X-Git-Url: https://git.auder.net/?p=valse.git;a=blobdiff_plain;f=R%2FgridLambda.R;h=855b4a6f8fa0ea5d9d0354eae97f0bf94b89689c;hp=66b6cc2eba16aed17403d0f9df8ce377c609abf2;hb=31463ab809c0195273ff2760606ea65361d721ab;hpb=39046da6016f15d625bd99cf0303ea8beb838c79 diff --git a/R/gridLambda.R b/R/gridLambda.R index 66b6cc2..855b4a6 100644 --- a/R/gridLambda.R +++ b/R/gridLambda.R @@ -1,3 +1,14 @@ +#' Construct the data-driven grid for the regularization parameters used for the Lasso estimator +#' @param phiInit value for phi +#' @param rhoInt value for rho +#' @param piInit value for pi +#' @param gamInit value for gamma +#' @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) @@ -5,7 +16,7 @@ gridLambda = function(phiInit, rhoInit, piInit, gamInit, X, Y, gamma, mini, maxi m = dim(phiInit)[2] k = dim(phiInit)[3] - list_EMG = .Call("EMGLLF",phiInit,rhoInit,piInit,gamInit,mini,maxi,1,0,X,Y,tau) + list_EMG = .Call("EMGLLF_core",phiInit,rhoInit,piInit,gamInit,mini,maxi,1,0,X,Y,tau) grid = array(0, dim=c(p,m,k)) for (i in 1:p)