#' Main function #' #' @param X matrix of covariates (of size n*p) #' @param Y matrix of responses (of size n*m) #' @param procedure among 'LassoMLE' or 'LassoRank' #' @param selecMod method to select a model among 'SlopeHeuristic', 'BIC', 'AIC' #' @param gamma integer for the power in the penaly, by default = 1 #' @param mini integer, minimum number of iterations in the EM algorithm, by default = 10 #' @param maxi integer, maximum number of iterations in the EM algorithm, by default = 100 #' @param eps real, threshold to say the EM algorithm converges, by default = 1e-4 #' @param kmin integer, minimum number of clusters, by default = 2 #' @param kmax integer, maximum number of clusters, by default = 10 #' @param rang.min integer, minimum rank in the low rank procedure, by default = 1 #' @param rang.max integer, maximum rank in the #' @return a list with estimators of parameters #' @export #----------------------------------------------------------------------- valse = function(X,Y,procedure,selecMod,gamma = 1,mini = 10, maxi = 100,eps = 1e-4,kmin = 2,kmax = 10, rang.min = 1,rang.max = 10) { ################################## #core workflow: compute all models ################################## p = dim(phiInit)[1] m = dim(phiInit)[2] print("main loop: over all k and all lambda") for (k in kmin:kmax) { print(k) print("Parameters initialization") #smallEM initializes parameters by k-means and regression model in each component, #doing this 20 times, and keeping the values maximizing the likelihood after 10 #iterations of the EM algorithm. init = initSmallEM(k, X, Y) phiInit <<- init$phiInit rhoInit <<- init$rhoInit piInit <<- init$piInit gamInit <<- init$gamInit gridLambda <<- gridLambda(phiInit, rhoInit, piInit, gamInit, X, Y, gamma, mini, maxi, eps) print("Compute relevant parameters") #select variables according to each regularization parameter #from the grid: A1 corresponding to selected variables, and #A2 corresponding to unselected variables. params = selectiontotale(phiInit,rhoInit,piInit,gamInit,mini,maxi,gamma,gridLambda,X,Y,1e-8,eps) selected <<- params$selected Rho <<- params$Rho Pi <<- params$Pi if (procedure == 'LassoMLE') { print('run the procedure Lasso-MLE') #compute parameter estimations, with the Maximum Likelihood #Estimator, restricted on selected variables. model = constructionModelesLassoMLE( phiInit, rhoInit,piInit,tauInit,mini,maxi, gamma,gridLambda,X,Y,thresh,eps,selected) ################################################ ### Regarder la SUITE r1 = runProcedure1() Phi2 = Phi Rho2 = Rho Pi2 = Pi if (is.null(dim(Phi2))) #test was: size(Phi2) == 0 { Phi[, , 1:k] <<- r1$phi Rho[, , 1:k] <<- r1$rho Pi[1:k,] <<- r1$pi } else { Phi <<- array(0., dim = c(p, m, kmax, dim(Phi2)[4] + dim(r1$phi)[4])) Phi[, , 1:(dim(Phi2)[3]), 1:(dim(Phi2)[4])] <<- Phi2 Phi[, , 1:k, dim(Phi2)[4] + 1] <<- r1$phi Rho <<- array(0., dim = c(m, m, kmax, dim(Rho2)[4] + dim(r1$rho)[4])) Rho[, , 1:(dim(Rho2)[3]), 1:(dim(Rho2)[4])] <<- Rho2 Rho[, , 1:k, dim(Rho2)[4] + 1] <<- r1$rho Pi <<- array(0., dim = c(kmax, dim(Pi2)[2] + dim(r1$pi)[2])) Pi[1:nrow(Pi2), 1:ncol(Pi2)] <<- Pi2 Pi[1:k, ncol(Pi2) + 1] <<- r1$pi } } else { print('run the procedure Lasso-Rank') #compute parameter estimations, with the Low Rank #Estimator, restricted on selected variables. model = constructionModelesLassoRank(Pi, Rho, mini, maxi, X, Y, eps, A1, rank.min, rank.max) ################################################ ### Regarder la SUITE phi = runProcedure2()$phi Phi2 = Phi if (dim(Phi2)[1] == 0) { Phi[, , 1:k,] <<- phi } else { Phi <<- array(0, dim = c(p, m, kmax, dim(Phi2)[4] + dim(phi)[4])) Phi[, , 1:(dim(Phi2)[3]), 1:(dim(Phi2)[4])] <<- Phi2 Phi[, , 1:k,-(1:(dim(Phi2)[4]))] <<- phi } } } print('Model selection') if (selecMod == 'SlopeHeuristic') { } else if (selecMod == 'BIC') { } else if (selecMod == 'AIC') { } }