fix test.constructionModelesLassoMLE; TODO: det(rho[,,r]) ? numerical errors ? ....

diff --git a/src/sources/EMGLLF.c b/src/sources/EMGLLF.c
index 7e7a3d1..86b6060 100644 (file)
--- a/src/sources/EMGLLF.c
+++ b/src/sources/EMGLLF.c
@@ -92,7 +92,7 @@ void EMGLLF_core(
                                {
                                        Real dotProduct = 0.;
                                        for (int v=0; v<n; v++)
                                {
                                        Real dotProduct = 0.;
                                        for (int v=0; v<n; v++)

-                                               dotProduct += X2[ai(v,u,r,n,m,k)] * Y2[ai(v,mm,r,n,m,k)];
+                                               dotProduct += X2[ai(v,u,r,n,p,k)] * Y2[ai(v,mm,r,n,m,k)];

                                        ps2[ai(u,mm,r,p,m,k)] = dotProduct;
                                }
                        }
                                        ps2[ai(u,mm,r,p,m,k)] = dotProduct;
                                }
                        }


@@ -317,7 +317,7 @@ void EMGLLF_core(
                                Real detRhoR = gsl_linalg_LU_det(matrix, signum);
 
                                //FIXME: det(rho[,,r]) too small(?!). See EMGLLF.R
                                Real detRhoR = gsl_linalg_LU_det(matrix, signum);
 
                                //FIXME: det(rho[,,r]) too small(?!). See EMGLLF.R

-                               Gam[mi(i,r,n,k)] = pi[r] * exp(-0.5*sqNorm2[r] + shift) * detRhoR;
+                               Gam[mi(i,r,n,k)] = pi[r] * exp(-0.5*sqNorm2[r] + shift) ; //* detRhoR;

                                sumLLF1 += Gam[mi(i,r,n,k)] / gaussConstM;
                                sumGamI += Gam[mi(i,r,n,k)];
                        }
                                sumLLF1 += Gam[mi(i,r,n,k)] / gaussConstM;
                                sumGamI += Gam[mi(i,r,n,k)];
                        }

diff --git a/src/sources/constructionModelesLassoMLE.c b/src/sources/constructionModelesLassoMLE.c
index ad2a718..34e5808 100644 (file)
--- a/src/sources/constructionModelesLassoMLE.c
+++ b/src/sources/constructionModelesLassoMLE.c
@@ -13,7 +13,8 @@ void constructionModelesLassoMLE_core(
        const Real* gamInit, // paramètre initial des probabilités a posteriori de chaque échantillon
        int mini,// nombre minimal d'itérations dans l'algorithme EM
        int maxi,// nombre maximal d'itérations dans l'algorithme EM
        const Real* gamInit, // paramètre initial des probabilités a posteriori de chaque échantillon
        int mini,// nombre minimal d'itérations dans l'algorithme EM
        int maxi,// nombre maximal d'itérations dans l'algorithme EM

-       Real gamma,// valeur de gamma : puissance des proportions dans la pénalisation pour un Lasso adaptatif
+       Real gamma,// valeur de gamma : puissance des proportions dans la pénalisation
+                  //pour un Lasso adaptatif

        const Real* glambda, // valeur des paramètres de régularisation du Lasso
        const Real* X, // régresseurs
        const Real* Y, // réponse
        const Real* glambda, // valeur des paramètres de régularisation du Lasso
        const Real* X, // régresseurs
        const Real* Y, // réponse


@@ -33,9 +34,15 @@ void constructionModelesLassoMLE_core(
        int k, // nombre de composantes
        int L) // taille de glambda
 {
        int k, // nombre de composantes
        int L) // taille de glambda
 {

-       //preparation: phi = 0
+       //preparation: phi,rho,pi = 0, llh=+Inf

        for (int u=0; u<p*m*k*L; u++)
        for (int u=0; u<p*m*k*L; u++)

-               phi[u] = 0.0;
+               phi[u] = 0.;
+       for (int u=0; u<m*m*k*L; u++)
+               rho[u] = 0.;
+       for (int u=0; u<k*L; u++)
+               pi[u] = 0.;
+       for (int u=0; u<L*2; u++)
+               llh[u] = INFINITY;

