R/selectiontotale.R

   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 }