Y2 = array(0, dim=c(n,m,k))
-  dist = 0
-  dist2 = 0
-  ite = 1
-  pi2 = rep(0, k)
-  ps = matrix(0, m,k)
-  nY2 = matrix(0, m,k)
-  ps1 = array(0, dim=c(n,m,k))
-  nY21 = array(0, dim=c(n,m,k))
-  Gam = matrix(0, n,k)
-  EPS = 1E-15
-  
-  while(ite <= mini || (ite<= maxi && (dist>= tau || dist2 >= sqrt(tau))))
-	{
-    Phi = phi
-    Rho = rho
-    Pi = pi
-
-    #calcul associé à Y et X
-    for(r in 1:k)
-		{
-      for (mm in 1:m)
-        Y2[,mm,r] = sqrt(gam[,r]) * Y[,mm]
-      for (i in 1:n)
-        X2[i,,r] = sqrt(gam[i,r]) * X[i,]
-      for (mm in 1:m)
-        ps2[,mm,r] = crossprod(X2[,,r],Y2[,mm,r])
-      for (j in 1:p)
-			{
-        for (s in 1:p)
-          Gram2[j,s,r] = crossprod(X2[,j,r], X2[,s,r])
-      }
-    }
-    
-    ##########
-    #Etape M #
-    ##########
-    
-    #pour pi
-    for (r in 1:k)
-      b[r] = sum(abs(phi[,,r]))
-    gam2 = colSums(gam)
-    a = sum(gam %*% log(pi))
-    
-    #tant que les props sont negatives
-    kk = 0
-    pi2AllPositive = FALSE
-    while (!pi2AllPositive)
-		{
-      pi2 = pi + 0.1^kk * ((1/n)*gam2 - pi)
-      pi2AllPositive = all(pi2 >= 0)
-      kk = kk+1
-    }
-
-#if (ite==2) browser()
-    #t[m] la plus grande valeur dans la grille O.1^k tel que ce soit décroissante ou constante
-    while( kk < 1000 && -a/n + lambda * sum(pi^gamma * b) <
-			-sum(gam2 * log(pi2))/n + lambda * sum(pi2^gamma * b) )
-		{
-      pi2 = pi + 0.1^kk * (1/n*gam2 - pi)
-      kk = kk + 1
-    }
-    t = 0.1^kk
-    pi = (pi + t*(pi2-pi)) / sum(pi + t*(pi2-pi))
-    
-    #Pour phi et rho
-    for (r in 1:k)
-		{
-      for (mm in 1:m)
-			{
-        for (i in 1:n)
-				{
-          ps1[i,mm,r] = Y2[i,mm,r] * sum(X2[i,,r] * phi[,mm,r])
-          nY21[i,mm,r] = Y2[i,mm,r]^2
-        }
-        ps[mm,r] = sum(ps1[,mm,r])
-        nY2[mm,r] = sum(nY21[,mm,r])
-
-#TODO: debug rho computation
-        rho[mm,mm,r] = (ps[mm,r]+sqrt(ps[mm,r]^2+4*nY2[mm,r]*gam2[r])) / (2*nY2[mm,r])
-      }
-    }
-    for (r in 1:k)
-		{
-      for (j in 1:p)
-			{
-        for (mm in 1:m)
-				{
-          S[j,mm,r] = -rho[mm,mm,r]*ps2[j,mm,r] +
-						(if(j>1) sum(phi[1:(j-1),mm,r] * Gram2[j,1:(j-1),r]) else 0) +
-						(if(j<p) sum(phi[(j+1):p,mm,r] * Gram2[j,(j+1):p,r]) else 0)
-          if (abs(S[j,mm,r]) <= n*lambda*(pi[r]^gamma))
-            phi[j,mm,r]=0
-          else if(S[j,mm,r] > n*lambda*(pi[r]^gamma))
-            phi[j,mm,r] = (n*lambda*(pi[r]^gamma)-S[j,mm,r]) / Gram2[j,j,r]
-          else
-            phi[j,mm,r] = -(n*lambda*(pi[r]^gamma)+S[j,mm,r]) / Gram2[j,j,r]
-        }
-      }
-    }
-
-    ##########
-    #Etape E #
-    ##########
-    sumLogLLF2 = 0
-    for (i in 1:n)
-		{
-      #precompute sq norms to numerically adjust their values
-      sqNorm2 = rep(0,k)
-      for (r in 1:k)
-        sqNorm2[r] = sum( (Y[i,]%*%rho[,,r]-X[i,]%*%phi[,,r])^2 )
-      shift = 0.5*min(sqNorm2)
-
-      #compute Gam(:,:) using shift determined above
-      sumLLF1 = 0.0;
-      for (r in 1:k)
-			{
-				#FIXME: numerical problems, because 0 < det(Rho[,,r] < EPS; what to do ?!
-        #       consequence: error in while() at line 77
-				Gam[i,r] = pi[r] * exp(-0.5*sqNorm2[r] + shift) #* det(rho[,,r])
-        sumLLF1 = sumLLF1 + Gam[i,r] / (2*base::pi)^(m/2)
-      }
-      sumLogLLF2 = sumLogLLF2 + log(sumLLF1)
-      sumGamI = sum(Gam[i,])
-      if(sumGamI > EPS)
-        gam[i,] = Gam[i,] / sumGamI
-      else
-        gam[i,] = rep(0,k)
-    }
-
-    sumPen = sum(pi^gamma * b)
-    LLF[ite] = -sumLogLLF2/n + lambda*sumPen
-
-    dist = ifelse( ite == 1, LLF[ite], (LLF[ite]-LLF[ite-1]) / (1+abs(LLF[ite])) )
-
-    Dist1 = max( (abs(phi-Phi)) / (1+abs(phi)) )
-    Dist2 = max( (abs(rho-Rho)) / (1+abs(rho)) )
-    Dist3 = max( (abs(pi-Pi)) / (1+abs(Pi)) )
-    dist2 = max(Dist1,Dist2,Dist3)
-
-    ite = ite+1
-  }
-
-  return(list("phi"=phi, "rho"=rho, "pi"=pi, "LLF"=LLF, "S"=S))
-}