 
        //initiate parallel section
        int lambdaIndex;
 
        //initiate parallel section
        int lambdaIndex;


@@ -45,8 +52,7 @@ void constructionModelesLassoMLE_core(
        #pragma omp for schedule(dynamic,CHUNK_SIZE) nowait
        for (lambdaIndex=0; lambdaIndex<L; lambdaIndex++)
        {
        #pragma omp for schedule(dynamic,CHUNK_SIZE) nowait
        for (lambdaIndex=0; lambdaIndex<L; lambdaIndex++)
        {

-               //~ a = A1(:,1,lambdaIndex);
-               //~ a(a==0) = [];
+               //a = A1[,1,lambdaIndex] ; a = a[a!=0]

                int* a = (int*)malloc(p*sizeof(int));
                int lengthA = 0;
                for (int j=0; j<p; j++)
                int* a = (int*)malloc(p*sizeof(int));
                int lengthA = 0;
                for (int j=0; j<p; j++)


@@ -55,9 +61,12 @@ void constructionModelesLassoMLE_core(
                                a[lengthA++] = A1[ai(j,0,lambdaIndex,p,m+1,L)] - 1;
                }
                if (lengthA == 0)
                                a[lengthA++] = A1[ai(j,0,lambdaIndex,p,m+1,L)] - 1;
                }
                if (lengthA == 0)

+               {
+                       free(a);

                        continue;
                        continue;

+               }

 
 

-               //Xa = X(:,a)
+               //Xa = X[,a]

                Real* Xa = (Real*)malloc(n*lengthA*sizeof(Real));
                for (int i=0; i<n; i++)
                {
                Real* Xa = (Real*)malloc(n*lengthA*sizeof(Real));
                for (int i=0; i<n; i++)
                {


@@ -65,7 +74,7 @@ void constructionModelesLassoMLE_core(
                                Xa[mi(i,j,n,lengthA)] = X[mi(i,a[j],n,p)];
                }
 
                                Xa[mi(i,j,n,lengthA)] = X[mi(i,a[j],n,p)];
                }
 

-               //phia = phiInit(a,:,:)
+               //phia = phiInit[a,,]

                Real* phia = (Real*)malloc(lengthA*m*k*sizeof(Real));
                for (int j=0; j<lengthA; j++)
                {
                Real* phia = (Real*)malloc(lengthA*m*k*sizeof(Real));
                for (int j=0; j<lengthA; j++)
                {


@@ -76,14 +85,13 @@ void constructionModelesLassoMLE_core(
                        }
                }
 
                        }
                }
 

-               //[phiLambda,rhoLambda,piLambda,~,~] = EMGLLF(...
-               //      phiInit(a,:,:),rhoInit,piInit,gamInit,mini,maxi,gamma,0,X(:,a),Y,tau);
+               //Call to EMGLLF

                Real* phiLambda = (Real*)malloc(lengthA*m*k*sizeof(Real));
                Real* rhoLambda = (Real*)malloc(m*m*k*sizeof(Real));
                Real* piLambda = (Real*)malloc(k*sizeof(Real));
                Real* LLF = (Real*)malloc((maxi+1)*sizeof(Real));
                Real* S = (Real*)malloc(lengthA*m*k*sizeof(Real));
                Real* phiLambda = (Real*)malloc(lengthA*m*k*sizeof(Real));
                Real* rhoLambda = (Real*)malloc(m*m*k*sizeof(Real));
                Real* piLambda = (Real*)malloc(k*sizeof(Real));
                Real* LLF = (Real*)malloc((maxi+1)*sizeof(Real));
                Real* S = (Real*)malloc(lengthA*m*k*sizeof(Real));

-               EMGLLF_core(phia,rhoInit,piInit,gamInit,mini,maxi,gamma,0.0,Xa,Y,tau,
+               EMGLLF_core(phia,rhoInit,piInit,gamInit,mini,maxi,gamma,0.,Xa,Y,tau,

                        phiLambda,rhoLambda,piLambda,LLF,S,
                        n,lengthA,m,k);
                free(Xa);
                        phiLambda,rhoLambda,piLambda,LLF,S,
                        n,lengthA,m,k);
                free(Xa);


