X-Git-Url: https://git.auder.net/?p=valse.git;a=blobdiff_plain;f=pkg%2FR%2FconstructionModelesLassoMLE.R;h=b25113561866d9bdba00318e09492c7f1cfdc704;hp=e8013a2dbc76cc11cb401f2259a5fa924309865c;hb=0e0fb59a6ea0a975d1a9059153aa27f54458bf95;hpb=08f4604c778da8af7e26b52b1d433a6be82c3139 diff --git a/pkg/R/constructionModelesLassoMLE.R b/pkg/R/constructionModelesLassoMLE.R index e8013a2..b251135 100644 --- a/pkg/R/constructionModelesLassoMLE.R +++ b/pkg/R/constructionModelesLassoMLE.R @@ -8,11 +8,11 @@ #' #' 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) { - cl = parallel::makeCluster(ncores) + cl = parallel::makeCluster(ncores, outfile='') parallel::clusterExport( cl, envir=environment(), varlist=c("phiInit","rhoInit","gamInit","mini","maxi","gamma","X","Y","thresh", "tau","S","ncores","verbose") ) @@ -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) } @@ -69,8 +68,8 @@ constructionModelesLassoMLE = function(phiInit, rhoInit, piInit, gamInit, mini, out = if (ncores > 1) parLapply(cl, 1:length(S), computeAtLambda) - else - lapply(1:length(S), computeAtLambda) + else + lapply(1:length(S), computeAtLambda) if (ncores > 1) parallel::stopCluster(cl)