| 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, parallel = FALSE){ |
| 3 | if (parallel) { |
| 4 | require(parallel) |
| 5 | cl = parallel::makeCluster( parallel::detectCores() / 4) # <-- ça devrait être un argument |
| 6 | parallel::clusterExport(cl=cl, |
| 7 | varlist=c("phiInit","rhoInit","gamInit","mini","maxi","glambda","X","Y","thresh","tau"), |
| 8 | envir=environment()) |
| 9 | #Pour chaque lambda de la grille, on calcule les coefficients |
| 10 | out = parLapply(cl, 1:length(glambda), function(lambdaIndex) |
| 11 | { |
| 12 | params = |
| 13 | EMGLLF(phiInit,rhoInit,piInit,gamInit,mini,maxi,gamma,glambda[lambdaIndex],X,Y,tau) |
| 14 | |
| 15 | p = dim(phiInit)[1] |
| 16 | m = dim(phiInit)[2] |
| 17 | #selectedVariables: list where element j contains vector of selected variables in [1,m] |
| 18 | selectedVariables = lapply(1:p, function(j) { |
| 19 | #from boolean matrix mxk of selected variables obtain the corresponding boolean m-vector, |
| 20 | #and finally return the corresponding indices |
| 21 | seq_len(m)[ apply( abs(params$phi[j,,]) > thresh, 1, any ) ] |
| 22 | }) |
| 23 | |
| 24 | list("selected"=selectedVariables,"Rho"=params$Rho,"Pi"=params$Pi) |
| 25 | }) |
| 26 | parallel::stopCluster(cl) |
| 27 | } |
| 28 | else { |
| 29 | selectedVariables = list() |
| 30 | Rho = list() |
| 31 | Pi = list() |
| 32 | #Pour chaque lambda de la grille, on calcule les coefficients |
| 33 | for (lambdaIndex in 1:length(glambda)){ |
| 34 | print(lambdaIndex) |
| 35 | params = |
| 36 | EMGLLF(phiInit,rhoInit,piInit,gamInit,mini,maxi,gamma,glambda[lambdaIndex],X,Y,tau) |
| 37 | p = dim(phiInit)[1] |
| 38 | m = dim(phiInit)[2] |
| 39 | #selectedVariables: list where element j contains vector of selected variables in [1,m] |
| 40 | selectedVariables[[lambdaIndex]] = lapply(1:p, function(j) { |
| 41 | #from boolean matrix mxk of selected variables obtain the corresponding boolean m-vector, |
| 42 | #and finally return the corresponding indices |
| 43 | seq_len(m)[ apply( abs(params$phi[j,,]) > thresh, 1, any ) ] |
| 44 | }) |
| 45 | Rho[[lambdaIndex]] = params$Rho |
| 46 | Pi[[lambdaIndex]] = params$Pi |
| 47 | } |
| 48 | list("selected"=selectedVariables,"Rho"=Rho,"Pi"=Pi) |
| 49 | } |
| 50 | } |