X-Git-Url: https://git.auder.net/?p=valse.git;a=blobdiff_plain;f=pkg%2FR%2FcomputeGridLambda.R;h=3dae84cd8fad066f890026c9dc2492a9c75157ef;hp=597d5c8c5d6f5670e98a13e43314a41fe3aaa402;hb=fb3557f39487d9631ffde30f20b70938d2a6ab0c;hpb=ca277ac5ab51fef149014eb5e4610403fdb3227b diff --git a/pkg/R/computeGridLambda.R b/pkg/R/computeGridLambda.R index 597d5c8..3dae84c 100644 --- a/pkg/R/computeGridLambda.R +++ b/pkg/R/computeGridLambda.R @@ -1,4 +1,4 @@ -#' computeGridLambda +#' computeGridLambda #' #' Construct the data-driven grid for the regularization parameters used for the Lasso estimator #' @@ -11,21 +11,23 @@ #' @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 eps threshold to stop EM algorithm +#' @param fast boolean to enable or not the C function call #' #' @return the grid of regularization parameters #' #' @export -computeGridLambda <- function(phiInit, rhoInit, piInit, gamInit, X, Y, gamma, mini, - maxi, tau, fast) +computeGridLambda <- function(phiInit, rhoInit, piInit, gamInit, X, Y, gamma, mini, + maxi, eps, fast) { n <- nrow(X) - p <- dim(phiInit)[1] - m <- dim(phiInit)[2] - k <- dim(phiInit)[3] + p <- ncol(X) + m <- ncol(Y) + k <- length(piInit) + + list_EMG <- EMGLLF(phiInit, rhoInit, piInit, gamInit, mini, maxi, gamma, lambda = 0, + X, Y, eps, fast) - 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) {