X-Git-Url: https://git.auder.net/?p=valse.git;a=blobdiff_plain;f=pkg%2FR%2FcomputeGridLambda.R;h=597d5c8c5d6f5670e98a13e43314a41fe3aaa402;hp=b29553505d361f0c0916b666bdcacdf017f49402;hb=e32621012b1660204434a56acc8cf73eac42f477;hpb=0930b5d395ef0a48d1f97f88ee533c13d0962759 diff --git a/pkg/R/computeGridLambda.R b/pkg/R/computeGridLambda.R deleted file mode 100644 index b295535..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 value for rho -#' @param piInit value 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=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) ) -}