X-Git-Url: https://git.auder.net/?p=valse.git;a=blobdiff_plain;f=test%2Fgenerate_test_data%2FEMGLLF.R;fp=test%2Fgenerate_test_data%2FEMGLLF.R;h=374b8437f82f05ab8d4230143d83ce30beffaccb;hp=272eb6f60dc86e8dc226f36d5f219f7410a4bf6a;hb=21f6928a1de17587da10bac81765cb433fe16581;hpb=041e2ecf14b0909ca5afd724dab905045a0d68c9 diff --git a/test/generate_test_data/EMGLLF.R b/test/generate_test_data/EMGLLF.R index 272eb6f..374b843 100644 --- a/test/generate_test_data/EMGLLF.R +++ b/test/generate_test_data/EMGLLF.R @@ -72,7 +72,6 @@ EMGLLF = function(phiInit,rhoInit,piInit,gamInit,mini,maxi,gamma,lambda,X,Y,tau) kk = kk+1 } -#if (ite==2) browser() #t[m] la plus grande valeur dans la grille O.1^k tel que ce soit décroissante ou constante while( kk < 1000 && -a/n + lambda * sum(pi^gamma * b) < -sum(gam2 * log(pi2))/n + lambda * sum(pi2^gamma * b) ) @@ -103,9 +102,7 @@ EMGLLF = function(phiInit,rhoInit,piInit,gamInit,mini,maxi,gamma,lambda,X,Y,tau) { for (mm in 1:m) { - S[j,mm,r] = -rho[mm,mm,r]*ps2[j,mm,r] + sum(phi[-j,mm,r] * Gram2[j, setdiff(1:p, j),r]) -# (if(j>1) sum(phi[1:(j-1),mm,r] * Gram2[j,1:(j-1),r]) else 0) + -# (if(j n*lambda*(pi[r]^gamma)) @@ -131,8 +128,6 @@ EMGLLF = function(phiInit,rhoInit,piInit,gamInit,mini,maxi,gamma,lambda,X,Y,tau) sumLLF1 = 0.0; for (r in 1:k) { - #FIXME: numerical problems, because 0 < det(Rho[,,r] < EPS; what to do ?! - # consequence: error in while() at line 77 Gam[i,r] = pi[r] * exp(-0.5*sqNorm2[r])* det(rho[,,r]) sumLLF1 = sumLLF1 + Gam[i,r] / (2*base::pi)^(m/2) }