X-Git-Url: https://git.auder.net/?p=valse.git;a=blobdiff_plain;f=pkg%2FR%2FconstructionModelesLassoMLE.R;h=b86498559d532c0fd6385781441d1c5db90bf944;hp=227dfdcfeb7c0a331b4c277eb4562435769f4931;hb=fb6e49cb85308c3f99cc98fe955aa7c36839c819;hpb=9fadef2bff80d4b0371962dea4b6de24086f230b diff --git a/pkg/R/constructionModelesLassoMLE.R b/pkg/R/constructionModelesLassoMLE.R index 227dfdc..b864985 100644 --- a/pkg/R/constructionModelesLassoMLE.R +++ b/pkg/R/constructionModelesLassoMLE.R @@ -31,11 +31,9 @@ constructionModelesLassoMLE = function(phiInit, rhoInit, piInit, gamInit, mini, p = dim(phiInit)[1] m = dim(phiInit)[2] k = dim(phiInit)[3] - sel.lambda = S[[lambda]]$selected # col.sel = which(colSums(sel.lambda)!=0) #if boolean matrix col.sel <- which( sapply(sel.lambda,length) > 0 ) #if list of selected vars - if (length(col.sel) == 0) return (NULL) @@ -49,14 +47,16 @@ constructionModelesLassoMLE = function(phiInit, rhoInit, piInit, gamInit, mini, piLambda = res$pi phiLambda = array(0, dim = c(p,m,k)) for (j in seq_along(col.sel)) - phiLambda[col.sel[j],,] = phiLambda2[j,,] + phiLambda[col.sel[j],sel.lambda[[j]],] = phiLambda2[j,sel.lambda[[j]],] dimension = length(unlist(sel.lambda)) # Computation of the loglikelihood densite = vector("double",n) for (r in 1:k) { - delta = (Y%*%rhoLambda[,,r] - (X[, col.sel]%*%phiLambda[col.sel,,r])) + if (length(col.sel)==1){ + 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))/2.0) }