X-Git-Url: https://git.auder.net/?p=valse.git;a=blobdiff_plain;f=R%2FinitSmallEM.R;h=5044a38743f564c71cd8f2fb66536791412bbdd7;hp=8cfb7e87c2fe65638e639c2b188a8bff0a00d4ab;hb=e166ed4e1370aa7961f0d8609936591cfc6808cc;hpb=0b216f854a21821f9be375d07c2932b31e227e78 diff --git a/R/initSmallEM.R b/R/initSmallEM.R index 8cfb7e8..5044a38 100644 --- a/R/initSmallEM.R +++ b/R/initSmallEM.R @@ -9,66 +9,66 @@ #' @export initSmallEM = function(k,X,Y,tau) { - n = nrow(Y) - m = ncol(Y) - p = ncol(X) - - betaInit1 = array(0, dim=c(p,m,k,20)) - sigmaInit1 = array(0, dim = c(m,m,k,20)) - phiInit1 = array(0, dim = c(p,m,k,20)) - rhoInit1 = array(0, dim = c(m,m,k,20)) - piInit1 = matrix(0,20,k) - gamInit1 = array(0, dim=c(n,k,20)) - LLFinit1 = list() - - require(MASS) #Moore-Penrose generalized inverse of matrix - require(mclust) # K-means with selection of K - for(repet in 1:20) - { - clusters = Mclust(matrix(c(X,Y),nrow=n),k) #default distance : euclidean - Zinit1[,repet] = clusters$classification - - for(r in 1:k) - { - Z = Zinit1[,repet] - Z_bin = vec_bin(Z,r) - Z_vec = Z_bin$Z #vecteur 0 et 1 aux endroits o? Z==r - Z_indice = Z_bin$indice #renvoit les indices o? Z==r - - betaInit1[,,r,repet] = - ginv(t(x[Z_indice,])%*%x[Z_indice,])%*%t(x[Z_indice,])%*%y[Z_indice,] - sigmaInit1[,,r,repet] = diag(m) - phiInit1[,,r,repet] = betaInit1[,,r,repet]/sigmaInit1[,,r,repet] - rhoInit1[,,r,repet] = solve(sigmaInit1[,,r,repet]) - piInit1[repet,r] = sum(Z_vec)/n - } - - for(i in 1:n) - { - for(r in 1:k) - { - dotProduct = (y[i,]%*%rhoInit1[,,r,repet]-x[i,]%*%phiInit1[,,r,repet]) %*% - (y[i,]%*%rhoInit1[,,r,repet]-x[i,]%*%phiInit1[,,r,repet]) - Gam[i,r] = piInit1[repet,r]*det(rhoInit1[,,r,repet])*exp(-0.5*dotProduct) - } - sumGamI = sum(gam[i,]) - gamInit1[i,,repet]= Gam[i,] / sumGamI - } - - miniInit = 10 - maxiInit = 11 - - new_EMG = .Call("EMGLLF",phiInit1[,,,repet],rhoInit1[,,,repet],piInit1[repet,], - gamInit1[,,repet],miniInit,maxiInit,1,0,x,y,tau) - LLFEessai = new_EMG$LLF - LLFinit1[repet] = LLFEessai[length(LLFEessai)] - } - - b = which.max(LLFinit1) - phiInit = phiInit1[,,,b] - rhoInit = rhoInit1[,,,b] - piInit = piInit1[b,] - gamInit = gamInit1[,,b] - - return (list(phiInit=phiInit, rhoInit=rhoInit, piInit=piInit, gamInit=gamInit)) + n = nrow(Y) + m = ncol(Y) + p = ncol(X) + + betaInit1 = array(0, dim=c(p,m,k,20)) + sigmaInit1 = array(0, dim = c(m,m,k,20)) + phiInit1 = array(0, dim = c(p,m,k,20)) + rhoInit1 = array(0, dim = c(m,m,k,20)) + piInit1 = matrix(0,20,k) + gamInit1 = array(0, dim=c(n,k,20)) + LLFinit1 = list() + + require(MASS) #Moore-Penrose generalized inverse of matrix + require(mclust) # K-means with selection of K + for(repet in 1:20) + { + clusters = Mclust(matrix(c(X,Y),nrow=n),k) #default distance : euclidean + Zinit1[,repet] = clusters$classification + + for(r in 1:k) + { + Z = Zinit1[,repet] + Z_bin = vec_bin(Z,r) + Z_vec = Z_bin$Z #vecteur 0 et 1 aux endroits o? Z==r + Z_indice = Z_bin$indice #renvoit les indices o? Z==r + + betaInit1[,,r,repet] = + ginv(t(x[Z_indice,])%*%x[Z_indice,])%*%t(x[Z_indice,])%*%y[Z_indice,] + sigmaInit1[,,r,repet] = diag(m) + phiInit1[,,r,repet] = betaInit1[,,r,repet]/sigmaInit1[,,r,repet] + rhoInit1[,,r,repet] = solve(sigmaInit1[,,r,repet]) + piInit1[repet,r] = sum(Z_vec)/n + } + + for(i in 1:n) + { + for(r in 1:k) + { + dotProduct = (y[i,]%*%rhoInit1[,,r,repet]-x[i,]%*%phiInit1[,,r,repet]) %*% + (y[i,]%*%rhoInit1[,,r,repet]-x[i,]%*%phiInit1[,,r,repet]) + Gam[i,r] = piInit1[repet,r]*det(rhoInit1[,,r,repet])*exp(-0.5*dotProduct) + } + sumGamI = sum(gam[i,]) + gamInit1[i,,repet]= Gam[i,] / sumGamI + } + + miniInit = 10 + maxiInit = 11 + + new_EMG = .Call("EMGLLF",phiInit1[,,,repet],rhoInit1[,,,repet],piInit1[repet,], + gamInit1[,,repet],miniInit,maxiInit,1,0,x,y,tau) + LLFEessai = new_EMG$LLF + LLFinit1[repet] = LLFEessai[length(LLFEessai)] + } + + b = which.max(LLFinit1) + phiInit = phiInit1[,,,b] + rhoInit = rhoInit1[,,,b] + piInit = piInit1[b,] + gamInit = gamInit1[,,b] + + return (list(phiInit=phiInit, rhoInit=rhoInit, piInit=piInit, gamInit=gamInit)) }