- n = nrow(Y)
- m = ncol(Y)
- p = ncol(X)
-
- betaInit1 = array(0, dim=c(p,m,k,20))
- sigmaInit1 = array(0, dim = c(m,m,k,20))
- phiInit1 = array(0, dim = c(p,m,k,20))
- rhoInit1 = array(0, dim = c(m,m,k,20))
- piInit1 = matrix(0,20,k)
- gamInit1 = array(0, dim=c(n,k,20))
- LLFinit1 = list()
-
- require(MASS) #Moore-Penrose generalized inverse of matrix
- for(repet in 1:20)
- {
- clusters = hclust(dist(y)) #default distance : euclidean
- #cutree retourne les indices (à quel cluster indiv_i appartient) d'un clustering hierarchique
- clusterCut = cutree(clusters,k)
- Zinit1[,repet] = clusterCut
-
- for(r in 1:k)
- {
- Z = Zinit1[,repet]
- Z_bin = vec_bin(Z,r)
- Z_vec = Z_bin$Z #vecteur 0 et 1 aux endroits où Z==r
- Z_indice = Z_bin$indice #renvoit les indices où Z==r
-
- betaInit1[,,r,repet] =
- ginv(t(x[Z_indice,])%*%x[Z_indice,])%*%t(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] = sum(Z_vec)/n
- }
-
- for(i in 1:n)
- {
- for(r in 1:k)
- {
- dotProduct = (y[i,]%*%rhoInit1[,,r,repet]-x[i,]%*%phiInit1[,,r,repet]) %*%
- (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
-
- new_EMG = .Call("EMGLLF",phiInit1[,,,repet],rhoInit1[,,,repet],piInit1[repet,],
- gamInit1[,,repet],miniInit,maxiInit,1,0,x,y,tau)
- LLFEessai = new_EMG$LLF
- LLFinit1[repet] = LLFEessai[length(LLFEessai)]
- }
-
- b = which.max(LLFinit1)
- phiInit = phiInit1[,,,b]
- rhoInit = rhoInit1[,,,b]
- piInit = piInit1[b,]
- gamInit = gamInit1[,,b]
-
- return (list(phiInit=phiInit, rhoInit=rhoInit, piInit=piInit, gamInit=gamInit))
+ n = nrow(Y)
+ m = ncol(Y)
+ p = ncol(X)
+
+ betaInit1 = array(0, dim=c(p,m,k,20))
+ sigmaInit1 = array(0, dim = c(m,m,k,20))
+ phiInit1 = array(0, dim = c(p,m,k,20))
+ rhoInit1 = array(0, dim = c(m,m,k,20))
+ piInit1 = matrix(0,20,k)
+ gamInit1 = array(0, dim=c(n,k,20))
+ LLFinit1 = list()
+
+ require(MASS) #Moore-Penrose generalized inverse of matrix
+ for(repet in 1:20)
+ {
+ clusters = hclust(dist(y)) #default distance : euclidean
+ #cutree retourne les indices (? quel cluster indiv_i appartient) d'un clustering hierarchique
+ clusterCut = cutree(clusters,k)
+ Zinit1[,repet] = clusterCut
+
+ for(r in 1:k)
+ {
+ Z = Zinit1[,repet]
+ Z_bin = vec_bin(Z,r)
+ Z_vec = Z_bin$Z #vecteur 0 et 1 aux endroits o? Z==r
+ Z_indice = Z_bin$indice #renvoit les indices o? Z==r
+
+ betaInit1[,,r,repet] =
+ ginv(t(x[Z_indice,])%*%x[Z_indice,])%*%t(x[Z_indice,])%*%y[Z_indice,]
+ sigmaInit1[,,r,repet] = diag(m)
+ phiInit1[,,r,repet] = betaInit1[,,r,repet]/sigmaInit1[,,r,repet]
+ rhoInit1[,,r,repet] = solve(sigmaInit1[,,r,repet])
+ piInit1[repet,r] = sum(Z_vec)/n
+ }
+
+ for(i in 1:n)
+ {
+ for(r in 1:k)
+ {
+ dotProduct = (y[i,]%*%rhoInit1[,,r,repet]-x[i,]%*%phiInit1[,,r,repet]) %*%
+ (y[i,]%*%rhoInit1[,,r,repet]-x[i,]%*%phiInit1[,,r,repet])
+ Gam[i,r] = piInit1[repet,r]*det(rhoInit1[,,r,repet])*exp(-0.5*dotProduct)
+ }
+ sumGamI = sum(gam[i,])
+ gamInit1[i,,repet]= Gam[i,] / sumGamI
+ }
+
+ miniInit = 10
+ maxiInit = 11
+
+ new_EMG = .Call("EMGLLF",phiInit1[,,,repet],rhoInit1[,,,repet],piInit1[repet,],
+ gamInit1[,,repet],miniInit,maxiInit,1,0,x,y,tau)
+ LLFEessai = new_EMG$LLF
+ LLFinit1[repet] = LLFEessai[length(LLFEessai)]
+ }
+
+ b = which.max(LLFinit1)
+ phiInit = phiInit1[,,,b]
+ rhoInit = rhoInit1[,,,b]
+ piInit = piInit1[b,]
+ gamInit = gamInit1[,,b]
+
+ return (list(phiInit=phiInit, rhoInit=rhoInit, piInit=piInit, gamInit=gamInit))