draft of selectiontotale.R

diff --git a/R/selectiontotale.R b/R/selectiontotale.R
new file mode 100644 (file)
index 0000000..673bc3b
--- /dev/null
+++ b/R/selectiontotale.R
@@ -0,0 +1,25 @@
+#Return a list of outputs, for each lambda in grid: selected,Rho,Pi
+selectiontotale = function(phiInit,rhoInit,piInit,gamInit,mini,maxi,gamma,glambda,X,Y,seuil,tau)
+{
+       cl = parallel::makeCluster( parallel::detectCores() / 4 )
+       parallel::clusterExport(cl=cl,
+               varlist=c("phiInit","rhoInit","gamInit","mini","maxi","glambda","X","Y","seuil","tau"),
+               envir=environment())
+       #Pour chaque lambda de la grille, on calcule les coefficients
+       out = parLapply( 1:L, function(lambdaindex)
+       {
+               params = EMGLLF(phiInit,rhoInit,piInit,gamInit,mini,maxi,gamma,glambda[lambdaIndex],X,Y,tau)
+
+               p = dim(phiInit)[1]
+               m = dim(phiInit)[2]
+               #selectedVariables: list where element j contains vector of selected variables in [1,m]
+               selectedVariables = lapply(1:p, function(j) {
+                       #from boolean matrix mxk of selected variables obtain the corresponding boolean m-vector,
+                       #and finally return the corresponding indices
+                       seq_len(m)[ apply( abs(params$phi[j,,]) > seuil, 1, any ) ]
+               })
+
+               list("selected"=selectedVariables,"Rho"=params$Rho,"Pi"=params$Pi)
+       })
+       parallel::stopCluster(cl)
+}

diff --git a/R/selectiontotale.m b/R/selectiontotale.m
deleted file mode 100644 (file)
index 5d36a96..0000000
--- a/R/selectiontotale.m
+++ /dev/null
@@ -1,54 +0,0 @@
-function[A1,A2,Rho,Pi] = selectiontotale(phiInit,rhoInit,piInit,gamInit,mini,maxi,gamma,glambda,X,Y,seuil,tau)
-
-       [p,m,k] = size(phiInit);
-       L = length(glambda);
-       A1 = zeros(p,m+1,L,'int64');
-       A2 = zeros(p,m+1,L,'int64');
-       Rho = zeros(m,m,k,L);
-       Pi = zeros(k,L);
-
-       %Pour chaque lambda de la grille, on calcule les coefficients
-       for lambdaIndex=1:L
-               [phi,rho,pi,~,~] = EMGLLF(phiInit,rhoInit,piInit,gamInit,mini,maxi,gamma,glambda(lambdaIndex),X,Y,tau);
-
-               %Si un des coefficients est supérieur au seuil, on garde cette variable
-               selectedVariables = zeros(p,m);
-               discardedVariables = zeros(p,m);
-               atLeastOneSelectedVariable = false;
-               for j=1:p
-                       cpt=1;
-                       cpt2=1;
-                       for mm=1:m
-                               if max(abs(phi(j,mm,:))) > seuil
-                                       selectedVariables(j,cpt) = mm;
-                                       cpt = cpt+1;
-                                       atLeastOneSelectedVariable = true;
-                               else
-                                       discardedVariables(j,cpt2) = mm;
-                                       cpt2 = cpt2+1;
-                               end
-                       end
-               end
-
-               %Si aucun des coefficients n'a été gardé on renvoit la matrice nulle
-               %Et si on enlevait ces colonnes de zéro ??? Indices des colonnes vides
-               if atLeastOneSelectedVariable
-                       vec = [];
-                       for j=1:p
-                               if selectedVariables(j,1) ~= 0
-                                       vec = [vec;j];
-                               end
-                       end
-
-                       %Sinon on renvoit les numéros des coefficients utiles
-                       A1(:,1,lambdaIndex) = [vec;zeros(p-length(vec),1)];
-                       A1(1:length(vec),2:m+1,lambdaIndex) = selectedVariables(vec,:);
-                       A2(:,1,lambdaIndex) = 1:p;
-                       A2(:,2:m+1,lambdaIndex) = discardedVariables;
-                       Rho(:,:,:,lambdaIndex) = rho;
-                       Pi(:,lambdaIndex) = pi;
-               end
-
-       end
-
-end