X-Git-Url: https://git.auder.net/?p=valse.git;a=blobdiff_plain;f=pkg%2FR%2FselectVariables.R;fp=pkg%2FR%2FselectVariables.R;h=0000000000000000000000000000000000000000;hp=cdc0ec00f672d534d65c8a9b5dfb951b79a5e468;hb=e32621012b1660204434a56acc8cf73eac42f477;hpb=ca277ac5ab51fef149014eb5e4610403fdb3227b diff --git a/pkg/R/selectVariables.R b/pkg/R/selectVariables.R deleted file mode 100644 index cdc0ec0..0000000 --- a/pkg/R/selectVariables.R +++ /dev/null @@ -1,74 +0,0 @@ -#' selectVariables -#' -#' It is a function which construct, for a given lambda, the sets of relevant variables. -#' -#' @param phiInit an initial estimator for phi (size: p*m*k) -#' @param rhoInit an initial estimator for rho (size: m*m*k) -#' @param piInit an initial estimator for pi (size : k) -#' @param gamInit an initial estimator for gamma -#' @param mini minimum number of iterations in EM algorithm -#' @param maxi maximum number of iterations in EM algorithm -#' @param gamma power in the penalty -#' @param glambda grid of regularization parameters -#' @param X matrix of regressors -#' @param Y matrix of responses -#' @param thresh real, threshold to say a variable is relevant, by default = 1e-8 -#' @param eps threshold to say that EM algorithm has converged -#' @param ncores Number or cores for parallel execution (1 to disable) -#' -#' @return a list of outputs, for each lambda in grid: selected,Rho,Pi -#' -#' @examples TODO -#' -#' @export -#' -selectVariables <- function(phiInit, rhoInit, piInit, gamInit, mini, maxi, gamma, - glambda, X, Y, thresh = 1e-08, eps, ncores = 3, fast) -{ - if (ncores > 1) { - cl <- parallel::makeCluster(ncores, outfile = "") - parallel::clusterExport(cl = cl, varlist = c("phiInit", "rhoInit", "gamInit", - "mini", "maxi", "glambda", "X", "Y", "thresh", "eps"), envir = environment()) - } - - # Computation for a fixed lambda - computeCoefs <- function(lambda) - { - params <- EMGLLF(phiInit, rhoInit, piInit, gamInit, mini, maxi, gamma, lambda, - X, Y, eps, fast) - - p <- dim(phiInit)[1] - m <- dim(phiInit)[2] - - # selectedVariables: list where element j contains vector of selected variables - # in [1,m] - selectedVariables <- lapply(1:p, function(j) { - # from boolean matrix mxk of selected variables obtain the corresponding boolean - # m-vector, and finally return the corresponding indices - seq_len(m)[apply(abs(params$phi[j, , ]) > thresh, 1, any)] - }) - - list(selected = selectedVariables, Rho = params$rho, Pi = params$pi) - } - - # For each lambda in the grid, we compute the coefficients - out <- - if (ncores > 1) { - parLapply(cl, glambda, computeCoefs) - } else { - lapply(glambda, computeCoefs) - } - if (ncores > 1) - parallel::stopCluster(cl) - # Suppress models which are computed twice En fait, ca ca fait la comparaison de - # tous les parametres On veut juste supprimer ceux qui ont les memes variables - # sélectionnées - # sha1_array <- lapply(out, digest::sha1) out[ duplicated(sha1_array) ] - selec <- lapply(out, function(model) model$selected) - ind_dup <- duplicated(selec) - ind_uniq <- which(!ind_dup) - out2 <- list() - for (l in 1:length(ind_uniq)) - out2[[l]] <- out[[ind_uniq[l]]] - out2 -}