X-Git-Url: https://git.auder.net/?p=valse.git;a=blobdiff_plain;f=pkg%2FR%2FcomputeGridLambda.R;h=f4073d0881742f6c94af92d83854df4fef1a2ab5;hp=ac0788a138dd4c28f61dcbf5de3b68da619c0f35;hb=6af1d4897dbab92a7be05068e0e15823378965d9;hpb=3453829ed3723a2b18ac478a6b4ef5d087a9d68d diff --git a/pkg/R/computeGridLambda.R b/pkg/R/computeGridLambda.R index ac0788a..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 #' @@ -12,11 +12,13 @@ #' @param mini minimum number of iterations in EM algorithm #' @param maxi maximum number of iterations in 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, +computeGridLambda <- function(phiInit, rhoInit, piInit, gamInit, X, Y, gamma, mini, maxi, eps, fast) { n <- nrow(X) @@ -24,7 +26,7 @@ computeGridLambda <- function(phiInit, rhoInit, piInit, gamInit, X, Y, gamma, mi m <- ncol(Y) k <- length(piInit) - list_EMG <- EMGLLF(phiInit, rhoInit, piInit, gamInit, mini, maxi, gamma, lambda = 0, + list_EMG <- EMGLLF(phiInit, rhoInit, piInit, gamInit, mini, maxi, gamma, lambda = 0, X, Y, eps, fast) grid <- array(0, dim = c(p, m, k))