X-Git-Url: https://git.auder.net/?p=valse.git;a=blobdiff_plain;f=pkg%2FR%2FcomputeGridLambda.R;fp=pkg%2FR%2FcomputeGridLambda.R;h=0000000000000000000000000000000000000000;hp=597d5c8c5d6f5670e98a13e43314a41fe3aaa402;hb=e32621012b1660204434a56acc8cf73eac42f477;hpb=ca277ac5ab51fef149014eb5e4610403fdb3227b diff --git a/pkg/R/computeGridLambda.R b/pkg/R/computeGridLambda.R deleted file mode 100644 index 597d5c8..0000000 --- a/pkg/R/computeGridLambda.R +++ /dev/null @@ -1,36 +0,0 @@ -#' computeGridLambda -#' -#' Construct the data-driven grid for the regularization parameters used for the Lasso estimator -#' -#' @param phiInit value for phi -#' @param rhoInit for rho -#' @param piInit for pi -#' @param gamInit value for gamma -#' @param X matrix of covariates (of size n*p) -#' @param Y matrix of responses (of size n*m) -#' @param gamma power of weights in the penalty -#' @param mini minimum number of iterations in EM algorithm -#' @param maxi maximum number of iterations in EM algorithm -#' @param tau threshold to stop EM algorithm -#' -#' @return the grid of regularization parameters -#' -#' @export -computeGridLambda <- function(phiInit, rhoInit, piInit, gamInit, X, Y, gamma, mini, - maxi, tau, fast) -{ - n <- nrow(X) - p <- dim(phiInit)[1] - m <- dim(phiInit)[2] - k <- dim(phiInit)[3] - - list_EMG <- EMGLLF(phiInit, rhoInit, piInit, gamInit, mini, maxi, gamma, lambda = 0, - X, Y, tau, fast) - grid <- array(0, dim = c(p, m, k)) - for (j in 1:p) - { - for (mm in 1:m) - grid[j, mm, ] <- abs(list_EMG$S[j, mm, ])/(n * list_EMG$pi^gamma) - } - sort(unique(grid)) -}