align C version of EMGLLF on R version

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

diff --git a/test/generate_test_data/EMGLLF.R b/test/generate_test_data/EMGLLF.R
index 272eb6f..673b807 100644 (file)
--- a/test/generate_test_data/EMGLLF.R
+++ b/test/generate_test_data/EMGLLF.R
@@ -1,4 +1,4 @@
-EMGLLF = function(phiInit,rhoInit,piInit,gamInit,mini,maxi,gamma,lambda,X,Y,tau)
+EMGLLF_R = function(phiInit,rhoInit,piInit,gamInit,mini,maxi,gamma,lambda,X,Y,tau)
 {
   #matrix dimensions
   n = dim(X)[1]
@@ -17,7 +17,6 @@ EMGLLF = function(phiInit,rhoInit,piInit,gamInit,mini,maxi,gamma,lambda,X,Y,tau)
   Gram2 = array(0, dim=c(p,p,k))
   ps2 = array(0, dim=c(p,m,k))
   b = rep(0, k)
-  pen = matrix(0, maxi, k)
   X2 = array(0, dim=c(n,p,k))
   Y2 = array(0, dim=c(n,m,k))
   dist = 0
@@ -30,7 +29,7 @@ EMGLLF = function(phiInit,rhoInit,piInit,gamInit,mini,maxi,gamma,lambda,X,Y,tau)
   Gam = matrix(0, n,k)
   EPS = 1E-15
   
-  while(ite <= mini || (ite<= maxi && (dist>= tau || dist2 >= sqrt(tau))))
+  while(ite <= mini || (ite <= maxi && (dist >= tau || dist2 >= sqrt(tau))))
        {
     Phi = phi
     Rho = rho
@@ -72,7 +71,6 @@ EMGLLF = function(phiInit,rhoInit,piInit,gamInit,mini,maxi,gamma,lambda,X,Y,tau)
       kk = kk+1
     }
 
-#if (ite==2) browser()
     #t[m] la plus grande valeur dans la grille O.1^k tel que ce soit décroissante ou constante
     while( kk < 1000 && -a/n + lambda * sum(pi^gamma * b) <
                        -sum(gam2 * log(pi2))/n + lambda * sum(pi2^gamma * b) )
@@ -103,9 +101,7 @@ 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] + 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)
+          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 (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))
@@ -119,7 +115,8 @@ EMGLLF = function(phiInit,rhoInit,piInit,gamInit,mini,maxi,gamma,lambda,X,Y,tau)
     ##########
     #Etape E #
     ##########
-    sumLogLLF2 = 0
+
+               sumLogLLF2 = 0
     for (i in 1:n)
                {
       #precompute sq norms to numerically adjust their values
@@ -127,13 +124,11 @@ EMGLLF = function(phiInit,rhoInit,piInit,gamInit,mini,maxi,gamma,lambda,X,Y,tau)
       for (r in 1:k){
         sqNorm2[r] = sum( (Y[i,]%*%rho[,,r]-X[i,]%*%phi[,,r])^2 )}
 
-      #compute Gam(:,:) using shift determined above
+      #compute Gam(:,:)
       sumLLF1 = 0.0;
       for (r in 1:k)
                        {
-                               #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])* 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)