@@ -91,19 +99,16 @@ void constructionModelesLassoMLE_core(
                free(LLF);
                free(S);
 
                free(LLF);
                free(S);
 

-               //~ for j=1:length(a)
-                       //~ phi(a(j),:,:,lambdaIndex) = phiLambda(j,:,:);
-               //~ end
+               //Assign results to current variables

                for (int j=0; j<lengthA; j++)
                {
                        for (int mm=0; mm<m; mm++)
                        {
                                for (int r=0; r<k; r++)
                for (int j=0; j<lengthA; j++)
                {
                        for (int mm=0; mm<m; mm++)
                        {
                                for (int r=0; r<k; r++)

-                                       phi[ai4(a[j],mm,r,lambdaIndex,p,m,k,L)] = phiLambda[ai(j,mm,r,p,m,k)];
+                                       phi[ai4(a[j],mm,r,lambdaIndex,p,m,k,L)] = phiLambda[ai(j,mm,r,lengthA,m,k)];

                        }
                }
                free(phiLambda);
                        }
                }
                free(phiLambda);

-               //~ rho(:,:,:,lambdaIndex) = rhoLambda;

                for (int u=0; u<m; u++)
                {
                        for (int v=0; v<m; v++)
                for (int u=0; u<m; u++)
                {
                        for (int v=0; v<m; v++)


@@ -113,7 +118,6 @@ void constructionModelesLassoMLE_core(
                        }
                }
                free(rhoLambda);
                        }
                }
                free(rhoLambda);

-               //~ pi(:,lambdaIndex) = piLambda;

                for (int r=0; r<k; r++)
                        pi[mi(r,lambdaIndex,k,L)] = piLambda[r];
                free(piLambda);
                for (int r=0; r<k; r++)
                        pi[mi(r,lambdaIndex,k,L)] = piLambda[r];
                free(piLambda);


@@ -122,29 +126,24 @@ void constructionModelesLassoMLE_core(
                int* b = (int*)malloc(m*sizeof(int));
                for (int j=0; j<p; j++)
                {
                int* b = (int*)malloc(m*sizeof(int));
                for (int j=0; j<p; j++)
                {

-                       //~ b = A2(j,2:end,lambdaIndex);
-                       //~ b(b==0) = [];
+                       //b = A2[j,2:dim(A2)[2],lambdaIndex] ; b = b[b!=0]

                        int lengthB = 0;
                        for (int mm=0; mm<m; mm++)
                        {
                                if (A2[ai(j,mm+1,lambdaIndex,p,m+1,L)] != 0)
                                        b[lengthB++] = A2[ai(j,mm+1,lambdaIndex,p,m+1,L)] - 1;
                        }
                        int lengthB = 0;
                        for (int mm=0; mm<m; mm++)
                        {
                                if (A2[ai(j,mm+1,lambdaIndex,p,m+1,L)] != 0)
                                        b[lengthB++] = A2[ai(j,mm+1,lambdaIndex,p,m+1,L)] - 1;
                        }

-                       //~ if length(b) > 0
-                               //~ phi(A2(j,1,lambdaIndex),b,:,lambdaIndex) = 0.0;
-                       //~ end

                        if (lengthB > 0)
                        {
                        if (lengthB > 0)
                        {

+                               //phi[A2[j,1,lambdaIndex],b,,lambdaIndex] = 0.

                                for (int mm=0; mm<lengthB; mm++)
                                {
                                        for (int r=0; r<k; r++)
                                for (int mm=0; mm<lengthB; mm++)
                                {
                                        for (int r=0; r<k; r++)

-                                               phi[ai4( A2[ai(j,0,lambdaIndex,p,m+1,L)]-1, b[mm], r, lambdaIndex, p, m, k, L)] = 0.;
+                                               phi[ai4(A2[ai(j,0,lambdaIndex,p,m+1,L)]-1, b[mm], r, lambdaIndex, p, m, k, L)] = 0.;

                                }
                        }
 
                                }
                        }
 

-                       //~ c = A1(j,2:end,lambdaIndex);
-                       //~ c(c==0) = [];
-                       //~ dimension = dimension + length(c);
+                       //c = A1[j,2:dim(A1)[2],lambdaIndex] ; dimension = dimension + sum(c!=0)

