From: emilie <emilie@devijver.org>
Date: Thu, 23 Mar 2017 13:51:41 +0000 (+0100)
Subject: Après mon merge héroïque
X-Git-Url: https://git.auder.net/?p=valse.git;a=commitdiff_plain;h=944d9d1c74f8d7f2cd0033cc3f7a2a032e356bbb;hp=-c

Après mon merge héroïque
---

944d9d1c74f8d7f2cd0033cc3f7a2a032e356bbb
diff --combined .gitignore
index d52ee00,d52ee00..b0455d8
--- a/.gitignore
+++ b/.gitignore
@@@ -26,3 -26,3 +26,4 @@@
  #misc
  Rprof.out
  *.zip
++.Rproj.user
diff --combined test/generate_test_data/EMGLLF.R
index 272eb6f,673b807..de6d40e
--- a/test/generate_test_data/EMGLLF.R
+++ b/test/generate_test_data/EMGLLF.R
@@@ -1,4 -1,4 +1,4 @@@
 -EMGLLF_R = function(phiInit,rhoInit,piInit,gamInit,mini,maxi,gamma,lambda,X,Y,tau)
 +EMGLLF = function(phiInit,rhoInit,piInit,gamInit,mini,maxi,gamma,lambda,X,Y,tau)
  {
    #matrix dimensions
    n = dim(X)[1]
@@@ -17,7 -17,6 +17,6 @@@
    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 +29,7 @@@
    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
@@@ -72,7 -71,6 +71,7 @@@
        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 -101,7 +102,9 @@@
  			{
          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))
@@@ -119,7 -115,8 +118,8 @@@
      ##########
      #Etape E #
      ##########
-     sumLogLLF2 = 0
+ 
+ 		sumLogLLF2 = 0
      for (i in 1:n)
  		{
        #precompute sq norms to numerically adjust their values
@@@ -127,13 -124,11 +127,13 @@@
        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])
 +				#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)
        }
        sumLogLLF2 = sumLogLLF2 + log(sumLLF1)