X-Git-Url: https://git.auder.net/?p=valse.git;a=blobdiff_plain;f=pkg%2FR%2FconstructionModelesLassoRank.R;h=85685e951930044feec2486f99a1ed1e8ae557b8;hp=493783048398c87dad1e6905f1e8fda27e84c056;hb=a3cbbaea1cc3c107e5ca62ed1ffe7b9499de0a91;hpb=7d0865a15f12e42f3df25a8a80d29e6cdf31c805 diff --git a/pkg/R/constructionModelesLassoRank.R b/pkg/R/constructionModelesLassoRank.R index 4937830..85685e9 100644 --- a/pkg/R/constructionModelesLassoRank.R +++ b/pkg/R/constructionModelesLassoRank.R @@ -14,18 +14,18 @@ #' @param ncores Number of cores, by default = 3 #' @param fast TRUE to use compiled C code, FALSE for R code only #' @param verbose TRUE to show some execution traces -#' +#' #' @return a list with several models, defined by phi, rho, pi, llh #' #' @export constructionModelesLassoRank <- function(S, k, mini, maxi, X, Y, eps, rank.min, rank.max, - ncores, fast = TRUE, verbose = FALSE) - { + ncores, fast, verbose) +{ n <- dim(X)[1] p <- dim(X)[2] m <- dim(Y)[2] L <- length(S) - + # Possible interesting ranks deltaRank <- rank.max - rank.min + 1 Size <- deltaRank^k @@ -42,7 +42,7 @@ constructionModelesLassoRank <- function(S, k, mini, maxi, X, Y, eps, rank.min, each = deltaRank^(k - r)), each = L) } RankLambda[, k + 1] <- rep(1:L, times = Size) - + if (ncores > 1) { cl <- parallel::makeCluster(ncores, outfile = "") @@ -50,23 +50,21 @@ constructionModelesLassoRank <- function(S, k, mini, maxi, X, Y, eps, rank.min, "Pi", "Rho", "mini", "maxi", "X", "Y", "eps", "Rank", "m", "phi", "ncores", "verbose")) } - + computeAtLambda <- function(index) { lambdaIndex <- RankLambda[index, k + 1] rankIndex <- RankLambda[index, 1:k] if (ncores > 1) require("valse") #workers start with an empty environment - + # 'relevant' will be the set of relevant columns selected <- S[[lambdaIndex]]$selected relevant <- c() for (j in 1:p) { if (length(selected[[j]]) > 0) - { relevant <- c(relevant, j) - } } if (max(rankIndex) < length(relevant)) { @@ -75,26 +73,23 @@ constructionModelesLassoRank <- function(S, k, mini, maxi, X, Y, eps, rank.min, { res <- EMGrank(S[[lambdaIndex]]$Pi, S[[lambdaIndex]]$Rho, mini, maxi, X[, relevant], Y, eps, rankIndex, fast) - llh <- c(res$LLF, sum(rankIndex * (length(relevant) - rankIndex + - m))) + llh <- c(res$LLF, sum(rankIndex * (length(relevant) - rankIndex + m))) phi[relevant, , ] <- res$phi } list(llh = llh, phi = phi, pi = S[[lambdaIndex]]$Pi, rho = S[[lambdaIndex]]$Rho) - } } - + # For each lambda in the grid we compute the estimators - out <- if (ncores > 1) - { - parLapply(cl, seq_len(length(S) * Size), computeAtLambda) - } else - { - lapply(seq_len(length(S) * Size), computeAtLambda) - } - + out <- + if (ncores > 1) { + parLapply(cl, seq_len(length(S) * Size), computeAtLambda) + } else { + lapply(seq_len(length(S) * Size), computeAtLambda) + } + if (ncores > 1) parallel::stopCluster(cl) - + out }