X-Git-Url: https://git.auder.net/doc/html/img/rock_paper_scissors_lizard_spock.gif?a=blobdiff_plain;f=pkg%2FR%2FconstructionModelesLassoRank.R;h=493783048398c87dad1e6905f1e8fda27e84c056;hb=7d0865a15f12e42f3df25a8a80d29e6cdf31c805;hp=5c742d14e2b0e3bf5270aaab57859894a4b1fe1f;hpb=4464301b48c62cdbad7f1c9a67eaafd596655425;p=valse.git
diff --git a/pkg/R/constructionModelesLassoRank.R b/pkg/R/constructionModelesLassoRank.R
index 5c742d1..4937830 100644
--- a/pkg/R/constructionModelesLassoRank.R
+++ b/pkg/R/constructionModelesLassoRank.R
@@ -20,12 +20,12 @@
#' @export
constructionModelesLassoRank <- function(S, k, mini, maxi, X, Y, eps, rank.min, rank.max,
ncores, fast = TRUE, verbose = FALSE)
-{
+ {
n <- dim(X)[1]
p <- dim(X)[2]
m <- dim(Y)[2]
L <- length(S)
-
+
# Possible interesting ranks
deltaRank <- rank.max - rank.min + 1
Size <- deltaRank^k
@@ -42,7 +42,7 @@ constructionModelesLassoRank <- function(S, k, mini, maxi, X, Y, eps, rank.min,
each = deltaRank^(k - r)), each = L)
}
RankLambda[, k + 1] <- rep(1:L, times = Size)
-
+
if (ncores > 1)
{
cl <- parallel::makeCluster(ncores, outfile = "")
@@ -50,14 +50,14 @@ constructionModelesLassoRank <- function(S, k, mini, maxi, X, Y, eps, rank.min,
"Pi", "Rho", "mini", "maxi", "X", "Y", "eps", "Rank", "m", "phi", "ncores",
"verbose"))
}
-
+
computeAtLambda <- function(index)
{
lambdaIndex <- RankLambda[index, k + 1]
rankIndex <- RankLambda[index, 1:k]
if (ncores > 1)
require("valse") #workers start with an empty environment
-
+
# 'relevant' will be the set of relevant columns
selected <- S[[lambdaIndex]]$selected
relevant <- c()
@@ -83,14 +83,18 @@ constructionModelesLassoRank <- function(S, k, mini, maxi, X, Y, eps, rank.min,
}
}
-
+
# For each lambda in the grid we compute the estimators
- out <- if (ncores > 1) {
- parLapply(cl, seq_len(length(S) * Size), computeAtLambda) } else {
- lapply(seq_len(length(S) * Size), computeAtLambda)
-
+ out <- if (ncores > 1)
+ {
+ parLapply(cl, seq_len(length(S) * Size), computeAtLambda)
+ } else
+ {
+ lapply(seq_len(length(S) * Size), computeAtLambda)
+ }
+
if (ncores > 1)
parallel::stopCluster(cl)
-
+
out
}