-EMGLLF_R = function(phiInit,rhoInit,piInit,gamInit,mini,maxi,gamma,lambda,X,Y,tau)
+EMGLLF = function(phiInit,rhoInit,piInit,gamInit,mini,maxi,gamma,lambda,X,Y,tau)
{
#matrix dimensions
n = dim(X)[1]
Gram2 = array(0, dim=c(p,p,k))
ps2 = array(0, dim=c(p,m,k))
b = rep(0, k)
- pen = matrix(0, maxi, k)
X2 = array(0, dim=c(n,p,k))
Y2 = array(0, dim=c(n,m,k))
dist = 0
Gam = matrix(0, n,k)
EPS = 1E-15
- while(ite <= mini || (ite <= maxi && (dist >= tau || dist2 >= sqrt(tau))))
+ while(ite <= mini || (ite<= maxi && (dist>= tau || dist2 >= sqrt(tau))))
{
Phi = phi
Rho = rho
kk = kk+1
}
+#if (ite==2) browser()
#t[m] la plus grande valeur dans la grille O.1^k tel que ce soit décroissante ou constante
while( kk < 1000 && -a/n + lambda * sum(pi^gamma * b) <
-sum(gam2 * log(pi2))/n + lambda * sum(pi2^gamma * b) )
{
for (mm in 1:m)
{
- S[j,mm,r] = -rho[mm,mm,r]*ps2[j,mm,r] + sum(phi[-j,mm,r] * Gram2[j, setdiff(1:p,j),r])
+ S[j,mm,r] = -rho[mm,mm,r]*ps2[j,mm,r] + sum(phi[-j,mm,r] * Gram2[j, setdiff(1:p, j),r])
+# (if(j>1) sum(phi[1:(j-1),mm,r] * Gram2[j,1:(j-1),r]) else 0) +
+# (if(j<p) sum(phi[(j+1):p,mm,r] * Gram2[j,(j+1):p,r]) else 0)
if (abs(S[j,mm,r]) <= n*lambda*(pi[r]^gamma))
phi[j,mm,r]=0
else if(S[j,mm,r] > n*lambda*(pi[r]^gamma))
##########
#Etape E #
##########
- sumLogLLF2 = 0
+
+ sumLogLLF2 = 0
for (i in 1:n)
{
#precompute sq norms to numerically adjust their values
for (r in 1:k){
sqNorm2[r] = sum( (Y[i,]%*%rho[,,r]-X[i,]%*%phi[,,r])^2 )}
- #compute Gam(:,:) using shift determined above
+ #compute Gam(:,:)
sumLLF1 = 0.0;
for (r in 1:k)
{
- Gam[i,r] = pi[r] * exp(-0.5*sqNorm2[r]) * det(rho[,,r])
+ #FIXME: numerical problems, because 0 < det(Rho[,,r] < EPS; what to do ?!
+ # consequence: error in while() at line 77
+ Gam[i,r] = pi[r] * exp(-0.5*sqNorm2[r])* det(rho[,,r])
sumLLF1 = sumLLF1 + Gam[i,r] / (2*base::pi)^(m/2)
}
sumLogLLF2 = sumLogLLF2 + log(sumLLF1)