Fix numerical problems in EMGLLF (R version)

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

diff --git a/pkg/R/initSmallEM.R b/pkg/R/initSmallEM.R
index fafa2c4..056d7e7 100644 (file)
--- a/pkg/R/initSmallEM.R
+++ b/pkg/R/initSmallEM.R
@@ -8,7 +8,7 @@
 #' @export
 #' @importFrom methods new
 #' @importFrom stats cutree dist hclust runif
-initSmallEM <- function(k, X, Y, fast = TRUE)
+initSmallEM <- function(k, X, Y, fast)
 {
   n <- nrow(Y)
   m <- ncol(Y)
@@ -23,24 +23,22 @@ initSmallEM <- function(k, X, Y, fast = TRUE)
   piInit1 <- matrix(0, nIte, k)
   gamInit1 <- array(0, dim = c(n, k, nIte))
   LLFinit1 <- list()
-  
+
   # require(MASS) #Moore-Penrose generalized inverse of matrix
   for (repet in 1:nIte)
   {
     distance_clus <- dist(cbind(X, Y))
     tree_hier <- hclust(distance_clus)
     Zinit1[, repet] <- cutree(tree_hier, k)
-    
+
     for (r in 1:k)
     {
       Z <- Zinit1[, repet]
       Z_indice <- seq_len(n)[Z == r]  #renvoit les indices où Z==r
-      if (length(Z_indice) == 1)
-      {
+      if (length(Z_indice) == 1) {
         betaInit1[, , r, repet] <- MASS::ginv(crossprod(t(X[Z_indice, ]))) %*% 
           crossprod(t(X[Z_indice, ]), Y[Z_indice, ])
-      } else
-      {
+      } else {
         betaInit1[, , r, repet] <- MASS::ginv(crossprod(X[Z_indice, ])) %*% 
           crossprod(X[Z_indice, ], Y[Z_indice, ])
       }
@@ -49,34 +47,33 @@ initSmallEM <- function(k, X, Y, fast = TRUE)
       rhoInit1[, , r, repet] <- solve(sigmaInit1[, , r, repet])
       piInit1[repet, r] <- mean(Z == r)
     }
-    
+
     for (i in 1:n)
     {
       for (r in 1:k)
       {
-        dotProduct <- tcrossprod(Y[i, ] %*% rhoInit1[, , r, repet] - X[i, 
-          ] %*% phiInit1[, , r, repet])
-        Gam[i, r] <- piInit1[repet, r] * det(rhoInit1[, , r, repet]) * exp(-0.5 * 
-          dotProduct)
+        dotProduct <- tcrossprod(Y[i, ] %*% rhoInit1[, , r, repet]
+          - X[i, ] %*% phiInit1[, , r, repet])
+        Gam[i, r] <- piInit1[repet, r] * 
+          det(rhoInit1[, , r, repet]) * exp(-0.5 * dotProduct)
       }
       sumGamI <- sum(Gam[i, ])
       gamInit1[i, , repet] <- Gam[i, ]/sumGamI
     }
-    
+
     miniInit <- 10
     maxiInit <- 11
-    
-    init_EMG <- EMGLLF(phiInit1[, , , repet], rhoInit1[, , , repet], piInit1[repet, 
-      ], gamInit1[, , repet], miniInit, maxiInit, gamma = 1, lambda = 0, X, 
-      Y, eps = 1e-04, fast)
-    LLFEessai <- init_EMG$LLF
-    LLFinit1[repet] <- LLFEessai[length(LLFEessai)]
+
+    init_EMG <- EMGLLF(phiInit1[, , , repet], rhoInit1[, , , repet], piInit1[repet, ],
+      gamInit1[, , repet], miniInit, maxiInit, gamma = 1, lambda = 0, X, Y,
+      eps = 1e-04, fast)
+    LLFinit1[[repet]] <- init_EMG$llh
   }
   b <- which.min(LLFinit1)
   phiInit <- phiInit1[, , , b]
   rhoInit <- rhoInit1[, , , b]
   piInit <- piInit1[b, ]
   gamInit <- gamInit1[, , b]
-  
+
   return(list(phiInit = phiInit, rhoInit = rhoInit, piInit = piInit, gamInit = gamInit))
 }