meanX = rep(0,6) covX = 0.1*diag(6) covY = array(dim = c(5,5,2)) covY[,,1] = 0.1*diag(5) covY[,,2] = 0.2*diag(5) beta = array(dim = c(6,5,2)) beta[,,2] = matrix(c(rep(2,12),rep(0, 18))) beta[,,1] = matrix(c(rep(1,12),rep(0, 18))) n = 500 pi = c(0.4,0.6) source('~/valse/R/generateSampleInputs.R') data = generateXY(meanX,covX,covY, pi, beta, n) X = data$X Y = data$Y k = 2 n = nrow(Y) m = ncol(Y) p = ncol(X) Zinit1 = array(0, dim=c(n)) betaInit1 = array(0, dim=c(p,m,k)) sigmaInit1 = array(0, dim = c(m,m,k)) phiInit1 = array(0, dim = c(p,m,k)) rhoInit1 = array(0, dim = c(m,m,k)) Gam = matrix(0, n, k) piInit1 = matrix(0,k) gamInit1 = array(0, dim=c(n,k)) LLFinit1 = list() require(MASS) #Moore-Penrose generalized inverse of matrix distance_clus = dist(X) tree_hier = hclust(distance_clus) Zinit1 = cutree(tree_hier, k) sum(Zinit1==1) for(r in 1:k) { Z = Zinit1 Z_indice = seq_len(n)[Z == r] #renvoit les indices où Z==r if (length(Z_indice) == 1) { betaInit1[,,r] = ginv(crossprod(t(X[Z_indice,]))) %*% crossprod(t(X[Z_indice,]), Y[Z_indice,]) } else { betaInit1[,,r] = ginv(crossprod(X[Z_indice,])) %*% crossprod(X[Z_indice,], Y[Z_indice,]) } sigmaInit1[,,r] = diag(m) phiInit1[,,r] = betaInit1[,,r] #/ sigmaInit1[,,r] rhoInit1[,,r] = solve(sigmaInit1[,,r]) piInit1[r] = mean(Z == r) } for(i in 1:n) { for(r in 1:k) { dotProduct = tcrossprod(Y[i,]%*%rhoInit1[,,r]-X[i,]%*%phiInit1[,,r]) Gam[i,r] = piInit1[r]*det(rhoInit1[,,r])*exp(-0.5*dotProduct) } sumGamI = sum(Gam[i,]) gamInit1[i,]= Gam[i,] / sumGamI } miniInit = 10 maxiInit = 101 new_EMG = EMGLLF(phiInit1,rhoInit1,piInit1,gamInit1,miniInit,maxiInit,1,0,X,Y,1e-6) new_EMG$phi new_EMG$pi LLFEessai = new_EMG$LLF LLFinit1 = LLFEessai[length(LLFEessai)] b = which.max(LLFinit1) phiInit = phiInit1[,,,b] rhoInit = rhoInit1[,,,b] piInit = piInit1[b,] gamInit = gamInit1[,,b]