draft of selectiontotale.R

[valse.git] / R / selectiontotale.R

diff --git a/R/selectiontotale.R b/R/selectiontotale.R
new file mode 100644 (file)
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+++ b/R/selectiontotale.R
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+#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)
+}