+++ /dev/null
-constructionModelesLassoMLE = function(phiInit,rhoInit,piInit,gamInit,mini,maxi,gamma,glambda,
- X,Y,seuil,tau,A1,A2)
-{
- n = dim(X)[1];
- p = dim(phiInit)[1]
- m = dim(phiInit)[2]
- k = dim(phiInit)[3]
- L = length(glambda)
-
- #output parameters
- phi = array(0, dim=c(p,m,k,L))
- rho = array(0, dim=c(m,m,k,L))
- pi = matrix(0, k, L)
- llh = matrix(0, L, 2) #log-likelihood
-
- for(lambdaIndex in 1:L)
- {
- a = A1[,1,lambdaIndex]
- a = a[a!=0]
- if(length(a)==0)
- next
-
- res = EMGLLF(phiInit[a,,],rhoInit,piInit,gamInit,mini,maxi,gamma,0.,X[,a],Y,tau)
-
- for (j in 1:length(a))
- phi[a[j],,,lambdaIndex] = res$phi[j,,]
- rho[,,,lambdaIndex] = res$rho
- pi[,lambdaIndex] = res$pi
-
- dimension = 0
- for (j in 1:p)
- {
- b = A2[j,2:dim(A2)[2],lambdaIndex]
- b = b[b!=0]
- if (length(b) > 0)
- phi[A2[j,1,lambdaIndex],b,,lambdaIndex] = 0.
- c = A1[j,2:dim(A1)[2],lambdaIndex]
- dimension = dimension + sum(c!=0)
- }
-
- #on veut calculer l'EMV avec toutes nos estimations
- densite = matrix(0, nrow=n, ncol=L)
- for (i in 1:n)
- {
- for (r in 1:k)
- {
- delta = Y[i,]%*%rho[,,r,lambdaIndex] - (X[i,a]%*%phi[a,,r,lambdaIndex]);
- densite[i,lambdaIndex] = densite[i,lambdaIndex] + pi[r,lambdaIndex] *
- det(rho[,,r,lambdaIndex])/(sqrt(2*base::pi))^m * exp(-tcrossprod(delta)/2.0)
- }
- }
- llh[lambdaIndex,1] = sum(log(densite[,lambdaIndex]))
- llh[lambdaIndex,2] = (dimension+m+1)*k-1
- }
- return (list("phi"=phi, "rho"=rho, "pi"=pi, "llh" = llh))
-}