X-Git-Url: https://git.auder.net/?p=valse.git;a=blobdiff_plain;f=pkg%2FR%2FcomputeGridLambda.R;fp=pkg%2FR%2FgridLambda.R;h=f89b2a3f6df6234e5f6fb29aadc9de37af493a00;hp=35c412a8282068722fde6255cd4180a4b4ddfc24;hb=086ca318ed5580e961ceda3f1e122a2da58e4427;hpb=4e8267487c83c27273305b1379e44bc7abebf4b5 diff --git a/pkg/R/gridLambda.R b/pkg/R/computeGridLambda.R similarity index 63% rename from pkg/R/gridLambda.R rename to pkg/R/computeGridLambda.R index 35c412a..f89b2a3 100644 --- a/pkg/R/gridLambda.R +++ b/pkg/R/computeGridLambda.R @@ -1,4 +1,7 @@ +#' computeGridLambda +#' #' Construct the data-driven grid for the regularization parameters used for the Lasso estimator +#' #' @param phiInit value for phi #' @param rhoInit value for rho #' @param piInit value for pi @@ -6,20 +9,20 @@ #' @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 +#' @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 -#----------------------------------------------------------------------- -gridLambda = function(phiInit, rhoInit, piInit, gamInit, X, Y, gamma, mini, maxi, tau) +computeGridLambda = function(phiInit, rhoInit, piInit, gamInit, X, Y, gamma, mini, maxi, tau) { n = nrow(X) p = dim(phiInit)[1] m = dim(phiInit)[2] k = dim(phiInit)[3] - #list_EMG = .Call("EMGLLF_core",phiInit,rhoInit,piInit,gamInit,mini,maxi,1,0,X,Y,tau) list_EMG = EMGLLF(phiInit,rhoInit,piInit,gamInit,mini,maxi,1,0,X,Y,tau) grid = array(0, dim=c(p,m,k)) for (i in 1:p) @@ -29,6 +32,5 @@ gridLambda = function(phiInit, rhoInit, piInit, gamInit, X, Y, gamma, mini, maxi } grid = unique(grid) grid = grid[grid <=1] - - return(grid) + grid }