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]
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]