X-Git-Url: https://git.auder.net/?p=valse.git;a=blobdiff_plain;f=test%2Fgenerate_test_data%2FEMGLLF.R;h=673b8075e18fa00b9531dc7b18b611e513ee1bab;hp=374b8437f82f05ab8d4230143d83ce30beffaccb;hb=b42f0f4014e9f455a92851b1e707095bbcb45103;hpb=21f6928a1de17587da10bac81765cb433fe16581 diff --git a/test/generate_test_data/EMGLLF.R b/test/generate_test_data/EMGLLF.R index 374b843..673b807 100644 --- a/test/generate_test_data/EMGLLF.R +++ b/test/generate_test_data/EMGLLF.R @@ -1,4 +1,4 @@ -EMGLLF = function(phiInit,rhoInit,piInit,gamInit,mini,maxi,gamma,lambda,X,Y,tau) +EMGLLF_R = function(phiInit,rhoInit,piInit,gamInit,mini,maxi,gamma,lambda,X,Y,tau) { #matrix dimensions n = dim(X)[1] @@ -17,7 +17,6 @@ EMGLLF = function(phiInit,rhoInit,piInit,gamInit,mini,maxi,gamma,lambda,X,Y,tau) Gram2 = array(0, dim=c(p,p,k)) ps2 = array(0, dim=c(p,m,k)) b = rep(0, k) - pen = matrix(0, maxi, k) X2 = array(0, dim=c(n,p,k)) Y2 = array(0, dim=c(n,m,k)) dist = 0 @@ -30,7 +29,7 @@ EMGLLF = function(phiInit,rhoInit,piInit,gamInit,mini,maxi,gamma,lambda,X,Y,tau) Gam = matrix(0, n,k) EPS = 1E-15 - while(ite <= mini || (ite<= maxi && (dist>= tau || dist2 >= sqrt(tau)))) + while(ite <= mini || (ite <= maxi && (dist >= tau || dist2 >= sqrt(tau)))) { Phi = phi Rho = rho @@ -116,7 +115,8 @@ EMGLLF = function(phiInit,rhoInit,piInit,gamInit,mini,maxi,gamma,lambda,X,Y,tau) ########## #Etape E # ########## - sumLogLLF2 = 0 + + sumLogLLF2 = 0 for (i in 1:n) { #precompute sq norms to numerically adjust their values @@ -124,11 +124,11 @@ EMGLLF = function(phiInit,rhoInit,piInit,gamInit,mini,maxi,gamma,lambda,X,Y,tau) for (r in 1:k){ sqNorm2[r] = sum( (Y[i,]%*%rho[,,r]-X[i,]%*%phi[,,r])^2 )} - #compute Gam(:,:) using shift determined above + #compute Gam(:,:) sumLLF1 = 0.0; for (r in 1:k) { - 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)