X-Git-Url: https://git.auder.net/?p=valse.git;a=blobdiff_plain;f=pkg%2FR%2FcomputeGridLambda.R;h=ac0788a138dd4c28f61dcbf5de3b68da619c0f35;hp=cf762ec8d30981a731177e2abbfd11a770b989ef;hb=6279ba8656582370e7242ff9e77d22c23fe8ca04;hpb=ea5860f1b4fc91f06e371a0b26915198474a849d diff --git a/pkg/R/computeGridLambda.R b/pkg/R/computeGridLambda.R index cf762ec..ac0788a 100644 --- a/pkg/R/computeGridLambda.R +++ b/pkg/R/computeGridLambda.R @@ -3,21 +3,21 @@ #' 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 rhoInit for rho +#' @param piInit 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 +#' @param eps 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) + maxi, eps, fast) { n <- nrow(X) p <- ncol(X) @@ -25,12 +25,13 @@ computeGridLambda <- function(phiInit, rhoInit, piInit, gamInit, X, Y, gamma, mi k <- length(piInit) list_EMG <- EMGLLF(phiInit, rhoInit, piInit, gamInit, mini, maxi, gamma, lambda = 0, - X, Y, tau, fast) + X, Y, eps, fast) + grid <- array(0, dim = c(p, m, k)) - for (i in 1:p) + for (j in 1:p) { - for (j in 1:m) - grid[i, j, ] <- abs(list_EMG$S[i, j, ])/(n * list_EMG$pi^gamma) + for (mm in 1:m) + grid[j, mm, ] <- abs(list_EMG$S[j, mm, ])/(n * list_EMG$pi^gamma) } sort(unique(grid)) }