X-Git-Url: https://git.auder.net/?p=valse.git;a=blobdiff_plain;f=pkg%2FR%2FselectVariables.R;h=65fbde546b2c298cd4fccca285a91a8655534cfe;hp=b23eac21b36a4de70ff592e367f2ccb302e8ded5;hb=fb6e49cb85308c3f99cc98fe955aa7c36839c819;hpb=9fadef2bff80d4b0371962dea4b6de24086f230b diff --git a/pkg/R/selectVariables.R b/pkg/R/selectVariables.R index b23eac2..65fbde5 100644 --- a/pkg/R/selectVariables.R +++ b/pkg/R/selectVariables.R @@ -23,46 +23,53 @@ #' @export #' selectVariables = function(phiInit,rhoInit,piInit,gamInit,mini,maxi,gamma,glambda, - X,Y,thresh,tau, ncores=3, fast=TRUE) + X,Y,thresh,tau, ncores=3, fast=TRUE) { - if (ncores > 1) - { - cl = parallel::makeCluster(ncores, outfile='') - parallel::clusterExport(cl=cl, - varlist=c("phiInit","rhoInit","gamInit","mini","maxi","glambda","X","Y","thresh","tau"), - envir=environment()) - } - - # Calcul pour un lambda - computeCoefs <- function(lambda) - { - params = EMGLLF(phiInit,rhoInit,piInit,gamInit,mini,maxi,gamma,lambda,X,Y,tau,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$pi) - } - - # Pour chaque lambda de la grille, on calcule les coefficients - out <- - if (ncores > 1) - parLapply(cl, glambda, computeCoefs) - else - lapply(glambda, computeCoefs) - if (ncores > 1) - parallel::stopCluster(cl) - - # Suppression doublons - sha1_array <- lapply(out, digest::sha1) - out[ !duplicated(sha1_array) ] - - out + if (ncores > 1) + { + cl = parallel::makeCluster(ncores, outfile='') + parallel::clusterExport(cl=cl, + varlist=c("phiInit","rhoInit","gamInit","mini","maxi","glambda","X","Y","thresh","tau"), + envir=environment()) + } + + # Computation for a fixed lambda + computeCoefs <- function(lambda) + { + params = EMGLLF(phiInit,rhoInit,piInit,gamInit,mini,maxi,gamma,lambda,X,Y,tau,fast) + + p = dim(phiInit)[1] + m = dim(phiInit)[2] + + #selectedVariables: list where element j contains vector of selected variables in [1,m] + selectedVariables = lapply(1:p, function(j) { + #from boolean matrix mxk of selected variables obtain the corresponding boolean m-vector, + #and finally return the corresponding indices + seq_len(m)[ apply( abs(params$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 }