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=cf762ec8d30981a731177e2abbfd11a770b989ef;hb=e32621012b1660204434a56acc8cf73eac42f477;hpb=ea5860f1b4fc91f06e371a0b26915198474a849d diff --git a/pkg/R/computeGridLambda.R b/pkg/R/computeGridLambda.R deleted file mode 100644 index cf762ec..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\tvalue for rho -#' @param piInit\tvalue 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 <- ncol(X) - m <- ncol(Y) - k <- length(piInit) - - 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 (i in 1:p) - { - for (j in 1:m) - grid[i, j, ] <- abs(list_EMG$S[i, j, ])/(n * list_EMG$pi^gamma) - } - sort(unique(grid)) -}