X-Git-Url: https://git.auder.net/?p=valse.git;a=blobdiff_plain;f=pkg%2FR%2FselectVariables.R;h=ce7d3b34408fa54b7501920c83fa633656324e53;hp=46fb3f33165106d2d4f3a91943b81ac7709b7b74;hb=bb55112483c7e4beede77363b9838eaf347f5116;hpb=610cfd0d7ee1061c884583c8f3f456b246eadbf8 diff --git a/pkg/R/selectVariables.R b/pkg/R/selectVariables.R index 46fb3f3..ce7d3b3 100644 --- a/pkg/R/selectVariables.R +++ b/pkg/R/selectVariables.R @@ -1,4 +1,5 @@ #' 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) @@ -19,30 +20,43 @@ #' @examples TODO #' #' @export -selectVariables = function(phiInit,rhoInit,piInit,gamInit,mini,maxi,gamma,glambda,X,Y,seuil,tau) +#' +selectVariables = function(phiInit,rhoInit,piInit,gamInit,mini,maxi,gamma,glambda, + X,Y,thresh,tau, ncores=1) #ncores==1 ==> no // { - #TODO: parameter ncores (chaque tâche peut aussi demander du parallélisme...) - cl = parallel::makeCluster( parallel::detectCores() / 4 ) - parallel::clusterExport(cl=cl, - varlist=c("phiInit","rhoInit","gamInit","mini","maxi","glambda","X","Y","seuil","tau"), - envir=environment()) - #Pour chaque lambda de la grille, on calcule les coefficients - out = parLapply( seq_along(glambda), function(lambdaindex) + if (ncores > 1) + { + cl = parallel::makeCluster(ncores) + 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) + p = dim(phiInit)[1] m = dim(phiInit)[2] - params = EMGLLF(phiInit,rhoInit,piInit,gamInit,mini,maxi,gamma,glambda[lambdaIndex],X,Y,tau) - #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$phi[j,,]) > seuil, 1, any ) ] + seq_len(m)[ apply( abs(params$phi[j,,]) > thresh, 1, any ) ] }) list("selected"=selectedVariables,"Rho"=params$Rho,"Pi"=params$Pi) - }) - parallel::stopCluster(cl) + } + + # Pour chaque lambda de la grille, on calcule les coefficients + out <- + if (ncores > 1) + parLapply(cl, seq_along(glambda, computeCoefs) + else + lapply(seq_along(glambda), computeCoefs) + if (ncores > 1) + parallel::stopCluster(cl) out }