X-Git-Url: https://git.auder.net/?p=valse.git;a=blobdiff_plain;f=pkg%2FR%2Fvalse.R;h=d5d10ced034dd9d43b7e39794926864423bb6528;hp=72e2d4dfc48c567551dd32061c40b664f598f45e;hb=4e8267487c83c27273305b1379e44bc7abebf4b5;hpb=93285a2d87991291c96f661208ddde248297a3b5 diff --git a/pkg/R/valse.R b/pkg/R/valse.R index 72e2d4d..d5d10ce 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 = 50,eps = 1e-4,kmin = 2,kmax = 3, + maxi = 50,eps = 1e-4,kmin = 2,kmax = 2, rang.min = 1,rang.max = 10) { ################################## #core workflow: compute all models @@ -42,12 +42,11 @@ valse = function(X,Y,procedure = 'LassoMLE',selecMod = 'DDSE',gamma = 1,mini = 1 rhoInit <<- init$rhoInit piInit <<- init$piInit gamInit <<- init$gamInit - source('~/valse/pkg/R/gridLambda.R') grid_lambda <<- gridLambda(phiInit, rhoInit, piInit, gamInit, X, Y, gamma, mini, maxi, eps) - # if (length(grid_lambda)>50){ - # grid_lambda = grid_lambda[seq(1, length(grid_lambda), length.out = 50)] - # } + if (length(grid_lambda)>100){ + grid_lambda = grid_lambda[seq(1, length(grid_lambda), length.out = 100)] + } print("Compute relevant parameters") #select variables according to each regularization parameter #from the grid: A1 corresponding to selected variables, and @@ -56,7 +55,6 @@ valse = function(X,Y,procedure = 'LassoMLE',selecMod = 'DDSE',gamma = 1,mini = 1 params = selectiontotale(phiInit,rhoInit,piInit,gamInit,mini,maxi,gamma,grid_lambda,X,Y,1e-8,eps) #params2 = selectVariables(phiInit,rhoInit,piInit,gamInit,mini,maxi,gamma,grid_lambda[seq(1,length(grid_lambda), by=3)],X,Y,1e-8,eps) ## etrange : params et params 2 sont différents ... - selected <<- params$selected Rho <<- params$Rho Pi <<- params$Pi