piInit <<- init$piInit
gamInit <<- init$gamInit
- gridLambda <<- gridLambda(phiInit, rhoInit, piInit, tauInit, X, Y, gamma, mini, maxi, eps)
+ gridLambda <<- gridLambda(phiInit, rhoInit, piInit, gamInit, X, Y, gamma, mini, maxi, eps)
print("Compute relevant parameters")
#select variables according to each regularization parameter
#from the grid: A1 corresponding to selected variables, and
#A2 corresponding to unselected variables.
- params = selectiontotale(phiInit,rhoInit,piInit,tauInit,
- mini,maxi,gamma,gridLambda,
- X,Y,thresh,eps)
- A1 <<- params$A1
- A2 <<- params$A2
+ params = selectiontotale(phiInit,rhoInit,piInit,gamInit,mini,maxi,gamma,gridLambda,X,Y,1e-8,eps)
+ selected <<- params$selected
Rho <<- params$Rho
Pi <<- params$Pi
#Estimator, restricted on selected variables.
model = constructionModelesLassoMLE(
phiInit, rhoInit,piInit,tauInit,mini,maxi,
- gamma,gridLambda,X,Y,thresh,eps,A1,A2)
+ gamma,gridLambda,X,Y,thresh,eps,selected)
################################################
### Regarder la SUITE
r1 = runProcedure1()