+++ /dev/null
-#' initialization of the EM algorithm
-#'
-#' @param k number of components
-#' @param X matrix of covariates (of size n*p)
-#' @param Y matrix of responses (of size n*m)
-#'
-#' @return a list with phiInit, rhoInit, piInit, gamInit
-#' @export
-#' @importFrom methods new
-#' @importFrom stats cutree dist hclust runif
-initSmallEM = function(k,X,Y, fast=TRUE)
-{
- n = nrow(Y)
- m = ncol(Y)
- p = ncol(X)
- nIte = 20
- Zinit1 = array(0, dim=c(n,nIte))
- betaInit1 = array(0, dim=c(p,m,k,nIte))
- sigmaInit1 = array(0, dim = c(m,m,k,nIte))
- phiInit1 = array(0, dim = c(p,m,k,nIte))
- rhoInit1 = array(0, dim = c(m,m,k,nIte))
- Gam = matrix(0, n, k)
- piInit1 = matrix(0,nIte,k)
- gamInit1 = array(0, dim=c(n,k,nIte))
- LLFinit1 = list()
-
- #require(MASS) #Moore-Penrose generalized inverse of matrix
- for(repet in 1:nIte)
- {
- distance_clus = dist(cbind(X,Y))
- tree_hier = hclust(distance_clus)
- Zinit1[,repet] = cutree(tree_hier, k)
-
- for(r in 1:k)
- {
- Z = Zinit1[,repet]
- Z_indice = seq_len(n)[Z == r] #renvoit les indices où Z==r
- if (length(Z_indice) == 1) {
- betaInit1[,,r,repet] = MASS::ginv(crossprod(t(X[Z_indice,]))) %*%
- crossprod(t(X[Z_indice,]), Y[Z_indice,])
- } else {
- betaInit1[,,r,repet] = MASS::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])
- piInit1[repet,r] = mean(Z == r)
- }
-
- for(i in 1:n)
- {
- for(r in 1:k)
- {
- dotProduct = tcrossprod(Y[i,]%*%rhoInit1[,,r,repet]-X[i,]%*%phiInit1[,,r,repet])
- Gam[i,r] = piInit1[repet,r]*det(rhoInit1[,,r,repet])*exp(-0.5*dotProduct)
- }
- sumGamI = sum(Gam[i,])
- gamInit1[i,,repet]= Gam[i,] / sumGamI
- }
-
- miniInit = 10
- maxiInit = 11
-
- init_EMG = EMGLLF(phiInit1[,,,repet], rhoInit1[,,,repet], piInit1[repet,],
- gamInit1[,,repet], miniInit, maxiInit, gamma=1, lambda=0, X, Y, eps=1e-4, fast)
- LLFEessai = init_EMG$LLF
- LLFinit1[repet] = LLFEessai[length(LLFEessai)]
- }
- b = which.min(LLFinit1)
- phiInit = phiInit1[,,,b]
- rhoInit = rhoInit1[,,,b]
- piInit = piInit1[b,]
- gamInit = gamInit1[,,b]
-
- return (list(phiInit=phiInit, rhoInit=rhoInit, piInit=piInit, gamInit=gamInit))
-}