X-Git-Url: https://git.auder.net/?p=valse.git;a=blobdiff_plain;f=pkg%2FR%2FselectVariables.R;h=b8ea1a07b0ba39aa42b461c3ecfa92c1a51ca729;hp=bfe4042d1ec639173b38bd65ac9cb113c186b564;hb=6af1d4897dbab92a7be05068e0e15823378965d9;hpb=a3cbbaea1cc3c107e5ca62ed1ffe7b9499de0a91 diff --git a/pkg/R/selectVariables.R b/pkg/R/selectVariables.R index bfe4042..b8ea1a0 100644 --- a/pkg/R/selectVariables.R +++ b/pkg/R/selectVariables.R @@ -1,51 +1,57 @@ -#' selectVariables +#' selectVariables #' -#' It is a function which construct, for a given lambda, the sets of relevant variables. +#' For a given lambda, construct the sets of relevant variables for each cluster. #' #' @param phiInit an initial estimator for phi (size: p*m*k) #' @param rhoInit an initial estimator for rho (size: m*m*k) -#' @param piInit\tan initial estimator for pi (size : k) +#' @param piInit an initial estimator for pi (size : k) #' @param gamInit an initial estimator for gamma -#' @param mini\t\tminimum number of iterations in EM algorithm -#' @param maxi\t\tmaximum number of iterations in EM algorithm -#' @param gamma\t power in the penalty +#' @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\t\t\t matrix of regressors -#' @param Y\t\t\t matrix of responses +#' @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\t\t threshold to say that EM algorithm has converged +#' @param eps threshold to say that EM algorithm has converged #' @param ncores Number or cores for parallel execution (1 to disable) +#' @param fast boolean to enable or not the C function call #' -#' @return a list of outputs, for each lambda in grid: selected,Rho,Pi -#' -#' @examples TODO +#' @return a list, varying lambda in a grid, with selected (the indices of variables that are selected), +#' Rho (the covariance parameter, reparametrized), Pi (the proportion parameter) #' #' @export -#' -selectVariables <- function(phiInit, rhoInit, piInit, gamInit, mini, maxi, gamma, +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", + 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, + params <- EMGLLF(phiInit, rhoInit, piInit, gamInit, mini, maxi, gamma, lambda, X, Y, eps, fast) - p <- dim(phiInit)[1] - m <- dim(phiInit)[2] + p <- ncol(X) + m <- ncol(Y) # 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$phi[j, , ]) > thresh, 1, any)] + if (m>1) { + seq_len(m)[apply(abs(params$phi[j, , ]) > thresh, 1, any)] + } else { + if (any(params$phi[j, , ] > thresh)) + 1 + else + numeric(0) + } }) list(selected = selectedVariables, Rho = params$rho, Pi = params$pi) @@ -58,11 +64,10 @@ selectVariables <- function(phiInit, rhoInit, piInit, gamInit, mini, maxi, gamma } else { lapply(glambda, computeCoefs) } - if (ncores > 1) + if (ncores > 1) parallel::stopCluster(cl) - # Suppress models which are computed twice En fait, ca ca fait la comparaison de - # tous les parametres On veut juste supprimer ceux qui ont les memes variables - # sélectionnées + + # Suppress models which are computed twice # sha1_array <- lapply(out, digest::sha1) out[ duplicated(sha1_array) ] selec <- lapply(out, function(model) model$selected) ind_dup <- duplicated(selec)