X-Git-Url: https://git.auder.net/?p=valse.git;a=blobdiff_plain;f=pkg%2FR%2Fmain.R;h=2afcdf7d86662898cc444872a3a5e7f2343a8279;hp=aaf5fc7c8cc4c8250d54a9f748b8db64dd7ab72c;hb=HEAD;hpb=75b9671477c9093254baedb8e068e70c9b176386 diff --git a/pkg/R/main.R b/pkg/R/main.R index aaf5fc7..2afcdf7 100644 --- a/pkg/R/main.R +++ b/pkg/R/main.R @@ -24,9 +24,8 @@ #' @param plot TRUE to plot the selected models after run #' #' @return -#' The selected model (except if 'DDSE' or 'DJump' is used to select a model and the collection of models -#' has less than 11 models, the function returns the collection as it can not select one - in that case, -#' it is adviced to use 'AIC' or 'BIC' to select a model) +#' The selected model (except if the collection of models +#' has less than 11 models, the function returns the collection as it can not select one using Capushe) #' #' @examples #' n = 50; m = 10; p = 5 @@ -36,10 +35,10 @@ #' 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) +#' res = runValse(X, Y, kmax = 5, plot=FALSE) #' X <- matrix(runif(100), nrow=50) #' Y <- matrix(runif(100), nrow=50) -#' res = runValse(X, Y) +#' res = runValse(X, Y, plot=FALSE) #' #' @export runValse <- function(X, Y, procedure = "LassoMLE", selecMod = "DDSE", gamma = 1, mini = 10, @@ -51,8 +50,7 @@ runValse <- function(X, Y, procedure = "LassoMLE", selecMod = "DDSE", gamma = 1, p <- ncol(X) m <- ncol(Y) - if (verbose) - print("main loop: over all k and all lambda") + if (verbose) print("main loop: over all k and all lambda") if (ncores_outer > 1) { cl <- parallel::makeCluster(ncores_outer, outfile = "") @@ -63,8 +61,7 @@ runValse <- function(X, Y, procedure = "LassoMLE", selecMod = "DDSE", gamma = 1, } # Compute models with k components - computeModels <- function(k) - { + computeModels <- function(k) { if (ncores_outer > 1) require("valse") #nodes start with an empty environment @@ -74,8 +71,7 @@ runValse <- function(X, Y, procedure = "LassoMLE", selecMod = "DDSE", gamma = 1, # 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 (length(grid_lambda) == 0) - { + if (length(grid_lambda) == 0) { grid_lambda <- computeGridLambda(P$phiInit, P$rhoInit, P$piInit, P$gamInit, X, Y, gamma, mini, maxi, eps, fast) } @@ -112,56 +108,45 @@ runValse <- function(X, Y, procedure = "LassoMLE", selecMod = "DDSE", gamma = 1, # List (index k) of lists (index lambda) of models models_list <- if (ncores_outer > 1) { - parLapply(cl, kmin:kmax, computeModels) + parallel::parLapply(cl, kmin:kmax, computeModels) } else { lapply(kmin:kmax, computeModels) } - if (ncores_outer > 1) - parallel::stopCluster(cl) + if (ncores_outer > 1) parallel::stopCluster(cl) - if (!requireNamespace("capushe", quietly = TRUE)) - { + if (!requireNamespace("capushe", quietly = TRUE)) { warning("'capushe' not available: returning all models") return(models_list) } # Get summary 'tableauRecap' from models - tableauRecap <- do.call(rbind, lapply(seq_along(models_list), function(i) - { + tableauRecap <- do.call(rbind, lapply(seq_along(models_list), function(i) { models <- models_list[[i]] # For a collection of models (same k, several lambda): LLH <- sapply(models, function(model) model$llh[1]) k <- length(models[[1]]$pi) - sumPen <- sapply(models, function(model) k * (dim(model$rho)[1] + sum(model$phi[, - , 1] != 0) + 1) - 1) - data.frame(model = paste(i, ".", seq_along(models), sep = ""), pen = sumPen/n, - complexity = sumPen, contrast = -LLH) + sumPen <- sapply(models, function(model) k * (dim(model$rho)[1] + sum(model$phi[,,1] != 0) + 1) - 1) + data.frame(model = paste(i, ".", seq_along(models), sep = ""), pen = sumPen/n, complexity = sumPen, contrast = -LLH) })) tableauRecap <- tableauRecap[which(tableauRecap[, 4] != Inf), ] - if (verbose) - print(tableauRecap) + if (verbose) print(tableauRecap) if (nrow(tableauRecap) > 10) { modSel <- capushe::capushe(tableauRecap, n) - indModSel <- if (selecMod == "DDSE") - { + indModSel <- if (selecMod == "DDSE") { as.numeric(modSel@DDSE@model) - } else if (selecMod == "Djump") - { + } else if (selecMod == "Djump") { as.numeric(modSel@Djump@model) - } else if (selecMod == "BIC") - { + } else if (selecMod == "BIC") { modSel@BIC_capushe$model - } else if (selecMod == "AIC") - { + } else if (selecMod == "AIC") { modSel@AIC_capushe$model } listMod <- as.integer(unlist(strsplit(as.character(indModSel), "[.]"))) modelSel <- models_list[[listMod[1]]][[listMod[2]]] modelSel$models <- tableauRecap - if (plot) - print(plot_valse(X, Y, modelSel)) + if (plot) plot_valse(X, Y, modelSel) return(modelSel) } tableauRecap