X-Git-Url: https://git.auder.net/?p=valse.git;a=blobdiff_plain;f=pkg%2FR%2FEMGrank.R;h=db409481bcfffe6a94000d6982b18ce1f2ccedb1;hp=436b28982eb093c3c4eda822399ff50b850ffa29;hb=1b698c1619dbcf5b3a0608dc894d249945d2bce3;hpb=f7e157cdbcf2d60224c2d6773da9c698174e9aee

diff --git a/pkg/R/EMGrank.R b/pkg/R/EMGrank.R
index 436b289..db40948 100644
--- a/pkg/R/EMGrank.R
+++ b/pkg/R/EMGrank.R
@@ -1,4 +1,4 @@
-#' EMGrank 
+#' EMGrank
 #'
 #' Description de EMGrank
 #'
@@ -23,7 +23,7 @@ EMGrank <- function(Pi, Rho, mini, maxi, X, Y, tau, rank, fast = TRUE)
     # Function in R
     return(.EMGrank_R(Pi, Rho, mini, maxi, X, Y, tau, rank))
   }
-  
+
   # Function in C
   n <- nrow(X)  #nombre d'echantillons
   p <- ncol(X)  #nombre de covariables
@@ -50,12 +50,12 @@ matricize <- function(X)
   p <- dim(X)[2]
   m <- dim(Rho)[2]
   k <- dim(Rho)[3]
-  
+
   # init outputs
   phi <- array(0, dim = c(p, m, k))
   Z <- rep(1, n)
   LLF <- 0
-  
+
   # local variables
   Phi <- array(0, dim = c(p, m, k))
   deltaPhi <- c()
@@ -69,12 +69,12 @@ matricize <- function(X)
     # M step: update for Beta ( and then phi)
     for (r in 1:k)
     {
-      Z_indice <- seq_len(n)[Z == r]  #indices where Z == r
+      Z_indice <- seq_len(n)[Z == r] #indices where Z == r
       if (length(Z_indice) == 0) 
         next
       # U,S,V = SVD of (t(Xr)Xr)^{-1} * t(Xr) * Yr
-      s <- svd(MASS::ginv(crossprod(matricize(X[Z_indice, ]))) %*% crossprod(matricize(X[Z_indice, 
-        ]), matricize(Y[Z_indice, ])))
+      s <- svd(MASS::ginv(crossprod(matricize(X[Z_indice, ])))
+        %*% crossprod(matricize(X[Z_indice, ]), matricize(Y[Z_indice, ])))
       S <- s$d
       # Set m-rank(r) singular values to zero, and recompose best rank(r) approximation
       # of the initial product
@@ -82,7 +82,7 @@ matricize <- function(X)
         S[(rank[r] + 1):length(S)] <- 0
       phi[, , r] <- s$u %*% diag(S) %*% t(s$v) %*% Rho[, , r]
     }
-    
+
     # Step E and computation of the loglikelihood
     sumLogLLF2 <- 0
     for (i in seq_len(n))
@@ -91,8 +91,7 @@ matricize <- function(X)
       maxLogGamIR <- -Inf
       for (r in seq_len(k))
       {
-        dotProduct <- tcrossprod(Y[i, ] %*% Rho[, , r] - X[i, ] %*% phi[, 
-          , r])
+        dotProduct <- tcrossprod(Y[i, ] %*% Rho[, , r] - X[i, ] %*% phi[, , r])
         logGamIR <- log(Pi[r]) + log(det(Rho[, , r])) - 0.5 * dotProduct
         # Z[i] = index of max (gam[i,])
         if (logGamIR > maxLogGamIR)
@@ -104,15 +103,15 @@ matricize <- function(X)
       }
       sumLogLLF2 <- sumLogLLF2 + log(sumLLF1)
     }
-    
+
     LLF <- -1/n * sumLogLLF2
-    
+
     # update distance parameter to check algorithm convergence (delta(phi, Phi))
-    deltaPhi <- c(deltaPhi, max((abs(phi - Phi))/(1 + abs(phi))))  #TODO: explain?
+    deltaPhi <- c(deltaPhi, max((abs(phi - Phi))/(1 + abs(phi)))) #TODO: explain?
     if (length(deltaPhi) > deltaPhiBufferSize) 
       deltaPhi <- deltaPhi[2:length(deltaPhi)]
     sumDeltaPhi <- sum(abs(deltaPhi))
-    
+
     # update other local variables
     Phi <- phi
     ite <- ite + 1