                        for (int mm=0; mm<m; mm++)
                        {
                                if (A1[ai(j,mm+1,lambdaIndex,p,m+1,L)] != 0)
                        for (int mm=0; mm<m; mm++)
                        {
                                if (A1[ai(j,mm+1,lambdaIndex,p,m+1,L)] != 0)


@@ -162,11 +161,6 @@ void constructionModelesLassoMLE_core(
                Real* XiPhiR = (Real*)malloc(m*sizeof(Real));
                for (int i=0; i<n; i++)
                {
                Real* XiPhiR = (Real*)malloc(m*sizeof(Real));
                for (int i=0; i<n; i++)
                {

-                       //~ for r=1:k
-                               //~ delta = Y(i,:)*rho(:,:,r,lambdaIndex) - (X(i,a)*(phi(a,:,r,lambdaIndex)));
-                               //~ densite(i,lambdaIndex) = densite(i,lambdaIndex) +...
-                                       //~ pi(r,lambdaIndex)*det(rho(:,:,r,lambdaIndex))/(sqrt(2*PI))^m*exp(-dot(delta,delta)/2.0);
-                       //~ end

                        for (int r=0; r<k; r++)
                        {
                                //compute det(rho(:,:,r,lambdaIndex)) [TODO: avoid re-computations]
                        for (int r=0; r<k; r++)
                        {
                                //compute det(rho(:,:,r,lambdaIndex)) [TODO: avoid re-computations]


@@ -193,14 +187,16 @@ void constructionModelesLassoMLE_core(
                                        for (int v=0; v<lengthA; v++)
                                                XiPhiR[u] += X[mi(i,a[v],n,p)] * phi[ai4(a[v],u,r,lambdaIndex,p,m,k,L)];
                                }
                                        for (int v=0; v<lengthA; v++)
                                                XiPhiR[u] += X[mi(i,a[v],n,p)] * phi[ai4(a[v],u,r,lambdaIndex,p,m,k,L)];
                                }

-                               // On peut remplacer X par Xa dans ce dernier calcul, mais je ne sais pas si c'est intéressant ...
+                               // NOTE: On peut remplacer X par Xa dans ce dernier calcul,
+                               // mais je ne sais pas si c'est intéressant ...

 
                                // compute dotProduct < delta . delta >
                                Real dotProduct = 0.0;
                                for (int u=0; u<m; u++)
                                        dotProduct += (YiRhoR[u]-XiPhiR[u]) * (YiRhoR[u]-XiPhiR[u]);
 
 
                                // compute dotProduct < delta . delta >
                                Real dotProduct = 0.0;
                                for (int u=0; u<m; u++)
                                        dotProduct += (YiRhoR[u]-XiPhiR[u]) * (YiRhoR[u]-XiPhiR[u]);
 

-                               densite[mi(lambdaIndex,i,L,n)] += (pi[mi(r,lambdaIndex,k,L)]*detRhoR/pow(sqrt(2.0*M_PI),m))*exp(-dotProduct/2.0);
+                               densite[mi(lambdaIndex,i,L,n)] +=
+                                       (pi[mi(r,lambdaIndex,k,L)]*detRhoR/pow(sqrt(2.0*M_PI),m))*exp(-dotProduct/2.0);

                        }
                        sumLogDensit += log(densite[lambdaIndex*n+i]);
                }
                        }
                        sumLogDensit += log(densite[lambdaIndex*n+i]);
                }

diff --git a/src/sources/constructionModelesLassoRank.c b/src/sources/constructionModelesLassoRank.c
index 59be2f7..1115311 100644 (file)
--- a/src/sources/constructionModelesLassoRank.c
+++ b/src/sources/constructionModelesLassoRank.c
@@ -55,6 +55,8 @@ void constructionModelesLassoRank_core(
        //Initialize phi to zero, because unactive variables won't be assigned
        for (int i=0; i<p*m*k*L*Size; i++)
                phi[i] = 0.0;
        //Initialize phi to zero, because unactive variables won't be assigned
        for (int i=0; i<p*m*k*L*Size; i++)
                phi[i] = 0.0;

+       for (int i=0; i<L*Size*2; i++)
+               llh[i] = INFINITY;

 
        //initiate parallel section
        int lambdaIndex;
 
