X-Git-Url: https://git.auder.net/?a=blobdiff_plain;f=src%2Ftest%2Fgenerate_test_data%2Fhelpers%2FEMGrank.R;fp=src%2Ftest%2Fgenerate_test_data%2Fhelpers%2FEMGrank.R;h=0000000000000000000000000000000000000000;hb=31463ab809c0195273ff2760606ea65361d721ab;hp=346916b1fe3786209cbf19534ee9274657b5fdc8;hpb=7f1a6cf08a4d4d67e8a95b8c1c0cc74ff3deb5a4;p=valse.git

diff --git a/src/test/generate_test_data/helpers/EMGrank.R b/src/test/generate_test_data/helpers/EMGrank.R
deleted file mode 100644
index 346916b..0000000
--- a/src/test/generate_test_data/helpers/EMGrank.R
+++ /dev/null
@@ -1,84 +0,0 @@
-#helper to always have matrices as arg (TODO: put this elsewhere? improve?)
-matricize <- function(X)
-{
-	if (!is.matrix(X))
-		return (t(as.matrix(X)))
-	return (X)
-}
-
-require(MASS)
-EMGrank = function(Pi, Rho, mini, maxi, X, Y, tau, rank)
-{
-  #matrix dimensions
-  n = dim(X)[1]
-  p = dim(X)[2]
-  m = dim(Rho)[2]
-  k = dim(Rho)[3]
-  
-  #init outputs
-  phi = array(0, dim=c(p,m,k))
-  Z = rep(1, n)
-  LLF = 0
-  
-  #local variables
-  Phi = array(0, dim=c(p,m,k))
-  deltaPhi = c()
-  sumDeltaPhi = 0.
-  deltaPhiBufferSize = 20
-  
-  #main loop
-  ite = 1
-  while (ite<=mini || (ite<=maxi && sumDeltaPhi>tau))
-	{
-    #M step: Mise à jour de Beta (et donc phi)
-    for(r in 1:k)
-		{
-      Z_indice = seq_len(n)[Z==r] #indices où Z == r
-      if (length(Z_indice) == 0)
-        next
-      #U,S,V = SVD of (t(Xr)Xr)^{-1} * t(Xr) * Yr
-      s = svd( ginv(crossprod(matricize(X[Z_indice,]))) %*%
-				crossprod(matricize(X[Z_indice,]),matricize(Y[Z_indice,])) )
-      S = s$d
-      #Set m-rank(r) singular values to zero, and recompose
-      #best rank(r) approximation of the initial product
-      if(rank[r] < length(S))
-        S[(rank[r]+1):length(S)] = 0
-      phi[,,r] = s$u %*% diag(S) %*% t(s$v) %*% Rho[,,r]
-    }
-
-		#Etape E et calcul de LLF
-		sumLogLLF2 = 0
-		for(i in seq_len(n))
-		{
-			sumLLF1 = 0
-			maxLogGamIR = -Inf
-			for (r in seq_len(k))
-			{
-				dotProduct = tcrossprod(Y[i,]%*%Rho[,,r]-X[i,]%*%phi[,,r])
-				logGamIR = log(Pi[r]) + log(det(Rho[,,r])) - 0.5*dotProduct
-				#Z[i] = index of max (gam[i,])
-				if(logGamIR > maxLogGamIR)
-				{
-					Z[i] = r
-					maxLogGamIR = logGamIR
-				}
-				sumLLF1 = sumLLF1 + exp(logGamIR) / (2*pi)^(m/2)
-			}
-			sumLogLLF2 = sumLogLLF2 + log(sumLLF1)
-		}
-  
-		LLF = -1/n * sumLogLLF2
-
-		#update distance parameter to check algorithm convergence (delta(phi, Phi))
-		deltaPhi = c( deltaPhi, max( (abs(phi-Phi)) / (1+abs(phi)) ) ) #TODO: explain?
-		if (length(deltaPhi) > deltaPhiBufferSize)
-		  deltaPhi = deltaPhi[2:length(deltaPhi)]
-		sumDeltaPhi = sum(abs(deltaPhi))
-
-		#update other local variables
-		Phi = phi
-		ite = ite+1
-  }
-  return(list("phi"=phi, "LLF"=LLF))
-}