started to look at EMGLLF.c

[valse.git] / pkg / R / EMGLLF.R

diff --git a/pkg/R/EMGLLF.R b/pkg/R/EMGLLF.R
index 6ee7ba7..2aeea53 100644 (file)
--- a/pkg/R/EMGLLF.R
+++ b/pkg/R/EMGLLF.R
@@ -19,7 +19,8 @@
 #'   rho : parametre de variance renormalisé, calculé par l'EM
 #'   pi : parametre des proportions renormalisé, calculé par l'EM
 #'   LLF : log vraisemblance associée à cet échantillon, pour les valeurs estimées des paramètres
-#'   S : ... affec : ...
+#'   S : ...
+#'   affec : ...
 #'
 #' @export
 EMGLLF <- function(phiInit, rhoInit, piInit, gamInit, mini, maxi, gamma, lambda, 
@@ -41,21 +42,27 @@ EMGLLF <- function(phiInit, rhoInit, piInit, gamInit, mini, maxi, gamma, lambda,
     X, Y, eps, phi = double(p * m * k), rho = double(m * m * k), pi = double(k), 
     LLF = double(maxi), S = double(p * m * k), affec = integer(n), n, p, m, k, 
     PACKAGE = "valse")
+       list(phi = phi, rho = rho, pi = pi, llh = llh, S = S, affec=affec)
 }
 
 # R version - slow but easy to read
 .EMGLLF_R <- function(phiInit, rhoInit, piInit, gamInit, mini, maxi, gamma, lambda, 
   X, Y, eps)
 {
-  # Matrix dimensions: NOTE: phiInit *must* be an array (even if p==1)
-  n <- dim(Y)[1]
-  p <- dim(phiInit)[1]
-  m <- dim(phiInit)[2]
-  k <- dim(phiInit)[3]
+  # Matrix dimensions
+  n <- nrow(X)
+  p <- ncol(X)
+  m <- ncol(Y)
+  k <- length(piInit)
+
+  # Adjustments required when p==1 or m==1 (var.sel. or output dim 1)
+  if (p==1 || m==1)
+    phiInit <- array(phiInit, dim=c(p,m,k))
+  if (m==1)
+    rhoInit <- array(rhoInit, dim=c(m,m,k))
 
   # Outputs
-  phi <- array(NA, dim = c(p, m, k))
-  phi[1:p, , ] <- phiInit
+  phi <- phiInit
   rho <- rhoInit
   pi <- piInit
   llh <- -Inf
@@ -155,7 +162,7 @@ EMGLLF <- function(phiInit, rhoInit, piInit, gamInit, mini, maxi, gamma, lambda,
     ## E step
 
     # Precompute det(rho[,,r]) for r in 1...k
-    detRho <- sapply(1:k, function(r) det(rho[, , r]))
+    detRho <- sapply(1:k, function(r) gdet(rho[, , r]))
     sumLogLLH <- 0
     for (i in 1:n)
     {
@@ -174,7 +181,7 @@ EMGLLF <- function(phiInit, rhoInit, piInit, gamInit, mini, maxi, gamma, lambda,
 
     sumPen <- sum(pi^gamma * b)
     last_llh <- llh
-    llh <- -sumLogLLH/n + lambda * sumPen
+    llh <- -sumLogLLH/n #+ lambda * sumPen
     dist <- ifelse(ite == 1, llh, (llh - last_llh)/(1 + abs(llh)))
     Dist1 <- max((abs(phi - Phi))/(1 + abs(phi)))
     Dist2 <- max((abs(rho - Rho))/(1 + abs(rho)))
@@ -185,5 +192,6 @@ EMGLLF <- function(phiInit, rhoInit, piInit, gamInit, mini, maxi, gamma, lambda,
       break
   }
 
-  list(phi = phi, rho = rho, pi = pi, llh = llh, S = S)
+       affec = apply(gam, 1, which.max)
+  list(phi = phi, rho = rho, pi = pi, llh = llh, S = S, affec=affec)
 }