X-Git-Url: https://git.auder.net/?p=valse.git;a=blobdiff_plain;f=pkg%2FR%2FselectVariables.R;h=cdc0ec00f672d534d65c8a9b5dfb951b79a5e468;hp=b23eac21b36a4de70ff592e367f2ccb302e8ded5;hb=e32621012b1660204434a56acc8cf73eac42f477;hpb=aa480ac1fef50618978307a4df2cf9da1e285abc diff --git a/pkg/R/selectVariables.R b/pkg/R/selectVariables.R deleted file mode 100644 index b23eac2..0000000 --- a/pkg/R/selectVariables.R +++ /dev/null @@ -1,68 +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 thres threshold to consider a coefficient to be equal to 0 -#' @param tau 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,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 -}