construction lasso rank
[valse.git] / R / discardSimilarModels.R
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d1531659 1#' Discard models which have the same relevant variables
2#'
3#' @param B1 array of relevant coefficients (of size p*m*length(gridlambda))
4#' @param B2 array of irrelevant coefficients (of size p*m*length(gridlambda))
5#' @param glambda grid of regularization parameters (vector)
6#' @param rho covariance matrix (of size m*m*K*size(gridLambda))
7#' @param pi weight parameters (of size K*size(gridLambda))
8#'
9#' @return a list with update B1, B2, glambda, rho and pi, and ind the vector of indices
e166ed4e 10#' of selected models.
d1531659 11#' @export
12discardSimilarModels = function(B1,B2,glambda,rho,pi)
13{
e166ed4e
BA
14 ind = c()
15 for (j in 1:length(glambda))
16 {
17 for (ll in 1:(l-1))
18 {
19 if(B1[,,l] == B1[,,ll])
20 ind = c(ind, l)
21 }
22 }
23 ind = unique(ind)
24 B1 = B1[,,-ind]
25 glambda = glambda[-ind]
26 B2 = B2[,,-ind]
27 rho = rho[,,,-ind]
28 pi = pi[,-ind]
29
30 return (list(B1=B1,B2=B2,glambda=glambda,rho=rho,pi=pi,ind=ind))
d1531659 31}