X-Git-Url: https://git.auder.net/?p=valse.git;a=blobdiff_plain;f=R%2FgridLambda.R;fp=R%2FgridLambda.R;h=0000000000000000000000000000000000000000;hp=35c412a8282068722fde6255cd4180a4b4ddfc24;hb=f33f35efc9a01f93bb61959522d90ee6a76b892e;hpb=f1b0e0abc369eed5b917a5fe70a05592067a78d2 diff --git a/R/gridLambda.R b/R/gridLambda.R deleted file mode 100644 index 35c412a..0000000 --- a/R/gridLambda.R +++ /dev/null @@ -1,34 +0,0 @@ -#' Construct the data-driven grid for the regularization parameters used for the Lasso estimator -#' @param phiInit value for phi -#' @param rhoInit value for rho -#' @param piInit value for pi -#' @param gamInit value for gamma -#' @param X matrix of covariates (of size n*p) -#' @param Y matrix of responses (of size n*m) -#' @param gamma power of weights in the penalty -#' @param mini minimum number of iterations in EM algorithm -#' @param maxi maximum number of iterations in EM algorithm -#' @param tau threshold to stop EM algorithm -#' @return the grid of regularization parameters -#' @export -#----------------------------------------------------------------------- -gridLambda = function(phiInit, rhoInit, piInit, gamInit, X, Y, gamma, mini, maxi, tau) -{ - n = nrow(X) - p = dim(phiInit)[1] - m = dim(phiInit)[2] - k = dim(phiInit)[3] - - #list_EMG = .Call("EMGLLF_core",phiInit,rhoInit,piInit,gamInit,mini,maxi,1,0,X,Y,tau) - list_EMG = EMGLLF(phiInit,rhoInit,piInit,gamInit,mini,maxi,1,0,X,Y,tau) - grid = array(0, dim=c(p,m,k)) - for (i in 1:p) - { - for (j in 1:m) - grid[i,j,] = abs(list_EMG$S[i,j,]) / (n*list_EMG$pi^gamma) - } - grid = unique(grid) - grid = grid[grid <=1] - - return(grid) -}