X-Git-Url: https://git.auder.net/?p=morpheus.git;a=blobdiff_plain;f=pkg%2FR%2FoptimParams.R;h=4fb66154d12f973efe5a004568e64e686e0d2fee;hp=dc294f002fb42ec06233ef8c202c90bee62afcef;hb=4bf8494d8484be5eab39dd2a83e649678a2de713;hpb=0a630686751ef8baa2c170067b981d2a219a9224 diff --git a/pkg/R/optimParams.R b/pkg/R/optimParams.R index dc294f0..4fb6615 100644 --- a/pkg/R/optimParams.R +++ b/pkg/R/optimParams.R @@ -117,11 +117,12 @@ setRefClass( computeW = function(θ) { - dim <- d + d^2 + d^3 - W <<- solve( matrix( .C("Compute_Omega", + #require(MASS) + dd <- d + d^2 + d^3 + W <<- MASS::ginv( matrix( .C("Compute_Omega", X=as.double(X), Y=as.double(Y), M=as.double(Moments(θ)), pn=as.integer(n), pd=as.integer(d), - W=as.double(W), PACKAGE="morpheus")$W, nrow=dim, ncol=dim) ) + W=as.double(W), PACKAGE="morpheus")$W, nrow=dd, ncol=dd ) ) NULL #avoid returning W }, @@ -251,18 +252,21 @@ setRefClass( else if (any(is.na(θ0$b))) stop("θ0$b cannot have missing values") - 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)) ) - - # debug: - computeW(expArgs(op_res$par)) - print(W) - # We get a first non-trivial estimation of W - # TODO: loop, this redefine f, so that we can call constrOptim again... - # Stopping condition? N iterations? Delta <= epsilon ? + # TODO: stopping condition? N iterations? Delta <= epsilon ? + for (loop in 1:10) + { + op_res = constrOptim( linArgs(θ0), .self$f, .self$grad_f, + ui=cbind( + rbind( rep(-1,K-1), diag(K-1) ), + matrix(0, nrow=K, ncol=(d+1)*K) ), + ci=c(-1,rep(0,K-1)) ) + + computeW(expArgs(op_res$par)) + # debug: + #print(W) + print(op_res$value) + print(expArgs(op_res$par)) + } expArgs(op_res$par) }