- if (length(col.sel) == 1)
- {
- delta <- (Y %*% rhoLambda[, , r] - (X[, col.sel] %*% t(phiLambda[col.sel, , r])))
- } else delta <- (Y %*% rhoLambda[, , r] - (X[, col.sel] %*% phiLambda[col.sel, , r]))
- densite <- densite + piLambda[r] * gdet(rhoLambda[, , r])/(sqrt(2 * base::pi))^m *
- exp(-diag(tcrossprod(delta))/2)
+ # Update gam[,]; use log to avoid numerical problems
+ logGam <- sapply(1:k, function(r) {
+ log(piLambda[r]) + log(detRho[r]) - 0.5 *
+ sum((Y[i, ] %*% rhoLambda[, , r] - X[i, ] %*% phiLambda[, , r])^2)
+ })
+
+ logGam <- logGam - max(logGam) #adjust without changing proportions
+ gam <- exp(logGam)
+ print(gam)
+ norm_fact <- sum(gam)
+ sumLogLLH <- sumLogLLH + log(norm_fact) - log((2 * base::pi)^(m/2))