X-Git-Url: https://git.auder.net/?p=valse.git;a=blobdiff_plain;f=R%2Fselectiontotale.R;fp=R%2Fselectiontotale.R;h=673bc3ba2e2b75a0bc7c73d5c246c9cb385630ea;hp=0000000000000000000000000000000000000000;hb=928d1c52c786ec94be64c4bc8123ab8a98727b6e;hpb=31463ab809c0195273ff2760606ea65361d721ab

diff --git a/R/selectiontotale.R b/R/selectiontotale.R
new file mode 100644
index 0000000..673bc3b
--- /dev/null
+++ b/R/selectiontotale.R
@@ -0,0 +1,25 @@
+#Return a list of outputs, for each lambda in grid: selected,Rho,Pi
+selectiontotale = function(phiInit,rhoInit,piInit,gamInit,mini,maxi,gamma,glambda,X,Y,seuil,tau)
+{
+	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( 1:L, function(lambdaindex)
+	{
+		params = EMGLLF(phiInit,rhoInit,piInit,gamInit,mini,maxi,gamma,glambda[lambdaIndex],X,Y,tau)
+
+		p = dim(phiInit)[1]
+		m = dim(phiInit)[2]
+		#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)
+}