X-Git-Url: https://git.auder.net/?p=valse.git;a=blobdiff_plain;f=pkg%2FR%2FconstructionModelesLassoMLE.R;h=8f93fb8fbf406534cf2964200fc4342ccac59871;hp=4f23bb00f4f945ed76a82d181893fa346f7d17af;hb=96b591b7a76da9780e766ead693eb065281b6d62;hpb=c8baa02224d4ee13889e964b56b9a67280c1816f diff --git a/pkg/R/constructionModelesLassoMLE.R b/pkg/R/constructionModelesLassoMLE.R index 4f23bb0..8f93fb8 100644 --- a/pkg/R/constructionModelesLassoMLE.R +++ b/pkg/R/constructionModelesLassoMLE.R @@ -71,8 +71,8 @@ constructionModelesLassoMLE <- function(phiInit, rhoInit, piInit, gamInit, mini, { delta <- (Y %*% rhoLambda[, , r] - (X[, col.sel] %*% t(phiLambda[col.sel, , r]))) } else delta <- (Y %*% rhoLambda[, , r] - (X[, col.sel] %*% phiLambda[col.sel, , r])) - densite <- densite + piLambda[r] * det(rhoLambda[, , r])/(sqrt(2 * base::pi))^m - * exp(-diag(tcrossprod(delta))/2) + densite <- densite + piLambda[r] * det(rhoLambda[, , r])/(sqrt(2 * base::pi))^m * + exp(-diag(tcrossprod(delta))/2) } llhLambda <- c(sum(log(densite)), (dimension + m + 1) * k - 1) list(phi = phiLambda, rho = rhoLambda, pi = piLambda, llh = llhLambda)