X-Git-Url: https://git.auder.net/?p=valse.git;a=blobdiff_plain;f=pkg%2FR%2Fmain.R;h=13df89fddad635010a1ab0128fd7c23e54df5efe;hp=8649342b8d727ce79bdd00fe94c3753c6412485a;hb=fb3557f39487d9631ffde30f20b70938d2a6ab0c;hpb=f32535f2bc8d50470aa87204bbd7971805dbc9ef diff --git a/pkg/R/main.R b/pkg/R/main.R index 8649342..13df89f 100644 --- a/pkg/R/main.R +++ b/pkg/R/main.R @@ -1,4 +1,4 @@ -#' valse +#' runValse #' #' Main function #' @@ -21,13 +21,27 @@ #' @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 +#' @param plot TRUE to plot the selected models after run #' -#' @return a list with estimators of parameters +#' @return +#' The selected model if enough data are available to estimate it, +#' or a list of models otherwise. #' #' @examples -#' #TODO: a few examples +#' n = 50; m = 10; p = 5 +#' beta = array(0, dim=c(p,m,2)) +#' beta[,,1] = 1 +#' beta[,,2] = 2 +#' data = generateXY(n, c(0.4,0.6), rep(0,p), beta, diag(0.5, p), diag(0.5, m)) +#' X = data$X +#' Y = data$Y +#' res = runValse(X, Y) +#' X <- matrix(runif(100), nrow=50) +#' Y <- matrix(runif(100), nrow=50) +#' res = runValse(X, Y) +#' #' @export -valse <- function(X, Y, procedure = "LassoMLE", selecMod = "DDSE", gamma = 1, mini = 10, +runValse <- 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, grid_lambda = numeric(0), size_coll_mod = 10, fast = TRUE, verbose = FALSE, plot = TRUE) @@ -123,30 +137,31 @@ valse <- function(X, Y, procedure = "LassoMLE", selecMod = "DDSE", gamma = 1, mi complexity = sumPen, contrast = -LLH) })) tableauRecap <- tableauRecap[which(tableauRecap[, 4] != Inf), ] - - if (verbose == TRUE) + if (verbose) print(tableauRecap) - modSel <- capushe::capushe(tableauRecap, n) - indModSel <- if (selecMod == "DDSE") - { - as.numeric(modSel@DDSE@model) - } else if (selecMod == "Djump") - { - as.numeric(modSel@Djump@model) - } else if (selecMod == "BIC") - { - modSel@BIC_capushe$model - } else if (selecMod == "AIC") - { - modSel@AIC_capushe$model - } - listMod <- as.integer(unlist(strsplit(as.character(indModSel), "[.]"))) - modelSel <- models_list[[listMod[1]]][[listMod[2]]] - modelSel$tableau <- tableauRecap - - if (plot) - print(plot_valse(X, Y, modelSel, n)) + if (nrow(tableauRecap) > 10) { + modSel <- capushe::capushe(tableauRecap, n) + indModSel <- if (selecMod == "DDSE") + { + as.numeric(modSel@DDSE@model) + } else if (selecMod == "Djump") + { + as.numeric(modSel@Djump@model) + } else if (selecMod == "BIC") + { + modSel@BIC_capushe$model + } else if (selecMod == "AIC") + { + modSel@AIC_capushe$model + } + listMod <- as.integer(unlist(strsplit(as.character(indModSel), "[.]"))) + modelSel <- models_list[[listMod[1]]][[listMod[2]]] + modelSel$models <- tableauRecap - return(modelSel) + if (plot) + print(plot_valse(X, Y, modelSel)) + return(modelSel) + } + tableauRecap }