R/sfem.R

Defines functions sfem

Documented in sfem

sfem <- function(Y,K=2:6,obj=NULL,model='AkjBk',method='reg',crit='icl',maxit=50,eps=1e-6,init='kmeans',
                 nstart=5,Tinit=c(),kernel='',disp=FALSE,l1=0.1,l2=0,nbit=2){
  # Initial tests & settings
  call = match.call()
  if (length(l2)>1) stop("The l2 parameter must be a scalar value (model selection for the l2 penalty is not yet implemented!).\n",call.=FALSE) 
  if (max(l1)>1 | min(l1)<0 | length(l2)>1 | l2>1 | l2<0) stop("Parameters l1 and l2 must be within [0,1]\n",call.=FALSE)
  bic = aic = icl = c()
  RES = list()
  
  # Initialization with FEM
  if (is.null(obj)){
    try(res0 <- fem(Y,K,init=init,nstart=nstart,maxit=maxit,eps=eps,Tinit=Tinit,
                    model=model,kernel=kernel,method=method,crit=crit))
  } else{
    if (class(obj) != 'fem') stop('An object of class "fem" is required!')
    else res0 = obj
  }
  
  # Sparse FEM
  for (i in 1:length(l1)){
    try(RES[[i]] <- fem.sparse(Y,res0$K,model=res0$model,maxit=15,eps=eps,Tinit=res0$P,l1=l1[i],l2=l2,nbit=nbit))
    try(bic[i] <- RES[[i]]$bic)
    try(aic[i] <- RES[[i]]$aic)
    try(icl[i] <- RES[[i]]$icl)
  }
  
  # Post-treatment and returning results
  if (crit=='bic'){ id_max = which.max(bic); crit_max = RES[[id_max]]$bic}
  if (crit=='aic'){ id_max = which.max(aic); crit_max = RES[[id_max]]$aic}
  if (crit=='icl'){ id_max = which.max(icl); crit_max = RES[[id_max]]$icl}
  #if (crit=='fisher'){ id_max = which.max(diff(fish)); crit_max = RES[[id_max]]$fish}
  res = RES[[id_max]]
  res$call = res0$call
  res$plot = res0$plot
  res$plot$l1 = list(aic=aic,bic=bic,icl=icl,l1=l1)
  res$call = call
  res$crit = crit
  res$l1 = l1[id_max]
  res$l2 = l2
  if (disp){ if (length(l1)>1) cat('The best sparse model is with lambda =',l1[id_max],'(',crit,'=',crit_max,')\n')
    else cat('The sparse model has a lambda =',l1[id_max],'(',crit,'=',crit_max,')\n')}
  class(res)='fem'
  res
}

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FisherEM documentation built on Oct. 11, 2018, 5:03 p.m.