gam = gamInit
Gram2 = array(0, dim=c(p,p,k))
ps2 = array(0, dim=c(p,m,k))
- b = rep(0, k)
X2 = array(0, dim=c(n,p,k))
Y2 = array(0, dim=c(n,m,k))
EPS = 1e-15
#Etape E #
##########
- sumLogLLH2 = 0
+ # Precompute det(rho[,,r]) for r in 1...k
+ detRho = sapply(1:k, function(r) det(rho[,,r]))
+
+ sumLogLLH = 0
for (i in 1:n)
{
# Update gam[,]
- sumLLH1 = 0
sumGamI = 0
for (r in 1:k)
{
- gam[i,r] = pi[r] * exp(-0.5*sum( (Y[i,]%*%rho[,,r]-X[i,]%*%phi[,,r])^2 ))
- * det(rho[,,r])
- sumLLH1 = sumLLH1 + gam[i,r] / (2*base::pi)^(m/2)
+ gam[i,r] = pi[r]*exp(-0.5*sum((Y[i,]%*%rho[,,r]-X[i,]%*%phi[,,r])^2))*detRho[r]
sumGamI = sumGamI + gam[i,r]
}
- sumLogLLH2 = sumLogLLH2 + log(sumLLH1)
- if(sumGamI > EPS) #else: gam[i,] is already ~=0
+ sumLogLLH = sumLogLLH + log(sumGamI) - log((2*base::pi)^(m/2))
+ if (sumGamI > EPS) #else: gam[i,] is already ~=0
gam[i,] = gam[i,] / sumGamI
}
sumPen = sum(pi^gamma * b)
last_llh = llh
- llh = -sumLogLLH2/n + lambda*sumPen
+ llh = -sumLogLLH/n + lambda*sumPen
dist = ifelse( ite == 1, llh, (llh-last_llh) / (1+abs(llh)) )
Dist1 = max( (abs(phi-Phi)) / (1+abs(phi)) )
Dist2 = max( (abs(rho-Rho)) / (1+abs(rho)) )
Dist3 = max( (abs(pi-Pi)) / (1+abs(Pi)) )
dist2 = max(Dist1,Dist2,Dist3)
- if (ite>=mini && (dist>= tau || dist2 >= sqrt(tau)))
+ if (ite >= mini && (dist >= tau || dist2 >= sqrt(tau)))
break
}