fix test.constructionModelesLassoMLE; TODO: det(rho[,,r]) ? numerical errors ? ....

[valse.git] / src / test / generate_test_data / helpers / constructionModelesLassoMLE.m

diff --git a/src/test/generate_test_data/helpers/constructionModelesLassoMLE.m b/src/test/generate_test_data/helpers/constructionModelesLassoMLE.m
deleted file mode 100644 (file)
index 3e852a6..0000000
--- a/src/test/generate_test_data/helpers/constructionModelesLassoMLE.m
+++ /dev/null
@@ -1,58 +0,0 @@
-function[phi,rho,pi,llh] = constructionModelesLassoMLE(...
-       phiInit,rhoInit,piInit,gamInit,mini,maxi,gamma,glambda,X,Y,seuil,tau,A1,A2)
-
-       PI = 4.0 * atan(1.0);
-
-       %get matrix sizes
-       n = size(X, 1);
-       [p,m,k] = size(phiInit);
-       L = length(glambda);
-
-       %output parameters
-       phi = zeros(p,m,k,L);
-       rho = zeros(m,m,k,L);
-       pi = zeros(k,L);
-       llh = zeros(L,2);
-
-       for lambdaIndex=1:L
-               % Procedure Lasso-MLE
-               a = A1(:,1,lambdaIndex);
-               a(a==0) = [];
-               if length(a) == 0
-                       continue;
-               end
-               [phiLambda,rhoLambda,piLambda,~,~] = EMGLLF(...
-                       phiInit(a,:,:),rhoInit,piInit,gamInit,mini,maxi,gamma,0,X(:,a),Y,tau);
-
-               for j=1:length(a)
-                       phi(a(j),:,:,lambdaIndex) = phiLambda(j,:,:);
-               end
-               rho(:,:,:,lambdaIndex) = rhoLambda;
-               pi(:,lambdaIndex) = piLambda;
-
-               dimension = 0;
-               for j=1:p
-                       b = A2(j,2:end,lambdaIndex);
-                       b(b==0) = [];
-                       if length(b) > 0
-                               phi(A2(j,1,lambdaIndex),b,:,lambdaIndex) = 0.0;
-                       end
-                       c = A1(j,2:end,lambdaIndex);
-                       c(c==0) = [];
-                       dimension = dimension + length(c);
-               end
-
-               %on veut calculer l'EMV avec toutes nos estimations
-               densite = zeros(n,L);
-               for i=1:n
-                       for r=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*PI))^m*exp(-dot(delta,delta)/2.0);
-                       end
-               end
-               llh(lambdaIndex,1) = sum(log(densite(:,lambdaIndex)));
-               llh(lambdaIndex,2) = (dimension+m+1)*k-1;
-       end
-
-end