Commit | Line | Data |
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928d1c52 BA |
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,seuil,tau) | |
3 | { | |
4 | cl = parallel::makeCluster( parallel::detectCores() / 4 ) | |
5 | parallel::clusterExport(cl=cl, | |
6 | varlist=c("phiInit","rhoInit","gamInit","mini","maxi","glambda","X","Y","seuil","tau"), | |
7 | envir=environment()) | |
8 | #Pour chaque lambda de la grille, on calcule les coefficients | |
9 | out = parLapply( 1:L, function(lambdaindex) | |
10 | { | |
11 | params = EMGLLF(phiInit,rhoInit,piInit,gamInit,mini,maxi,gamma,glambda[lambdaIndex],X,Y,tau) | |
12 | ||
13 | p = dim(phiInit)[1] | |
14 | m = dim(phiInit)[2] | |
15 | #selectedVariables: list where element j contains vector of selected variables in [1,m] | |
16 | selectedVariables = lapply(1:p, function(j) { | |
17 | #from boolean matrix mxk of selected variables obtain the corresponding boolean m-vector, | |
18 | #and finally return the corresponding indices | |
19 | seq_len(m)[ apply( abs(params$phi[j,,]) > seuil, 1, any ) ] | |
20 | }) | |
21 | ||
22 | list("selected"=selectedVariables,"Rho"=params$Rho,"Pi"=params$Pi) | |
23 | }) | |
24 | parallel::stopCluster(cl) | |
25 | } |