X-Git-Url: https://git.auder.net/?p=valse.git;a=blobdiff_plain;f=pkg%2FR%2FcomputeGridLambda.R;h=f4073d0881742f6c94af92d83854df4fef1a2ab5;hp=8449d1074a75a32b310f6e11147f08d2c9e0324e;hb=6af1d4897dbab92a7be05068e0e15823378965d9;hpb=228ee602a972fcac6177db0d539bf9d0c5fa477f diff --git a/pkg/R/computeGridLambda.R b/pkg/R/computeGridLambda.R index 8449d10..f4073d0 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 +11,24 @@ #' @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 +#' @return the grid of regularization parameters for the Lasso estimator. The output is a vector with nonnegative values that are relevant +#' to be considered as regularization parameter as they are equivalent to a 0 in the regression parameter. #' #' @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 <- ncol(X) m <- ncol(Y) k <- length(piInit) - list_EMG <- EMGLLF(phiInit, rhoInit, piInit, gamInit, mini, maxi, gamma, lambda = 0, - X, Y, tau, fast) + list_EMG <- EMGLLF(phiInit, rhoInit, piInit, gamInit, mini, maxi, gamma, lambda = 0, + X, Y, eps, fast) + grid <- array(0, dim = c(p, m, k)) for (j in 1:p) {