X-Git-Url: https://git.auder.net/?p=valse.git;a=blobdiff_plain;f=R%2FselectVariables.R;fp=R%2FselectVariables.R;h=0000000000000000000000000000000000000000;hp=46fb3f33165106d2d4f3a91943b81ac7709b7b74;hb=f87ff0f5116c0c1c59c5608e46563ff0f79e5d43;hpb=53fa233d8fbeaf4d51a4874ba69d8472d01d04ba diff --git a/R/selectVariables.R b/R/selectVariables.R deleted file mode 100644 index 46fb3f3..0000000 --- a/R/selectVariables.R +++ /dev/null @@ -1,48 +0,0 @@ -#' selectVariables -#' It is a function which construct, for a given lambda, the sets of relevant variables. -#' -#' @param phiInit an initial estimator for phi (size: p*m*k) -#' @param rhoInit an initial estimator for rho (size: m*m*k) -#' @param piInit an initial estimator for pi (size : k) -#' @param gamInit an initial estimator for gamma -#' @param mini minimum number of iterations in EM algorithm -#' @param maxi maximum number of iterations in EM algorithm -#' @param gamma power in the penalty -#' @param glambda grid of regularization parameters -#' @param X matrix of regressors -#' @param Y matrix of responses -#' @param thres threshold to consider a coefficient to be equal to 0 -#' @param tau threshold to say that EM algorithm has converged -#' -#' @return a list of outputs, for each lambda in grid: selected,Rho,Pi -#' -#' @examples TODO -#' -#' @export -selectVariables = function(phiInit,rhoInit,piInit,gamInit,mini,maxi,gamma,glambda,X,Y,seuil,tau) -{ - #TODO: parameter ncores (chaque tâche peut aussi demander du parallélisme...) - cl = parallel::makeCluster( parallel::detectCores() / 4 ) - parallel::clusterExport(cl=cl, - varlist=c("phiInit","rhoInit","gamInit","mini","maxi","glambda","X","Y","seuil","tau"), - envir=environment()) - #Pour chaque lambda de la grille, on calcule les coefficients - out = parLapply( seq_along(glambda), function(lambdaindex) - { - p = dim(phiInit)[1] - m = dim(phiInit)[2] - - params = EMGLLF(phiInit,rhoInit,piInit,gamInit,mini,maxi,gamma,glambda[lambdaIndex],X,Y,tau) - - #selectedVariables: list where element j contains vector of selected variables in [1,m] - selectedVariables = lapply(1:p, function(j) { - #from boolean matrix mxk of selected variables obtain the corresponding boolean m-vector, - #and finally return the corresponding indices - seq_len(m)[ apply( abs(params$phi[j,,]) > seuil, 1, any ) ] - }) - - list("selected"=selectedVariables,"Rho"=params$Rho,"Pi"=params$Pi) - }) - parallel::stopCluster(cl) - out -}