X-Git-Url: https://git.auder.net/?p=valse.git;a=blobdiff_plain;f=R%2FgridLambda.R;h=855b4a6f8fa0ea5d9d0354eae97f0bf94b89689c;hp=7b82f6316cc3f0f323fe220fbece4fc13a787d73;hb=31463ab809c0195273ff2760606ea65361d721ab;hpb=d1531659214edd6eaef0ac9ec835455614bba16c diff --git a/R/gridLambda.R b/R/gridLambda.R index 7b82f63..855b4a6 100644 --- a/R/gridLambda.R +++ b/R/gridLambda.R @@ -1,31 +1,31 @@ #' 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 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 +#' @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",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) + 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) + + 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) }