Nothing
### This file contains major functions for EM iterations.
### E-step.
apea.step.gbd.k <- function(PARAM, i.k, update.logL = TRUE){
.MixfMRIEnv$logbetanorm(PARAM, i.k)
compute.expectation(PARAM, update.logL = update.logL)
invisible()
} # End of apea.step.gbd.k().
### CM-step
cm.step.gbd.ETA.BETA.MU.SIGMA.k <- function(PARAM, i.k){
### MLE For ETA
PARAM$ETA <- .MixfMRIEnv$Z.colSums / sum(.MixfMRIEnv$Z.colSums)
if(PARAM$ETA[1] <= PARAM$min.1st.prop){
PARAM$ETA <- c(PARAM$min.1st.prop,
(1 - PARAM$min.1st.prop) * .MixfMRIEnv$Z.colSums[-1] /
sum(.MixfMRIEnv$Z.colSums[-1]))
}
PARAM$log.ETA <- log(PARAM$ETA)
### MLE for BETA
PARAM$BETA[[i.k]] <- cm.step.gbd.BETA.k(PARAM, i.k)
### MLE for MU and SIGMA
if(PARAM$p.X > 0){
PARAM$MU[, i.k] <- cm.step.gbd.MU.k(PARAM, i.k)
PARAM$SIGMA[[i.k]] <- cm.step.gbd.SIGMA.k(PARAM, i.k)
}
PARAM
} # End of cm.step.gbd.ETA.BETA.MU.SIGMA.k().
cm.step.gbd.BETA.k <- function(PARAM, i.k){
#### MLE for BETA
if(i.k != 1){
ret <- mle.beta.constr(PARAM, i.k)
} else{
ret <- c(1.0, 1.0)
}
ret
} # End of cm.step.gbd.BETA.k().
cm.step.gbd.MU.k <- function(PARAM, i.k){
### MLE for MU
ret <- colSums.gbd(.MixfMRIEnv$X.gbd * .MixfMRIEnv$Z.gbd[, i.k] /
.MixfMRIEnv$Z.colSums[i.k])
ret
} # End of cm.step.gbd.MU.k().
cm.step.gbd.SIGMA.k <- function(PARAM, i.k){
U <- PARAM$SIGMA[[i.k]]$U
full <- PARAM$SIGMA[[i.k]]$full
### MLE for SIGMA
tmp.full <- .MixfMRIEnv$mle.SIGMA(PARAM, i.k)
### If SIGMA is degenerated, then there is no update.
tmp.U <- .MixfMRIEnv$decompsigma(tmp.full)
U.check <- tmp.U$check
if(tmp.U$check){
U <- tmp.U$value
full <- tmp.full
}
ret <- list(full = full, U = U, U.check = U.check)
ret
} # End of cm.step.gbd.SIGMA.k().
### APECMa-step.
apecma.step.gbd <- function(PARAM.org){
.MixfMRIEnv$CHECK <- list(algorithm = "apecma", i.iter = 0, abs.err = Inf,
rel.err = Inf, convergence = 0)
i.iter <- 1
PARAM.org$logL <- -.Machine$double.xmax
### For debugging.
if((!is.null(.MixfMRIEnv$CONTROL$save.log)) &&
.MixfMRIEnv$CONTROL$save.log){
if(! exists("SAVE.iter", envir = .MixfMRIEnv)){
.MixfMRIEnv$SAVE.param <- NULL
.MixfMRIEnv$SAVE.iter <- NULL
.MixfMRIEnv$CLASS.iter.org <- unlist(apply(.MixfMRIEnv$Z.gbd, 1,
which.max))
}
}
repeat{
### For debugging.
if((!is.null(.MixfMRIEnv$CONTROL$save.log)) &&
.MixfMRIEnv$CONTROL$save.log){
time.start <- proc.time()
}
PARAM.new <- try(apecma.onestep.gbd(PARAM.org), silent = TRUE)
if(.MixfMRIEnv$any(inherits(PARAM.new, "try-error"))){
.MixfMRIEnv$cat("Results of previous iterations are returned.\n",
quiet =TRUE)
.MixfMRIEnv$CHECK$convergence <- 99
PARAM.new <- PARAM.org
break
}
.MixfMRIEnv$CHECK <- check.em.convergence(PARAM.org, PARAM.new, i.iter)
if(.MixfMRIEnv$CHECK$convergence > 0){
break
}
### For debugging.
if((!is.null(.MixfMRIEnv$CONTROL$save.log)) &&
.MixfMRIEnv$CONTROL$save.log){
tmp.time <- proc.time() - time.start
.MixfMRIEnv$SAVE.param <- c(.MixfMRIEnv$SAVE.param, PARAM.new)
CLASS.iter.new <- unlist(apply(.MixfMRIEnv$Z.gbd, 1, which.max))
tmp <- sum_gbd(CLASS.iter.new != .MixfMRIEnv$CLASS.iter.org)
tmp.all <- c(tmp / PARAM.new$N, PARAM.new$logL,
PARAM.new$logL - PARAM.org$logL,
(PARAM.new$logL - PARAM.org$logL) / PARAM.org$logL)
.MixfMRIEnv$SAVE.iter <- rbind(.MixfMRIEnv$SAVE.iter,
c(tmp, tmp.all, tmp.time))
.MixfMRIEnv$CLASS.iter.org <- CLASS.iter.new
}
PARAM.org <- PARAM.new
i.iter <- i.iter + 1
}
PARAM.new
} # End of apecma.step.gbd().
apecma.onestep.gbd <- function(PARAM){
for(i.k in 1:PARAM$K){
PARAM <- cm.step.gbd.ETA.BETA.MU.SIGMA.k(PARAM, i.k)
apea.step.gbd.k(PARAM, i.k,
update.logL = ifelse(i.k == PARAM$K, TRUE, FALSE))
}
PARAM$logL <- logL.step.gbd()
if(.MixfMRIEnv$CONTROL$debug > 0){
.MixfMRIEnv$cat(">>apecma.onestep: ", format(Sys.time(), "%H:%M:%S"),
", iter: ", .MixfMRIEnv$CHECK$iter, ", logL: ",
sprintf("%-30.15f", PARAM$logL), "\n",
sep = "", quiet = TRUE)
if(.MixfMRIEnv$CONTROL$debug > 4){
logL <- .MixfMRIEnv$indep.logL(PARAM)
.MixfMRIEnv$cat(" >>indep.logL: ", sprintf("%-30.15f", logL), "\n",
sep = "", quiet = TRUE)
}
if(.MixfMRIEnv$CONTROL$debug > 20){
mb.print(PARAM, .MixfMRIEnv$CHECK)
}
}
PARAM
} # End of apecma.onestep.gbd().
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