X-Git-Url: https://git.auder.net/?p=morpheus.git;a=blobdiff_plain;f=pkg%2FR%2FoptimParams.R;h=039070c5280b847af077056b2cfcc89b6c73b589;hp=d8e2cf96432dbf5e75dede453c43a44ac097adf7;hb=2591fa8343c69ddb94dec5e55871d34c55eff9a3;hpb=f4e42a2bc86f5b36a549f356033e4da8d07d0f81 diff --git a/pkg/R/optimParams.R b/pkg/R/optimParams.R index d8e2cf9..039070c 100644 --- a/pkg/R/optimParams.R +++ b/pkg/R/optimParams.R @@ -51,6 +51,8 @@ optimParams <- function(X, Y, K, link=c("logit","probit"), M=NULL) M3 <- as.double(Mtmp[[3]]) M <- c(M1, M2, M3) } + else + M <- c(M[[1]], M[[2]], M[[3]]) # Build and return optimization algorithm object methods::new("OptimParams", "li"=link, "X"=X, @@ -100,7 +102,7 @@ setRefClass( n <<- nrow(X) d <<- ncol(X) - W <<- diag(d+d^2+d^3) #initialize at W = Identity + # W will be initialized when calling run() }, expArgs = function(v) @@ -262,17 +264,22 @@ setRefClass( θ0$b = rep(0, K) else if (!is.numeric(θ0$b) || length(θ0$b) != K || any(is.na(θ0$b))) stop("θ0$b: length K, no NA") - # TODO: stopping condition? N iterations? Delta <= epsilon ? - loopMax <- 2 + + # (Re)Set W to identity, to allow several run from the same object + W <<- diag(d+d^2+d^3) + + loopMax <- 2 #TODO: loopMax = 3 ? Seems not improving... + x_init <- linArgs(θ0) for (loop in 1:loopMax) { - op_res = constrOptim( linArgs(θ0), .self$f, .self$grad_f, + op_res = constrOptim( x_init, .self$f, .self$grad_f, ui=cbind( rbind( rep(-1,K-1), diag(K-1) ), matrix(0, nrow=K, ncol=(d+1)*K) ), ci=c(-1,rep(0,K-1)) ) if (loop < loopMax) #avoid computing an extra W W <<- computeW(expArgs(op_res$par)) + x_init <- op_res$par #print(op_res$value) #debug #print(expArgs(op_res$par)) #debug }