+ }
+ else {
+ selectedVariables = list()
+ Rho = list()
+ Pi = list()
+ #Pour chaque lambda de la grille, on calcule les coefficients
+ for (lambdaIndex in 1:length(glambda)){
+ print(lambdaIndex)
+ params =
+ EMGLLF(phiInit,rhoInit,piInit,gamInit,mini,maxi,gamma,glambda[lambdaIndex],X,Y,tau)
+ p = dim(phiInit)[1]
+ m = dim(phiInit)[2]
+ #selectedVariables: list where element j contains vector of selected variables in [1,m]
+ selectedVariables[[lambdaIndex]] = lapply(1:p, function(j) {
+ #from boolean matrix mxk of selected variables obtain the corresponding boolean m-vector,
+ #and finally return the corresponding indices
+ seq_len(m)[ apply( abs(params$phi[j,,]) > thresh, 1, any ) ]
+ })
+ Rho[[lambdaIndex]] = params$Rho
+ Pi[[lambdaIndex]] = params$Pi
+ }
+ list("selected"=selectedVariables,"Rho"=Rho,"Pi"=Pi)
+ }
+}
\ No newline at end of file