X-Git-Url: https://git.auder.net/?p=valse.git;a=blobdiff_plain;f=R%2FconstructionModelesLassoMLE.R;fp=R%2FconstructionModelesLassoMLE.R;h=ed05b2a1c625a1735c5f99b031664bf5241e61ac;hp=0000000000000000000000000000000000000000;hb=7f1a6cf08a4d4d67e8a95b8c1c0cc74ff3deb5a4;hpb=31ef8a5c9bbaefcf40d2c2bad43b27d469c28c34

diff --git a/R/constructionModelesLassoMLE.R b/R/constructionModelesLassoMLE.R
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+++ b/R/constructionModelesLassoMLE.R
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+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))
+}