#Return a list of outputs, for each lambda in grid: selected,Rho,Pi selectiontotale = function(phiInit,rhoInit,piInit,gamInit,mini,maxi,gamma,glambda,X,Y,seuil,tau) { cl = parallel::makeCluster( parallel::detectCores() / 4 ) parallel::clusterExport(cl=cl, varlist=c("phiInit","rhoInit","gamInit","mini","maxi","glambda","X","Y","seuil","tau"), envir=environment()) #Pour chaque lambda de la grille, on calcule les coefficients out = parLapply( 1:L, function(lambdaindex) { params = EMGLLF(phiInit,rhoInit,piInit,gamInit,mini,maxi,gamma,glambda[lambdaIndex],X,Y,tau) p = dim(phiInit)[1] m = dim(phiInit)[2] #selectedVariables: list where element j contains vector of selected variables in [1,m] selectedVariables = lapply(1:p, function(j) { #from boolean matrix mxk of selected variables obtain the corresponding boolean m-vector, #and finally return the corresponding indices seq_len(m)[ apply( abs(params$phi[j,,]) > seuil, 1, any ) ] }) list("selected"=selectedVariables,"Rho"=params$Rho,"Pi"=params$Pi) }) parallel::stopCluster(cl) }