X-Git-Url: https://git.auder.net/?p=valse.git;a=blobdiff_plain;f=pkg%2FR%2FinitSmallEM.R;h=44b4b06afa909893bf44a91f8c699af4cbb9aa99;hp=bd5ce1779303f3d17bf727b30048d5768b7a12a6;hb=e32621012b1660204434a56acc8cf73eac42f477;hpb=4d9db27f0d1749e5577038dedbc5f4d0826f2772 diff --git a/pkg/R/initSmallEM.R b/pkg/R/initSmallEM.R deleted file mode 100644 index bd5ce17..0000000 --- a/pkg/R/initSmallEM.R +++ /dev/null @@ -1,77 +0,0 @@ -#' initialization of the EM algorithm -#' -#' @param k number of components -#' @param X matrix of covariates (of size n*p) -#' @param Y matrix of responses (of size n*m) -#' -#' @return a list with phiInit, rhoInit, piInit, gamInit -#' @export -#' @importFrom methods new -#' @importFrom stats cutree dist hclust runif -initSmallEM = function(k,X,Y, fast=TRUE) -{ - n = nrow(Y) - m = ncol(Y) - p = ncol(X) - nIte = 20 - Zinit1 = array(0, dim=c(n,nIte)) - betaInit1 = array(0, dim=c(p,m,k,nIte)) - sigmaInit1 = array(0, dim = c(m,m,k,nIte)) - phiInit1 = array(0, dim = c(p,m,k,nIte)) - rhoInit1 = array(0, dim = c(m,m,k,nIte)) - Gam = matrix(0, n, k) - piInit1 = matrix(0,nIte,k) - gamInit1 = array(0, dim=c(n,k,nIte)) - LLFinit1 = list() - - #require(MASS) #Moore-Penrose generalized inverse of matrix - for(repet in 1:nIte) - { - distance_clus = dist(cbind(X,Y)) - tree_hier = hclust(distance_clus) - Zinit1[,repet] = cutree(tree_hier, k) - - for(r in 1:k) - { - Z = Zinit1[,repet] - Z_indice = seq_len(n)[Z == r] #renvoit les indices où Z==r - if (length(Z_indice) == 1) { - betaInit1[,,r,repet] = MASS::ginv(crossprod(t(X[Z_indice,]))) %*% - crossprod(t(X[Z_indice,]), Y[Z_indice,]) - } else { - betaInit1[,,r,repet] = MASS::ginv(crossprod(X[Z_indice,])) %*% - crossprod(X[Z_indice,], Y[Z_indice,]) - } - sigmaInit1[,,r,repet] = diag(m) - phiInit1[,,r,repet] = betaInit1[,,r,repet] #/ sigmaInit1[,,r,repet] - rhoInit1[,,r,repet] = solve(sigmaInit1[,,r,repet]) - piInit1[repet,r] = mean(Z == r) - } - - for(i in 1:n) - { - for(r in 1:k) - { - dotProduct = tcrossprod(Y[i,]%*%rhoInit1[,,r,repet]-X[i,]%*%phiInit1[,,r,repet]) - Gam[i,r] = piInit1[repet,r]*det(rhoInit1[,,r,repet])*exp(-0.5*dotProduct) - } - sumGamI = sum(Gam[i,]) - gamInit1[i,,repet]= Gam[i,] / sumGamI - } - - miniInit = 10 - maxiInit = 11 - - init_EMG = EMGLLF(phiInit1[,,,repet], rhoInit1[,,,repet], piInit1[repet,], - gamInit1[,,repet], miniInit, maxiInit, gamma=1, lambda=0, X, Y, eps=1e-4, fast) - LLFEessai = init_EMG$LLF - LLFinit1[repet] = LLFEessai[length(LLFEessai)] - } - b = which.min(LLFinit1) - phiInit = phiInit1[,,,b] - rhoInit = rhoInit1[,,,b] - piInit = piInit1[b,] - gamInit = gamInit1[,,b] - - return (list(phiInit=phiInit, rhoInit=rhoInit, piInit=piInit, gamInit=gamInit)) -}