From: Benjamin Auder <benjamin.auder@somewhere>
Date: Thu, 23 Feb 2017 18:42:18 +0000 (+0100)
Subject: draft of selectiontotale.R
X-Git-Url: https://git.auder.net/js/pieces/%7B%7B%20asset%28%27mixstore/css/config.php?a=commitdiff_plain;h=928d1c52c786ec94be64c4bc8123ab8a98727b6e;p=valse.git

draft of selectiontotale.R
---

diff --git a/R/selectiontotale.R b/R/selectiontotale.R
new file mode 100644
index 0000000..673bc3b
--- /dev/null
+++ b/R/selectiontotale.R
@@ -0,0 +1,25 @@
+#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,seuil,tau)
+{
+	cl = parallel::makeCluster( parallel::detectCores() / 4 )
+	parallel::clusterExport(cl=cl,
+		varlist=c("phiInit","rhoInit","gamInit","mini","maxi","glambda","X","Y","seuil","tau"),
+		envir=environment())
+	#Pour chaque lambda de la grille, on calcule les coefficients
+	out = parLapply( 1:L, 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$phi[j,,]) > seuil, 1, any ) ]
+		})
+
+		list("selected"=selectedVariables,"Rho"=params$Rho,"Pi"=params$Pi)
+	})
+	parallel::stopCluster(cl)
+}
diff --git a/R/selectiontotale.m b/R/selectiontotale.m
deleted file mode 100644
index 5d36a96..0000000
--- a/R/selectiontotale.m
+++ /dev/null
@@ -1,54 +0,0 @@
-function[A1,A2,Rho,Pi] = selectiontotale(phiInit,rhoInit,piInit,gamInit,mini,maxi,gamma,glambda,X,Y,seuil,tau)
-
-	[p,m,k] = size(phiInit);
-	L = length(glambda);
-	A1 = zeros(p,m+1,L,'int64');
-	A2 = zeros(p,m+1,L,'int64');
-	Rho = zeros(m,m,k,L);
-	Pi = zeros(k,L);
-
-	%Pour chaque lambda de la grille, on calcule les coefficients
-	for lambdaIndex=1:L
-		[phi,rho,pi,~,~] = EMGLLF(phiInit,rhoInit,piInit,gamInit,mini,maxi,gamma,glambda(lambdaIndex),X,Y,tau);
-
-		%Si un des coefficients est supérieur au seuil, on garde cette variable
-		selectedVariables = zeros(p,m);
-		discardedVariables = zeros(p,m);
-		atLeastOneSelectedVariable = false;
-		for j=1:p
-			cpt=1;
-			cpt2=1;
-			for mm=1:m
-				if max(abs(phi(j,mm,:))) > seuil
-					selectedVariables(j,cpt) = mm;
-					cpt = cpt+1;
-					atLeastOneSelectedVariable = true;
-				else
-					discardedVariables(j,cpt2) = mm;
-					cpt2 = cpt2+1;
-				end
-			end
-		end
-
-		%Si aucun des coefficients n'a été gardé on renvoit la matrice nulle
-		%Et si on enlevait ces colonnes de zéro ??? Indices des colonnes vides
-		if atLeastOneSelectedVariable
-			vec = [];
-			for j=1:p
-				if selectedVariables(j,1) ~= 0
-					vec = [vec;j];
-				end
-			end
-
-			%Sinon on renvoit les numéros des coefficients utiles
-			A1(:,1,lambdaIndex) = [vec;zeros(p-length(vec),1)];
-			A1(1:length(vec),2:m+1,lambdaIndex) = selectedVariables(vec,:);
-			A2(:,1,lambdaIndex) = 1:p;
-			A2(:,2:m+1,lambdaIndex) = discardedVariables;
-			Rho(:,:,:,lambdaIndex) = rho;
-			Pi(:,lambdaIndex) = pi;
-		end
-
-	end
-
-end