projects
/
valse.git
/ blobdiff
commit
grep
author
committer
pickaxe
?
search:
re
summary
|
shortlog
|
log
|
commit
|
commitdiff
|
tree
raw
|
inline
| side by side
fix EMGRank.R, and add some lines in the roxygen code for some functions
[valse.git]
/
pkg
/
R
/
selectVariables.R
diff --git
a/pkg/R/selectVariables.R
b/pkg/R/selectVariables.R
index
65fbde5
..
0225287
100644
(file)
--- a/
pkg/R/selectVariables.R
+++ b/
pkg/R/selectVariables.R
@@
-12,8
+12,8
@@
#' @param glambda grid of regularization parameters
#' @param X matrix of regressors
#' @param Y matrix of responses
#' @param glambda grid of regularization parameters
#' @param X matrix of regressors
#' @param Y matrix of responses
-#' @param thres
threshold to consider a coefficient to be equal to 0
-#' @param
tau
threshold to say that EM algorithm has converged
+#' @param thres
h real, threshold to say a variable is relevant, by default = 1e-8
+#' @param
eps
threshold to say that EM algorithm has converged
#' @param ncores Number or cores for parallel execution (1 to disable)
#'
#' @return a list of outputs, for each lambda in grid: selected,Rho,Pi
#' @param ncores Number or cores for parallel execution (1 to disable)
#'
#' @return a list of outputs, for each lambda in grid: selected,Rho,Pi
@@
-23,20
+23,20
@@
#' @export
#'
selectVariables = function(phiInit,rhoInit,piInit,gamInit,mini,maxi,gamma,glambda,
#' @export
#'
selectVariables = function(phiInit,rhoInit,piInit,gamInit,mini,maxi,gamma,glambda,
- X,Y,thresh
,tau
, ncores=3, fast=TRUE)
+ X,Y,thresh
=1e-8,eps
, ncores=3, fast=TRUE)
{
if (ncores > 1)
{
cl = parallel::makeCluster(ncores, outfile='')
parallel::clusterExport(cl=cl,
{
if (ncores > 1)
{
cl = parallel::makeCluster(ncores, outfile='')
parallel::clusterExport(cl=cl,
- varlist=c("phiInit","rhoInit","gamInit","mini","maxi","glambda","X","Y","thresh","
tau
"),
+ varlist=c("phiInit","rhoInit","gamInit","mini","maxi","glambda","X","Y","thresh","
eps
"),
envir=environment())
}
# Computation for a fixed lambda
computeCoefs <- function(lambda)
{
envir=environment())
}
# Computation for a fixed lambda
computeCoefs <- function(lambda)
{
- params = EMGLLF(phiInit,rhoInit,piInit,gamInit,mini,maxi,gamma,lambda,X,Y,
tau
,fast)
+ params = EMGLLF(phiInit,rhoInit,piInit,gamInit,mini,maxi,gamma,lambda,X,Y,
eps
,fast)
p = dim(phiInit)[1]
m = dim(phiInit)[2]
p = dim(phiInit)[1]
m = dim(phiInit)[2]