Nothing
### This file contains major functions for ECM iterations.
### CM-step.
cm.step.gbd.ETA.1st <- function(PARAM){
### MLE For ETA[c(1, K)].
w <- 1 - sum(PARAM$ETA[-c(1, PARAM$K)])
tmp <- w * .MixfMRIEnv$Z.colSums[c(1, PARAM$K)] /
sum(.MixfMRIEnv$Z.colSums[c(1, PARAM$K)])
if(tmp[1] <= PARAM$min.1st.prop){
PARAM$ETA[c(1, PARAM$K)] <- c(PARAM$min.1st.prop,
w - PARAM$min.1st.prop)
} else{
PARAM$ETA[c(1, PARAM$K)] <- tmp
}
PARAM$log.ETA <- log(PARAM$ETA)
PARAM
} # End of cm.step.gbd.ETA.1st().
cm.step.gbd.ETA.rest <- function(PARAM){
### MLE For ETA[-1]
PARAM$ETA[-1] <- (1 - PARAM$ETA[1]) * .MixfMRIEnv$Z.colSums[-1] /
sum(.MixfMRIEnv$Z.colSums[-1])
PARAM$log.ETA <- log(PARAM$ETA)
### MLE for BETA, MU, and SIGMA
p.X <- PARAM$p.X
for(i.k in 1:PARAM$K){
#### MLE for BETA
PARAM$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$SIGMA[[i.k]] <- cm.step.gbd.SIGMA.k(PARAM, i.k)
}
}
PARAM
} # End of cm.step.gbd.ETA.rest().
### ECM-step.
ecm.step.gbd <- function(PARAM.org){
.MixfMRIEnv$CHECK <- list(algorithm = "ecm", 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(ecm.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$CLASS.iter.org <- CLASS.iter.new
}
PARAM.org <- PARAM.new
i.iter <- i.iter + 1
}
PARAM.new
} # End of ecm.step.gbd().
ecm.onestep.gbd <- function(PARAM){
PARAM <- cm.step.gbd.ETA.1st(PARAM)
e.step.gbd(PARAM)
PARAM <- cm.step.gbd.ETA.rest(PARAM)
e.step.gbd(PARAM)
PARAM$logL <- logL.step.gbd()
if(.MixfMRIEnv$CONTROL$debug > 0){
.MixfMRIEnv$cat(">>ecm.onestep: ", format(Sys.time(), "%H:%M:%S"),
", iter: ", .MixfMRIEnv$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 ecm.onestep.gbd().
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