        //initiate parallel section
        int lambdaIndex;

diff --git a/src/sources/utils.h b/src/sources/utils.h
index f8cf59e..f6d122f 100644 (file)
--- a/src/sources/utils.h
+++ b/src/sources/utils.h
@@ -37,10 +37,6 @@ typedef double Real;
 #define ai4(i,j,k,m,d1,d2,d3,d4)\
        m*d1*d2*d3 + k*d1*d2 + j*d1 + i
 
 #define ai4(i,j,k,m,d1,d2,d3,d4)\
        m*d1*d2*d3 + k*d1*d2 + j*d1 + i
 

-// Array5 Index ; TODO? ...
-#define ai5(i,j,k,m,n,d1,d2,d3,d4,d5)\
-       n*d1*d2*d3*d4 + m*d1*d2*d3 + k*d1*d2 + j*d1 + i
-

 /*************************
  * Array copy & "zeroing"
  ************************/
 /*************************
  * Array copy & "zeroing"
  ************************/

diff --git a/src/test/Makefile b/src/test/Makefile
index 136b1d2..d582826 100644 (file)
--- a/src/test/Makefile
+++ b/src/test/Makefile
@@ -33,7 +33,7 @@ test.selectionTotale: $(LIB) test.selectionTotale.o test_utils.o
        $(CC) -fPIC -o $@ -c $< $(CFLAGS) $(INCLUDES)
 
 clean:
        $(CC) -fPIC -o $@ -c $< $(CFLAGS) $(INCLUDES)
 
 clean:

-       rm -f *.o ../sources/*.o
+       rm -f *.o ../sources/*.o ../adapters/*.o

 
 cclean: clean
        rm -f $(LIB) $(TESTS)
 
 cclean: clean
        rm -f $(LIB) $(TESTS)

diff --git a/src/test/generate_test_data/generateRunSaveTest_constructionModelesLassoMLE.R b/src/test/generate_test_data/generateRunSaveTest_constructionModelesLassoMLE.R
index 95aaf1e..210fe3c 100644 (file)
--- a/src/test/generate_test_data/generateRunSaveTest_constructionModelesLassoMLE.R
+++ b/src/test/generate_test_data/generateRunSaveTest_constructionModelesLassoMLE.R
@@ -34,7 +34,7 @@ generateRunSaveTest_constructionModelesLassoMLE = function(n=200, p=15, m=10, k=
                row.names=F, col.names=F)
   write.table(as.double(gamma), paste(testFolder,"gamma",sep=""),
                row.names=F, col.names=F)
                row.names=F, col.names=F)
   write.table(as.double(gamma), paste(testFolder,"gamma",sep=""),
                row.names=F, col.names=F)

-  write.table(as.double(lambda), paste(testFolder,"lambda",sep=""),
+  write.table(as.double(glambda), paste(testFolder,"glambda",sep=""),

                row.names=F, col.names=F)
   write.table(as.double(xy$X), paste(testFolder,"X",sep=""),
                row.names=F, col.names=F)
                row.names=F, col.names=F)
   write.table(as.double(xy$X), paste(testFolder,"X",sep=""),
                row.names=F, col.names=F)

diff --git a/src/test/generate_test_data/helpers/EMGLLF.R b/src/test/generate_test_data/helpers/EMGLLF.R
index 7c80081..a624156 100644 (file)
--- a/src/test/generate_test_data/helpers/EMGLLF.R
+++ b/src/test/generate_test_data/helpers/EMGLLF.R
@@ -135,7 +135,7 @@ EMGLLF = function(phiInit,rhoInit,piInit,gamInit,mini,maxi,gamma,lambda,X,Y,tau)
                        {
                                #FIXME: numerical problems, because 0 < det(Rho[,,r] < EPS; what to do ?!
         #       consequence: error in while() at line 77
                        {
                                #FIXME: numerical problems, because 0 < det(Rho[,,r] < EPS; what to do ?!
         #       consequence: error in while() at line 77

