Commit | Line | Data |
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46a2e676 BA |
1 | constructionModelesLassoMLE = function(phiInit,rhoInit,piInit,gamInit,mini,maxi,gamma,glambda, |
2 | X,Y,seuil,tau,A1,A2) | |
3 | { | |
b05e34dc BG |
4 | n = dim(X)[1]; |
5 | p = dim(phiInit)[1] | |
6 | m = dim(phiInit)[2] | |
46a2e676 | 7 | k = dim(phiInit)[3] |
b05e34dc | 8 | L = length(glambda) |
46a2e676 | 9 | |
b05e34dc BG |
10 | #output parameters |
11 | phi = array(0, dim=c(p,m,k,L)) | |
12 | rho = array(0, dim=c(m,m,k,L)) | |
46a2e676 | 13 | pi = matrix(0, k, L) |
c3bc4705 | 14 | llh = matrix(0, L, 2) #log-likelihood |
b05e34dc | 15 | |
46a2e676 BA |
16 | for(lambdaIndex in 1:L) |
17 | { | |
18 | a = A1[,1,lambdaIndex] | |
19 | a = a[a!=0] | |
20 | if(length(a)==0) | |
b05e34dc | 21 | next |
46a2e676 BA |
22 | |
23 | res = EMGLLF(phiInit[a,,],rhoInit,piInit,gamInit,mini,maxi,gamma,0.,X[,a],Y,tau) | |
24 | ||
25 | for (j in 1:length(a)) | |
26 | phi[a[j],,,lambdaIndex] = res$phi[j,,] | |
27 | rho[,,,lambdaIndex] = res$rho | |
28 | pi[,lambdaIndex] = res$pi | |
29 | ||
b05e34dc | 30 | dimension = 0 |
46a2e676 BA |
31 | for (j in 1:p) |
32 | { | |
33 | b = A2[j,2:dim(A2)[2],lambdaIndex] | |
34 | b = b[b!=0] | |
35 | if (length(b) > 0) | |
36 | phi[A2[j,1,lambdaIndex],b,,lambdaIndex] = 0. | |
37 | c = A1[j,2:dim(A1)[2],lambdaIndex] | |
38 | dimension = dimension + sum(c!=0) | |
b05e34dc | 39 | } |
46a2e676 | 40 | |
b05e34dc | 41 | #on veut calculer l'EMV avec toutes nos estimations |
46a2e676 BA |
42 | densite = matrix(0, nrow=n, ncol=L) |
43 | for (i in 1:n) | |
44 | { | |
45 | for (r in 1:k) | |
46 | { | |
b05e34dc | 47 | delta = Y[i,]%*%rho[,,r,lambdaIndex] - (X[i,a]%*%phi[a,,r,lambdaIndex]); |
46a2e676 BA |
48 | densite[i,lambdaIndex] = densite[i,lambdaIndex] + pi[r,lambdaIndex] * |
49 | det(rho[,,r,lambdaIndex])/(sqrt(2*base::pi))^m * exp(-tcrossprod(delta)/2.0) | |
b05e34dc BG |
50 | } |
51 | } | |
c3bc4705 BA |
52 | llh[lambdaIndex,1] = sum(log(densite[,lambdaIndex])) |
53 | llh[lambdaIndex,2] = (dimension+m+1)*k-1 | |
b05e34dc | 54 | } |
46a2e676 | 55 | return (list("phi"=phi, "rho"=rho, "pi"=pi, "llh" = llh)) |
c3bc4705 | 56 | } |