X-Git-Url: https://git.auder.net/?p=valse.git;a=blobdiff_plain;f=pkg%2FR%2FcomputeGridLambda.R;h=4b68bcdb9997ab135cbf1a5e8af12dc0b062c489;hp=b29553505d361f0c0916b666bdcacdf017f49402;hb=ffdf94474d96cdd3e9d304ce809df7e62aa957ed;hpb=20d12623f4f395ba126570b3230fc80214191d8e diff --git a/pkg/R/computeGridLambda.R b/pkg/R/computeGridLambda.R index b295535..4b68bcd 100644 --- a/pkg/R/computeGridLambda.R +++ b/pkg/R/computeGridLambda.R @@ -1,10 +1,10 @@ -#' computeGridLambda +#' 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 +#' @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) @@ -16,21 +16,20 @@ #' @return the grid of regularization parameters #' #' @export -computeGridLambda = function(phiInit, rhoInit, piInit, gamInit, X, Y, - gamma, mini, maxi, tau, fast=TRUE) -{ - 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 (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) ) +computeGridLambda <- function(phiInit, rhoInit, piInit, gamInit, X, Y, gamma, mini, + maxi, tau, fast = TRUE) + { + 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 (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)) }