X-Git-Url: https://git.auder.net/?p=valse.git;a=blobdiff_plain;f=pkg%2FR%2FEMGrank.R;fp=pkg%2FR%2FEMGrank.R;h=09171ac56976a72b5e10af0bdd863ade4003150d;hp=4054e25dae40f7f082c55838d6add635be51ef5a;hb=e9db79707709c10947e89756eb5655c0747a2a1d;hpb=0ba1b11c49d7b2a0cae493200793c1ba3fb8b8e7 diff --git a/pkg/R/EMGrank.R b/pkg/R/EMGrank.R index 4054e25..09171ac 100644 --- a/pkg/R/EMGrank.R +++ b/pkg/R/EMGrank.R @@ -1,19 +1,22 @@ #' EMGrank #' -#' Description de EMGrank +#' Run an generalized EM algorithm developped for mixture of Gaussian regression +#' models with variable selection by an extension of the low rank estimator. +#' Reparametrization is done to ensure invariance by homothetic transformation. +#' It returns a collection of models, varying the number of clusters and the rank of the regression mean. #' -#' @param Pi Parametre de proportion -#' @param Rho Parametre initial de variance renormalisé -#' @param mini Nombre minimal d'itérations dans l'algorithme EM -#' @param maxi Nombre maximal d'itérations dans l'algorithme EM -#' @param X Régresseurs -#' @param Y Réponse -#' @param eps Seuil pour accepter la convergence -#' @param rank Vecteur des rangs possibles +#' @param Pi An initialization for pi +#' @param Rho An initialization for rho, the variance parameter +#' @param mini integer, minimum number of iterations in the EM algorithm, by default = 10 +#' @param maxi integer, maximum number of iterations in the EM algorithm, by default = 100 +#' @param X matrix of covariates (of size n*p) +#' @param Y matrix of responses (of size n*m) +#' @param eps real, threshold to say the EM algorithm converges, by default = 1e-4 +#' @param rank vector of possible ranks #' -#' @return A list ... -#' phi : parametre de moyenne renormalisé, calculé par l'EM -#' LLF : log vraisemblance associé à cet échantillon, pour les valeurs estimées des paramètres +#' @return A list (corresponding to the model collection) defined by (phi,LLF): +#' phi : regression mean for each cluster +#' LLF : log likelihood with respect to the training set #' #' @export EMGrank <- function(Pi, Rho, mini, maxi, X, Y, eps, rank, fast = TRUE)