X-Git-Url: https://git.auder.net/?p=morpheus.git;a=blobdiff_plain;f=pkg%2FR%2FoptimParams.R;h=d8e2cf96432dbf5e75dede453c43a44ac097adf7;hp=c1d7fe8d4d006b89a64c230d08b0f85e37d9cf1a;hb=f4e42a2bc86f5b36a549f356033e4da8d07d0f81;hpb=f805b3d9618a27d7d48fa5fc8083bab3c1d6b7e2 diff --git a/pkg/R/optimParams.R b/pkg/R/optimParams.R index c1d7fe8..d8e2cf9 100644 --- a/pkg/R/optimParams.R +++ b/pkg/R/optimParams.R @@ -31,7 +31,7 @@ #' o$f( o$linArgs(par0) ) #' o$f( o$linArgs(par1) ) #' @export -optimParams <- function(X, Y, K, link=c("logit","probit")) +optimParams <- function(X, Y, K, link=c("logit","probit"), M=NULL) { # Check arguments if (!is.matrix(X) || any(is.na(X))) @@ -42,9 +42,19 @@ optimParams <- function(X, Y, K, link=c("logit","probit")) if (!is.numeric(K) || K!=floor(K) || K < 2) stop("K: integer >= 2") + if (is.null(M)) + { + # Precompute empirical moments + Mtmp <- computeMoments(X, Y) + M1 <- as.double(Mtmp[[1]]) + M2 <- as.double(Mtmp[[2]]) + M3 <- as.double(Mtmp[[3]]) + M <- c(M1, M2, M3) + } + # Build and return optimization algorithm object methods::new("OptimParams", "li"=link, "X"=X, - "Y"=as.integer(Y), "K"=as.integer(K)) + "Y"=as.integer(Y), "K"=as.integer(K), "Mhat"=as.double(M)) } #' Encapsulated optimization for p (proportions), β and b (regression parameters) @@ -82,18 +92,14 @@ setRefClass( "Check args and initialize K, d, W" callSuper(...) - if (!hasArg("X") || !hasArg("Y") || !hasArg("K") || !hasArg("li")) + if (!hasArg("X") || !hasArg("Y") || !hasArg("K") + || !hasArg("li") || !hasArg("Mhat")) + { stop("Missing arguments") - - # Precompute empirical moments - M <- computeMoments(X, Y) - M1 <- as.double(M[[1]]) - M2 <- as.double(M[[2]]) - M3 <- as.double(M[[3]]) - Mhat <<- c(M1, M2, M3) + } n <<- nrow(X) - d <<- length(M1) + d <<- ncol(X) W <<- diag(d+d^2+d^3) #initialize at W = Identity },