-                               Gam[i,r] = pi[r] * exp(-0.5*sqNorm2[r] + shift) * det(rho[,,r])
+                               Gam[i,r] = pi[r] * exp(-0.5*sqNorm2[r] + shift) #* det(rho[,,r])

         sumLLF1 = sumLLF1 + Gam[i,r] / (2*base::pi)^(m/2)
       }
       sumLogLLF2 = sumLogLLF2 + log(sumLLF1)
         sumLLF1 = sumLLF1 + Gam[i,r] / (2*base::pi)^(m/2)
       }
       sumLogLLF2 = sumLogLLF2 + log(sumLLF1)

diff --git a/src/test/generate_test_data/helpers/constructionModelesLassoMLE.R b/src/test/generate_test_data/helpers/constructionModelesLassoMLE.R
index 359bada..ed05b2a 100644 (file)
--- a/src/test/generate_test_data/helpers/constructionModelesLassoMLE.R
+++ b/src/test/generate_test_data/helpers/constructionModelesLassoMLE.R
@@ -1,58 +1,56 @@
-constructionModelesLassoMLE = function(phiInit,rhoInit,piInit,gamInit,mini,maxi,gamma,glambda,X,Y,seuil,tau,A1,A2){
-  #get matrix sizes
+constructionModelesLassoMLE = function(phiInit,rhoInit,piInit,gamInit,mini,maxi,gamma,glambda,
+       X,Y,seuil,tau,A1,A2)
+{

   n = dim(X)[1];
   p = dim(phiInit)[1]
   m = dim(phiInit)[2]
   n = dim(X)[1];
   p = dim(phiInit)[1]
   m = dim(phiInit)[2]

-  k  = dim(phiInit)[3]
+  k = dim(phiInit)[3]

   L = length(glambda)
   L = length(glambda)

-  
+

   #output parameters
   phi = array(0, dim=c(p,m,k,L))
   rho = array(0, dim=c(m,m,k,L))
   #output parameters
   phi = array(0, dim=c(p,m,k,L))
   rho = array(0, dim=c(m,m,k,L))

-  Pi = matrix(0, k, L)
+  pi = matrix(0, k, L)

   llh = matrix(0, L, 2) #log-likelihood
 
   llh = matrix(0, L, 2) #log-likelihood
 

-  for(lambdaIndex in 1:L){
-    a = A1[, 1, lambdaIndex]
-    a[a==0] = c()
-    if(length(a)==0){
+  for(lambdaIndex in 1:L)
+       {
+    a = A1[,1,lambdaIndex]
+    a = a[a!=0]
+    if(length(a)==0)

       next
       next

-    }
-    EMGLLf = EMGLLF(phiInit[a,,],rhoInit,piInit,gamInit,mini,maxi,gamma,0,X[,a],Y,tau)
-    
-    phiLambda = EMGLLf$phi
-    rhoLambda = EMGLLf$rho
-    piLambda = EMGLLf$Pi
-    
-    for(j in 1:length(a)){
-      phi[a[j],,,lambdaIndex] = phiLambda[j,,]
-    }
-    rho[,,,lambdaIndex] = rhoLambda
-    Pi[,lambdaIndex] = piLambda
-    
+
+    res = EMGLLF(phiInit[a,,],rhoInit,piInit,gamInit,mini,maxi,gamma,0.,X[,a],Y,tau)
+
+    for (j in 1:length(a))
+      phi[a[j],,,lambdaIndex] = res$phi[j,,]
+    rho[,,,lambdaIndex] = res$rho
+    pi[,lambdaIndex] = res$pi
+

     dimension = 0
     dimension = 0

-    for(j in 1:p){
-      vec =  c(2, dim(A2)[2])
-      b = A2[j,vec,lambdaIndex]
-      b[b==0] = c()
-      if(length(b) > 0){
-        phi[A2[j,1,lambdaIndex],b,,lambdaIndex] = 0
-      }
-      c = A1[j,vec,lambdaIndex]
-      c[c==0] = c()
-      dimension = dimension + length(c)
+    for (j in 1:p)
+               {
+      b = A2[j,2:dim(A2)[2],lambdaIndex]
+      b = b[b!=0]
+      if (length(b) > 0)
+        phi[A2[j,1,lambdaIndex],b,,lambdaIndex] = 0.
+      c = A1[j,2:dim(A1)[2],lambdaIndex]
+      dimension = dimension + sum(c!=0)

