X-Git-Url: https://git.auder.net/?p=valse.git;a=blobdiff_plain;f=pkg%2FR%2FconstructionModelesLassoMLE.R;h=f86e81600480f08cfa7273d94fc21d916ffab49a;hp=ed08b38c3ae873f528188f32cdb38c88dc0ef1a0;hb=3f62d540d32b70f42b9090087f72426c18cb219e;hpb=51485a7d0aafe7c31c9651fcc2e33ebd2f8a5e82 diff --git a/pkg/R/constructionModelesLassoMLE.R b/pkg/R/constructionModelesLassoMLE.R index ed08b38..f86e816 100644 --- a/pkg/R/constructionModelesLassoMLE.R +++ b/pkg/R/constructionModelesLassoMLE.R @@ -49,7 +49,8 @@ constructionModelesLassoMLE = function(phiInit,rhoInit,piInit,gamInit,mini,maxi, pi = list() llh = list() - for (lambda in 1:L){ + out = lapply( seq_along(selected), function(lambda) + { sel.lambda = selected[[lambda]] col.sel = which(colSums(sel.lambda)!=0) res_EM = EMGLLF(phiInit[col.sel,,],rhoInit,piInit,gamInit,mini,maxi,gamma,0.,X[,col.sel],Y,tau) @@ -78,11 +79,9 @@ constructionModelesLassoMLE = function(phiInit,rhoInit,piInit,gamInit,mini,maxi, det(rhoLambda[,,r])/(sqrt(2*base::pi))^m * exp(-tcrossprod(delta)/2.0) } llhLambda = c( sum(log(densite)), (dimension+m+1)*k-1 ) - rho[[lambda]] = rhoLambda - phi[[lambda]] = phiLambda - pi[[lambda]] = piLambda - llh[[lambda]] = llhLambda + list("phi"= phiLambda, "rho"= rhoLambda, "pi"= piLambda, "llh" = llhLambda) } + ) + return(out) } - return(list("phi"=phi, "rho"=rho, "pi"=pi, "llh" = llh)) }