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1 | #Return a list of outputs, for each lambda in grid: selected,Rho,Pi |
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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 |
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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 |
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10 | out = parLapply(cl, 1:length(glambda), function(lambdaIndex) |
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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$Pi) |
25 | }) |
26 | parallel::stopCluster(cl) |
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27 | } |
28 | else { |
29 | selectedVariables = list() |
30 | Rho = list() |
31 | Pi = list() |
32 | #Pour chaque lambda de la grille, on calcule les coefficients |
33 | for (lambdaIndex in 1:length(glambda)){ |
34 | print(lambdaIndex) |
35 | params = |
36 | EMGLLF(phiInit,rhoInit,piInit,gamInit,mini,maxi,gamma,glambda[lambdaIndex],X,Y,tau) |
37 | p = dim(phiInit)[1] |
38 | m = dim(phiInit)[2] |
39 | #selectedVariables: list where element j contains vector of selected variables in [1,m] |
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40 | selectedVariables[[lambdaIndex]] = sapply(1:p, function(j) { |
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41 | #from boolean matrix mxk of selected variables obtain the corresponding boolean m-vector, |
42 | #and finally return the corresponding indices |
43 | seq_len(m)[ apply( abs(params$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 | } |