Fix numerical problems in EMGLLF (R version)

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

diff --git a/pkg/R/selectVariables.R b/pkg/R/selectVariables.R
index 65fbde5..bfe4042 100644 (file)
--- a/pkg/R/selectVariables.R
+++ b/pkg/R/selectVariables.R
@@ -1,19 +1,19 @@
-#' selectVariables
+#' selectVariables 
 #'
 #' It is a function which construct, for a given lambda, the sets of relevant variables.
 #'
 #' @param phiInit an initial estimator for phi (size: p*m*k)
 #' @param rhoInit an initial estimator for rho (size: m*m*k)
-#' @param piInit       an initial estimator for pi (size : k)
+#' @param piInit\tan initial estimator for pi (size : k)
 #' @param gamInit an initial estimator for gamma
-#' @param mini         minimum number of iterations in EM algorithm
-#' @param maxi         maximum number of iterations in EM algorithm
-#' @param gamma         power in the penalty
+#' @param mini\t\tminimum number of iterations in EM algorithm
+#' @param maxi\t\tmaximum number of iterations in EM algorithm
+#' @param gamma\t power in the penalty
 #' @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 X\t\t\t matrix of regressors
+#' @param Y\t\t\t matrix of responses
+#' @param thresh real, threshold to say a variable is relevant, by default = 1e-8
+#' @param eps\t\t 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
@@ -22,54 +22,53 @@
 #'
 #' @export
 #'
-selectVariables = function(phiInit,rhoInit,piInit,gamInit,mini,maxi,gamma,glambda,
-                           X,Y,thresh,tau, ncores=3, fast=TRUE)
+selectVariables <- function(phiInit, rhoInit, piInit, gamInit, mini, maxi, gamma, 
+  glambda, X, Y, thresh = 1e-08, eps, ncores = 3, fast)
 {
-  if (ncores > 1)
-  {
-    cl = parallel::makeCluster(ncores, outfile='')
-    parallel::clusterExport(cl=cl,
-                            varlist=c("phiInit","rhoInit","gamInit","mini","maxi","glambda","X","Y","thresh","tau"),
-                            envir=environment())
+  if (ncores > 1) {
+    cl <- parallel::makeCluster(ncores, outfile = "")
+    parallel::clusterExport(cl = cl, varlist = c("phiInit", "rhoInit", "gamInit", 
+      "mini", "maxi", "glambda", "X", "Y", "thresh", "eps"), envir = environment())
   }
-  
+
   # Computation for a fixed lambda
   computeCoefs <- function(lambda)
   {
-    params = EMGLLF(phiInit,rhoInit,piInit,gamInit,mini,maxi,gamma,lambda,X,Y,tau,fast)
-    
-    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$phi[j,,]) > thresh, 1, any ) ]
+    params <- EMGLLF(phiInit, rhoInit, piInit, gamInit, mini, maxi, gamma, lambda, 
+      X, Y, eps, fast)
+
+    p <- dim(phiInit)[1]
+    m <- dim(phiInit)[2]
+
+    # selectedVariables: list where element j contains vector of selected variables
+    # in [1,m]
+    selectedVariables <- lapply(1:p, function(j) {
+      # from boolean matrix mxk of selected variables obtain the corresponding boolean
+      # m-vector, and finally return the corresponding indices
+      seq_len(m)[apply(abs(params$phi[j, , ]) > thresh, 1, any)]
     })
-    
-    list("selected"=selectedVariables,"Rho"=params$rho,"Pi"=params$pi)
+
+    list(selected = selectedVariables, Rho = params$rho, Pi = params$pi)
   }
-  
+
   # For each lambda in the grid, we compute the coefficients
   out <-
-    if (ncores > 1)
+    if (ncores > 1) {
       parLapply(cl, glambda, computeCoefs)
-  else
-    lapply(glambda, computeCoefs)
-  if (ncores > 1)
+    } else {
+      lapply(glambda, computeCoefs)
+    }
+  if (ncores > 1) 
     parallel::stopCluster(cl)
-  # Suppress models which are computed twice
-  #En fait, ca ca fait la comparaison de tous les parametres
-  #On veut juste supprimer ceux qui ont les memes variables sélectionnées
-  #sha1_array <- lapply(out, digest::sha1)
-  #out[ duplicated(sha1_array) ]
-  selec = lapply(out, function(model) model$selected)
-  ind_dup = duplicated(selec)
-  ind_uniq = which(!ind_dup)
-  out2 = list()
-  for (l in 1:length(ind_uniq)){
-    out2[[l]] = out[[ind_uniq[l]]]
-  }
+  # Suppress models which are computed twice En fait, ca ca fait la comparaison de
+  # tous les parametres On veut juste supprimer ceux qui ont les memes variables
+  # sélectionnées
+  # sha1_array <- lapply(out, digest::sha1) out[ duplicated(sha1_array) ]
+  selec <- lapply(out, function(model) model$selected)
+  ind_dup <- duplicated(selec)
+  ind_uniq <- which(!ind_dup)
+  out2 <- list()
+  for (l in 1:length(ind_uniq))
+    out2[[l]] <- out[[ind_uniq[l]]]
   out2
 }