src/test/generate_test_data/helpers/constructionModelesLassoRank.R

   1 constructionModelesLassoRank = function(Pi,Rho,mini,maxi,X,Y,tau,A1,rangmin,rangmax){
   2   #get matrix sizes
   3   n = dim(X)[1]
   4   p = dim(X)[2]
   5   m = dim(rho)[2]
   6   k = dim(rho)[3]
   7   L = dim(A1)[2]
   8
   9   deltaRank = rangmax - rangmin + 1
  10   Size = deltaRank^k
  11   Rank = matrix(0, Size, k)
  12   for(r in 1:k){
  13     Rank[,r] = rangmin +
  14   }
  15
  16   phi = array(0, dim=c(p,m,k,L*Size))
  17   lvraisemblance = matrix(0, L*Size, 2)
  18   for(lambdaIndex in 1:L){
  19     #on ne garde que les colonnes actives
  20     #active sera l'ensemble des variables informatives
  21     active = A1[, lambdaIndex]
  22     active[active==0] = c()
  23     if(length(active)>0){
  24       for(j in 1:Size){
  25         EMG_rank = EMGrank(Pi[,lambdaIndex], Rho[,,,lambdaIndex], mini, maxi, X[, active], Y, tau, Rank[j,])
  26         phiLambda = EMG_rank$phi
  27         LLF = EMG_rank$LLF
  28         lvraisemblance[(lambdaIndex-1)*Size+j,] = c(LLF, sum(Rank[j,]^(length(active)- Rank[j,]+m)))
  29         phi[active,,,(lambdaIndex-1)*Size+j] = phiLambda
  30       }
  31     }
  32   }
  33   return(list(phi=phi, lvraisemblance = lvraisemblance))
  34 }