X-Git-Url: https://git.auder.net/?p=valse.git;a=blobdiff_plain;f=pkg%2FR%2Fmain.R;h=0a3487b0cb430097425ddeb9f563df8dfc9febd0;hp=af0506112f31e45fad18b56439c7fd75d419951b;hb=9cb34faffaa6fcb78eb8ae3bdb70fb5147d73466;hpb=ca277ac5ab51fef149014eb5e4610403fdb3227b diff --git a/pkg/R/main.R b/pkg/R/main.R index af05061..0a3487b 100644 --- a/pkg/R/main.R +++ b/pkg/R/main.R @@ -17,8 +17,7 @@ #' @param ncores_outer Number of cores for the outer loop on k #' @param ncores_inner Number of cores for the inner loop on lambda #' @param thresh real, threshold to say a variable is relevant, by default = 1e-8 -#' @param compute_grid_lambda, TRUE to compute the grid, FALSE if known (in arguments) -#' @param grid_lambda, a vector with regularization parameters if known, by default 0 +#' @param grid_lambda, a vector with regularization parameters if known, by default numeric(0) #' @param size_coll_mod (Maximum) size of a collection of models #' @param fast TRUE to use compiled C code, FALSE for R code only #' @param verbose TRUE to show some execution traces @@ -30,12 +29,12 @@ #' @export valse <- function(X, Y, procedure = "LassoMLE", selecMod = "DDSE", gamma = 1, mini = 10, maxi = 50, eps = 1e-04, kmin = 2, kmax = 3, rank.min = 1, rank.max = 5, ncores_outer = 1, - ncores_inner = 1, thresh = 1e-08, compute_grid_lambda = TRUE, grid_lambda = 0, size_coll_mod = 10, fast = TRUE, verbose = FALSE, - plot = TRUE) + ncores_inner = 1, thresh = 1e-08, grid_lambda = numeric(0), size_coll_mod = 10, + fast = TRUE, verbose = FALSE, plot = TRUE) { - p <- dim(X)[2] - m <- dim(Y)[2] - n <- dim(X)[1] + n <- nrow(X) + p <- ncol(X) + m <- ncol(Y) if (verbose) print("main loop: over all k and all lambda") @@ -60,7 +59,7 @@ valse <- function(X, Y, procedure = "LassoMLE", selecMod = "DDSE", gamma = 1, mi # component, doing this 20 times, and keeping the values maximizing the # likelihood after 10 iterations of the EM algorithm. P <- initSmallEM(k, X, Y, fast) - if (compute_grid_lambda == TRUE) + if (length(grid_lambda) == 0) { grid_lambda <- computeGridLambda(P$phiInit, P$rhoInit, P$piInit, P$gamInit, X, Y, gamma, mini, maxi, eps, fast) @@ -125,9 +124,7 @@ valse <- function(X, Y, procedure = "LassoMLE", selecMod = "DDSE", gamma = 1, mi })) tableauRecap <- tableauRecap[which(tableauRecap[, 4] != Inf), ] if (verbose == TRUE) - { print(tableauRecap) - } modSel <- capushe::capushe(tableauRecap, n) indModSel <- if (selecMod == "DDSE") as.numeric(modSel@DDSE@model) else if (selecMod == "Djump") @@ -146,7 +143,7 @@ valse <- function(X, Y, procedure = "LassoMLE", selecMod = "DDSE", gamma = 1, mi for (r in 1:length(modelSel$pi)) { sqNorm2 <- sum((Y[i, ] %*% modelSel$rho[, , r] - X[i, ] %*% modelSel$phi[, , r])^2) - Gam[i, r] <- modelSel$pi[r] * exp(-0.5 * sqNorm2) * det(modelSel$rho[, , r]) + Gam[i, r] <- modelSel$pi[r] * exp(-0.5 * sqNorm2) * gdet(modelSel$rho[, , r]) } } Gam <- Gam/rowSums(Gam)