#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,thresh,tau, parallel = FALSE){ if (parallel) { require(parallel) cl = parallel::makeCluster( parallel::detectCores() / 4) # <-- ça devrait être un argument parallel::clusterExport(cl=cl, varlist=c("phiInit","rhoInit","gamInit","mini","maxi","glambda","X","Y","thresh","tau"), envir=environment()) #Pour chaque lambda de la grille, on calcule les coefficients out = parLapply(cl, 1:length(glambda), 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$phi[j,,]) > thresh, 1, any ) ] }) list("selected"=selectedVariables,"Rho"=params$Rho,"Pi"=params$Pi) }) parallel::stopCluster(cl) } else { selectedVariables = list() Rho = list() Pi = list() cpt = 1 #Pour chaque lambda de la grille, on calcule les coefficients for (lambdaIndex in 1:length(glambda)){ print(lambdaIndex) params = EMGLLF(phiInit,rhoInit,piInit,gamInit,mini,maxi,gamma,glambda[lambdaIndex],X,Y,tau) p = dim(phiInit)[1] m = dim(phiInit)[2] #selectedVariables: list where element j contains vector of selected variables in [1,m] if (sum(params$phi) != 0){ selectedVariables[[cpt]] = sapply(1:p, function(j) { #from boolean matrix mxk of selected variables obtain the corresponding boolean m-vector, #and finally return the corresponding indices c(seq_len(m)[ apply( abs(params$phi[j,,]) > thresh, 1, any ) ], rep(0, m-length(seq_len(m)[ apply( abs(params$phi[j,,]) > thresh, 1, any ) ] ) )) }) if (length(unique(selectedVariables)) == length(selectedVariables)){ Rho[[cpt]] = params$rho Pi[[cpt]] = params$pi cpt = cpt+1 } } } list("selected"=selectedVariables,"Rho"=Rho,"Pi"=Pi) } }