From e3f2fe8a918614d246fe2451065b0dfcd348b366 Mon Sep 17 00:00:00 2001 From: emilie Date: Mon, 6 Mar 2017 13:26:42 +0100 Subject: [PATCH] update valse.R --- .gitignore | 10 +++++----- DESCRIPTION | 3 ++- R/gridLambda.R | 5 ++++- R/initSmallEM.R | 13 +++++++++---- R/main.R | 2 +- 5 files changed, 21 insertions(+), 12 deletions(-) diff --git a/.gitignore b/.gitignore index b1cd49c..56843bc 100644 --- a/.gitignore +++ b/.gitignore @@ -1,7 +1,7 @@ -/NAMESPACE +.Rproj.user .Rhistory .RData -*.swp -*~ -/man/* -!/man/*-package.Rd +.Ruserdata +src/*.o +src/*.so +src/*.dll diff --git a/DESCRIPTION b/DESCRIPTION index f8f5a29..9d8a677 100644 --- a/DESCRIPTION +++ b/DESCRIPTION @@ -16,7 +16,8 @@ Maintainer: Benjamin Auder Depends: R (>= 3.0.0) Imports: - MASS + MASS, + methods Suggests: parallel, testthat, diff --git a/R/gridLambda.R b/R/gridLambda.R index 855b4a6..e7946ae 100644 --- a/R/gridLambda.R +++ b/R/gridLambda.R @@ -1,8 +1,11 @@ #' Construct the data-driven grid for the regularization parameters used for the Lasso estimator #' @param phiInit value for phi -#' @param rhoInt value for rho +#' @param rhoInit value for rho #' @param piInit value for pi #' @param gamInit value for gamma +#' @param X matrix of covariates (of size n*p) +#' @param Y matrix of responses (of size n*m) +#' @param gamma power of weights in the penalty #' @param mini minimum number of iterations in EM algorithm #' @param maxi maximum number of iterations in EM algorithm #' @param tau threshold to stop EM algorithm diff --git a/R/initSmallEM.R b/R/initSmallEM.R index e2157b2..399f39f 100644 --- a/R/initSmallEM.R +++ b/R/initSmallEM.R @@ -3,11 +3,12 @@ #' @param k number of components #' @param X matrix of covariates (of size n*p) #' @param Y matrix of responses (of size n*m) -#' @param tau threshold to stop EM algorithm #' #' @return a list with phiInit, rhoInit, piInit, gamInit #' @export -initSmallEM = function(k,X,Y,tau) +#' @importFrom methods new +#' @importFrom stats cutree dist hclust runif +initSmallEM = function(k,X,Y) { n = nrow(Y) m = ncol(Y) @@ -34,9 +35,13 @@ initSmallEM = function(k,X,Y,tau) { Z = Zinit1[,repet] Z_indice = seq_len(n)[Z == r] #renvoit les indices où Z==r - + if (length(Z_indice) == 1) { + betaInit1[,,r,repet] = ginv(crossprod(t(X[Z_indice,]))) %*% + crossprod(t(X[Z_indice,]), Y[Z_indice,]) + } else { betaInit1[,,r,repet] = ginv(crossprod(X[Z_indice,])) %*% crossprod(X[Z_indice,], Y[Z_indice,]) + } sigmaInit1[,,r,repet] = diag(m) phiInit1[,,r,repet] = betaInit1[,,r,repet] #/ sigmaInit1[,,r,repet] rhoInit1[,,r,repet] = solve(sigmaInit1[,,r,repet]) @@ -58,7 +63,7 @@ initSmallEM = function(k,X,Y,tau) maxiInit = 11 new_EMG = .Call("EMGLLF_core",phiInit1[,,,repet],rhoInit1[,,,repet],piInit1[repet,], - gamInit1[,,repet],miniInit,maxiInit,1,0,X,Y,tau) + gamInit1[,,repet],miniInit,maxiInit,1,0,X,Y,1e-4) LLFEessai = new_EMG$LLF LLFinit1[repet] = LLFEessai[length(LLFEessai)] } diff --git a/R/main.R b/R/main.R index 42852d3..1908021 100644 --- a/R/main.R +++ b/R/main.R @@ -92,7 +92,7 @@ Valse = setRefClass( #smallEM initializes parameters by k-means and regression model in each component, #doing this 20 times, and keeping the values maximizing the likelihood after 10 #iterations of the EM algorithm. - init = initSmallEM(k,X,Y,eps) + init = initSmallEM(k,X,Y) phiInit <<- init$phi0 rhoInit <<- init$rho0 piInit <<- init$pi0 -- 2.44.0