library(MASS) #generalized inverse of matrix Monroe-Penrose vec_bin = function(X,r){ Z = c() indice = c() j=1 for(i in 1:length(X)){ if(X[i] == r){ Z[i] = 1 indice[j] = i j=j+1 } else{ Z[i] = 0 } } return(list(Z,indice)) } initSmallEM = function(k,X,Y,tau){ n = nrow(Y) m = ncol(Y) p = ncol(X) betaInit1 = array(0, dim=c(p,m,k,20)) sigmaInit1 = array(0, dim = c(m,m,k,20)) phiInit1 = array(0, dim = c(p,m,k,20)) rhoInit1 = array(0, dim = c(m,m,k,20)) piInit1 = matrix(0,20,k) gamInit1 = array(0, dim=c(n,k,20)) LLFinit1 = list() for(repet in 1:20){ clusters = hclust(dist(y)) #default distance : euclidean clusterCut = cutree(clusters,k) Zinit1[,repet] = clusterCut #retourne les indices (à quel cluster indiv_i appartient) d'un clustering hierarchique (nb de cluster = k) for(r in 1:k){ Z = Zinit1[,repet] Z_bin = vec_bin(Z,r) Z_vec = Z_bin[[1]] #vecteur 0 et 1 aux endroits où Z==r Z_indice = Z_bin[[2]] #renvoit les indices où Z==r betaInit1[,,r,repet] = ginv(t(x[Z_indice,])%*%x[Z_indice,])%*%t(x[Z_indice,])%*%y[Z_indice,] sigmaInit1[,,r,repet] = diag(m) phiInit1[,,r,repet] = betaInit1[,,r,repet]/sigmaInit1[,,r,repet] rhoInit1[,,r,repet] = solve(sigmaInit1[,,r,repet]) piInit1[repet,r] = sum(Z_vec)/n } for(i in 1:n){ for(r in 1:k){ dotProduct = (y[i,]%*%rhoInit1[,,r,repet]-x[i,]%*%phiInit1[,,r,repet]) %*% (y[i,]%*%rhoInit1[,,r,repet]-x[i,]%*%phiInit1[,,r,repet]) Gam[i,r] = piInit1[repet,r]*det(rhoInit1[,,r,repet])*exp(-0.5*dotProduct) } sumGamI = sum(gam[i,]) gamInit1[i,,repet]= Gam[i,] / sumGamI } miniInit = 10 maxiInit = 11 new_EMG = EMGLLF(phiInit1[,,,repet],rhoInit1[,,,repet],piInit1[repet,],gamInit1[,,repet],miniInit,maxiInit,1,0,x,y,tau) ##.C("EMGLLF", phiInit = phiInit, rhoInit = rhoInit, ...) LLFEessai = new_EMG[[4]] LLFinit1[[repet]] = LLFEessai[[length(LLFEessai)]] } b = which.max(LLFinit1) phiInit = phiInit1[,,,b] rhoInit = rhoInit1[,,,b] piInit = piInit1[b,] gamInit = gamInit1[,,b] return(list(phiInit, rhoInit, piInit, gamInit)) }