#' selectVaribles #' It is a function which construct, for a given lambda, the sets of #' relevant variables and irrelevant variables. #' #' @param phiInit an initial estimator for phi (size: p*m*k) #' @param rhoInit an initial estimator for rho (size: m*m*k) #' @param piInit an initial estimator for pi (size : k) #' @param gamInit an initial estimator for gamma #' @param mini minimum number of iterations in EM algorithm #' @param maxi maximum number of iterations in EM algorithm #' @param gamma power in the penalty #' @param glambda grid of regularization parameters #' @param X matrix of regressors #' @param Y matrix of responses #' @param thres threshold to consider a coefficient to be equal to 0 #' @param tau threshold to say that EM algorithm has converged #' #' @return TODO #' #' @examples TODO #' #' @export selectVariables <- function(phiInit,rhoInit,piInit,gamInit, mini,maxi,gamma,glambda,X,Y,thres,tau) { dimphi <- dim(phiInit) p <- dimPhi[1] m <- dimPhi[2] k <- dimPhi[3] L <- length(glambda); A1 <- array(0, dim <- c(p,m+1,L)) A2 <- array(0, dim <- c(p,m+1,L)) Rho <- array(0, dim <- c(m,m,k,L)) Pi <- array(0, dim <- c(k,L)); # For every lambda in gridLambda, comutation of the coefficients for (lambdaIndex in c(1:L)) { Res <- EMGLLF(phiInit,rhoInit,piInit,gamInit,mini,maxi, gamma,glambda[lambdaIndex],X,Y,tau); phi <- Res$phi rho <- Res$rho pi <- Res$pi # If a coefficient is larger than the threshold, we keep it selectedVariables <- array(0, dim = c(p,m)) discardedVariables <- array(0, dim = c(p,m)) atLeastOneSelectedVariable <- false for (j in c(1:p)) { cpt <- 1 cpt2 <-1 for (mm in c(1:m)) { if (max(abs(phi[j,mm,])) > thres) { selectedVariables[j,cpt] <- mm cpt <- cpt+1 atLeastOneSelectedVariable <- true } else { discardedVariables[j,cpt2] <- mm cpt2 <- cpt2+1 } } } # If no coefficients have been selected, we provide the zero matrix # We delete zero coefficients: vec = indices of zero values if (atLeastOneSelectedVariable) { vec <- c() for (j in c(1:p)) { if (selectedVariables(j,1) != 0) vec <- c(vec,j) # Else ( NOTE: [auder] else ?! TODO: explain? ) # we provide the indices of relevant coefficients A1[,1,lambdaIndex] <- c(vec,rep(0,p-length(vec))) A1[1:length(vec),2:(m+1),lambdaIndex] <- selectedVariables[vec,] A2[,1,lambdaIndex] <- 1:p A2[,2:(m+1),lambdaIndex] <- discardedVariables Rho[,,,lambdaIndex] <- rho Pi[,lambdaIndex] <- pi } } } return(res = list(A1 = A1, A2 = A2 , Rho = Rho, Pi = Pi)) }