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=fce0a8fa639d2ebc511623ecfd4bc1b0a801c1ce;hp=37859d8637c8bc210ce01833dbf936e8cb7bc87e;hb=435cb8419ebcdb624aa053f351c981133d58d6b6;hpb=d7e82077fa960affdb576427b44648e51726255e

diff --git a/test/generate_test_data/EMGLLF.R b/test/generate_test_data/EMGLLF.R
index 37859d8..fce0a8f 100644
--- a/test/generate_test_data/EMGLLF.R
+++ b/test/generate_test_data/EMGLLF.R
@@ -50,17 +50,17 @@ EMGLLF_R = function(phiInit,rhoInit,piInit,gamInit,mini,maxi,gamma,lambda,X,Y,ta
           Gram2[j,s,r] = crossprod(X2[,j,r], X2[,s,r])
       }
     }
-    
+
     ##########
     #Etape M #
     ##########
     
     #pour pi
-    for (r in 1:k){
-      b[r] = sum(abs(phi[,,r]))}
+    for (r in 1:k)
+      b[r] = sum(abs(phi[,,r]))
     gam2 = colSums(gam)
     a = sum(gam %*% log(pi))
-    
+
     #tant que les props sont negatives
     kk = 0
     pi2AllPositive = FALSE
@@ -71,8 +71,7 @@ EMGLLF_R = function(phiInit,rhoInit,piInit,gamInit,mini,maxi,gamma,lambda,X,Y,ta
       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
+    #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) )
 		{
@@ -81,7 +80,7 @@ EMGLLF_R = function(phiInit,rhoInit,piInit,gamInit,mini,maxi,gamma,lambda,X,Y,ta
     }
     t = 0.1^kk
     pi = (pi + t*(pi2-pi)) / sum(pi + t*(pi2-pi))
-    
+
     #Pour phi et rho
     for (r in 1:k)
 		{
@@ -94,18 +93,17 @@ EMGLLF_R = function(phiInit,rhoInit,piInit,gamInit,mini,maxi,gamma,lambda,X,Y,ta
         ps[mm,r] = sum(ps1[,mm,r])
         nY2[mm,r] = sum(Y2[,mm,r]^2)
         rho[mm,mm,r] = (ps[mm,r]+sqrt(ps[mm,r]^2+4*nY2[mm,r]*gam2[r])) / (2*nY2[mm,r])
-      }
+			}
     }
+
     for (r in 1:k)
 		{
       for (j in 1:p)
 			{
         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<p) sum(phi[(j+1):p,mm,r] * Gram2[j,(j+1):p,r]) else 0)
-          if (abs(S[j,mm,r]) <= n*lambda*(pi[r]^gamma))
+          S[j,mm,r] = -rho[mm,mm,r]*ps2[j,mm,r] + sum(phi[-j,mm,r] * Gram2[j,-j,r])
+					if (abs(S[j,mm,r]) <= n*lambda*(pi[r]^gamma))
             phi[j,mm,r]=0
           else if(S[j,mm,r] > n*lambda*(pi[r]^gamma))
             phi[j,mm,r] = (n*lambda*(pi[r]^gamma)-S[j,mm,r]) / Gram2[j,j,r]
@@ -124,16 +122,14 @@ EMGLLF_R = function(phiInit,rhoInit,piInit,gamInit,mini,maxi,gamma,lambda,X,Y,ta
 		{
       #precompute sq norms to numerically adjust their values
       sqNorm2 = rep(0,k)
-      for (r in 1:k){
-        sqNorm2[r] = sum( (Y[i,]%*%rho[,,r]-X[i,]%*%phi[,,r])^2 )}
+      for (r in 1:k)
+        sqNorm2[r] = sum( (Y[i,]%*%rho[,,r]-X[i,]%*%phi[,,r])^2 )
 
-      #compute Gam(:,:)
+      #compute Gam[,]
       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])
+				Gam[i,r] = pi[r] * exp(-0.5*sqNorm2[r]) * det(rho[,,r])
         sumLLF1 = sumLLF1 + Gam[i,r] / (2*base::pi)^(m/2)
       }
       sumLogLLF2 = sumLogLLF2 + log(sumLLF1)
@@ -146,9 +142,7 @@ EMGLLF_R = function(phiInit,rhoInit,piInit,gamInit,mini,maxi,gamma,lambda,X,Y,ta
 
     sumPen = sum(pi^gamma * b)
     LLF[ite] = -sumLogLLF2/n + lambda*sumPen
-
     dist = ifelse( ite == 1, LLF[ite], (LLF[ite]-LLF[ite-1]) / (1+abs(LLF[ite])) )
-
     Dist1 = max( (abs(phi-Phi)) / (1+abs(phi)) )
     Dist2 = max( (abs(rho-Rho)) / (1+abs(rho)) )
     Dist3 = max( (abs(pi-Pi)) / (1+abs(Pi)) )