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[valse.git] / R / initSmallEM.R
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d1531659 1#' initialization of the EM algorithm
2#'
3#' @param k number of components
4#' @param X matrix of covariates (of size n*p)
5#' @param Y matrix of responses (of size n*m)
6#' @param tau threshold to stop EM algorithm
7#'
8#' @return a list with phiInit, rhoInit, piInit, gamInit
9#' @export
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10initSmallEM = function(k,X,Y,tau)
11{
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12 n = nrow(Y)
13 m = ncol(Y)
14 p = ncol(X)
ae4fa2cb 15
4725af56 16 Zinit1 = array(0, dim=c(n,20))
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17 betaInit1 = array(0, dim=c(p,m,k,20))
18 sigmaInit1 = array(0, dim = c(m,m,k,20))
19 phiInit1 = array(0, dim = c(p,m,k,20))
20 rhoInit1 = array(0, dim = c(m,m,k,20))
ae4fa2cb 21 Gam = matrix(0, n, k)
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22 piInit1 = matrix(0,20,k)
23 gamInit1 = array(0, dim=c(n,k,20))
24 LLFinit1 = list()
25
26 require(MASS) #Moore-Penrose generalized inverse of matrix
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27 for(repet in 1:20)
28 {
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29 distance_clus = dist(X)
30 tree_hier = hclust(distance_clus)
31 Zinit1[,repet] = cutree(tree_hier, k)
32
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33 for(r in 1:k)
34 {
35 Z = Zinit1[,repet]
36 Z_bin = vec_bin(Z,r)
ae4fa2cb 37 Z_vec = Z_bin$vec #vecteur 0 et 1 aux endroits o? Z==r
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38 Z_indice = Z_bin$indice #renvoit les indices o? Z==r
39
71a8ee55 40 betaInit1[,,r,repet] = ginv( crossprod(X[Z_indice,]) ) %*% crossprod(X[Z_indice,], Y[Z_indice,])
e166ed4e 41 sigmaInit1[,,r,repet] = diag(m)
4725af56 42 phiInit1[,,r,repet] = betaInit1[,,r,repet] #/ sigmaInit1[,,r,repet]
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43 rhoInit1[,,r,repet] = solve(sigmaInit1[,,r,repet])
44 piInit1[repet,r] = sum(Z_vec)/n
45 }
46
47 for(i in 1:n)
48 {
49 for(r in 1:k)
50 {
4725af56 51 dotProduct = tcrossprod(Y[i,]%*%rhoInit1[,,r,repet]-X[i,]%*%phiInit1[,,r,repet])
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52 Gam[i,r] = piInit1[repet,r]*det(rhoInit1[,,r,repet])*exp(-0.5*dotProduct)
53 }
ae4fa2cb 54 sumGamI = sum(Gam[i,])
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55 gamInit1[i,,repet]= Gam[i,] / sumGamI
56 }
57
58 miniInit = 10
59 maxiInit = 11
60
4725af56 61 new_EMG = .Call("EMGLLF_core",phiInit1[,,,repet],rhoInit1[,,,repet],piInit1[repet,],gamInit1[,,repet],miniInit,maxiInit,1,0,X,Y,tau)
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62 LLFEessai = new_EMG$LLF
63 LLFinit1[repet] = LLFEessai[length(LLFEessai)]
64 }
65
66 b = which.max(LLFinit1)
67 phiInit = phiInit1[,,,b]
68 rhoInit = rhoInit1[,,,b]
69 piInit = piInit1[b,]
70 gamInit = gamInit1[,,b]
71
72 return (list(phiInit=phiInit, rhoInit=rhoInit, piInit=piInit, gamInit=gamInit))
39046da6 73}