| 1 | #Return a list of outputs, for each lambda in grid: selected,Rho,Pi |
| 2 | selectiontotale = function(phiInit,rhoInit,piInit,gamInit,mini,maxi,gamma,glambda,X,Y,thresh,tau){ |
| 3 | require(parallel) |
| 4 | cl = parallel::makeCluster( parallel::detectCores() / 4 ) # <-- ça devrait être un argument |
| 5 | parallel::clusterExport(cl=cl, |
| 6 | varlist=c("phiInit","rhoInit","gamInit","mini","maxi","glambda","X","Y","thresh","tau"), |
| 7 | envir=environment()) |
| 8 | #Pour chaque lambda de la grille, on calcule les coefficients |
| 9 | out = parLapply( 1:length(glambda), function(lambdaindex) |
| 10 | { |
| 11 | params = |
| 12 | EMGLLF(phiInit,rhoInit,piInit,gamInit,mini,maxi,gamma,glambda[lambdaIndex],X,Y,tau) |
| 13 | |
| 14 | p = dim(phiInit)[1] |
| 15 | m = dim(phiInit)[2] |
| 16 | #selectedVariables: list where element j contains vector of selected variables in [1,m] |
| 17 | selectedVariables = lapply(1:p, function(j) { |
| 18 | #from boolean matrix mxk of selected variables obtain the corresponding boolean m-vector, |
| 19 | #and finally return the corresponding indices |
| 20 | seq_len(m)[ apply( abs(params$phi[j,,]) > thresh, 1, any ) ] |
| 21 | }) |
| 22 | |
| 23 | list("selected"=selectedVariables,"Rho"=params$Rho,"Pi"=params$Pi) |
| 24 | }) |
| 25 | parallel::stopCluster(cl) |
| 26 | } |