-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]
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
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
##########
#Etape E #
##########
- sumLogLLF2 = 0
+
+ sumLogLLF2 = 0
for (i in 1:n)
{
#precompute sq norms to numerically adjust their values
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)
{
- 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)