-#Return a list of outputs, for each lambda in grid: selected,Rho,Pi
-selectiontotale = function(phiInit,rhoInit,piInit,gamInit,mini,maxi,gamma,glambda,X,Y,thresh,tau, parallel = FALSE){
- if (parallel) {
- require(parallel)
- cl = parallel::makeCluster( parallel::detectCores() / 4) # <-- ça devrait être un argument
- parallel::clusterExport(cl=cl,
- varlist=c("phiInit","rhoInit","gamInit","mini","maxi","glambda","X","Y","thresh","tau"),
- envir=environment())
- #Pour chaque lambda de la grille, on calcule les coefficients
- out = parLapply(cl, 1:length(glambda), function(lambdaIndex)
- {
- params =
- EMGLLF(phiInit,rhoInit,piInit,gamInit,mini,maxi,gamma,glambda[lambdaIndex],X,Y,tau)
-
- p = dim(phiInit)[1]
- m = dim(phiInit)[2]
- #selectedVariables: list where element j contains vector of selected variables in [1,m]
- selectedVariables = lapply(1:p, function(j) {
- #from boolean matrix mxk of selected variables obtain the corresponding boolean m-vector,
- #and finally return the corresponding indices
- seq_len(m)[ apply( abs(params$phi[j,,]) > thresh, 1, any ) ]
- })
-
- list("selected"=selectedVariables,"Rho"=params$Rho,"Pi"=params$Pi)
- })
- parallel::stopCluster(cl)
- }
- else {
- selectedVariables = list()
- Rho = list()
- Pi = list()
- #Pour chaque lambda de la grille, on calcule les coefficients
- for (lambdaIndex in 1:length(glambda)){
- print(lambdaIndex)
- params =
- EMGLLF(phiInit,rhoInit,piInit,gamInit,mini,maxi,gamma,glambda[lambdaIndex],X,Y,tau)
- p = dim(phiInit)[1]
- m = dim(phiInit)[2]
- #selectedVariables: list where element j contains vector of selected variables in [1,m]
- selectedVariables[[lambdaIndex]] = sapply(1:p, function(j) {
- #from boolean matrix mxk of selected variables obtain the corresponding boolean m-vector,
- #and finally return the corresponding indices
- seq_len(m)[ apply( abs(params$phi[j,,]) > thresh, 1, any ) ]
- })
- Rho[[lambdaIndex]] = params$Rho
- Pi[[lambdaIndex]] = params$Pi
- }
- list("selected"=selectedVariables,"Rho"=Rho,"Pi"=Pi)
- }
-}
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