X-Git-Url: https://git.auder.net/?p=valse.git;a=blobdiff_plain;f=pkg%2FR%2FconstructionModelesLassoMLE.R;h=90d0a2a718a33aba974fabfe1eaf1d29d6789899;hp=4f23bb00f4f945ed76a82d181893fa346f7d17af;hb=a3cbbaea1cc3c107e5ca62ed1ffe7b9499de0a91;hpb=1b698c1619dbcf5b3a0608dc894d249945d2bce3 diff --git a/pkg/R/constructionModelesLassoMLE.R b/pkg/R/constructionModelesLassoMLE.R index 4f23bb0..90d0a2a 100644 --- a/pkg/R/constructionModelesLassoMLE.R +++ b/pkg/R/constructionModelesLassoMLE.R @@ -21,7 +21,7 @@ #' #' @export constructionModelesLassoMLE <- function(phiInit, rhoInit, piInit, gamInit, mini, - maxi, gamma, X, Y, eps, S, ncores = 3, fast = TRUE, verbose = FALSE) + maxi, gamma, X, Y, eps, S, ncores = 3, fast, verbose) { if (ncores > 1) { @@ -51,8 +51,8 @@ constructionModelesLassoMLE <- function(phiInit, rhoInit, piInit, gamInit, mini, return(NULL) # lambda == 0 because we compute the EMV: no penalization here - res <- EMGLLF(phiInit[col.sel, , ], rhoInit, piInit, gamInit, mini, maxi, - gamma, 0, X[, col.sel], Y, eps, fast) + res <- EMGLLF(array(phiInit[col.sel, , ],dim=c(length(col.sel),m,k)), rhoInit, + piInit, gamInit, mini, maxi, gamma, 0, as.matrix(X[, col.sel]), Y, eps, fast) # Eval dimension from the result + selected phiLambda2 <- res$phi @@ -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)