     }
     }

-    
+

     #on veut calculer l'EMV avec toutes nos estimations
     #on veut calculer l'EMV avec toutes nos estimations

-               densite = matrix(0, n, L)
-               for(i in 1:n){
-                       for( r in 1:k){
+               densite = matrix(0, nrow=n, ncol=L)
+               for (i in 1:n)
+               {
+                       for (r in 1:k)
+                       {

                                delta = Y[i,]%*%rho[,,r,lambdaIndex] - (X[i,a]%*%phi[a,,r,lambdaIndex]);
                                delta = Y[i,]%*%rho[,,r,lambdaIndex] - (X[i,a]%*%phi[a,,r,lambdaIndex]);

-                               densite[i,lambdaIndex] = densite[i,lambdaIndex] +       Pi[r,lambdaIndex]*det(rho[,,r,lambdaIndex])/(sqrt(2*pi))^m*exp(-tcrossprod(delta)/2.0)
+                               densite[i,lambdaIndex] = densite[i,lambdaIndex] + pi[r,lambdaIndex] *
+                                       det(rho[,,r,lambdaIndex])/(sqrt(2*base::pi))^m * exp(-tcrossprod(delta)/2.0)

                        }
                }
                llh[lambdaIndex,1] = sum(log(densite[,lambdaIndex]))
                llh[lambdaIndex,2] = (dimension+m+1)*k-1
   }
                        }
                }
                llh[lambdaIndex,1] = sum(log(densite[,lambdaIndex]))
                llh[lambdaIndex,2] = (dimension+m+1)*k-1
   }

-  return(list(phi=phi, rho=rho, Pi=Pi, llh = llh))
+  return (list("phi"=phi, "rho"=rho, "pi"=pi, "llh" = llh))

 }
 }

diff --git a/src/test/generate_test_data/helpers/constructionModelesLassoMLE.m b/src/test/generate_test_data/helpers/constructionModelesLassoMLE.m
deleted file mode 100644 (file)
index 3e852a6..0000000
--- a/src/test/generate_test_data/helpers/constructionModelesLassoMLE.m
+++ /dev/null
@@ -1,58 +0,0 @@
-function[phi,rho,pi,llh] = constructionModelesLassoMLE(...
-       phiInit,rhoInit,piInit,gamInit,mini,maxi,gamma,glambda,X,Y,seuil,tau,A1,A2)
-
-       PI = 4.0 * atan(1.0);
-
-       %get matrix sizes
-       n = size(X, 1);
-       [p,m,k] = size(phiInit);
-       L = length(glambda);
-
-       %output parameters
-       phi = zeros(p,m,k,L);
-       rho = zeros(m,m,k,L);
-       pi = zeros(k,L);
-       llh = zeros(L,2);
-
-       for lambdaIndex=1:L
-               % Procedure Lasso-MLE
-               a = A1(:,1,lambdaIndex);
-               a(a==0) = [];
-               if length(a) == 0
-                       continue;
-               end
-               [phiLambda,rhoLambda,piLambda,~,~] = EMGLLF(...
-                       phiInit(a,:,:),rhoInit,piInit,gamInit,mini,maxi,gamma,0,X(:,a),Y,tau);
-
-               for j=1:length(a)
-                       phi(a(j),:,:,lambdaIndex) = phiLambda(j,:,:);
-               end
-               rho(:,:,:,lambdaIndex) = rhoLambda;
-               pi(:,lambdaIndex) = piLambda;
-
-               dimension = 0;
-               for j=1:p
-                       b = A2(j,2:end,lambdaIndex);
-                       b(b==0) = [];
-                       if length(b) > 0
-                               phi(A2(j,1,lambdaIndex),b,:,lambdaIndex) = 0.0;
-                       end
-                       c = A1(j,2:end,lambdaIndex);
-                       c(c==0) = [];
-                       dimension = dimension + length(c);
-               end
-
-               %on veut calculer l'EMV avec toutes nos estimations
-               densite = zeros(n,L);
-               for i=1:n
-                       for r=1:k
-                               delta = Y(i,:)*rho(:,:,r,lambdaIndex) - (X(i,a)*(phi(a,:,r,lambdaIndex)));
-                               densite(i,lambdaIndex) = densite(i,lambdaIndex) +...
-                                       pi(r,lambdaIndex)*det(rho(:,:,r,lambdaIndex))/(sqrt(2*PI))^m*exp(-dot(delta,delta)/2.0);
-                       end
-               end
-               llh(lambdaIndex,1) = sum(log(densite(:,lambdaIndex)));
-               llh(lambdaIndex,2) = (dimension+m+1)*k-1;
-       end
-
-end

