From 35ffd7108a30ae1777dc9e5fc9d33442ad73548e Mon Sep 17 00:00:00 2001 From: Benjamin Auder Date: Wed, 15 Jan 2020 11:34:41 +0100 Subject: [PATCH] Allow to optimize from a given matrix W --- pkg/R/optimParams.R | 10 ++++++---- 1 file changed, 6 insertions(+), 4 deletions(-) diff --git a/pkg/R/optimParams.R b/pkg/R/optimParams.R index 411e010..8dfe3dc 100644 --- a/pkg/R/optimParams.R +++ b/pkg/R/optimParams.R @@ -253,7 +253,8 @@ setRefClass( res }, - run = function(θ0) + # userW allows to bypass the W optimization by giving a W matrix + run = function(θ0, userW=NULL) { "Run optimization from θ0 with solver..." @@ -279,13 +280,14 @@ setRefClass( stop("θ0$b: length K, no NA") # (Re)Set W to identity, to allow several run from the same object - W <<- diag(d+d^2+d^3) + W <<- if (is.null(userW)) diag(d+d^2+d^3) else userW - loopMax <- 2 #TODO: loopMax = 3 ? Seems not improving... + #NOTE: loopMax = 3 seems to not improve the final results. + loopMax <- ifelse(is.null(userW), 2, 1) x_init <- linArgs(θ0) for (loop in 1:loopMax) { - op_res = constrOptim( x_init, .self$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) ), -- 2.44.0