X-Git-Url: https://git.auder.net/?p=valse.git;a=blobdiff_plain;f=pkg%2FR%2Fvalse.R;h=396a9a15549adad3d281c656f54977d8be678999;hp=779f61add8c5177bbcf64b9381ffee36338eaa20;hb=64b28e3edeef11b4442b6014ec89246810ebc1cf;hpb=3f62d540d32b70f42b9090087f72426c18cb219e diff --git a/pkg/R/valse.R b/pkg/R/valse.R index 779f61a..396a9a1 100644 --- a/pkg/R/valse.R +++ b/pkg/R/valse.R @@ -16,7 +16,7 @@ #' @export #----------------------------------------------------------------------- valse = function(X,Y,procedure = 'LassoMLE',selecMod = 'DDSE',gamma = 1,mini = 10, - maxi = 100,eps = 1e-4,kmin = 2,kmax = 3, + maxi = 50,eps = 1e-4,kmin = 2,kmax = 3, rang.min = 1,rang.max = 10) { ################################## #core workflow: compute all models @@ -45,6 +45,9 @@ valse = function(X,Y,procedure = 'LassoMLE',selecMod = 'DDSE',gamma = 1,mini = 1 source('~/valse/pkg/R/gridLambda.R') grid_lambda <<- gridLambda(phiInit, rhoInit, piInit, gamInit, X, Y, gamma, mini, maxi, eps) + if (length(grid_lambda)>50){ + grid_lambda = grid_lambda[seq(1, length(grid_lambda), length.out = 50)] + } print("Compute relevant parameters") #select variables according to each regularization parameter #from the grid: A1 corresponding to selected variables, and