EMGLLF = function(phiInit,rhoInit,piInit,gamInit,mini,maxi,gamma,lambda,X,Y,tau){
#matrix dimensions
n = dim(X)[1]
- p = dim[phiInit][1]
- m = dim[phiInit][2]
- k = dim[phiInit][3]
+ p = dim(phiInit)[1]
+ m = dim(phiInit)[2]
+ k = dim(phiInit)[3]
#init outputs
phi = phiInit
kk = 0
pi2AllPositive = FALSE
while(pi2AllPositive == FALSE){
- pi2 = pi + 0.1^kk * ((1/n)*gam2 - pi)
+ Pi2 = Pi + 0.1^kk * ((1/n)*gam2 - Pi)
pi2AllPositive = TRUE
for(r in 1:k){
- if(pi2[r] < 0){
+ if(Pi2[r] < 0){
pi2AllPositive = false;
break
}
#t[m]la plus grande valeur dans la grille O.1^k tel que ce soit
#décroissante ou constante
- while((-1/n*a+lambda*((pi.^gamma)*b))<(-1/n*gam2*t(log(pi2))+lambda.*(pi2.^gamma)*b) && kk<1000){
- pi2 = pi+0.1^kk*(1/n*gam2-pi)
+ while((-1/n*a+lambda*((Pi.^gamma)*b))<(-1/n*gam2*t(log(Pi2))+lambda.*(Pi2.^gamma)*b) && kk<1000){
+ Pi2 = Pi+0.1^kk*(1/n*gam2-Pi)
kk = kk+1
}
t = 0.1^(kk)
- pi = (pi+t*(pi2-pi)) / sum(pi+t*(pi2-pi))
+ Pi = (Pi+t*(Pi2-Pi)) / sum(Pi+t*(Pi2-Pi))
#Pour phi et rho
for(r in 1:k){
for(j in 1:p){
for(mm in 1:m){
S[j,mm,r] = -rho[mm,mm,r]*ps2[j,mm,r] + dot(phi[1:j-1,mm,r],Gram2[j,1:j-1,r]) + dot(phi[j+1:p,mm,r],Gram2[j,j+1:p,r])
- if(abs(S(j,mm,r)) <= n*lambda*(pi(r)^gamma))
+ 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))
+ }else{
+ if(S[j,mm,r]> n*lambda*(Pi[r]^gamma)){
phi[j,mm,r] = (n*lambda*(Pi[r]^gamma)-S[j,mm,r])/Gram2[j,j,r]
- else
- phi[j,mm,r] = -(n*lambda*(Pi[r]^gamma)+S[j,mm,r])/Gram2[j,j,r]
+ }else{
+ phi[j,mm,r] = -(n*lambda*(Pi[r]^gamma)+S[j,mm,r])/Gram2[j,j,r]
+ }
}
}
}