diff --git a/src/test/generate_test_data/helpers/constructionModelesLassoRank.R b/src/test/generate_test_data/helpers/constructionModelesLassoRank.R
index 15305d9..9254473 100644 (file)
--- a/src/test/generate_test_data/helpers/constructionModelesLassoRank.R
+++ b/src/test/generate_test_data/helpers/constructionModelesLassoRank.R
@@ -45,5 +45,5 @@ constructionModelesLassoRank = function(pi,rho,mini,maxi,X,Y,tau,A1,rangmin,rang
       }
     }
   }
       }
     }
   }

-  return (list(phi=phi, llh = llh))
+  return (list("phi"=phi, "llh" = llh))

 }
 }

diff --git a/src/test/test.ConstructionModelesLassoMLE.c b/src/test/test.constructionModelesLassoMLE.c
similarity index 88%
rename from src/test/test.ConstructionModelesLassoMLE.c
rename to src/test/test.constructionModelesLassoMLE.c
index 45402db..b607467 100644 (file)
--- a/src/test/test.ConstructionModelesLassoMLE.c
+++ b/src/test/test.constructionModelesLassoMLE.c
@@ -1,5 +1,8 @@
 #include "constructionModelesLassoMLE.h"
 #include "test_utils.h"
 #include "constructionModelesLassoMLE.h"
 #include "test_utils.h"

+#include <stdlib.h>
+
+#include <stdio.h>

 
 int main(int argc, char** argv)
 {
 
 int main(int argc, char** argv)
 {


@@ -39,7 +42,7 @@ int main(int argc, char** argv)
 
        /////////////////////////////////////////
        // Call to constructionModelesLassoMLE //
 
        /////////////////////////////////////////
        // Call to constructionModelesLassoMLE //

-       constructionModelesLassoMLE(
+       constructionModelesLassoMLE_core(

                phiInit,rhoInit,piInit,gamInit,mini,maxi,gamma,glambda,X,Y,seuil,tau,A1,A2,
                phi,rho,pi,llh,
                n,p,m,k,L);
                phiInit,rhoInit,piInit,gamInit,mini,maxi,gamma,glambda,X,Y,seuil,tau,A1,A2,
                phi,rho,pi,llh,
                n,p,m,k,L);


@@ -56,22 +59,22 @@ int main(int argc, char** argv)
        free(glambda);
 
        // Compare to reference outputs
        free(glambda);
 
        // Compare to reference outputs

-       Real* ref_phi = readArray_real("phi",dimPhi,4);
+       Real* ref_phi = readArray_real("phi");

        compareArray_real("phi", phi, ref_phi, p*m*k*L);
        free(phi);
        free(ref_phi);
 
        compareArray_real("phi", phi, ref_phi, p*m*k*L);
        free(phi);
        free(ref_phi);
 

-       Real* ref_rho = readArray_real("rho",dimRho,4);
+       Real* ref_rho = readArray_real("rho");

        compareArray_real("rho", rho, ref_rho, m*m*k*L);
        free(rho);
        free(ref_rho);
 
        compareArray_real("rho", rho, ref_rho, m*m*k*L);
        free(rho);
        free(ref_rho);
 

-       Real* ref_pi = readArray_real("pi",dimPi,2);
+       Real* ref_pi = readArray_real("pi");

        compareArray_real("pi", pi, ref_pi, k*L);
        free(pi);
        free(ref_pi);
 
        compareArray_real("pi", pi, ref_pi, k*L);
        free(pi);
        free(ref_pi);
 

-       Real* ref_llh = readArray_real("llh",dimllh,2);
+       Real* ref_llh = readArray_real("llh");

        compareArray_real("llh", llh, ref_llh, L*2);
        free(llh);
        free(ref_llh);
        compareArray_real("llh", llh, ref_llh, L*2);
        free(llh);
        free(ref_llh);