X-Git-Url: https://git.auder.net/?p=valse.git;a=blobdiff_plain;f=test%2Fgenerate_test_data%2FEMGLLF.R;h=de6d40ea98bbabc927943214aaa539133e25f116;hp=374b8437f82f05ab8d4230143d83ce30beffaccb;hb=944d9d1c74f8d7f2cd0033cc3f7a2a032e356bbb;hpb=21f6928a1de17587da10bac81765cb433fe16581

diff --git a/test/generate_test_data/EMGLLF.R b/test/generate_test_data/EMGLLF.R
index 374b843..de6d40e 100644
--- a/test/generate_test_data/EMGLLF.R
+++ b/test/generate_test_data/EMGLLF.R
@@ -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
@@ -72,6 +71,7 @@ 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) )
@@ -102,7 +102,9 @@ 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])
+          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))
             phi[j,mm,r]=0
           else if(S[j,mm,r] > n*lambda*(pi[r]^gamma))
@@ -116,7 +118,8 @@ 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
@@ -124,10 +127,12 @@ 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)
 			{
+				#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)
       }