update EMGLLF.R and some few details

[valse.git] / src / test / generate_test_data / EMGLLF.R

diff --git a/src/test/generate_test_data/EMGLLF.R b/src/test/generate_test_data/EMGLLF.R
index 7100f29..272eb6f 100644 (file)
--- a/src/test/generate_test_data/EMGLLF.R
+++ b/src/test/generate_test_data/EMGLLF.R
@@ -27,7 +27,6 @@ EMGLLF = function(phiInit,rhoInit,piInit,gamInit,mini,maxi,gamma,lambda,X,Y,tau)
   ps = matrix(0, m,k)
   nY2 = matrix(0, m,k)
   ps1 = array(0, dim=c(n,m,k))
-  nY21 = array(0, dim=c(n,m,k))
   Gam = matrix(0, n,k)
   EPS = 1E-15
   
@@ -58,8 +57,8 @@ EMGLLF = function(phiInit,rhoInit,piInit,gamInit,mini,maxi,gamma,lambda,X,Y,tau)
     ##########
     
     #pour pi
-    for (r in 1:k)
-      b[r] = sum(abs(phi[,,r]))
+    for (r in 1:k){
+      b[r] = sum(abs(phi[,,r]))}
     gam2 = colSums(gam)
     a = sum(gam %*% log(pi))
     
@@ -92,12 +91,9 @@ EMGLLF = function(phiInit,rhoInit,piInit,gamInit,mini,maxi,gamma,lambda,X,Y,tau)
         for (i in 1:n)
                                {
           ps1[i,mm,r] = Y2[i,mm,r] * sum(X2[i,,r] * phi[,mm,r])
-          nY21[i,mm,r] = Y2[i,mm,r]^2
         }
         ps[mm,r] = sum(ps1[,mm,r])
-        nY2[mm,r] = sum(nY21[,mm,r])
-
-#TODO: debug rho computation
+        nY2[mm,r] = sum(Y2[,mm,r]^2)
         rho[mm,mm,r] = (ps[mm,r]+sqrt(ps[mm,r]^2+4*nY2[mm,r]*gam2[r])) / (2*nY2[mm,r])
       }
     }
@@ -107,9 +103,9 @@ EMGLLF = function(phiInit,rhoInit,piInit,gamInit,mini,maxi,gamma,lambda,X,Y,tau)
                        {
         for (mm in 1:m)
                                {
-          S[j,mm,r] = -rho[mm,mm,r]*ps2[j,mm,r] +
-                                               (if(j>1) sum(phi[1:(j-1),mm,r] * Gram2[j,1:(j-1),r]) else 0) +
-                                               (if(j<p) sum(phi[(j+1):p,mm,r] * Gram2[j,(j+1):p,r]) else 0)
+          S[j,mm,r] = -rho[mm,mm,r]*ps2[j,mm,r] + sum(phi[-j,mm,r] * Gram2[j, setdiff(1:p, j),r])
+#                                              (if(j>1) sum(phi[1:(j-1),mm,r] * Gram2[j,1:(j-1),r]) else 0) +
+#                                              (if(j<p) sum(phi[(j+1):p,mm,r] * Gram2[j,(j+1):p,r]) else 0)
           if (abs(S[j,mm,r]) <= n*lambda*(pi[r]^gamma))
             phi[j,mm,r]=0
           else if(S[j,mm,r] > n*lambda*(pi[r]^gamma))
@@ -128,9 +124,8 @@ EMGLLF = function(phiInit,rhoInit,piInit,gamInit,mini,maxi,gamma,lambda,X,Y,tau)
                {
       #precompute sq norms to numerically adjust their values
       sqNorm2 = rep(0,k)
-      for (r in 1:k)
-        sqNorm2[r] = sum( (Y[i,]%*%rho[,,r]-X[i,]%*%phi[,,r])^2 )
-      shift = 0.5*min(sqNorm2)
+      for (r in 1:k){
+        sqNorm2[r] = sum( (Y[i,]%*%rho[,,r]-X[i,]%*%phi[,,r])^2 )}
 
       #compute Gam(:,:) using shift determined above
       sumLLF1 = 0.0;
@@ -138,7 +133,7 @@ EMGLLF = function(phiInit,rhoInit,piInit,gamInit,mini,maxi,gamma,lambda,X,Y,tau)
                        {
                                #FIXME: numerical problems, because 0 < det(Rho[,,r] < EPS; what to do ?!
         #       consequence: error in while() at line 77
-                               Gam[i,r] = pi[r] * exp(-0.5*sqNorm2[r] + shift) #* det(rho[,,r])
+                               Gam[i,r] = pi[r] * exp(-0.5*sqNorm2[r])* det(rho[,,r])
         sumLLF1 = sumLLF1 + Gam[i,r] / (2*base::pi)^(m/2)
       }
       sumLogLLF2 = sumLogLLF2 + log(sumLLF1)
@@ -161,6 +156,7 @@ EMGLLF = function(phiInit,rhoInit,piInit,gamInit,mini,maxi,gamma,lambda,X,Y,tau)
 
     ite = ite+1
   }
-
-  return(list("phi"=phi, "rho"=rho, "pi"=pi, "LLF"=LLF, "S"=S))
+  
+  affec = apply(gam, 1,which.max)
+  return(list("phi"=phi, "rho"=rho, "pi"=pi, "LLF"=LLF, "S"=S, "affec" = affec ))
 }