X-Git-Url: https://git.auder.net/?p=valse.git;a=blobdiff_plain;f=pkg%2FR%2FconstructionModelesLassoMLE.R;h=b25113561866d9bdba00318e09492c7f1cfdc704;hp=06d552d1e87890f5b8d916bea8bdee28b95f2a75;hb=0e0fb59a6ea0a975d1a9059153aa27f54458bf95;hpb=b9b0b72a2c8f7f0d1a3216528aefcec0a92c6c99 diff --git a/pkg/R/constructionModelesLassoMLE.R b/pkg/R/constructionModelesLassoMLE.R index 06d552d..b251135 100644 --- a/pkg/R/constructionModelesLassoMLE.R +++ b/pkg/R/constructionModelesLassoMLE.R @@ -8,7 +8,7 @@ #' #' export constructionModelesLassoMLE = function(phiInit, rhoInit, piInit, gamInit, mini, maxi, - gamma, X, Y, thresh, tau, S, ncores=3, artefact = 1e3, verbose=FALSE) + gamma, X, Y, thresh, tau, S, ncores=3, artefact = 1e3, fast=TRUE, verbose=FALSE) { if (ncores > 1) { @@ -41,7 +41,7 @@ constructionModelesLassoMLE = function(phiInit, rhoInit, piInit, gamInit, mini, # 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,tau) + X[,col.sel], Y, tau, fast) # Eval dimension from the result + selected phiLambda2 = res$phi @@ -57,7 +57,6 @@ constructionModelesLassoMLE = function(phiInit, rhoInit, piInit, gamInit, mini, for (r in 1:k) { delta = (Y%*%rhoLambda[,,r] - (X[, col.sel]%*%phiLambda[col.sel,,r]))/artefact - print(max(delta)) densite = densite + piLambda[r] * det(rhoLambda[,,r])/(sqrt(2*base::pi))^m * exp(-tcrossprod(delta)/2.0) }